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CDX Reference Data Builder Functionality


  • 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