STAF 2024 (series) / Agile MDE 2024 (series) / Agile MDE 2024 /
Model Driven Engineering in Finance: Bond Valuation, From Formulae to Code
Abstract: This paper discusses the use of Model Driven Engineering (MDE) in finance for the purposes of defining a mathematical model and then translating it into executable code. The process involved in the formula-to-code translation provides traceable and transparent steps that are useful for educational and audit purposes. This is especially beneficial in the context of regulatory requirements, model transparency, and user understandability. The paper demonstrates the automated process constituents that transform the model firstly into MathOCL, OCL and finally into code. The stages involved in the derivation of the translation process are demonstrated by using a mathematical example of a bond and translating this into Python code.
Wed 10 JulDisplayed time zone: Amsterdam, Berlin, Bern, Rome, Stockholm, Vienna change
Wed 10 Jul
Displayed time zone: Amsterdam, Berlin, Bern, Rome, Stockholm, Vienna change
15:30 - 17:00 | AglieMDE & MeSS SessionMeSS / Agile MDE at Waaier 3 Chair(s): Robbert Jongeling Mälardalen University | ||
15:30 20mShort-paper | Model Driven Engineering in Finance: Bond Valuation, From Formulae to Code Agile MDE Asad Rahman King's College London | ||
15:50 20mShort-paper | Towards agile collaborative multi-view modeling with inconsistency tolerance Agile MDE Yaser Shahvari MDSE Research Group, Faculty of Computer Engineering, University of Isfahan, Isfahan, Iran, Mohammadreza Sharbaf University of Isfahan | ||
16:10 20mTalk | Towards Quantum-based Graph Matching for IoT Systems (Extended Abstract) MeSS Felix Gemeinhardt Johannes Kepler University, Linz, Daniel Lehner Johannes Kepler University Linz, Manuel Wimmer JKU Linz | ||
16:30 20mTalk | Digital Twins for IoT Systems: Exploiting Synergies between Industry and Academia (Extended Abstract) MeSS | ||
16:50 10mTalk | Epsilon Playground Demo MeSS Dimitris Kolovos University of York |