Derivatives evaluation web site
A derivatives evaluation and analysis web site
was built using XML specification files. These were processed to produce all
the source code for a server-side COM module and a highly interactive web-site.
The implementation provided an opportunity to use the language engine's object
model as a transparent, highly structured and precise means of communication
between cooperating groups of developers. Different parts of the project
involved very different language skills and knowledge domains, including:
derivatives valuation code, involving complex mathematics
business logic for financial markets conventions
COM module programming in C++, using ATL
The use of a rich and precise interface model allowed a very flexible and
efficient development process. Frequent design changes emerged during the rapid
development of a complex interactive design: these were painlessly passed from
one group to another with no requirement for further programming or unit
testing after each development cycle.
Components produced by the language engine
||All the source code for an MS DevStudio ATL project was produced. A template
project was used to avoid the interaction required of a Microsoft AppWizard.
The names and parameters in the XML specification file were applied to the
||C++ and IDL source code was produced for each calculator object along with a
registry script. Each of the COM interfaces of the calculator was generated
with full descriptive texts.
|ASP web page
||The language engine used a pair of templates to produce each of the ASP web
pages individually, allowing for the varied field layouts, interactions and
user commands available on each. Hand-coding for an individual page was never
required, despite the variety of their functionality and contents.
to the various calculator pages, to handle their various constraints and
interactions. These were all generated automatically from templates.
||The best test harness for a calculator under Windows is usually MS Excel. This
production generated a test spreadsheet for the calculator, laying out input
and output fields, and writing add-in functions in VBA to link the spreadsheet
with the COM module.
|Compiled HTML help
||The full range of descriptive and associative information held in the language
object model allowed the engine to produce a complete and fully featured
compiled help project (CHM) for the COM library. This help project supported
interactive help in the Visual Basic IDE and in MS DevStudio.
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