IndexCreditDefaultSwapOption CPTY_B CPTY_B 0.0060 Long Call Cash false 2016-08-03 CDXIG Y Y 20160804 0.0 Fixed true EUR 300000.000000 A360 F 0.0060 20160804 20210803 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