Implementing a digital calendar in a portfolio management context using temporal expressions

Different systems implement digital calendars according to their context-specific needs. In the case of a portfolio management system for the financial industry, a digital calendar needs to keep track of financial events that can be both recurring and nonrecurring as well as provide business analysts with a method of querying calendars about those events. The patterns to define those events need to be flexible enough to create complex and simple recurrences, such as “every second Tuesday of the month” or “every Christmas”. With a system requirement that exposes the construction of patterns that are then given to define specific events - such as to define business days or fiscal periods - the interface also needs to be simple enough to seem familiar to accountants who are used to filling out spreadsheets and programming them with short scripts or equations. Martin Fowler’s Schedule design pattern provides a model for a flexible calendar design that, with some tweaking, can meet all these requirements. Though calendars are common and prevalent, the context and, by extension, its specific use cases heavily inform the design. This thesis provides a look into the process of implementing a calendar in a financial context in its full process, from considering requirements to implementation to benchmarked analysis of performance.

Name thesis:degree_name

M.S.

Level thesis:degree_level

Thesis

Discipline thesis:degree_discipline

Computer Science

Grantor

University of Illinois at Urbana-Champaign

Year dc:date

2015

Author dc:creator

• Chalas, Kathleen

• temporal expression
• calendar
• rules
• patterns
• recurring events

Statement dc:rights

• Copyright 2015 Kathleen Chalas

Language dc:language

en

Handle dc:identifier

http://hdl.handle.net/2142/78456

OAI identifier oai:identifier

oai:www.ideals.illinois.edu:2142/78456