Simulation of Derivatives Post-Trade Services using an Authoritative Data Store and the ISDA Common Domain Model

In this paper, we present a summary of the design and implementation of a simulation of post-trade services for interest rate swaps, from execution to maturity. We use an authoritative data store (ADS) and the International Swaps and Derivatives Association (ISDA) Common Domain Model (CDM) to simula...

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Veröffentlicht in:	arXiv.org 2021-10
Hauptverfasser:	Bakshi, Vikram A, Nair, Aishwarya, Braine, Lee
Format:	Artikel
Sprache:	eng
Schlagworte:	Data storage Domains Interest rate swaps Simulation
Online-Zugang:	Volltext
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