fpml-convert (Python)

Standard-library-only conversion between FpML interest-rate-swap XML and plain JSON, in both directions. No lxml, no third-party JSON — just xml.etree.ElementTree and json.

One projection mapping, also implemented as a JavaScript interpreter (for the Structile viewer) and a pure-STL C++17 converter; the three agree byte-for-byte on a shared test corpus. Downloads, the full version archive, and the mapping's precise rules: https://danieltuzes.github.io/fpml-convert/.

Install

pip install fpml-convert

No runtime dependencies. Python 3.8+.

Use

from fpml_convert import fpml_to_json, json_to_fpml

value = fpml_to_json(xml_text)      # -> dict
xml_text2 = json_to_fpml(value)     # -> schema-ordered FpML, round-trips at the value level

# CLI (direction inferred from the input, or forced with --to)
python -m fpml_convert swap.xml  -o swap.json
python -m fpml_convert swap.json -o swap.xml
cat swap.xml | python -m fpml_convert - > swap.json

The mapping

• Element local name → object key; a tag repeated under one parent → an array in document order.
• Namespace prefixes and ElementTree Clark notation ({uri}local) are both reduced to the local name, so the result is identical across a browser DOMParser and a server-side parser.
• Attributes → @-prefixed keys, before any child keys, ordered @id, @xsi:type, @href, then the rest. xsi:type is kept verbatim.
• A pure reference element (href, no children) → the scalar «id»; Structile renders that as a link to the element whose @id matches.
• Typed lexical forms are preserved as strings, never coerced (1000000.00 stays exactly that).
• Every element the projection descends into is checked against a supported-subset allowlist — an unknown element raises FpmlUnsupportedError rather than projecting partially.
• Serialization re-emits children in schema (xs:sequence) order.

Scope

FpML 5.10 confirmation view, interest-rate swap dataDocument only. A non-IR-swap document raises ValueError. FRA and other products widen the allowlist in later releases. An FpML-AWG interchange-shape mode is planned.

License

Apache-2.0. The FpML example files used for testing are redistributed under the FpML Public License.