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Risksvr™ Calculation Engine

Data-Sources & Realms

Financial-Risk-Manager User Guide
 
Keywords: Realms, Default Realm, DataSources, Default DataSources, Input Output, EAI, Connectivity, Streams, Namespace Controller, Scope, Generic Interfaces, SOA
Audience: Advanced stand-Alone users
     
DataSources and Realms introduce a completely new paradigm to managing large amounts of complex organized data in a flexible manner.

DataSourcesRealms and the Namespace Controller are part of RiskServers FRM  development framework.
As such they are part of the basic building block of every components in RiskServers Financial-Risk-Manager product suite:
  • Risksvr™ Calculation Engine.
  • Financial-Risk-Manager module.
  • Unitized Time-Series-Manager.
  • XlStream 3
  • XlDataSnap
  • CreditCurveManager, etc.

First Steps Into Realms and DataSources

Realms and DataSources are advanced capabilities provides by all RiskServers FRM components.

Realms and DataSources should really be of interest to intermediate and advanced users who want to get more out of their analytics. If you are starting off, we recommend you run first run Risksvr™ online before you get involved into Realms.


Realms and DataSources are a brand new way of managing dependant hierarchies of complex data. They provide limitless configuration opportunities, are easy to use once you understand the basic rules and offer tremendous analytic leverage.

Moreover, Realms offer the possibility to switch between multiple configurations transparently.

Data Sources and Realms are unique to RiskServers products. To our knowledge no other product offers such a powerful and flexible approach to sinking and sourcing data.

As it often happens, the power provided by Realms and DataSources can also be a drawback if you are working in a controlled environment where users should not benefit from flexibility. In this case, DataSources can be configured to depend on one single Realm. Better yet, each user can be configured so that he can only access data available to his or alternatively his group's permission level.

 

What are Realms and DataSources?

A Realms is essentially an ordered hierarchy of DataSources.

As its name implies, a DataSource defines the specifications of a source of Data.

Note: The Name DataSource is used interchangeably for both data sources (data from which Risksvr™ will read from and data sinks (data that Risksvr™ will write to.)

A default Realm is always necessary so that components can "talk" to each other.

The Realm acts as the  default data repository where data can either be stored or sourced.

Data Sources and Realms can seem daunting at first glance. The most important thing to understand at this stage is the concept of Default Realm and Default DataSource.

To Run, Risksvr™ needs at least a default Realm. If you accept the default settings, the default realm will be called Default. Each Realm Contains a Default DataSource for Input, usually called Input and a default DataSource for output called Output

Every Realm has a series of attributes. The most important attributes you must know at this stage are:

  • The Schema.
  • The Scope or namespace hierarchy*
  • The Synchronization Policy.
  • etc.

Every DataSource also carries a number of attributes:

  • Alternate Schema
  • Input Layout (name-value-pairs, xml,. csv.., raw binary!.
  • Output Layout (name-value-pairs, xml, csv...,raw binary).
  • Synchronization Policy.
  • Scope or namespace hierarchy.
  • Traits: Date Type, Date Format, Decimal Separator.
  • Connector: File, Shared Memory, Sockets, named pipes, database connectors.
  • etc.

 

  • The Default Realm acts as the fallback location when data is missing from it's dedicated realm.(if defined)
  • The name is the root of the realm .
  • The Alias is the name given to the entire Realm hierarchy.

Configure Realms through the Settings Dialog

  All Stand-Alone applications provide a common user interface to manage DataSources and Realms.

This interface is accessed through the Settings menu or button.







The Default Settings opens the Realm interface.

The First Realm displayed in the Realm tree or tabbed display is the Default Realm also known as the Default INPUT realm.


The default realm provides a fallback location for any missing realm, realm group or realm-sub group.
 




The button on the right hand side of the Realm Name allows multiple operations. The default operation is to create a "New Realm".

Selecting other Operations

To change the "New button", right click the New button with your mouse. Once the Label changes to the Menu Item you have selected, you can click on the Button to execute the requested operation

Moving down the Realm hierarchy

 
  If you click on one of the Items Realms you get a lower level Realm (either a Group, Sub Group, etc until you reach the DataSource itself.  
   


Summary

The Settings  tab provides a simple graphical user interface to Realms and DataSource Hierarchies and other settings specific to each module.

Used properly Realms and DataSources add tremendous power to your real-time analytics both in terms of flexibility, ease of use and management.




DataSources and Realms are invisible to online users:

DataSources and Realms make all components work seamlessly with each other.
This is so much the case for all components available online that they are completely invisible to the average user.


DataSources and Realms are not invisible to stand-alone users:

Advanced user who need to unleash the power. If you are using any standalone application for front-office real-time analytics.
f you want to extend analytical power. if you need to connect the engine to multiple third party systems.

DataSources and Realms are different for online and LAN users:

Online and LAN users have different access permissions to DataSources and Realms.
The Online user has two realms: His personal realm and his data group realm.
The data group realm provides a read-only access to market data that is shared amongst users, whereas the personal realm is controlled by the user.
LAN users can define as many realm as their system administrator deems fit.
 

It is therefore important to understand what these two elements bring to you in terms of connectivity and flexibility.


Risksvr(tm) Stand-Alone Realm Default Setup


A Quick list of the most important DataSources and their respective second level sub-group Realm. In most cases, the second level sub-group Realm is the penultimate Realm before the default INPUT (respectively Output) Realm.


At a lower level (usually 4th or 5th level), lies the DataSources. All  DataSources have a sibling Realm). This Realm carries the same name as the DataSource itself and allows users to optionally define an individual characteristic for each and every DataSource sourced or sinked by Risksvr™.


 
DataSource Name Realm Mid-Level
   Sub-Group
ACCOUNT CREDIT
AVGCAPFLOORSURFACE MARKET
BASISSWAPTIONSURFACE MARKET
BONDFUTURES MARKET
BONDSURFACE MARKET
BUCKETS REPORTS
CAPFLRSURFACE MARKET
CURVE_CURRENCY MARKET
CDSWAPTIONSURFACE MARKET
CMCAPFLOORSURFACE MARKET
CMSSWAPTIONSURFACE MARKET
COMMODITYFUTURES MARKET
COMMODITYPRICES MARKET
COMMODITYSTOCHASTICS MARKET
COMMODITYSURFACE MARKET
COMMODITY MARKET
CONVERTIBLESURFACE MARKET
COUNTRY CREDIT
COVARSURFACE MARKET
CPTY CREDIT
CONTINUATION CREDIT
TERMINATION CREDIT
DEFAULT CREDIT
CURVES MARKET
AUDITDUMP OUTPUT
EQUITY MARKET
EQUITYFUTURES MARKET
EQUITYPRICES MARKET
EQUITYSTOCHASTICS MARKET
EQUITYSURFACE MARKET
EXPORT OUTPUT
EXPOSURE CREDIT
FWDVOL MARKET
FX MARKET
FXRATE MARKET
FXSTOCHASTICS MARKET
FXSURFACE MARKET
GLOBALCORRELATION MARKET
GRAPH MARKET
HISTORY MARKET
ENGINELOG OUTPUT
USERLOG LOCAL
MEANREVERSION MARKET
MMFUTURES MARKET
OBLIGOR CREDIT
PRICES MARKET
RANDOM MARKET
RATINGSYSTEM CREDIT
RECOVERY CREDIT
REPORT MARKET
RISKLESSCURVES MARKET
CURVECORRELATION MARKET
SCENARIO SETUP
SETUP SETUP
SPREADCURVES MARKET
SPREADCORRELATION MARKET
SWAPTIONSURFACE MARKET
TAG SETUP
TRADELIST TRADES
TRADES TRADES
TRADELOG TRADES
TRANSITION CREDIT
VOLATILITYSURFACES MARKET
CROSSCCYSWAPTIONSURFACE MARKET
XCORFWDVOL MARKET
ZERORATES MARKET
CHOLESKYCOEFFICICIENTS MARKET
EIGENDATA MARKET
FXFWDCORRELATION MARKET
FXEQCORRELATION MARKET
FXCOMCORRELATION MARKET
EQUITYCOMCORRELATION MARKET
ASSETCORRELATION CREDIT
EXPOSUREREPORT MARKET
RISKDIMENSION MARKET
EXTZERO MARKET
TEMP MARKET
TEMPLATE MARKET
ZERO_PRICES_AUDIT MARKET
 
     
     
     
     
     
     
     

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