CDX Reference Data Builder Functionality
Registered by
Lakshmi Krishnamurthy
- Extract the Full set of reference data fields (bith valuation and non-valuation related) from the reference data input set
- Create the CDX Basket Product for the set of product valuation fields
- Generated set of CDX Reference Data for each CDX, index, and version
- Post validated CDX basket default swap created from CDX reference data builder
- CDX First coupon date and CDX series version number map for the pre-built CDX
Blueprint information
- Status:
- Started
- Approver:
- None
- Priority:
- High
- Drafter:
- None
- Direction:
- Needs approval
- Assignee:
- None
- Definition:
- Approved
- Series goal:
- Accepted for 1.4
- Implementation:
-
Deployment
- Milestone target:
-
1.4
- Started by
- Lakshmi Krishnamurthy
- Completed by
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