Developing financial software

Abstract

Developing financial software: numerical reliability, lazy initialization, digital signature.

At Altis, our financial analysts and managers use an internally developed software platform for investment analysis and risk management. This presentation focuses on selected aspects that we had and have to face:

i) Expanding the work presented at SciPy '08 [1], I'll review some of the reliability issues for numerical computations within the context of financial industry;

ii) I'll also discuss how lazy initialization can help keeping the complexity of the system under control;

iii) Finally, I'll briefly discuss how to sign a Python desktop application, for deployment in those environments that require verifiable application authenticity and integrity.


References

[1]   S Taschini,  Interval Arithmetic: Python Implementation and Applications  in Proceedings of the 7th Python in Science conference (SciPy 2008), G Varoquaux, T Vaught, J Millman (Eds.), pp. 16-2; http://conference.scipy.org/proceedings/SciPy2008/paper_3/