What the models for computing margin requirement for central counterparty (CCP) and non-central cleared OTC derivatives.
Agree with @Kermittfrog, your request is not very clear. A common methodology for calculating initial margin for uncleared OTC derivatives is SIMM.
CCP's all have their own method. For this reason, interest rate swap quotes are frequently received for clearing on CME or LCH for example. Also, many data providers have CME/LCH basis due to IM imbalances at these CCPs so that stripped curves can be transformed accordingly.
For example, LCH uses this, which is as the website states proprietary (meaning exact calculations are difficult to obtain). E.g. Bloomberg offers a direct API link to LCH (and others) for IM calculation. Same applies for CME.