Ejemplo n.º 1
0
 // create a index CDS on with 500 bps coupon
 private static Trade createIndex0001() {
   return CdsConventions.USD_NORTH_AMERICAN.toTrade(
       LocalDate.of(2014, 3, 20),
       LocalDate.of(2019, 6, 20),
       BuySell.BUY,
       100_000_000d,
       0.0500,
       IndexReferenceInformation.of(MarkitRedCode.id("INDEX0001"), 22, 4),
       2_000_000d,
       LocalDate.of(2014, 10, 21));
 }
Ejemplo n.º 2
0
 // create a single name CDS with 500 bps coupon
 private static Trade createCompany02Cds() {
   return CdsConventions.USD_NORTH_AMERICAN.toTrade(
       LocalDate.of(2014, 9, 22),
       LocalDate.of(2019, 12, 20),
       BuySell.BUY,
       100_000_000d,
       0.0500,
       SingleNameReferenceInformation.of(
           MarkitRedCode.id("COMP02"),
           SeniorityLevel.SENIOR_UNSECURED_FOREIGN,
           Currency.USD,
           RestructuringClause.NO_RESTRUCTURING_2014),
       -1_370_582.00d,
       LocalDate.of(2014, 10, 21));
 }