Interest Rate Swap Execution

Questions
1

I am implementing this

for an Msc in Fin. Engineering.

Can I use the templates to create a new contract of an IRS with one year duration quarterly floating cashflows on the libor and 6 month for the fixed leg?

Can this be done from the web interface?

1 Like
2

Any arbitrary IRS can be represented within the CDM, however, the schemas are quite complex. You can find examples in the examples/NewTrade directory in the repo.

While in theory possible for these contracts to be created from a UI, the schema complexity makes this incredibly cumbersome and error-prone. CDM is a data standard meant to be produced and processes by code, not by humans. What you could do, is create a helper contract that does the heavy-lifting of creating a full CDM swap based on a few inputs you provide it.

2 Likes
3

Thank you Georg,

Yes I will at the new trade directory.

What about the helper contract?

4

Hello all,

Good evening.

‘’’

  • Start the automation by running:
(cd app/; sbt "runMain com.digitalasset.app.Bots localhost 6865 {includeDemo}")

Set includeDemo to true or false depending on whether the application is run in demo mode.

Please how do I set IncludeDemo to true?

is it
‘’’
{ includeDemo=true}

‘’’

?

Thanks.

5

Hi @Olusegun, please start new threads for separate questions. Thanks!

6

Hello Moritz,

But it is still part of the IRS Execution?

I will appreciate an assisance here, Attempring to set the automation and to initMarket

Thaks

7

Moved to a new thread, at IRS Swap Demo Mode. Thanks @Olusegun!