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Interest Rate Swap Execution

App Development7 posts594 views3 likesLast activity May 2020
OL
OlusegunOP
May 2020

I am implementing this

GitHub

digital-asset/ex-cdm-swaps

Contribute to digital-asset/ex-cdm-swaps development by creating an account on GitHub.

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?

GE
georg
May 2020

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.

OL
Olusegun
May 2020

Thank you Georg,

Yes I will at the new trade directory.

What about the helper contract?

OL
Olusegun
May 2020

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.

CO
cocreature
May 2020

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

OL
Olusegun
May 2020

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

CO
cocreature
May 2020

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

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