SyntheticCDO CPTY_B CPTY_B CDXIG Y Y 20160206 20160208 0.0 0.0 0.1 Fixed true EUR 300000.000000 A360 F 0.0265 20160205 20260205 3M US F F CDS2015 CPTY_1 SECURITY_1 CPTY_1 1000000.0 EUR CPTY_2 SECURITY_2 CPTY_2 1000000.0 EUR CPTY_3 SECURITY_3 CPTY_3 1000000.0 EUR