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CORBA-based data transfer for financial risk management

  • M. Leclerc
  • C. Linnhoff-Popien
  • S. Lipperts
  • T. Müssener
  • H. Wegmann
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 1161)

Abstract

Financial instruments are becoming more and more complex in order to meet the needs of end-users. This development has led to a corresponding maturation of computer systems. Distributed object products provide solutions that satisfy requirements such as data integration and interoperability. However, Distributed Platforms do not provide container objects or other means of data transfer.

This paper discusses the options of transferring data in a distributed system based on the Common Object Request Broker Architecture (CORBA). The CORBA implementation Orbix has been chosen for the financial environment of Dresdner Bank Middle Office. In order to transfer data within a financial risk management system, three aspects are considered: synchronous and asynchronous transfer; sequential transfer and multiplexing; polling and caching. A monitor for evaluating the performance of data transfer is presented. Moreover, first studies concerning data transfer using the synchronous polling and caching mechanisms are given. Finally, criteria are derived, which combinations are preferable depending on given conditions.

Keywords

CORBA Orbix synchronous/asynchronous communication multiplexing monitoring 

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References

  1. [Hor96]
    Peter Hornig: The children of OMA — An Overview of CORBA implementations (in German). In: OBJEKTspektrum 1/96, January 1996Google Scholar
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    Chris Horn, Annrai O'Toole: Distributed Object Oriented Approaches. In: Proceedings of the IFIP/IEEE International Conference on Distributed Platforms, 1996Google Scholar
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    Orbix 2 Programming Guide. IONA Technologies, November 1995Google Scholar
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    OrbixTalk Programming Guide. IONA Technologies, 1996Google Scholar
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    Hans-Peter Müller: When bits are cash money (in German). In: Business Computing 2/92, February 1996Google Scholar
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    CORBA: The Common Object Request Broker: Architecture and Specification, Revision 2.0. OMG, July 1995Google Scholar
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    CORBAservices: Common Object Services Specification. OMG Document 96-3-28, March 1996Google Scholar
  8. [SUN96]
    Sun Microsystems: Distributed Object Technology in the Financial Services Industry. White Paper, February 28, 1996Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 1996

Authors and Affiliations

  • M. Leclerc
    • 1
  • C. Linnhoff-Popien
    • 2
  • S. Lipperts
    • 2
  • T. Müssener
    • 1
  • H. Wegmann
    • 2
  1. 1.Department Treasury/EigenhandelDresdner Bank FrankfurtGermany
  2. 2.Department of Computer ScienceAachen University of TechnologyGermany

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