Federal Debt Forecasting

July 2003 – December 2004

Role: Software Architect/Developer

Project: Development of a debt forecasting system for the federal government.

Summary:

  • Software engineering project to develop from scratch an IT-system for planning the government’s issuance calender, monitoring and forecasting the interest expenditures using modern financial engineering concepts.
  • Analysis of business requirements to generate a unified software specification.
  • UML Pattern design for core architectural components (Rational Rose).
  • Specification of Summit interface for securities, trade and cashflow data.
  • Development of the principle planning and reporting components
  • Development of a core OO library for IDL (Interactive Data Language).
  • Specification and development of a framework for unit tests under IDL.
  • Specification of the software release infrastructure.
  • Coordination and planning of milestone releases.

Hardware: Multiplatform
Operating systems: Multisystem
Software: Research Systems IDL (Interactive Data Language), Oracle 8i, Rational Rose, Summit, XML, CVS

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