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May 14, 2018
ISDA launches a new version of the FpML to ISIN JSON Generator
The International Swaps and Derivatives Association, Inc. is pleased to launch a new version of the FpML to ISIN JSON Generator.
The generator takes FpML trades as input, extracts values from relevant FpML data fields and generates the ANNA DSB-compliant JSON format which can be used to create or inquire about ISIN through the ANNA DSB.
This updated version of the generator covers credit derivatives in addition to interest rate derivatives. In addition, the version allows for an automatic generation of the taxonomy values based on the trade details.
The tool is available at: http://fpml.aws.isda.org/tools/fpml-to-isin-json-generator
The logic underlying the conversion is available to ISDA members at http://fpml.aws.isda.org/tools/fpml-to-isin-json-generator-logic.
We value very much your input and feedback on the generator. Comments may be submitted to info@fpml.org or the FpML Forum
The FpML Team