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MDDL and the quest for a market data standard [[electronic resource] ] : explanation, rationale and implementation / / Martin Christopher Sexton
| MDDL and the quest for a market data standard [[electronic resource] ] : explanation, rationale and implementation / / Martin Christopher Sexton |
| Autore | Sexton Martin Christopher |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Amsterdam ; ; London, : Butterworth-Heinemann, 2008 |
| Descrizione fisica | 1 online resource (321 p.) |
| Disciplina | 332.10285674 |
| Collana | Elsevier world capital markets series |
| Soggetto topico |
Financial services industry - Data processing - Standards
Document markup languages |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-03499-1
9786611034993 0-08-055177-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; MDDL and the Quest for a Market Data Standard; Copyright page; Table of Contents; Series Editor's preface; Chapter 1 Introduction; Audience of this book; Structure of the book; Chapter 2 What is market data?; Chapter 3 Executive summary; The Vision; Linking MDDL to corporate goals; The business benefits of using MDDL; MDDL opportunities; Chapter 4 The financial standards landscape; Industry standards; Market data is everywhere; Chapter 5 Self-describing data and XML basics; Elements, attributes and hierarchy; Chapter 6 Evolution of MDDL; MDDL versioning; Why use schemas?
Chapter 7 How MDDL works Synopsis of the MDDL hierarchy; MDDL domains; Classes and subclasses; Containers; Properties; MDDL property types; Industry standards used in content; Creation of new types; Classification of properties; Controlled vocabulary; Top-level wrappers; Instance headers; Inheritance; MDDL extensions; Naming convention; Creating an extension schema; Defining code lists (controlled vocabulary); Chapter 8 The life of a financial instrument; Issuance; Pricing and reporting; General pricing and volumes; Historical pricing; Book management; Trade reporting; Time and sales Reconciliation Portfolio valuation; Chapter 9 Regulatory adherence; Reference data terms; Best execution; Regulatory reporting; Data vendors and end of concentration rules; Chapter 10 Reference data management; Business entities; Indices, rates and indicators; Corporate action events; Security definitions; Alternative solutions to securities definitions; Change mechanism; Chapter 11 Industry standards - mix and match; MDDL to FIX, FIX to MDDL; MDDL and FIXml; FpML; RIXML; XBRL; SDMX; ISO standards in the financial sector; ISO 19312 and MDDL; ISO 20022 and MDDL; Chapter 12 MDDL as payload MDDL and SOAPMDDL as a FIX payload; MDDL as ebXML or OAGIS payload; Chapter 13 'Build-your-own' - MDDL equivalent schema; Chapter 14 UML to XML schema generation; Chapter 15 Undertaking a mapping exercise?; Data mapping process; Data mapping pointers; Chapter 16 Compression; xtcMessage (fisdMessage); FASTSM; Chapter 17 A final tribute to Jonathan Castaing; Appendices; Appendix A: Glossary and acronyms; Appendix B: MiFID terms; References and further reading; Index |
| Record Nr. | UNINA-9910457676903321 |
Sexton Martin Christopher
|
||
| Amsterdam ; ; London, : Butterworth-Heinemann, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
MDDL and the quest for a market data standard [[electronic resource] ] : explanation, rationale and implementation / / Martin Christopher Sexton
| MDDL and the quest for a market data standard [[electronic resource] ] : explanation, rationale and implementation / / Martin Christopher Sexton |
| Autore | Sexton Martin Christopher |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Amsterdam ; ; London, : Butterworth-Heinemann, 2008 |
| Descrizione fisica | 1 online resource (321 p.) |
| Disciplina | 332.10285674 |
| Collana | Elsevier world capital markets series |
| Soggetto topico |
Financial services industry - Data processing - Standards
Document markup languages |
| ISBN |
1-281-03499-1
9786611034993 0-08-055177-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; MDDL and the Quest for a Market Data Standard; Copyright page; Table of Contents; Series Editor's preface; Chapter 1 Introduction; Audience of this book; Structure of the book; Chapter 2 What is market data?; Chapter 3 Executive summary; The Vision; Linking MDDL to corporate goals; The business benefits of using MDDL; MDDL opportunities; Chapter 4 The financial standards landscape; Industry standards; Market data is everywhere; Chapter 5 Self-describing data and XML basics; Elements, attributes and hierarchy; Chapter 6 Evolution of MDDL; MDDL versioning; Why use schemas?
Chapter 7 How MDDL works Synopsis of the MDDL hierarchy; MDDL domains; Classes and subclasses; Containers; Properties; MDDL property types; Industry standards used in content; Creation of new types; Classification of properties; Controlled vocabulary; Top-level wrappers; Instance headers; Inheritance; MDDL extensions; Naming convention; Creating an extension schema; Defining code lists (controlled vocabulary); Chapter 8 The life of a financial instrument; Issuance; Pricing and reporting; General pricing and volumes; Historical pricing; Book management; Trade reporting; Time and sales Reconciliation Portfolio valuation; Chapter 9 Regulatory adherence; Reference data terms; Best execution; Regulatory reporting; Data vendors and end of concentration rules; Chapter 10 Reference data management; Business entities; Indices, rates and indicators; Corporate action events; Security definitions; Alternative solutions to securities definitions; Change mechanism; Chapter 11 Industry standards - mix and match; MDDL to FIX, FIX to MDDL; MDDL and FIXml; FpML; RIXML; XBRL; SDMX; ISO standards in the financial sector; ISO 19312 and MDDL; ISO 20022 and MDDL; Chapter 12 MDDL as payload MDDL and SOAPMDDL as a FIX payload; MDDL as ebXML or OAGIS payload; Chapter 13 'Build-your-own' - MDDL equivalent schema; Chapter 14 UML to XML schema generation; Chapter 15 Undertaking a mapping exercise?; Data mapping process; Data mapping pointers; Chapter 16 Compression; xtcMessage (fisdMessage); FASTSM; Chapter 17 A final tribute to Jonathan Castaing; Appendices; Appendix A: Glossary and acronyms; Appendix B: MiFID terms; References and further reading; Index |
| Record Nr. | UNINA-9910784461203321 |
|
Sexton Martin Christopher
|
||
| Amsterdam ; ; London, : Butterworth-Heinemann, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||