A commenter on LinkedIn asked me reacting to the post about my DAML masterclass piece:
Are you guys doing anything in credit default swap’s at the moment on the clearing side? I’m engaged in a project on that at the moment.
Do you have any ready-made solution for this?
If not, I’m ready to engage with the commenter to explore this topic
We are indeed working with ISDA on implementing a clearing workflow for OTC derivatives in DAML. See the press release here. While the initial focus is interest rate swaps the same approach will work for any CDM-supported contract. We’re going to open source a demo application soon, I’ll update this thread once it’s available. Feel free to direct people to the forum for more info, or refer them to the contact form on our company website if they’re looking for commercial engagements.
Thanks, will do so, and I’m presonally also interested in the details.
Personally interested too!