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C# for Financial Markets by Andrea Germani, Daniel J. Duffy

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8

Data Management and Data Lifecycle

8.1 INTRODUCTION AND OBJECTIVES

In this chapter we discuss how to model and manage data in applications. We focus on how to read and write data across a variety of I/O types. This functionality is realised by the .NET Stream Architecture that provides read and write operations to a number of backing store streams (such as files, memory and the network). Furthermore, we can wrap (decorate) streams to support encryption or compression, for example. Finally, we can adapt streams and their decorators – that support only bytes – to allow us to read and write data types such as strings, integers and XML elements.

The second part of this chapter is devoted to the topic of serialisation and deserialisation that allows us to persistently store objects in binary or text form and to recreate the objects from these forms, respectively. We discuss how to serialise and deserialise simple and complex objects based on a number of formats.

We take a number of examples based on the previous seven chapters to show how the Streams and Serialisation libraries are used. We shall use them in later chapters when we design and implement fixed income applications. We shall give a number of extended examples in Chapter 12 where we discuss bond pricing applications.

8.2 DATA LIFECYCLE IN TRADING APPLICATIONS

The first seven chapters of this book focused mainly on computational issues such as calculating option and bond prices, matrix operations and calling various mathematical ...

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