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Citation

Betty Junod, Xavier Pintado, Fr'ed'eric Pot, "Building an Object-Oriented Financial Framework", July, 1993

Abstract

This paper discusses the modeling of a set of important classes for the financial domain. Grounded on the Portfolio and TimeSeries classes, we developed a portfolio analysis and visualization tool with the goal of exploring constrained global optimization algorithms for portfolios assets allocation and of providing a comparative visual perspective for portfolio management.Our effort is motivated by the need to create an open framework for financial software components which can be easily integrated and incrementally modified.

Additionnal Notes

in Technical Report "Visual Objects", p 89-109, D. Tsichritzis editor, Centre Universitaire d'Informatique, University of Geneva

Bibtex

@unpublished{Juno93a,
Author = "Betty Junod, Xavier Pintado, Fr'ed'eric Pot",
Title = "Building an Object-Oriented Financial Framework",
Key = "olit osg tr93",
Notes = "in Technical Report "Visual Objects", p 89-109, D. Tsichritzis editor, Centre Universitaire d'Informatique, University of Geneva",
Month = "July",
Year = "1993"
}
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