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BEA Event Server Fixed Income Demo September 19, 2007

Posted by newyorkscot in Audio & Video, Client Engagement Mgt, Complex Event Processing, Marketing.
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Lab49 has been working with BEA on their new Weblogic Event Server (WLEVS) product in the complex event processing space. As part of this effort, we have been building a demo of how one could automatically reprice a portfolio of fixed income instruments against streaming market data. In addition to WLEVS, we used Quantlib‘s C++ libraries and Lab49’s own market data simulator, with the front end built in WPF.

A couple of us from Lab49 attended the BEA World Conference in San Francisco last week and I presented the demo as part of the “Introduction to Event Server” session.

Click on the image below to view a screencast of the demo .. (this is a .wmv version for the moment..)

We were able to run the demo pricing 400 bonds/sec, with 4.6ms latency, on an Intel Quad processor – the folks at Shuttle helped us with their latest snazzy new XPC box. We also developed a cool WPF visualization of the Event Processing Network where we can automatically generate XAML from the underlying EPN configuration which we then data-bind to the event server’s performance monitoring meta-data.

I will put the demo and more information on the Lab49 website, and hopefully we will get it onto BEA’s Dev2Dev portal soon…

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Comments»

1. mailsamd - December 13, 2007

have to say, these demos look very ‘attractive’ if thats the right word, but I assume they are not an actual representation of what ends up on the users desktop right?

2. newyorkscot - December 13, 2007

thanks – the functionality, especially the pie chart, is an innovation of our own (Lab49’s) making mainly to show the range of capabilities and potential for WPF-based applications, but also to conceptualize what many people do actually need on trading and risk mgt desks. For instance, we know that many buy-side portfolio managers do need simulation and visualization tools for large portfolios. We also know that buy- and sell-side organizations do have the need to visualize real-time streaming data (whether it is text-based – like news, trends, IMs, etc – or live charting, or numerical). So, the answer comes down to 2 things a) it is the first cut at a simulation tool so it does lack some functionality (like the ability to change market conditions, or reinvestment strategies, or more detailed decomposition analysis, for example), but b) it is not vaporware so if someone really did want this we could actually run this on someone’s desktop hooked up to their market data and portfolio.

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