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cdm-sample-files.functions.business-event.execution.execution-swaption-func.md Maven / Gradle / Ivy

### Create New Trade Business Event

####  Swaption
- New fully formed trade for Swaption Fixed/Float.

- Execution is performed on `2000-08-30` between parties
  `Party A` and `Party B` for a
  Swaption with the following features:
  Notional of `100000000` `EUR` with an interest rate of `5%`, `100000` `EUR` premium,
  floating rate index `EUR-EURIBOR-Telerate` with a tenor of 6 months.