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cdm-sample-files.functions.business-event.contract-formation.contract-formation-credit-default-swap-func.md Maven / Gradle / Ivy

### Form Contract Business Event

#### Credit Default Swap
- Contract formation for Credit Default Swap.

- Formation of full contract is performed on `2002-12-04` between parties `XYZ Bank` with identifier
  `XYZBICXXX` and `ABC Bank` with identifier `ABCBICXXX` for a
  Credit Default Swap product with the following features:
  Notional of `500000000.0` `JPY` against `0.7%` interest rate,
  a `30-year` maturity, payment frequency of `3` months and reference obligation `JP310860A032`.