IndexCreditDefaultSwap CPTY_B CPTY_B CPTY_D Y Y 20160206 20160208 0.0 Fixed true EUR 10000000.000000 A360 F 0.006 20160205 20260205 3M US F F CDS2015 CPTY_1 SECURITY_1 CPTY_1 100000.0 EUR CPTY_2 SECURITY_2 CPTY_2 100000.0 EUR CPTY_3 SECURITY_3 CPTY_3 100000.0 EUR