Processing valuation prices for credit default swaps

Daily valuation prices must be defined for the Credit Default Swaps (CDS) in the special assets stock. Prices are input by an external provider. The existing data is to be subjected to plausibility analysis and transferred in the format of a defined XML structure. The valuation results are available for download on the next business day for fund valuation purposes and are also retained for subsequent processing. Aim: Application to support valuation prices of credit default swaps.