Data Modeling of Financial Derivatives: A Conceptual by Robert Mamayev

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By Robert Mamayev

Written in undeniable English and in response to profitable shopper engagements, Data Modeling of monetary Derivatives: A Conceptual Approach introduces new and veteran facts modelers, monetary analysts, and IT pros to the interesting international of monetary derivatives. protecting futures, forwards, thoughts, swaps, and ahead fee agreements, finance and modeling specialist Robert Mamayev indicates you step by step easy methods to constitution and describe monetary information utilizing complex facts modeling strategies.

The ebook introduces IT pros, particularly, to varied monetary and knowledge modeling options that they won't have obvious sooner than, giving them higher talent within the monetary language of derivatives—and better skill to speak with monetary analysts with out worry or hesitation. Such wisdom should be in particular worthy to these seeking to choose up the required abilities to develop into efficient at once operating within the monetary area. monetary analysts interpreting this ebook will come to grips with a number of information modeling thoughts and for that reason be in larger place to give an explanation for the underlying company to their IT viewers.

Data Modeling of economic Derivatives—which presumes no complex wisdom of derivatives or facts modeling—will assist you:

  • Learn the simplest entity–relationship modeling approach out there—Barker's CASE methodology—and its program within the monetary
  • Understand find out how to determine and creatively reuse info modeling styles
  • Gain an knowing of economic derivatives and their a variety of purposes
  • Learn tips to version derivatives contracts and comprehend the reasoning at the back of sure layout judgements
  • Resolve derivatives information modeling complexities parsimoniously in order that your consumers can comprehend them intuitively

Packed with a variety of examples, diagrams, and strategies, this e-book will help you realize some of the layout styles that you're probably to come across on your expert occupation and practice them effectively in perform. a person operating with monetary versions will locate it a useful instrument and occupation booster.

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Additional resources for Data Modeling of Financial Derivatives: A Conceptual Approach

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Figure 3-2. Model of contract participation 35 36 Chapter 3 | Financial Contracts Note the solid (mandatory) relationship line between the CONTRACT and CONTRACT PARTICIPATION. Typically, you should approach mandatory-onboth-ends relationships (including one-to-many relationships) with caution. This doesn’t mean that such configurations don’t exist or that they should always be avoided. Mandatory-on-both-ends relationships do exist, albeit not very often, and they serve a particular purpose and emphasize a unique business rule.

45 46 Chapter 3 | Financial Contracts According to your model, the CONTRACT STRUCTURE may or may not depend on the CONTRACT TYPE STRUCTURE. You can, in fact, make this relationship mandatory to enforce the rule that each CONTRACT STRUCTURE must be specified by one and only one CONTRACT TYPE STRUCTURE. Typically, your business requirements will guide you on how to shape your resulting data model to fit the needs of your client. The following hypothetical example will help clarify the difference between CONTRACT STRUCTURE and CONTRACT TYPE STRUCTURE.

A database trigger is a piece of code that is attached to a table and executed in response to certain predefined events. Data Modeling of Financial Derivatives Figure 3-3. Example of a properly maintained contract participation history 37 38 Chapter 3 | Financial Contracts Differentiating between a Contract and a Contract Type The model in Figure 3-4 introduces another entity called a CONTRACT TYPE. A CONTRACT TYPE represents a catalog or blueprint of all available contracts. A CONTRACT, on the other hand, represents a legal entity—a physical embodiment of a contract type—to which at least two parties have agreed and signed on a particular date.

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