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Endur support in 2012
Project duration: 1 year
Brief description
Tasks in the Endur environment include, among other things, a project for converting all Endur discount curves and FX curves, the planning and development of a user-defined simulation result, and advice on and implementation of the mapping of a complex formally priced gas delivery contract. Some analyses are also performed, among other things, a further development of the credit risk management, a migration from renewable certificates to more up-to-date certificate types, as well as the planning of an impending migration to Oracle-11.
Supplement
The conversion of all discount and FX curves requires extensive regression testing, as practically all transactions are affected here. The development of the simulation result in particular was new technical ground for the customer, as OpenJVS was used for the first time in this context.
Subject description
As the customer no longer regards EURIBOR and LIBOR as sufficiently risk-free, the discount curves and rates of exchange will be changed to an other source and a different mapping. Credit risk management should be switched over to newer standards, as should RECS, which was introduced in 2010 and will be replaced by HKN or GOO certificates.
Overview
- Industries energy
- Specialist tasks energy supply, energy trade, Risk Management, stock exchange trading
- DV tasks standard software support
- System environment Business Intelligence, Service-Oriented Architecture (SOA), standard software: industry systems
- Procedure model Scrum
- Databases Oracle Database
- Development/ test tools Eclipse, Oracle SQL Developer,
- Standard software Endur
Project period01.01.2012 - 31.12.2012
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