Faculty Advisor or Committee Member
Arthur Heinricher, Advisor
Faculty Advisor or Committee Member
Bogdan Vernescu
Identifier
etd-053105-143623
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. "
Publisher
Worcester Polytechnic Institute
Degree Name
MS
Department
Mathematical Sciences
Project Type
Thesis
Date Accepted
2005-05-31
Copyright Statement
All authors have granted to WPI a nonexclusive royalty-free license to distribute copies of the work. Copyright is held by the author or authors, with all rights reserved, unless otherwise noted. If you have any questions, please contact wpi-etd@wpi.edu.
Accessibility
Unrestricted
Repository Citation
Zeng, Hong, "Fixed Income Database Design & Architecture" (2005). Masters Theses (All Theses, All Years). 870.
https://digitalcommons.wpi.edu/etd-theses/870
Subjects
fixed-income, database design, architecture, Portfolio management, Bonds, Database design