On Implementing an XML Standard In Kx

6 Mar 2017 | ,

London-based kdb+ developer Eoghan Page recently developed a solution to generate FpML (Financial products Markup Language) for some interest rate derivatives, specifically interest rate swaps, tenor basis swaps and forward rate agreements. In his informative blog post with coding examples, Eoghan describes how he originally had done a similar task in Python, which became an "unmaintainable giant," so he decided to start from scratch and use kdb+. After you read the article, check out his code on GitHub.