ERP Course: Analysis Patterns
Planning and Trading
Readings: Chapter 8 and 9 from Martin
Fowler
Peter Dolog
dolog [at] cs [dot] aau [dot] dk
E2-201
Information Systems
October 27, 2006
Planning
Plan is a set of actions which are carried out by resources
Actions are planed, completed, abondoned, postponed/suspended
They have resources allocated
A protocol is a set of actions repeated many times
Activities has outcomes and conditions to start
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Properties of Actions
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Basic Structure of Plans and Actions
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Complemented and Abandoned Actions
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Suspension of Actions
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A Plan Consisting of References to Proposed Actions
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Replacement Plans
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Plans as Actions and Compound Actions
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Structure for Protocols
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Relationships among Action, Plan, and Protocol
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Plan as a DAG of Proposed Actions
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Protocol as DAG
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Action’s Use of Resources
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Ressource Allocation for Assets
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Allowing Specific Allocations of Consumables
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Links Between Observation, Plan, and Action
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The Use of Start and Outcome Functions at the
Knowledge Level
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Trading
Trade is about buying and selling
Trade is described by a contract
Contracts can be grouped into portfolios
Prices of goods change according to whether you look at them
from selling and buying point of view – quotes
Rapid changes can be captured by scenarios
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Contract
Party
Contract
+counterparty
Instrument
+amount : Number
+price : Money
1..1
*
Long
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1..1
Short
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Buyers and Sellers and Relationship
+short
Contract
Party
1..1
+Long*
Instrument
+amount : Number
+price : Money
*
1..1
1..1
*
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Counterparty and Primaryparty
+counterparty
Contract
Party
+primaryparty*
1..1
1..1
*
Instrument
+amount : Number
+price : Money
Long
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*
1..1
Short
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Party mappings
«derived»
*
1..1
+short
+counterparty
Contract
Party
1..1
1..1
+primaryparty*
+amount : Number
+price : Money
*
«derived»
1..1
Instrument
*
1..1
«derived»
*
+long
Short
«derived»
Long
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Portfolio
Portfolio
Contract
-Value(scenario)
-Value(scenario)
?
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Dynamic portfolios with filters
Portfolio
Contract
«derived»
-Value(scenario)
-Value(scenario)
*
*
*
{All instances on contract on which self.filter is true}
1..1
+filter
BooleanMethod
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Contract Selectors
Date
0..1
*
+start
0..1
+end
*
+primaryparties
Instrument
ContractSelector
*
Party
*
+counterparties
*
*
*
*
1..1
+filter
*
Portfolio
Contract
«derived»
-Value(scenario)
-Value(scenario)
*
*
{All instances on contract on which self.filter is true}
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Date
Several filter types
+start +end
0..1
*
0..1
*
+primaryparties
Instrument
ContractSelector
*
Party
*
+counterparties
*
*
*
*
HardCodedFilter
ContractFilter
-Value(scenario)
-isIncluded
+selectContracts(in Collection)
1..1
*
*
Portfolio
1..1
+filter
Contract
«derived»
-Value(scenario)
-Value(scenario)
*
*
BooleanMethod
*
{All instances on contract on which self.filter is true}
SetFilter
SetOperation
{documentation = Instances: Union, Intersection, Negation}
*
*
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1..1
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Quotes
Quote
+bid : Number
+offer : Number
+mid : Number
+spread : Number
+print()
{bid = offer}
OneWayQuote
{spread = bid - offer
AND
mid=(bid + offer)/2}
TwoWayQuote
Instrument
+price : Quote
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Changes in Quotes
Instrument
Quote
1..1
*
Timepoint
*
Instrument
1..1
Price
1..1
*
Quote
*
1..1
*
1..1
Timepoint
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Scenarios
Instrument
Scenarioelement
1..1
Quote
*
*
1..1
*
1..1
Party
+publisher
1..1
Scenario
*
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Timepoint
*
1..1
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Derived Scenario Elements
Instrument
SourcedScenarioElement
SourcingIndex
*
InformationSource
1..1
*
+denominator
MarketIndicator
1..1
+numerator
1..1
*
1..1
*
1..1
Cross-RateScenarioElement
Scenarioelement
*
1..1
*
*
1..*
1..1
Quote
Scenario
+Arguments[list]
CalculatedScenarioElement
*
*
Timepoint
1..1
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