使用权威数据存储和ISDA公共领域模型模拟衍生品交易后服务
Simulation of Derivatives Post-Trade Services using an Authoritative Data Store and the ISDA Common Domain Model
摘要：
在本文中，我们提出了一个总结的设计和实施的模拟交易后服务的利率互换，从执行到成熟。我们使用一个权威的数据存储（ADS）和国际掉期和衍生品协会（ISDA）的共同领域模型（CDM）来模拟一个潜在的未来架构。我们首先简要介绍CDM和利率互换的生命周期。然后，我们比较我们的模拟未来的状态架构与一个典型的当前状态架构。接下来，我们提出了模拟系统的关键需求，几个合适的设计模式，并总结了实现。模拟使用CDM来解决不一致的过程和不一致的数据的行业问题，和一个权威的数据存储来解决重复的数据的行业问题。
英文摘要：
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 simulate a potential future architecture. We start by providing a brief overview of the CDM and the lifecycle of an interest rate swap. We then compare our simulated future state architecture with a typical current state architecture. Next, we present the key requirements of the simulated system, several suitable design patterns, and a summary of the implementation. The simulation uses the CDM to address the industry problems of inconsistent processes and inconsistent data, and an authoritative data store to address the industry problem of duplicated data.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
