Product

Breakdown of Timescape Product

November 24, 2009

TimeScape security master

Central, audited data warehousing for all data related to financial instruments including terms and conditions, pricing, rates, curves, time series, surfaces and custom/OTC attributes. New asset classes and fields can be added quickly and easily, delivering a data management solution that meets timeframes needed by the business.

TimeScape prices/rates/curves management

Powerful, customisable support for rates, curves and surfaces ranging from real-time capture of data from a data feed to instantaneous publication of a validated curve or surface to end-users. Fully historic in nature, allowing curves to be reconstituted and recalculated at any point in time as needed.

TimeScape data integration/capture

User-friendly data management tools for collecting and normalising data from data vendors in real-time or in bulk, plus a unique connection framework to leverage existing investment in client databases, systems and datafeeds.

TimeScape tick/time series database

A powerful database engine for managing vast quantities of time-series data (including daily, semi-static, intraday, tick-by-tick) for any kind of data (including rates, prices, curves, surfaces, dividend schedules, index compositions, baskets and many other data types).

TimeScape data distribution

Essential system tools for data/analytic extraction and publication to downstream systems and users via message buses, files or data connections.

TimeScape analytics and model centralisation

TimeScape provides ready-to-run systems infrastructure to centralise complex analytics and reports, thereby increasing calculation transparency and consistency.

TimeScape derivatives/product valuation management

TimeScape’s pricing services provides the centralised and dynamic management of the linkage between data, curves and pricing models, enabling derivatives operations to scale with business requirements and minimising the needs for spreadsheet management of more complex trades.

TimeScape data analysis/decision support

Lightning-fast data analysis and end-user tools for exploring vast quantities of historic data (of any type) wherever and however clients want to use them (Excel, Web, within your own application). In addition to the hundreds of built-in analytical functions that come as standard, TimeScape allows clients to add their own proprietary analysis including unique, one-click support for models developed for use in Microsoft Excel (XLLs).