Before getting into the CDM stuff, I want to take full credit for the suspiciously nice diagram in this post. It was hand-crafted by me (not AI)! In fact, not only for this article, I plan to create diagrams to visualise example products, ISDA CDM details, and eventually the knowledge graph around the semantic layer. … Continue reading AI-Native Financial Data Foundation (5) – One IRS Example: From Product Nature to ISDA CDM Structure
Tag: Swap
Interest Rate Swap Pricing and Valuation
In this blog series, I will aim to code the formulas and model algorithms covered in the CFA Level 2 program using Python and DolphinDB. Each topic will begin with a brief explanation of the formulas or algorithms, followed by their implementations in Python and DolphinDB. An Interest Rate Swap (IRS) is a financial derivative … Continue reading Interest Rate Swap Pricing and Valuation


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