Data library
Read the inputs behind a calculation. Inspect an instrument, trace a curve to its source, compare dependence assumptions, or review the published capital-market assumptions.
Select an exact master version. Identity, currency, classification, price observations and data attributes.
Discount curves →Select a retained curve source. Stored curve points, source dates, conventions and extrapolation markers.
Correlation & covariance →Retained instrument and benchmark axes. SGD / USD panels, row and column filters, pair inspection.
Capital-market assumptions →Source classes and separate instrument mean mappings. Return, volatility and the source’s unresolved currency convention.
Keep source facts and model choices separate
These views preserve observations, explicit proxies and missing attributes as supplied. Model settings choose how those inputs are used; a model edit does not rewrite an instrument’s contractual terms or turn an estimate into an observation.
Read the selected source
| Collection | Coverage | What to check |
|---|---|---|
| Instrument master | All records in the selected master | Missing identifiers, unknown GICS, historical RBICS provenance and quote units. |
| Curves | All stored currency curves | Source date, valuation date, proxy role and stored node status. |
| Dependence panels | Independent rows and columns · SGD / USD | Return basis, aligned sample and observed versus estimated series. |
| Published CMAs | All source classes and separate mappings | Five-year horizon; currency is not confirmed by the publication. |