Off-site derivative contract element three-level structure storage management method and device

Abstract

The invention provides a three-level storage management method and device for off-site derivative contract elements, and the method defines a new storage structure of the off-site derivative contract elements, i.e., the contract elements of various types of contracts of off-site derivatives are subjected to three-level storage management. According to whether the contract elements are common elements or not and whether the elements participate in logic control or not, re-dividing and classifying the contract elements, re-integrating the classified contract elements by using a contract model factory to form a corresponding three-level storage structure, and finally storing the contract elements according to the formed three-level storage structure. And data storage persistence is carried out on off-site derivative contract elements, so that the research and development efficiency is improved while the storage cost is reduced.

Description

A method and device for storage and management of three-level structure of OTC derivatives contract elements technical field The present invention relates to a kind of over-the-counter derivatives contract element tertiary structure storage management method and device, belong to computer financial technology field. Background technique [0002] In recent years, the development of domestic OTC derivatives has made great progress, business varieties have been continuously enriched, and various OTC derivatives have been Derivative contracts came into being. Derivative contracts are composed of contract elements. The so-called contract elements refer to the description information of the contract. For example, contract subject, contract quantity, expiry month, exercise price, exercise date, etc., the contract elements contained in different types of contracts are both There are similarities and differences. As a key element of the OTC derivatives management system, contra...

AI Technical Summary

Problems solved by technology

[0004] The first method: Unified storage and management of the contract elements of different types of contracts, that is, in the application system, design a general storage structure, which is suitable for the storage of contract elements of all types of contracts. This solution maximizes the use Taking into account the characteristics that different types of contracts have some of the same elements, ignoring the differences between contract elements of various types of contracts, this scheme can reflect the internal relationship between each contract to the greatest extent, but due to the differences between various types of contracts, this scheme Every time a contract is stored in the storage structure, there will be a large amount of redundant data, resulting in a waste of storage resources, and the general storage structure is poorly readable, which is not conducive to later data maintenance;

[0005] The second method: independently store and manage the contract elements of different types of contracts, and design a storage structure corresponding to each type of contract for data storage. This scheme emphasizes the differences between contract elements of various types of contracts and weakens them. To ensure the commonality between contracts, the storage of each contract element will not generate field redundancy, but at the same time it also cuts off the business connection between various types of contracts, increasing the difficulty of system development

[0006] From the above description, it is not difficult to find that for background services, no matter whether a general storage structure or multiple independent storage structures are adopted, it cannot take into account the similarities and differences of contract elements between different types of contracts. At the same time, The rapid development of domestic over-the-counter derivatives business requires the background system to quickly respond to market changes, support emerging contracts, and quickly iterate. Therefore, a more suitable storage structure for over-the-counter derivatives contract elements is urgently needed to solve the gap between different types of contracts. The commonality and difference of contract elements coexist, and at the same time, it can meet the demands of rapid iteration of the background system

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