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:
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derivatives valuation code, involving complex mathematics
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business logic for financial markets conventions
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web authoring in Javascript and ASP
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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
| Production |
Description |
| COM library |
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
template project.
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| ATL object |
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.
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| 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.
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| Javascript input validation |
Slightly specialised Javascript input validation routines needed to be applied
to the various calculator pages, to handle their various constraints and
interactions. These were all generated automatically from templates.
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| Test spreadsheet |
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.
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| 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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