ISDA releases version 1.1 of the FpML to ISIN JSON Generator
The International Swaps and Derivatives Association, Inc. is pleased to release version 1.1 of the FpML to ISIN JSON Generator for interest rate, credit, and FX derivatives.
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.
Version 1.1 adds coverage for FX derivatives, including an automatic generation of the ISDA taxonomy values based on the trade details.
The generator is available in the following ways:
The logic underlying the conversion is available to ISDA members at http://www.fpml.org/tools/fpml-to-isin-json-generator-logic
We value very much your input and feedback on the generator. Questions or comments can be submitted to firstname.lastname@example.org
or the FpML Forum.