Model and Solver Integration For Interoperability Between Options and Their Evaluation Algorithms In Financial Decision Support Systems

摘要: As the financial option markets grow, decision support systems need an efficient framework that enables us to mix and match options their various evaluation algorithms according diverse pricing purposes. Under such many-to-many relationships between algorithms, often encounter inefficiency problems caused by duplicated developments of interfaces when adding or modifying algorithms. To resolve problems, this paper proposes a system for dynamic integration based on model management perspective. Specifically, detailed mapping parameters those are managed with separate table, so addition modification is easily incorporated only altering table without affecting processes.