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An Overview of Rates and Term Structures

Assets (table: asset) are things that are quoted in the market and traded. An example of an asset would be the equity APPL, or the currency USD.

Rates (table: rate) are a class of prices or rates that are quoted against an asset. For example, a 2 month GBP/USD spot rate is a rate that is [...]

check_foreign_keys.py

I’ve checked in a check_foreign_keys.py script that goes through the Turbine XML scripts and checks that the foreign keys have been defined correctly. This comes out of some feedback by Mark de Brauw who discovered errors in the SQL Schema by loading everything into MySQL Workbench – thanks Mark!

Welcome to The DOPE!

DOPE stands for “Database Objects for Pricing Everything”, and the aim of this project is to define an open database schema that can be used as the basis of building a financial/econometric system. We also aim to provide a complete set of support data that can be used to populate your financial database.

Whenever you build [...]