Construction
A trade is booked from a template: the registry holds a market's conventions under a code, the template opens a builder, and the builder takes the few terms a trade decides. Start with the hub for why it works that way, then look up the calls on the reference pages.
Pages
| Page | What it covers |
|---|---|
| How trades are built | why trades start from a template, why collateral decides the discount curve, the registry, and reading FpML |
| Templates and builders | Template.swap and the ProductBuilder calls: maturity, forward tenors, end dates, side, notional, rate, striking at par |
| Counterparties and CSA | counterparties and their CSAs, the discount key a CSA decides, the cross curve, a counterparty master on the market |
| The template registry | every template by family, resolving a code, an unknown code refused |
Common tasks
- Book a trade with a CSA counterparty
- Book trades from FpML
- Strike at the fair rate
Where next
The conventions each template carries are listed in the Markets catalog, and the products each family books are in Products.
From the 0.0 line at revision bf7f2e2. Every printed number is that revision's own output.