System Model: Domain Layer

Reference data — currencies, countries, coding schemes, FpML taxonomy, and market conventions. The foundational data set that all other domain services read; it is always a dependency, never a dependent.

Related documents:

• Entity Catalogue — index of entity_view documents; one per domain entity, each with proj: links to every artefact across all projections.
• Pricing Configuration — how pricing configurations relate to reference data entities.
• Coding Schemes — FpML coding scheme taxonomy and resolution logic.
• Librarian party & counterparty publication design — how reference data is propagated across party boundaries.

Identity and access management — account lifecycle, login with password/scrypt/SSO, session tracking with geolocation, and role-based authorisation. Multi-tenancy (tenant isolation) and multi-party (party-scoped data access) are both enforced here before any domain request is processed.

Related documents:

• Identity and Access Management — IAM concepts and the account/session model.
• Role-Based Access Control — RBAC graph, permission assignment, and enforcement.
• Multi-Tenancy Architecture — how tenant isolation is implemented in ores.iam.core.
• Multi-Party Architecture — multi-party login flow and party-scoped data access.

Data quality — provenance, validation metadata, change management, and DQ-6 governance. Owns the publish-from-dq cross-service write pattern: target services expose <service>.v1.<entity>.publish-from-dq subjects so DQ can initiate writes without violating service table isolation.

Related documents:

• Data Quality — DQ-6 governance model, provenance design, and the publish-from-dq pattern.

FpML processing infrastructure — parsing, validating, and serialising financial product XML. The FpML schema defines every instrument family; ores.fpml translates between FpML XML and ORE Studio internal types.

Related documents:

• Financial Products Markup Language — the FpML standard and how ORE Studio uses it.
• Coding Schemes — how FpML coding schemes are mapped to ores.refdata entities.

ORE XML import/export — converts between Open Source Risk Engine XML format and ORE Studio domain types. The bridge between the ORE Engine computation layer and ORE Studio's domain model.

Related documents:

• ORE Model Configuration — the ORE XML model configuration format used for scenario runs.

Trade booking and lifecycle — FSM-enforced trade status transitions, portfolio and book management, and trade blotters. Every trade enters the system through ores.trading.core and is tracked through its full lifecycle from booking to settlement.

Related documents:

• Trade Blotter — trade lifecycle, blotter design, and FSM state transitions.
• P&L Attribution — how P&L is computed and attributed across trading books.
• Standing Settlement Instructions — SSI model and its relationship to trade booking.

Market data — series, observations, fixings, yield curves, and volatility surfaces. The data that flows into ORE Engine scenarios: curve shapes, vol surfaces, and fixing histories.

Related documents:

• Interest Rate Curves — yield curve structure, interpolation, and storage model.
• FX Volatility Surface — vol surface design and calibration data model.
• Time Structures and Tenors — tenor conventions and time structure model used throughout market data.

Synthetic market data and scenario generation for stress testing and demo environments. Produces complete, internally consistent market data sets without requiring real market feeds.

Binary asset storage with hierarchical tagging and CRUD management. Stores images, attachments, and other binary content associated with domain entities.

File storage abstractions — local filesystem paths and HTTP-based remote storage. Used by the compute layer to stage ORE Engine input and output files between runs.

Task scheduling for compute jobs — wraps pg_cron to schedule ORE scenario runs and report generation at defined intervals or calendar times.

Report execution and result persistence — runs ORE Engine output through configured report definitions and stores the results for retrieval by the analytics and UI layers.

Related documents:

• Risk Reporting — report execution design and the relationship between report definitions and ORE output.
• P&L Attribution — how P&L reports are structured and attributed.

Risk analytics results and aggregation — NPV, sensitivities, Greeks, and scenario analysis. Consumes ores.reporting output and provides the query layer for the analytics UI.

Workflow management for multi-step compute pipelines — tracks pipeline state, retries failed steps, and signals completion. Works with ores.scheduler and ores.compute to orchestrate end-to-end valuation runs. See Workspace design for how workspaces scope workflow execution.