The following figure give an overwiew about the UnRisk FACTORY architecture:
Once the UnRisk FACTORY is deployed, it consists of the following components:
- a database which stores all the data related to financial risk management (instrument data, market data, computed risk measures, accounting and meta data)
- a web server which implements the web front end which can be accessed by users through a web browser
- an adapter process which allows for importing data from foreign systems
- a service process which controls the computational grid
- a computational grid which performs risk measure computations in parallel using a MapReduce based parallelization strategy
- a web-service which allows for accessing data stored in the UnRisk FACTORY database programmatically
- a monitor application to administer all UnRisk FACTORY related processes
Further Informations
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