CDM Converter Documentation

Products

Rates - Fixed-Float Swap Rates - Basis Swap Rates - Cross-Currency Swap Credit - Credit Default Swap FX - Forward Equity - Equity Swap (Price Return Index)Equity - Basket Portfolio Swap Commodity - Commodity Swap (Index)Exotic - FX Digital Option

Welcome to CDM Converter Documentation

Select a product from the sidebar to view its detailed documentation.

Each product's documentation includes:

Overview of the converter's purpose
Key ISDA CDM structures used
Detailed mapping tables from FpML to CDM
Special considerations for processing

This documentation helps you understand how each financial product is converted from FpML format to ISDA CDM format.