VB.

NET and Databases for Financial Markets

Course ID: FM 530
Winter 2006
Instructor Names: Ben Van Vliet
Office Location:

Office Hours:
Office Phone:
Office Fax:
E-mail Address:
Instructor Web Page:
Course Web Page:
Class Hours:
Class Location:
Prerequisites:

IIT Downtown Campus

565 W. Adams, Suite 655
Chicago, IL 60661
3:00 6:00 pm, Mon, Wed
(312) 906-6513
(312) 906-6511
bvanvliet@stuart.iit.edu
None
www.benvanvliet.com
6:00-9:15 pm
Room: Mini Lab
FM 492, FM 506

A. Course Description
This course is designed to provide students with a comprehensive knowledge of the
VB.NET programming environment, relational database design, SQL and XML. These
tools will be used to create financial models using current market data. Students will
develop financial applications using advanced Visual Basic tools. Further, students will
be introduced to XML/FIXML and how to process XML documents.
B. Method of Instruction
This course consists of 10 lectures. Weekly projects and a term project will be required
as well as a final exam. Late homework will not be accepted.
C. Course Objectives
The objective of this course is to gain an understanding of:
1.
2.
3.
4.

Basic VB.NET commands and sequential programming.

Relational database design and SQL.
Object Oriented Programming.
XML.

E. Textbook and Required Supplies

Required Text:

Modeling Financial Markets: Using Visual Basic and Databases

to Create Pricing, Trading and Risk Management Models
Van Vliet and Hendry. McGraw Hill 2004

F. Grades
Final grades are based on the total number of points earned in the course.
Weekly Projects
Term Project
Final Exam

40 %
30 %
30 %

G. Course Component Specifics

Format of Projects:

Projects must be submitted in the following format:

On floppy disk and hard copy print out of the code. One
project per floppy disk. The disk and the paper copy must be
labeled with the students name, course number and term and
the assignment number. For example:
Ben Van Vliet
FM 530 Summer 2006
Project 5.2
On the disk, the entire project folder must be included, not just
the .exe file. The name of the folder must be the students first
initial, last name and the project number. For example:
BvanVlietProject4.2
Submitted projects must meet these format guidelines or else
they will be discarded without notice and assigned a grade of
0.

Weekly Projects:

All weekly assignments are due by Wednesday at 6:00 pm.

Late assignments will not be accepted without the
instructors prior approval.

Term Project:

The term project is due at the time of the final exam.

A written proposal for the term project must be submitted
on Week 5. This proposal must be approved by the
instructor. Students must select their own topics and the
proposal must include a well organized explanation of the
functionalities to be included in the project. Late
assignments will not be accepted without the instructors
prior approval.

H. Classroom Rules of Conduct

Illinois Institute of Technology expects students to maintain high standards of academic
integrity. Students preparing for the practice of a profession are expected to conform to a
code of integrity and ethical standards commensurate with the high expectations that
society places upon the practitioners of a learned profession.
No student may seek to gain an unfair advantage over another. It shall be a violation of
this code for students to engage in conduct that violates the standards of their major
academic discipline, the standards of the academic discipline in which they are engaged,
the standards of a profession in which they are training, or the standards of the
university set forth here.
Submitted assignments which are found to be the same or largely similar to the work of
another student will be discarded without notice and assigned a grade of 0.
I. Course Schedule
Week 1

Graphical User Interfaces, Variables, Objects, Conditional Statements, Loops.

DUE FOR WEEK 2:
Project 3.1
Project 3.2
Project 4.1
Project 4.2

Week 2

Functions and Subroutines.

DUE FOR WEEK 3:
Project 5.1
Project 5.2
Project 6.1
Project 6.2

Week 3

Objects and Arrays.

DUE FOR WEEK 4:

Week 4

Debugging and DLLs

DUE FOR WEEK 5:

Project 7.1
Project 7.2
Project 8.1
Project 8.2

Project 9.1
Project 9.2
Project 10.1
Project 10.2

Week 5

Relational databases, ADO controls.

DUE FOR WEEK 6:
Project 12.1
Project 12.2

Week 6

SQL.
DUE FOR WEEK 7:

Project 13.1
Project 13.2

Week 7

Advanced SQL and Data Structures

DUE FOR WEEK 8:
Project 14.1
Project 14.2
Project 15.1
Project 15.2

Week 8

APIs
DUE FOR WEEK 9:

Week 9

Week 10

Week 11

XML
DUE FOR WEEK 10:

UML
DUE FOR WEEK 11:

Final Exam

Project 17.1
Project 17.2

Project 18.1
Project 18.2
Project 19.1
Project 19.2

Project 20.1
Project 20.2