Reverse Engineering

[samsam]

How do i reverse engineer the fpml Credit Derivate Swap to better understand it?

[mgratacos]

Hi, I’d start looking at the examples http://fpml.aws.isda.org/spec/fpml-4-5-1-wd-1/html/fpml-4-5-examples-frame.html Look for the Credit Derivatives Examples and compare the ISDA Confirms (.pdf) with the FpML examples (.xml). You can establish the mapping between them. Then you can take a look at the documentation http://fpml.aws.isda.org/spec/fpml-4-5-1-wd-1/html/ (Section 6) that explains the different components. Hope this helps, -Marc

[samsam]

thanks actually i am very new to it, i require to make a business process model of the CDS and CDX, so reverse engineering is way i think i can make it. so can u please suggest me some, i am carefully looking at the links u sent. have u worked on any softwares that uses fpml or developed any such which implements fpml. i know fpml can be used for OTC products. but further it seems very vague.

[mgratacos]

Sorry but I think you need to be a bit more specific: The examples I pointed to include CDS and CDX trades. What do you mean by business process model? Business Processes of the OTC products: confirmations, novations, terminations…? The specification contains a section on business processes (Section 3) or do you mean some sort of UML diagrams of the objects? There is a whole section in the website about tools: http://fpml.aws.isda.org/tools/vendors/index.html But it depends on what you are trying to do. Kind regards, Marc

[samsam]

yes i want to make uml diagrams of objects related to CDS and CDX. Thanks for the links, i am studying them. Maybe this helps.

[mgratacos]

Hi SamSam, We have a high-level model representation at http://fpml.aws.isda.org/spec/fpml-4-4-10-rec-1/documents/FpML_v4.4_ProductsObjectModel_v103_20080606_11x17.pdf We don’t have UML diagrams for the products. If you are using an XML editor such as XMLSpy, Oxygen,… they offer the possibility of visualising the structures in diagrams. It’s not UML but it gives you the structures as trees, which I think is useful. Another possibility would be to reverse engineer the schema using a tool such as the Eclipse Modeling Framework. I am not an expert on this but I think it can be done. http://www.eclipse.org/modeling/emf/docs/1.x/tutorials/xlibmod/xlibmod_emf1.1.html Hope this helps. -Marc

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