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Development of a DSS for Fixed-Income Securities Using OOP

Author

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  • ManMohan S. Sodhi

    (University of Michigan Business School, Ann Arbor, Michigan 48109-1234)

Abstract

I developed a simplified version of a decision support system for Health Net. Health Net needed a system to manage fixed-income portfolios worth $370 million and to analyze 36 different types of fixed-income securities and derivatives for risk and return. I integrated the required mathematical models and database system in the object-oriented paradigm by uniformly implementing mathematical models for interest rate movements and cash flows of securities, database entities, and the interface as interacting objects.

Suggested Citation

  • ManMohan S. Sodhi, 1996. "Development of a DSS for Fixed-Income Securities Using OOP," Interfaces, INFORMS, vol. 26(2), pages 22-33, April.
    • Handle: RePEc:inm:orinte:v:26:y:1996:i:2:p:22-33
    DOI: 10.1287/inte.26.2.22
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