Index

abstract factory pattern 131, 1323

access control

design considerations 901

implementation 1078, 115

multiple systems 91, 108

operational risk and 24

pricing tool 1901

single sign-on system 91, 108

accounting entries 29, 100

accounting rules 29, 100

accrual accounting 213

adapter pattern 123

aggregate views 578

American options, exercising 46

analytics group

functions 21, 27, 34

requirements 27

application programming interface (API) 213

see also WinAPI

architectural aspects, visibility of 88

arrays 71

asset and liability management (ALM)

definition 213

functions 278

asset-backed security (ABS) 214

asset-class perspective 545, 210

audit trails

definition 214

implementation 9, 10810

technical requirements 38, 109

trade life-cycle 43, 55, 90, 94

back office 16, 29, 214

back-to-back trades 501

banks

activities 30

back office 16, 29, 214

front office 1620, 35, 42, 107

functional separation policy 90

group dynamics in 199200

middle office 16, 208, 58, 107

overview 1530

size 30

support functions 2930

barrier options 46

batch jobs 214

batch processing

design considerations 26, 1025

implementation 113, 116

intermediate data storage 1056

pricing tool implementation 191

regular processes 103

segmentation 1045

time pressures 89, 103

binomial tree pricing model 51, 534, 803, 214

example code 83, 1259

pricing tool implementation 1467, 1489

Black–Scholes pricing formula 51, 534, 21415

example code 1259

Blitz++ 169, 179

books 49, 210

Boost 179

bottom-line view ...

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