Embedded Files
Vannarho XML is an open source XML standard geared towards pricing and analytics of derivatives and other financial instruments. It establishes a protocol for describing and sharing financial instrument information electronically. The XML representation closely maps the underlying QuantLib/QuantExt trade representation.Unlike other XML standards for financial products, Vannarho XML is primarily focused on pricing and analytics with no superfluous fields beyond this primary scope. Extensibility is one of the main features of Vannarho XML and XML in general, meaning that it is possible to add or modify content models.
For the full range of fields and available configurations for each trade type, see the full XML specifications.
Below are some samples of the XML specification for different asset classes.
Interest rates
Interest rates
Here you can find XML trade examples of the Interest Rate asset class. Multiple trade types including variants such as amortising notional, varying caps, floors, spreads, rates and gearings are displayed.
For the full range of fields see the full XML specifications.
Foreign Exchange
Foreign Exchange
Here you can find complete Vannarho XML trade examples of the Foreign Exchange asset class.
For the full range of fields see the full XML specifications.
Commodity
Commodity
Here you can find complete Vannarho XML trade examples of the Commodity asset class.
For the full range of fields see the full XML specifications.
Equity
Equity
Here you can find complete Vannarho XML trade examples of the Equity asset class.
For the full range of fields see the full XML specifications.
Bond
Bond
Here you can find complete Vannarho XML trade examples of the Bond asset class.
For the full range of fields see the full XML specifications.
Inflation
Inflation
Here you can find complete Vannarho XML trade examples of the Bond asset class.
For the full range of fields see the full XML specifications.
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