89 canonical products across the asset classes, each one showing how it is modelled, which CDM types it uses and what the JSON contains. Validated against CDM 7.2.0 and maintained as the model changes.
Library 7.2-lib.1 · CDM 7.2.0 · free to browse
Browsable by asset class. Debt, financing and commodity products are reserved as the library grows.
| Asset class | Products | Families | Specs | Status |
|---|---|---|---|---|
| Credit | 44 | Basket, Index, Single-name, Swaptions, Tranche | — | Live |
| Equity | 23 | Forwards, Listed, Swaps | 1 | Live |
| Interest Rate | 15 | Cross-currency, Inflation, Options & forwards, Swaps | 15 | Live |
| Foreign Exchange | 7 | Options, Spot & forwards | 7 | Live |
| Commodity | — | — | — | Reserved |
| Debt | — | — | — | Reserved |
| Financing | — | — | — | Reserved |
If you are learning the model, these cover most of what the rest is built from.
The library is a GitHub repository. Every product is a canonical CDM document with a manifest entry beside it, tagged by library version so an application can pin to a known-good set rather than tracking the model's main branch.
Workbench, Trader and the viewer all load from the same library root, so a product behaves identically wherever you open it.
Tagged 7.2-lib.1
against CDM 7.2.0. The CDM owns its version numbers; the library counts
its own releases within them.
Firms we work with take the library, add their own products beside the canonical ones, and keep the same layout — so tooling written against one works against both.
Tell us which products you need and we will publish those first.