A risk management prototype using object-oriented APL

Authors:
Martin Gfeller
Affiliations:
Reuters, Risk Management Software, Kleinstrasse 6, CH-8008 Zürich, Switzerland
Venue:
APL '94 Proceedings of the international conference on APL : the language and its applications: the language and its applications
Year:
1994

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Abstract

After a quick introduction to Financial Risk Management, I show that Object-Oriented Technology (OOT) fits well with the demands of Risk Management. I then outline the analysis, design, and implementation of a prototype system for Risk Management using both OOT and APL. I describe a Dyalog APL implementation of OOT, and conclude by wondering whether APL is really suitable for OOT.