Delft University of Technology
Faculty Mechanical, Maritime and Materials Engineering
Transport Technology / Logistic Engineering

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.

Reports on Logistic Engineering (in Dutch)
Modified: 2002.01.06; , TU Delft / 3mE / TT / LT.