Development of a DSS for Fixed-Income Securities Using OOP

ManMohan S. Sodhi
Additional contact information
ManMohan S. Sodhi: University of Michigan Business School, Ann Arbor, Michigan 48109-1234

Interfaces, 1996, vol. 26, issue 2, 22-33

Abstract: I developed a simplified version of a decision support system for Health Net. Health Net needed a system to manage fixed-income portfolios worth $370 million and to analyze 36 different types of fixed-income securities and derivatives for risk and return. I integrated the required mathematical models and database system in the object-oriented paradigm by uniformly implementing mathematical models for interest rate movements and cash flows of securities, database entities, and the interface as interacting objects.

Keywords: decision analysis: applications; finance: investment (search for similar items in EconPapers)
Date: 1996
References: Add references at CitEc
Citations:

Downloads: (external link)
http://dx.doi.org/10.1287/inte.26.2.22 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:orinte:v:26:y:1996:i:2:p:22-33

Access Statistics for this article

More articles in Interfaces from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().