elements

Welcome to the back-up elements site. With the sad demise of TARMS, the main source for the elements model is no longer available. This site contains the most recently publicly-released version of elements. We hope that this site can be used as the base for continuing work on elements.

elements is an an open financial model. elements attempts to capture the common elements of financial modeling -- cashflows, instruments, rates, dates, organizations, positions, etc. -- in such a way to allow interoperability between financial components. The elements overview document contains a description of the aims and scope of the elements project.

The Model

The elements model consists of a set of UML packages. The following items are available:

Documentation: Package documentation in Adobe page description format (PDF).
Model: A UML model in Rational Rose petal format.
Introduction: If the package is complex, an introductory document in PDF format.
Object Diagram: An instance diagram for an example object in PDF format.

This version of the model is version 0.7.3.

Docs Model Intro OD

Basic Commodities Abstract commodities and currencies

Basic Commodity Constraints Abstract handling of relationships between commodities and currencies

Basic Rates Abstract handling rates and rate curves and surfaces

Books Trading books, for management within an organization

Collections Utility collection models and interfaces

Contact Information Names and addresses

Dates Dates, day counts, date rolling and holidays

Deal Groups Rule-based and ad-hoc grouping of deals

Deals Deals and trades

Dynamic Data Infrastructure for handling changing information

FX Rates Foreign exchange rates and rate curves

Industries Financial industries

Instruments Financial instrument modeling

Interest Rates Interest rates and yield curves

Languages Spoken (and written) languages

Locations Towns, cities, states and countries

Object Identity Object keying and version management

Payment Rates Payments on loans, bonds, etc.

Permissions Permissioning and identification

Program Abstract scripting interface

Rate Scenarios Ways of choosing rate models for valuation

Reference Data Infrastructure for managing common data

Securities Modeling of bills, bonds and other securities

Security Prices Rates and prices for securities

Users Users of the system

Utilities Assorted utility interfaces

Resources

We have developed a number of tools and other resources for handling elements, largely in the documentation preparation area. Finance is heavily mathematical, so we use LaTeX to generate documentation.

Download

Modeling Standards Modelling standards and techniques for elements.

Documentation Standards Documentation standards and techniques for elements.

Bibliography A BibTeX bibliography of the sources used to build elements.

Bibliography Style A bibliographical style based on the plain (numbered) style, but extended to cover URLs more effectively.

Elements Package A LaTeX package for producing the elements title page and licensing notice.

UML Documentation Package A LaTeX package for producing UML documentation.

UML Documentation Package Documentation How to use the UML documentation package.

UML Documentation Source The source code for the UML package.

Documentation Generation Script A Rose script which outputs LaTeX documentation of a Rose model.

Elements Logo An Encapsulated Postscript version of the elements logo.

	Download
Modeling Standards		Modelling standards and techniques for elements.
Documentation Standards		Documentation standards and techniques for elements.
Bibliography		A BibTeX bibliography of the sources used to build elements.
Bibliography Style		A bibliographical style based on the plain (numbered) style, but extended to cover URLs more effectively.
Elements Package		A LaTeX package for producing the elements title page and licensing notice.
UML Documentation Package		A LaTeX package for producing UML documentation.
UML Documentation Package Documentation		How to use the UML documentation package.
UML Documentation Source		The source code for the UML package.
Documentation Generation Script		A Rose script which outputs LaTeX documentation of a Rose model.
Elements Logo		An Encapsulated Postscript version of the elements logo.

elements@charvolant.org
$Date: 2000/09/11 00:28:46 $

	Docs	Model	Intro	OD
Basic Commodities					Abstract commodities and currencies
Basic Commodity Constraints					Abstract handling of relationships between commodities and currencies
Basic Rates					Abstract handling rates and rate curves and surfaces
Books					Trading books, for management within an organization
Collections					Utility collection models and interfaces
Contact Information					Names and addresses
Dates					Dates, day counts, date rolling and holidays
Deal Groups					Rule-based and ad-hoc grouping of deals
Deals					Deals and trades
Dynamic Data					Infrastructure for handling changing information
FX Rates					Foreign exchange rates and rate curves
Industries					Financial industries
Instruments					Financial instrument modeling
Interest Rates					Interest rates and yield curves
Languages					Spoken (and written) languages
Locations					Towns, cities, states and countries
Object Identity					Object keying and version management
Payment Rates					Payments on loans, bonds, etc.
Permissions					Permissioning and identification
Program					Abstract scripting interface
Rate Scenarios					Ways of choosing rate models for valuation
Reference Data					Infrastructure for managing common data
Securities					Modeling of bills, bonds and other securities
Security Prices					Rates and prices for securities
Users					Users of the system
Utilities					Assorted utility interfaces