The product implements the native margin algorithms of the markets (TIMS for IDEM, RBM for Eurex, Span for Euronext.Liffe, CME and CBOT and T-RULE for CBOE), thus providing an accurate calculation of margin requirements.

WORP-MCS can be integrated with exchange rates data, in batch mode at predefined intervals, as that the margins data are marginally impacted by exchange rates variations.

The server version of the product is connected to trading venues/info providers from which it receives the market data in real time, it receives as input the clients' positions, optionally the outstanding orders, and returns the margin data to be used by the customer applications.

The client version, through an user-friendly interface, allow users to view the clients’ positions (organized in a tree structure), the instruments’ master data and provides a tools to simulate the buying or selling, obtaining in real time the margin data resulting by the effect of the trade execution.

WORP-MCS depending on the level of integration with customer applications can be usedfor pre-trade or post-trade margin requirements calculation.