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CLO Schema

Bob Morris

Bob Morris

Joined
2/16/11
Messages
2
Points
13
Hello good quants,

I'm developing a data product to help my credit strategies team analyze and trade collateralized loan obligations. I have plenty of resources on how to price these things, but surprisingly, I haven't found anything about just storing and importing the data in a database, or anything on the potential ETL processes involved in getting the data to the pricing models. I was wondering if anyone here had a good reference for an efficient star schema, or had any advice on a successful schema you may have used in the past.


Thanks!
 
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