Eqlipse Clearing—Data Model
Overview
Software Version: 9.0.0-2026
Help Center Version: r2026.07.16.2
Publish Date: Jul 16, 2026
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Table of Contents
Introduction 4
Core Domain Entities 5
Users and Permissions 5
Diagram 6
Members and Accounts 6
Instruments and Calendars 7
Business Domain Entities 9
Risk Entities 9
Position Entities 10
Settlement Entities 11
Complete View 14
Entity Overview 14
Diagram 15
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Introduction
Introduction
This document describes the set of referential and transactional entities, including their internal
relationships, that are required to perform various actions in NRTC, such as:
n create a user with permissions
n create a member with an account
n create an instrument
n configure risk calculations for an account and instrument
n enter a price for an instrument
n enter a deal (buy and sell trade pair)
n enter a risk position for an instrument on an account
n trigger a margin calculation
n trigger a settlement run
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Core Domain Entities
Core Domain Entities
Users and Permissions
Entity Overview
NRTC models its permission structure via
n Services - Static, API-driven actions
n Resources - any entity (reference and transactional data) under access control, such as
l Accounts
l Legal entities (Clearing / Trading Members)
l Risk nodes
l Users
n Resource groups
l Refers to many Resources
n Rights
l Refers to one Service and one Role
n Roles
l Referred to by many Rights
n Users
l Refers to many Roles, Resource Groups, and Resources
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Core Domain Entities
Diagram
Members and Accounts
Entity Overview
Participant
n Top level member reference data entity
Clearing / Trading Member
n Refers to one Participant
n Refers to a Resource Group
n Referred to by Account, Member Link
Account
n Refers to one Clearing Member
n Refers to Account Operations Type
n Referred to by Account Details, Account Rule
Clearing / Trading Member and Member Link
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Core Domain Entities
n A Member Link refers to a Trading Member and a Clearing Member
n A User links to a Trading / Clearing Member
l Implicit via legalEntityId
Diagram
Instruments and Calendars
Entity Overview
Instrument
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Core Domain Entities
n At creation, populated using Instrument Templates
Calendar and Holiday
n Referred to by Instruments
Filter Tree and Filter Node
n Internal instrument grouping, typically segregated by functional area
n Referred to by Instruments
n Example 1: Filter Tree “Product Group”
l Filter Node: “Options”
l Filter Node: “Futures”
n Example 2: Filter Tree “Risk”
l Filter Node: “Options on Futures”
l Filter Node: “Bond Futures”
A Member Link refers to many Filter Trees / Nodes
n Used to support a structure where a single Trading Member clears certain assets via different
Clearing Members
A Collateral Issuer refers to a Participant and an Instrument
Diagram
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Business Domain Entities
Business Domain Entities
Risk Entities
Entity Overview
Channel
n Refers to a Calculator hierarchy
Calculator
n Exists in multiple implementations to deliver standard risk management functionality (e.g.
mark-to-market, SPAN, VaR)
n Refers to Filter Trees / Filter Nodes
n Enable margin calculations per specific asset class
Risk Node
n Refers to Risk Node Account Links
n Refers to Clearing Members
Risk Node Account Link
n The central grouping of Accounts and Clearing Members used to drive risk calculations
n Refers to Accounts
n Is referred to by Risk Node Account Link
Silo and Silo Member Link
n The Silo is a grouping of members for which certain risk management calculations take place
n The Silo Member Link links Clearing Members to Silos for specific calculations (e.g. Default
Fund)
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Business Domain Entities
Diagrams
Position Entities
Entity Overview
Diagram
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Business Domain Entities
Settlement Entities
Entity Overview
CCP Default Accounts
n References an Account
Collateral Sweep Out Netting Rule
n References an Account
Buy-In/Sell-In Accounts
n References an Account
Buy-In Parameters
n References a Filter Tree / Node
Collateral Interest Exception Rule
n References an Account
Settlement Method
n References Filter Tree / Nodes and a Settlement Venue
Cash Substitution Parameters
n References a Filter Tree / Node
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Business Domain Entities
Settlement Venue
n References a Participant
n References multipleFilter Tree / Nodes, Instruments and Currencies
SSI
n References a Settlement Venue, an Account and a Currency
n References multipleFilter Tree / Nodes and Instruments
Asset Netting Rule
n References multipleFilter Tree / Nodes
Collateral Warning
n References a Filter Tree / Node and a Calendar
Collateral Concentration Limit
n References an Instrument and a Currency
Settlement Account Association
n References an Account, a Filter Tree / Node and a Currency
Collateral Interest Rate
n References a Currency and a Calendar
Currency Pair Spread
n References a Currency Pair
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Business Domain Entities
Diagram
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Complete View
Complete View
Entity Overview
Transactional Entity Summary
n Price
l References Instrument
n Curve - rates and yields
l References Curve Definition
n Surface - implied volatilities
l References Surface Definition
n Risk / Collateral / Settlement Position
l References Account and Instrument
n Settlement Instruction
l References to Account, Instrument and SSI
Action Summary
n Add Instruments With Template
l Fields provided in payload and Instrument Template
l Specific fields via plugin attributes
n Calculation Request
l Refers to a Channel and a Risk Node
l Risk Nodes are organized in a hierarchy, and calculations are recursive
n Settlement Run
l Depends on Filter Tree / Nodes, SSIs and Collateral Sweep Out Netting Rules
l Operates on Settlement Positions
l Generates Settlement Instructions
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Complete View
Diagram
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