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In this paper, we present a summary of the design and implementation of asimulation of post-trade services for interest rate swaps, from execution tomaturity. We use an authoritative data store (ADS) and the International Swapsand Derivatives Association (ISDA) Common Domain Model (CDM) to simulate apotential future architecture. We start by providing a brief overview of theCDM and the lifecycle of an interest rate swap. We then compare our simulatedfuture state architecture with a typical current state architecture. Next, wepresent the key requirements of the simulated system, several suitable designpatterns, and a summary of the implementation. The simulation uses the CDM toaddress the industry problems of inconsistent processes and inconsistent data,and an authoritative data store to address the industry problem of duplicateddata.

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