Abraham, Jon P.
Wall Street MQP
Bank of America NY
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.
Worcester Polytechnic Institute
Major Qualifying Project
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