1.4.1 Product Code - CDS0
CDS0- Credit Default Swap
Credit Default Swap is parametrized with the following features.
Detailed Coverage
CDS0 covers the following features:
- Forward Deals
- Brokerage
- Delivery Settlement
- Money Settlement
- Trade Date Accounting
Events Covered
The events covered in the Product CDS0 is explained in the below table:
Table 1-6 Events Covered in AFSP
| Events Covered | Terminology |
|---|---|
| AMND | Amendment of credit derivative deal |
| BOOK | Booking of credit derivative deal |
| CANC | Cancellation of credit derivative Deal |
| DSTL | Settlement of credit derivative deal |
| REVR | Reversal of credit derivative deal |
Parent topic: Product Catalog - Treasury CDS Deal