Product Classifier

Product Classifier

Analyzes the structure of an OTC derivative product and assigns the right ISDA Taxonomy code. It supports both FpML and CDM formats.

The classifier takes FpML or CDM JSON trades as input, extracts values from relevant data fields and outputs the appropriate ISDA Taxonomy v2 code.

  • Covering all FpML 5.x versions
  • Supports CDM
  • API for firms

We value very much your input and feedback on the classifier. We are working on expanding the coverage of asset classes.