Any (non-REPL) example of reset events for the ISDA CDM model?

Mod note: As of SDK 1.5.0 Scenarios have been superseded by the more powerful Daml Script. We now recommend using that for all purposes. For more information, and to learn how to use Script please check out @Andreas’ post on our blog.

Hi DAML Community! While @jamesljaworski85 and I are testing the ISDA CDM model, we noticed there’s no example of reset events, outside of the REPL example. The current Scenario is for CDS Swap on the fixed rate leg.

While existing example is helpful, it provides little window into the DerivedEvent workflow and is the least popular product between FixedFloat Swap and Basis Swap.

How would either of these products be represented as reset events in a Scenario and Contract? This will help overcome hurdles in implementing the DerivedEvent workflow.

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Hi Chris, and welcome to the forums!

Unfortunately, we don’t currently have any further examples available other than what’s in this demo. I’m working with James in this thread to diagnose the issue he’s facing wrt. reset events.

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Hi @georg! Understood - we worked through the reset event. If you’d like we’d be happy to do a pull request on DA’s Git?

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