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finos / datahub

DataHub - Synthetic data library
https://datahub.finos.org
Apache License 2.0
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Create a set of examples based on ISDAs CDM specs #33

Open grovesy opened 4 years ago

grovesy commented 4 years ago

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 commented 4 years ago

I've picked this up and started working on it

grovesy commented 4 years ago

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

brooklynrob commented 4 years ago

@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)