Versions Compared

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

...

Phase 1 of swaps netting in Eagle Accounting is limited to cleared Interest Rate Swaps (IRS) and Credit Default Index Swaps (CDX) set up with variation margin (VM) and amortization both turned off. It is rules-based to support different netting configurations across clearinghouses and securities, and can be triggered manually or via a schedule. Rules are configured based on Processing Security Type (3931), Primary Asset ID (14), and Primary Exchange (17).

...