// 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));
}
// 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));
}
