Faculty Advisor

Ciaraldi, Michael J.

Abstract

This project demonstrated the interoperability of Microsoft's .NET technology with the existing infrastructure at Lehman Brothers. Using C#, we created a client application that allows users to calculate Value at Risk for counter-party swap portfolios. We also implemented ASP.NET web services and caching techniques on a middleware server to support the functionality and performance requirements of the client. The final system was dubbed LR Net; it surpassed the performance and usability of existing web applications at Lehman Brothers.

Publisher

Worcester Polytechnic Institute

Date Accepted

January 2003

Major

Computer Science

Project Type

Major Qualifying Project

Accessibility

Restricted-WPI community only

Advisor Department

Computer Science

Advisor Program

Computer Science

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