New types in an evening
Adding an instrument type or an attribute is an evening's work, and Excel, SQL, the APIs and the desktop pick it up with it.
Data model
Data that knows what it is.
Every record in Masseef is typed as what it is: a bond, a convertible, a basket, a swap, a position, a corporate action. Records link to each other, so your data forms a graph that your software, your reports and your AI can follow.
Typed, with meaning
A field means one thing, checked when it is written.
The same instrument, stored two ways. One knows what each value is. The other needs a lookup table, a convention and some luck.
CONVERTIBLE B 2030ConvertibleBond
Issuer→ Northwind Holdings
Maturity15 Mar 2030
Coupon2.250%
Conversion ratio24.10
Underlying→ Equity B
Held by→ Basket of 3 convertibles
GENERIC RECORD 4471key · value
4471attr_1182030-03-15
4471attr_2042.25
4471attr_37724.1
4471attr_402"EQ_B"
4471attr_11815/03/30
4471attr_511null
Checked on write
A wrong type or a broken link is refused at the door, not found later in a report.
Links you can follow
Finding everything built on a stock is a query, not a project.
Readable by people and AI
The model says what each field is. Nobody needs a decoding table to use the data.
What is built on Equity B?Convertible B → Basket → TRS
- Total return swap TRS 4471
- Return leg on the basket
- Basket 3 convertibles, equal weight
- Convertible A 2029 → Equity A
- Convertible B 2030 → Equity B
- Convertible C 2028 → Equity C
- Basket 3 convertibles, equal weight
- Funding leg SOFR + 50bp
- Return leg on the basket
Flexibility
Book any structure the same day.
Instruments are typed across rates, credit, equity, FX and funds, and they nest. A swap on a basket of convertibles is four linked levels, built from instruments you already hold, with no schema project and no vendor release.
Look-through by query
Start from a stock and get every convertible, basket and swap above it.
OTC and vendor instruments share a type
A bespoke convertible and a vendor-fed one are the same type. A vendor refresh can't overwrite the terms you booked.
Fund-of-funds look-through
Holdings that are fixed or change daily, with cycles caught when they are written.
Grows with you
Change the model without a migration project.
Identifiers as they were
Ticker and identifier changes are kept by date, so a security keeps one identity through every rename.
Your models plug in
Pricing and risk models written in C#, in your own repository, read the same typed instruments as everything else.
Show us a structure your system can't book.
Bring the product that took your team weeks to set up. We'll show you how it is booked in Masseef, on a running system.