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ACTUS

ACTUS Dictionary

License: CC BY-SA 4.0

The ACTUS Dictionary provides the definition of terms of the ACTUS standard for the algorithmic representation of financial contracts.

It comes in two forms; Excel for human readability and JSON for programmatic integration.

Generate JSON dictionary

The JSON dictionary (actus-dictionary.json) is derived from the Excel dictionary (actus-dictionary.xlsx) through the R script in the scripts folder. Compute the JSON dictionary as described below.

Requirements

  • java: v8.0
  • R: v3.4.4
  • jsonlite: from CRAN
  • magrittr: from CRAN
  • readr: from CRAN
  • xlsx: from CRAN

Execute

# scripts/
Rscript create-dictionary.R

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This repository contains the actus dictionary and generation scripts

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