M.J.M. van den Beld
The development of a generic ResultSet for the EuroPA framework.
Computer program / Internship,
Report 2001.LT.5541, Transport Technology, Logistic Engineering.
One of the most important tools for all global traders of ABN AMRO BANK
N.V. is a functional and reliable 'pricing' system. The EuroPA (Euro
Pricing Architecture) is a global pricing framework, which covers
real-time pricing, yields, Libor spreads, trading strategies and basic
risk measures for all traded financial instruments. The framework is
available for every employee conneded to the ABN AMRO intranet.
This report contains a description of the technical architecture of the
EuroPA framework and the software adjustment implemented to make the
information stream more generic. The full description and Java code
is provided for translating a ResultSet into a XML document and for
Parsing this XML ResultSet again into a Java object.
This is realized during a two months stay in the "dealingroom"
of ABN AMRO BANK N.V., headquarter in Amsterdam.
The main reason for this assignment is that for every different financial
method in the EuroPA framework, the Client (Graphic User Interface) and
the Application Server had to be programmed to receive and send the
requested ResultSet, containing the specific data. Alas this couldn't be
made generic due to the used "Corba" protocol. The only solution
was to convert the ResultSet into a XML document containing alt the data
and metadata in order to make this generic.
This report describes the software designed and implemented to convert
the ResultSet in to a XML document. It also contains a completed and
successful test of a currency ResultSet conversion. The translation
software will now save a lot of reprogramming in future changes.
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