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Create a set of examples based on ISDAs CDM specs

Open grovesy opened this issue 4 years ago • 3 comments

Feature Request

Description of Problem:

ISDA.org defines schemas and specifications for common financial services entities such as parties, products, trades etc. We wish to provide examples of how to produce synthetic data to these data types.

Potential Solutions:

Expand the examples section with ISDA-SAMPLES with a generator.py file for ISDA specification, cleary define which ISDA schema the generator is for

grovesy avatar Jul 03 '20 15:07 grovesy

I've picked this up and started working on it

grovesy avatar Jul 03 '20 15:07 grovesy

Initially will focus on simply creating Accounts - from there move to some OTC trade object

grovesy avatar Jul 03 '20 15:07 grovesy

@grovesy Given we are working w/ ISDA and on the CDM on the Alloy project pretty much every day, there perhaps might be some cross-over with our work. Happy to brief. (CC @finos/alloy-project)

brooklynrob avatar Jul 16 '20 01:07 brooklynrob