Faculty Advisor

Abraham, Jon P.

Faculty Advisor

Hofri, Micha

Center

Wall Street MQP

Abstract

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.

Publisher

Worcester Polytechnic Institute

Date Accepted

April 2013

Major

Computer Science

Major

Mathematical Sciences

Project Type

Major Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

Advisor Department

Computer Science

Project Center

Wall Street MQP

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