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  • WHITE PAPER - Markets Media · KL vu] o Á } d>r Ç } Z] ]u o u v vo v À } v o]Ì ... Database Driver Connectors Multiple Internal Databases and Datafeeds K D B # 1 X D B # 1 O R
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  • WHITE PAPER

     

    databases  and  systems  into  one  consistent  framework  that  can  meet  the  

  • The  Business  Issue  ..........................................................................................................3

    The  GoldenCopy  Approach  .............................................................................................3

    The  Middleware  Approach  .............................................................................................3

    Addressing  the  Need  ......................................................................................................4

    Consistent  Data  Access    ..................................................................................................5

     ..........................................................................................5

    All  Data  Types    ................................................................................................................6

     ....................................................................................7

     .....................................................................................................8

    Easy  Data  Access    ............................................................................................................9

     .................................................................................9

    Easy  Data  Analysis    .......................................................................................................10

    Support  for  Derived  Data    .............................................................................................12

     ......................................................................................................................13

     .......................................................................14

     ..............................................................15

     ........................................................................................................16

  • Desktop

    Data  Sources Desktop  Models

    Desktop

    Spreadsheets

    Desktop

    Databases

    Disparate  and  inconsistent  data,  models  and  spreadsheet  calculations

    MSFT.O

    AAPL  US  Equity

    MSFT.O

    AAPL  US  Equity

    MSFT.O

    AAPL  US  Equity

    MSFT.O

    AAPL  US  Equity

    model  #1

    model  #1 model  #4

    model  #2

    model  #3

    MSFT.O

    AAPL  US  Equity

    MSFT.O

    AAPL  US  Equity

    model  #2

  • Addressing  the  Need

    Consistent  Data  Access  –  A  normalised  data  model  across  all  underlying  systems  that  brings  

    Support  for  All  Data  Types

    Easy  Data  Access

    Easy  Data  Analysis

    Support  for  Derived  Data

  • Common Access for All

    Excel, Application and Programming Interfaces

    Extendible Business Logic

    NormalizationLayer

    DatabaseDriver Connectors

    Multiple Internal Databasesand Datafeeds

    KDB #1 XDB #1 ORCL #1 SQL #1 Reuters

    TimeScape Server

    TimeScape QL+

    Client’s Systems and Users

  • integers real  

    text binary  data dates booleans

    Reference

    Matrix

    Excel  Data

    Historic

  • strike (x-axis)matur

    ity (y-axis)

    time

    (z-a

    xis)

    time

    IV

  • Security 2 Security 3Security 1

    Property

    Data Source

    Database

    CategoryBondsEquity

    Security

    Database

    BloombergInternalReuters

    Open Close 30-Day Volatility

    None

    Permission

    Administrator

  •  

    Data  Type

    ABS

    BETA

    Cells

    Matrix

    ... ... ...

  •  

     

         

  • TimeScape XDB

    Model #1

    Model #2

    Model #3

    Model #...

    Model #...

    InstrumentValuationRequests

    InstrumentValuationResults

    Instrument,market, modeland curve data

    Risk

    P & L

    Back Office

    FrontOffice

    Data  Add-in  #1Model  A

    dd-in  #1

    TimeScapePricing

    Services

    SDKSDK

  • Consistent  Data  Access

    Support  for  All  Data  Types

    Easy  Data  Access

    Easy  Data  Analysis

    Support  for  Derived  Data

    http://www.xenomorph.commailto:info%40xenomorph.com?subject=

  • Multiple Destinations

    Front Office

    Risk P & L Back Office

    Sources, Systems and SitesDatafeeds Files Databases Spreadsheets Analytics Models

    Raw Data of any Type, Complexity, Frequency or Volume

    Database integration and normalisation

    Datafeed integration normalisation

    Statistical analytics integration

    Pricing model integration

    Spreadsheet calculation integration

    Financial Object Integration

    Data Model/Instrument Design

    Streaming/Snap Real-Time Datafeeds

    Interactive Market/Static Datafeeds

    FTP/File Import Management

    XML Import Management

    Excel Imports Customised Importers/APIs

    Instrument Creation and Management

    Spread Curve Creation and Management

    Indices/Baskets Creation and Management

    Volatility Surface Creation and Management

    Derived Data Generation

    Validation Cleansing Exception Management

    Data Enrichment

    User Access Permissioning

    Fine-Grain Access Permissioning

    Database Template Management

    4-Eyes Approval

    Acquisition Configuration

    Audit Trail

    Waterfall/Preference Data Rules

    Real-time, Static, Historic, Derived

    Multi-ID, Multi-Source

    High Volume Simple to Complex Data Types

    High Performance Vector Storage

    Standards-Based DBMS

    Correlations, Volatilities, Statistical Analysis

    Basket Analysis

    Curve/Surface Analysis

    Curve Bootstrapping

    Instrument Pricing

    Scenario Management

    Backtesting

    File Export Broadcast API Interfacing Excel Event Management

    Notification

    Consistent, High Quality, Auditable, Secure Information

    Customise

    Control

    Acquire

    Create

    Validate

    Store

    Analyse

    Distribute

  • Xenomorph®TimeScape®

    TimeScapeDatabases (XDB)

    DATA SERVICESCONNECTIVITY SERVICES XDBXDB

    SQL ServerMicrosoft

    SERVICES

    Databases

    FAM

    ANALYTICS SERVICESPRICING SERVICESQUERY SERVICES

    TASK SERVICES

    SDKs

    Data

    TimeScape Applications

    Java

    C/C++

    SOAPVisualBasic

    .NET

    APIs

    InternetExcel

  • Web:

    The Business IssueThe GoldenCopy ApproachThe Middleware ApproachAddressing the NeedConsistent Data Access Easy Integration Framework All Data Types Extendable Data Representation Fine-Grained Control Easy Data Access Easy Security Identifier TranslationEasy Data Analysis Support for Derived Data SummaryAppendix 1 – TimeScape Business Flow Appendix 2 – TimeScape Logical Architecture About Xenomorph


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