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There is the Common Domain Model [1] that might be worth looking into. The accurate specification of the vast range of financial instruments is quite a challeng
by openrisk 2y ago
There is the Common Domain Model [1] that might be worth looking into. The accurate specification of the vast range of financial instruments is quite a challenge.
> The CDM is a model for financial products, trades in those products, and the lifecycle events of those trades. It is an open source standard that aligns data, systems and processes and is available as code in multiple languages for easy implementation across technologies.
[1] https://github.com/finos/common-domain-model https://github.com/finos/common-domain-model
- kyleloomis 2y agoThanks for sharing. Unfortunately doesn't look to support Python natively, and it looks quite complex for my purposes of instrument definitions, but it seems useful as a reference point.