Does ORE currently support CDX trades out of the box? In particular in some interface work I’ve seen with Acadiasoft it looks like there is potentially a Trade Type of “IndexCreditDefaultSwap”? Is this either in the current ORE product or coming to a future release?
yes and no, we do have index CDS support in the extended ORE we use with AcadiaSoft, but it hasn’t made it into the latest ORE release this week.
This might change in the future, but we haven’t decided on the scope for the next release yet.
Can you try to work with the CDS in ORE?