- build
- paymentSchedule
Sets the payment schedule. This is used to define the payment periods.
- buySell
Sets whether the CDS index is buy or sell. A value of 'Buy' implies buying
protection, where the fix
- cdsIndexId
Sets the CDS index identifier. This identifier is used to refer this CDS index
product.
- currency
Sets the currency of the CDS index. The amounts of the notional are expressed in
terms of this curre
- dayCount
Sets the day count convention. This is used to convert dates to a numerical
value.
When building,
- fixedRate
Sets the fixed coupon rate. This must be represented in decimal form.
- notional
Sets the notional amount, must be non-negative. The fixed notional amount
applicable during the life
- legalEntityIds
Sets the legalEntityIds property in the builder from an array of objects.
- paymentOnDefault
Sets the payment on default. Whether the accrued premium is paid in the event of
a default.
When b
- protectionStart
Sets the protection start of the day. When the protection starts on the start
date.
When building,
- settlementDateOffset
Sets the number of days between valuation date and settlement date. It is
usually 3 business days fo