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26 June 2024
London, England
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Wednesday, June 26 • 11:35 - 12:05
Reference Data as a Service Using CDM - Marc Gratacos & Cristina Mendoza, TradeHeader; David Shone, International Swaps and Derivatives Association

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ISDA & TradeHeader will demonstrate the use of APIs and the CDM to retrieve, validate, manage and use ISDA Floating Rate Option (FRO) reference data. Aided by a simple UI for demonstration, FRO ref data will be retrieved, visualised and interrogated. There will then be a demonstration of the use of such data to validate then calculate cashflows for an Overnight Interest rate Swap (OIS).

Speakers
avatar for Marc Gratacos

Marc Gratacos

Managing Partner, TradeHeader
Marc has been involved with the derivatives industry since 2003 as consultant, business analyst and trainer, in a variety of projects implementing CDM, FpML, FIX/FIXML and ISO 20022. In 2011 he founded TradeHeader to help solve their data integration issues using open data standa... Read More →
avatar for Cristina Mendoza

Cristina Mendoza

Software Engineer, TradeHeader
Cristina Mendoza is a Software Engineer at TradeHeader. She focuses on user interface design, development, and testing for web services' implementations. While she was studying her Computer Engineering degree at Universitat Pompeu Fabra (Barcelona), she did her internship at TradeHeader... Read More →
avatar for David Shone

David Shone

Director of Product, Data & Digital, International Swaps and Derivatives Association
David joined ISDA as Director of Product, Data & Digital in Q3 2023 focusing on the Common Domain Model (CDM). Working within internal teams, ISDA members and members of the open-source community at FINOS, David is responsible for looking at the strategic direction and roadmap for... Read More →


Wednesday June 26, 2024 11:35 - 12:05 BST
Plaza Suite 3
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