1. Upcoming deliverables for remainder of semester - to Dec 14 Nov 30th: Second quiz –To cover the remainder of MMM (chapter 13 to end). Dec 7th: Third and final quiz (first 15 minutes of class) –3 total for the semester –Average of 3 quizzes will account for 20% of grade –Third quiz will cover contents of lectures Refer to slides on website Dec 14th: Final presentations –Each team will present for 15 minutes –Each team will force rank the other teams presentations!

2. Requirements for Front End Static reports: Day-over-day change (see spreadsheet story-board) Total Notional Amount, Risk and LGD by: “Quality” “Issuer” User input driven: Risk and Market Value by maturity band: Maturity buckets defined as: 0-2yr, 2-5yr, 5-10yr, 10-30yr inclusive Display Notional Amount of 2 year treasuries (T2 in file) to hedge each bucket bucket dv01 * bucket amount = dv01 * Amount User should be able to re-run maturity band report with shifted inputs: Yield curve parallel up and down by 50% (of starting yield curve yields) User entered spreads at each point (to support ad-hoc shifts) It is required is to display data in tabular form however: It is desirable to also display in graphical form where possible. e.g, pie, bar, clustered column chart… Solve for Amount:

3. Deliverables for Final Install pkg:.tar (as before) - including makefile, README, etc. Your main is now your test driver (to simulate calls from the client side) Include the client side code (or excel file) in the.tar I will not grade the user handling part of the client side code but may need to refer to it Presentation/demo

4. Requirements for Presentation Architecture: Description of: Server-side capabilities Client-side capabilities How is logic partitioned between server and client side? GUI technology choice rationale “Middleware” protocol Challenges faced during implementation How was the work partitioned within the team? Demonstrate the front end What questions does the app help the user answer? Clear description of how to install it, build it and use it Walk through test-driver of the server side (a requirement!) I will drive after the presentation is given and ask questions interactively