Student Work

Native RFL Factors in Quartz

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In this project, our team focused on the database migration of CDO (Collateralized Debt Obligation) square Calibration tool, an in-house proprietary software tool used to price and analyze this certain credit derivative. We defined the new data structure of CDO square, which is fully compatible with Quartz, and provided web services so that CDO square objects are accessible to other applications on the Quartz platform.

  • This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.
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Identifier
  • E-project-040213-171952
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Year
  • 2012
Center
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Date created
  • 2012-04-02
Location
  • New York
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