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Domain Modules

CalcBridge organizes financial data processing into domain modules, each providing specialized calculations, alias profiles, and validation rules for different asset classes.

Architecture

Domain modules follow a registry pattern where each domain registers its routes, calculations, and configuration:

flowchart TD
    subgraph Registry["Domain Registry"]
        CLO["CLO Domain"]
        SVC["Servicer Domain"]
    end

    subgraph CLO_Components["CLO Components"]
        CLO_ROUTES["Routes\n(holdings, compliance)"]
        CLO_CALC["Calculations\n(WARF, WAS, WAL)"]
        CLO_ALIAS["Alias Profiles\n(15 profiles)"]
    end

    subgraph SVC_Components["Servicer Components"]
        SVC_ROUTES["Routes\n(snapshot, capital)"]
        SVC_CALC["Calculations\n(P&L, ratios)"]
        SVC_ALIAS["Alias Profiles\n(14 profiles)"]
    end

    CLO --> CLO_Components
    SVC --> SVC_Components

    style CLO fill:#DBEAFE,stroke:#3B82F6
    style SVC fill:#DCFCE7,stroke:#22C55E

Available Domains

Domain Description Profiles Key Calculations
CLO Collateralized Loan Obligation analytics 15 alias profiles WARF, WAS, WAL, diversity score, OC/IC tests
Servicer Loan servicer portfolio management 14 alias profiles P&L, weighted days, ratios, accrual flags

Alias Profiles

Alias profiles normalize column headers from different data providers into a canonical schema. This enables CalcBridge to ingest data from any source without code changes.

See Alias Profiles for details on how profiles work.

How Domains Work

1. Data Ingestion

When a workbook is uploaded, CalcBridge:

  1. Detects the domain based on sheet structure and content
  2. Selects the best-matching alias profile
  3. Normalizes headers to canonical field names
  4. Validates data using domain-specific rules

2. Calculations

Domain-specific calculations are applied:

  • CLO: Compliance tests, coverage ratios, portfolio metrics
  • Servicer: P&L calculations, weighted averages, accrual analysis

3. Validation

Each domain has tailored validation rules:

  • Sanity checks: Data type, range, and required field validation
  • Regulatory checks: Domain-specific regulatory requirements