TimeScape EDM+ is built on a flexible data model that is fully extensible to ensure users can easily accommodate the nuances of each asset class. Whether you are valuing a zero coupon bond or credit default swap – the platform allows you to define the key attributes of a contract and model all data dependencies. Equally, the platform’s ability to support complex objects, like yield curves and swaption cubes, is crucial for OTC derivatives market participants who rely on this kind of data.
In addition, TimeScape EDM+ offers an easily configurable data validation engine that enables customers to create adaptive validation rules based on the nuances of each market. For example, knowing the relationship between the CDS spread and bond price for the same issuing entity can help feed adaptive data validation rules that are more accurate in spotting anomalies and reduce the incidence of false positives.