Product Overview

The ISDA CDM Event Specification Module helps to standardize the process of generating valid CDM event messages by adding a specification of the required logic to the CDM schema itself. The module allows to unambiguously specify how events operate, e.g., how the next CDM payment event can be derived from a CDM interest rate swap contract, an interest rate observation and the relevant holiday calendars. The implementation is currently available in DAML and in Haskell

Highlights

  • Extends the ISDA CDM schema by adding required business logic
  • Standardizes the process of creating valid ISDA CDM messages


Contact Vendor