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Utility(84)
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MATLAB(8)
- Financial(3)
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Total

148 Modules

ODIN Modules

Transform, Utility
Insert Table Label Data Column
This module is used to insert the table label as a data column within the data set.
Import, Text
Internal Data Set
Stores dataset internally between iterations
Export, Text
Internal Data Set Out
Stores dataset internally between iterations
Processing, Utility
Iterator
This powerful feature can be used to iterate or loop through the process for each change in global variable value (prefixed by RAW_).

This feature can be used in various scenarios:Manage Memory: Break up a process into manageable pieces. For example, loading 10 years of daily historical data into a relational database. Due to memory constraints, it would not be possible to load years of historical data at one...
Import, Text
JSON In
This module is used to read data from a file that is in the JSON data format. This can either read ODIN DataSet JSON or JSON from a different source.
Export, Text
JSON Out
This module is used to write data to a file in JSON data format. The output of a ODIN process can be written out to JSON and then used with JSON for display on websites etc.
Export, Utility Modules
Link Manager
This module can be used in ODIN Process Manager config files that will launch a URL in another browser tab.
- Mathematical, MATLAB, Utility
MATLAB Basic Math
This module harnesses the MATLAB® engine to compute any of a variety of basic mathematical operations (e.g. find log returns or exponentiate) on an entire table set.
- Statistical, MATLAB, Utility
MATLAB Basic Stat
This module harnesses the MATLAB® engine to compute any of a variety of basic statistics on an entire table set.
- Financial, MATLAB, Utility
MATLAB Bond Attributes
This module harnesses the MATLAB® engine to compute bond attributes such as Yield, Price, Convexity, Duration and Spread.
- Financial, MATLAB, Utility
MATLAB CVA (Credit Valuation Adjustment)
This module harnesses the MATLAB® engine to approximate using a Monte-Carlo simulation various quantites related to the counterparty risk exposure, including credit valuation adjustment, maximum peak exposure and effective expected exposure.
- Financial, MATLAB, Utility
MATLAB Greeks
This module harnesses the MATLAB® engine to compute the greeks of vanilla derivatives (calls or puts) assuming Black-Scholes pricing.

Insert Table Label Data Column

This module is used to insert the table label as a data column within the data set.

Inputs

data_20081201.xls

Outputs

output.xls

Internal Data Set

Stores dataset internally between iterations

Internal Data Set Out

Stores dataset internally between iterations

Iterator

This powerful feature can be used to iterate or loop through the process for each change in global variable value (prefixed by RAW_).

This feature can be used in various scenarios:Manage Memory: Break up a process into manageable pieces. For example, loading 10 years of daily historical data into a relational database. Due to memory constraints, it would not be possible to load years of historical data at one time, the process would fail. It would be more efficient to process one or a few dates at a time. Repetitive Process: Setting up a configuration file, to iterate through a set of single setting values. For example, loop through the process of a change in the prefix file name. If there is a directory with multiple files with similar suffix, but different prefix names (ibm.price.txt, msft.price.txt), the process can be made to process ibm in the first loop and msft in the second and so on and so forth. There is no limit to the number of global variables or sets of values for each variable.Nested Loop: The process can be designed to iterate in a nested loop. The inner loops iterate sequentially for every value of a global variable in an outer loop. For example, for every value of RAW_IDX, the process loops four times (BM_1, 1/1/2007; BM_1,1/2/2007; BM_2, 1/1/2007; BM_2,1/2/2007). Hence the process will iterate eight times.

JSON In

This module is used to read data from a file that is in the JSON data format. This can either read ODIN DataSet JSON or JSON from a different source.

JSON Out

This module is used to write data to a file in JSON data format. The output of a ODIN process can be written out to JSON and then used with JSON for display on websites etc.

Inputs

data.xls

Outputs

output.xml

Link Manager

This module can be used in ODIN Process Manager config files that will launch a URL in another browser tab.

MATLAB Basic Math

This module harnesses the MATLAB® engine to compute any of a variety of basic mathematical operations (e.g. find log returns or exponentiate) on an entire table set.

Inputs

input.csv

Outputs

output.csv

MATLAB Basic Stat

This module harnesses the MATLAB® engine to compute any of a variety of basic statistics on an entire table set.

Inputs

input.csv

Outputs

output.csv

MATLAB Bond Attributes

This module harnesses the MATLAB® engine to compute bond attributes such as Yield, Price, Convexity, Duration and Spread.

Inputs

spotRates.xlsx

input.xlsx

Outputs

output.xlsx

MATLAB CVA (Credit Valuation Adjustment)

This module harnesses the MATLAB® engine to approximate using a Monte-Carlo simulation various quantites related to the counterparty risk exposure, including credit valuation adjustment, maximum peak exposure and effective expected exposure.