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Chapter 1: Sybase Risk Analytics Platform

Data model

The Risk Analytics Platform uses a data model designed to support institutional trading and prime brokerage business processes. The Risk Analytics data model includes two major submodels, which focus on two specific business areas: Instrument and Market Data.

Instrument

The Instrument submodel contains data structures that represent financial instruments. The Instrument table stores information common to all financial instruments, including instrument name, trading symbol, issue date, issuer rating, trading currency, and exchange.

Corresponding tables store details about each type of instrument. Thus, stock-related information is stored in the Stock (STOCK) table; information related to bonds is stored in the Bond (BOND) table, and so on.

Market Data

The Market Data submodel contains data structures that represent historical and real-time data. The submodel includes several areas corresponding to different financial instruments; each area includes one or more tables storing historical or real-time (intraday) data.

NoteNote For more information about the data model included with Sybase Risk Analytics Platform, see Chapter 2, “Data Model.”





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