ACTUS Dictionary

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