Index
abstract factory pattern 131, 132–3
access control
operational risk and 24
accrual accounting 213
adapter pattern 123
American options, exercising 46
analytics group
requirements 27
application programming interface (API) 213
see also WinAPI
architectural aspects, visibility of 88
arrays 71
asset and liability management (ALM)
definition 213
asset-backed security (ABS) 214
asset-class perspective 54–5, 210
audit trails
definition 214
technical requirements 38, 109
trade life-cycle 43, 55, 90, 94
banks
activities 30
front office 16–20, 35, 42, 107
functional separation policy 90
middle office 16, 20–8, 58, 107
size 30
barrier options 46
batch jobs 214
batch processing
design considerations 26, 102–5
intermediate data storage 105–6
pricing tool implementation 191
regular processes 103
binomial tree pricing model 51, 53–4, 80–3, 214
pricing tool implementation 146–7, 148–9
Black–Scholes pricing formula 51, 53–4, 214–15
Boost 179
bottom-line view ...
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