arXiv Open Access 2017

Design discussion on the ISDA Common Domain Model

Christopher D. Clack
Lihat Sumber

Abstrak

A new initiative from the International Swaps and Derivatives Association (ISDA) aims to establish a "Common Domain Model" (ISDA CDM): a new standard for data and process representation across the full range of derivatives instruments. Design of the ISDA CDM is at an early stage and the draft definition contains considerable complexity. This paper contributes by offering insight, analysis and discussion relating to key topics in the design space such as data lineage, timestamps, consistency, operations, events, state and state transitions.

Topik & Kata Kunci

Penulis (1)

C

Christopher D. Clack

Format Sitasi

Clack, C.D. (2017). Design discussion on the ISDA Common Domain Model. https://arxiv.org/abs/1711.10964

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Tahun Terbit
2017
Bahasa
en
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arXiv
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Open Access ✓