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

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cs.CY2021★ 1 cited

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

Vikram A. Bakshi, Aishwarya Nair, Lee Braine

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 authorita…