Document Type thesis Author Name Zeng, Hong URN etd-053105-143623 Title Fixed Income Database Design & Architecture Degree MS Department Mathematical Sciences Advisors Arthur Heinricher, Advisor Bogdan Vernescu, Department Head Keywords fixed-income database design architecture Date of Presentation/Defense 2005-05-31 Availability unrestricted Abstract
No matter how good a portfolio manager is, she or he can not makes right investment decisions without the right information. It is all about data: how can many megabytes of data must be loaded into a continuously growing system, stored efficiently, and made easily accessible to all queries and to all applications? In this project, we build a decision database for managing a portfolio of fixed-income investments. We review the key features of the database architecture and describe key steps in processing the available date. In addition, we review some common analyses that are done by the portfolio manager by studying the report needed for a study of the investment duration at the sector level.
Files report.pdf
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