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

### Create Substitution 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`

#### Substitution
- A substitution of collateral occurs that replaces `GB00B24FF097` with `GB00BMGR2916` at a dirty price of 98.5 an amount of 10,228,426.
- The repo rate and all other terms of the contract remain the same.