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

### Form Contract Business Event

#### Interest Rate Swap Fixed/Floating (Single Currency)
- Contract formation for IR Swap Fixed/Float.

- Formation of full contract is performed on `1994-12-12` between parties
  `PARTYAUS33` and `BARCGB2L` for a
  Fixed/Floating Interest Rate Swap product with the following features:
  Notional of `50000000.00` `EUR` with an interest rate of `6%` `EUR`,
  floating rate index `EUR-LIBOR-BBA` and a `6-month` tenor.