CORBA-based data transfer for financial risk management
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.
KeywordsCORBA Orbix synchronous/asynchronous communication multiplexing monitoring
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