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cdm-sample-files.functions.repo-and-bond.partial-delivery.md Maven / Gradle / Ivy

### Create Partial Delivery Business Event

#### New Execution
- Execution is performed on `2021-3-18` between parties `Global Bank Inc (Seller)` and `UK Bank plc (Buyer)`
- `10000000` notional of `GB00B24FF097` are sold with dirty price of `1.0075 GBP`, a repo rate of `0.4%` and haircut of `1%`
- Purchase date is on `2021-3-19` and repurchase date `2021-3-22`

#### Partial Delivery Event
- On the day of the settlement on `2021-3-18`, the seller delivers `750000` notional of `GB00B24FF097`. 
- Even though this delivery does not fulfill the required delivery amount the buyer accepts the amount the trade is adjusted accordingly.
- A separate trade is created for the remaining undelivered amount on a date and rate agreed by the buyer.