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Primary Amortization/Accretion Rule must be defined for all entities trading Cleared Swaps, regardless of whether they are traded with or without cost.
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Eagle distinguishes between bilateral and cleared swaps using a single field on the security master file (SMF): Cleared Security (5027). Other details should be entered identically to a bilateral contract. Refer to Credit Default Swaps (CDS) Best Practices, Credit Default Index Swaps (CDX) Best Practices, and Interest Rate Swaps (IRS) Best Practices for more information on general reference data setup.
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Credit Event Cancel & Rebook
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