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In this scenario, we will leverage the work done by the EBRDF effort for the Bank of England using the portfolio of swaps that they used as the basis for their work (see /wiki/spaces/FEIP/overview), which includes 100 example swaps that have various characteristics, including a master contract and two legs, which has been mapped to ACTUS already. The Mizuho sample data is available here -
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IV. Competency Questions
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