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.

Acrobat UML TeX-friendly Zone

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:

Package documentation in Adobe page description format (PDF).
A UML model in Rational Rose petal format.
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


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.
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.

$Date: 2000/09/11 00:28:46 $