Worcester Polytechnic Institute Electronic Theses and Dissertations Collection

Title page for ETD etd-053105-143623

Document Typethesis
Author NameZeng, Hong
TitleFixed Income Database Design & Architecture
DepartmentMathematical Sciences
  • Arthur Heinricher, Advisor
  • Bogdan Vernescu, Department Head
  • Keywords
  • fixed-income
  • database design
  • architecture
  • Date of Presentation/Defense2005-05-31
    Availability unrestricted


    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.

  • report.pdf

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