Scoring trades from the random drawing at the hackathon.

scoring/HackathonInput.csv

@@ -0,0 +1,32 @@
+solution,trade_group,trade_id,trial_id,entry_text
+,Drawing,1,0,"USDEUR cross currency swap (fixed/fixed), 10 y maturity
+Client pays 2.3% USD, we pay 1.7% EUR"
+,Drawing,2,0,"EURUSD cross currency swap (fix fix) with 5y tenor where client pays EUR 6% coupon, receives USD 7.5%
+Both legs are semiannual and 30/360"
+,Drawing,3,0,"I have trade details
+Profile: USD Interest rate swap
+Tenor: 10 years, both legs quarterly
+We pay USD fixed 3.35%, client pays SOFR"
+,Drawing,4,0,Sell 3y SOFR swap at three point five percent
+,Drawing,5,0,"Sell ten year ESTR swap, we pay three and a half percent"
+,Drawing,6,0,"We receive fixed on 10y swap at 3.1 percent, the index is three month term SOFR"
+,Drawing,7,0,Client receives fixed on 10y ESTR swap
+,Drawing,8,0,"SOFR swap, we receive fixed, 10y tenor"
+,Drawing,9,0,"Vanilla swap at 2.90%, we pay fixed, 10y maturity"
+,Drawing,10,0,Pay 5Y USD 100mm @ 4.25% vs 3M SOFR
+,Drawing,11,0,"We receive 3.5 on 10-year swap, will pay SOFR plus twenty basis points"
+,Drawing,12,0,Pay fixed on $500 million 7-year swap
+,Drawing,13,0,"Executed trade receiving 4.50% fixed vs 1-month SOFR on $100mm notional, 2-year tenor, starting December 20th"
+,Drawing,14,0,"USD 2-year swap, paying 4.355% fixed vs 3M SOFR, 500mm notional"
+,Drawing,15,0,"EUR/USD 5Y basis swap, pay 3M USD SOFR + 20 vs rcv 3M EURIBOR flat"
+,Drawing,16,0,"Paying GBP, receiving USD
+2-year tenor at -11.5bps
+£500mm notional "
+,Drawing,17,0,"Executed 2-year basis swap
+Paying EUR, receiving USD minus 85 basis points
+100mm notional"
+,Drawing,18,0,"We executed a 5-year vanilla IRS, paying fixed at 3.25% and receiving 3-month SOFR . The notional is $50 million, with quarterly resets on the floating leg. The fixed leg pays semi-annually."
+,Drawing,19,0,"Tenor: 7 years
+Pay EUR fixed: 4.10%
+Receive SOFR + 50 bps
+Notional: €50 million for $54 million"

scoring/HackathonOutput.csv

@@ -0,0 +1,32 @@
+solution,trade_group,trade_id,trial_id,entry_text,effective_date,maturity_date,tenor_years,pay_leg_notional,pay_leg_ccy,pay_leg_freq_months,pay_leg_basis,pay_leg_float_index,pay_leg_float_spread_bp,pay_leg_fixed_rate_pct,rec_leg_notional,rec_leg_ccy,rec_leg_freq_months,rec_leg_basis,rec_leg_float_index,rec_leg_float_spread_bp,rec_leg_fixed_rate_pct,
+,Drawing,1,0,"USDEUR cross currency swap (fixed/fixed), 10 y maturity
+Client pays 2.3% USD, we pay 1.7% EUR",,,10,,EUR,,,,,1.7,,USD,,,,,,2.3
+,Drawing,2,0,"EURUSD cross currency swap (fix fix) with 5y tenor where client pays EUR 6% coupon, receives USD 7.5%
+Both legs are semiannual and 30/360",,,5,,USD,6,30/360,,,7.5,,EUR,6,30/360,,,,6
+,Drawing,3,0,"I have trade details
+Profile: USD Interest rate swap
+Tenor: 10 years, both legs quarterly
+We pay USD fixed 3.35%, client pays SOFR",,,10,,USD,3,,,,3.35,,,3,,SOFR,,,
+,Drawing,4,0,Sell 3y SOFR swap at three point five percent,,,3,,,,,,,3.5,,,,,SOFR,,,
+,Drawing,5,0,"Sell ten year ESTR swap, we pay three and a half percent",,,10,,,,,,,3.5,,,,,ESTR,,,
+,Drawing,6,0,"We receive fixed on 10y swap at 3.1 percent, the index is three month term SOFR",,,10,,,,,three month term SOFR,,,,,,,,,,3.1
+,Drawing,7,0,Client receives fixed on 10y ESTR swap,,,10,,,,,,,,,,,,ESTR,,,
+,Drawing,8,0,"SOFR swap, we receive fixed, 10y tenor",,,10,,,,,SOFR,,,,,,,,,,
+,Drawing,9,0,"Vanilla swap at 2.90%, we pay fixed, 10y maturity",,,10,,,,,,,2.9,,,,,,,,
+,Drawing,10,0,Pay 5Y USD 100mm @ 4.25% vs 3M SOFR,,,5,100000000,USD,,,,,4.25,100000000,USD,,,3M SOFR,,,
+,Drawing,11,0,"We receive 3.5 on 10-year swap, will pay SOFR plus twenty basis points",,,10,,,,,SOFR,20,,,,,,,,,3.5
+,Drawing,12,0,Pay fixed on $500 million 7-year swap,,,7,500000000,USD,,,,,,500000000,USD,,,,,,
+,Drawing,13,0,"Executed trade receiving 4.50% fixed vs 1-month SOFR on $100mm notional, 2-year tenor, starting December 20th",,,2,,,,,,,,,,,,,,,
+,Drawing,14,0,"USD 2-year swap, paying 4.355% fixed vs 3M SOFR, 500mm notional",,,2,500000000,,,,,,4.355,500000000,,,,3M SOFR,,,
+,Drawing,15,0,"EUR/USD 5Y basis swap, pay 3M USD SOFR + 20 vs rcv 3M EURIBOR flat",,,5,,USD,,,3M USD SOFR,20,,,EUR,,,3M USD SOFR,,,
+,Drawing,16,0,"Paying GBP, receiving USD
+2-year tenor at -11.5bps
+£500mm notional ",,,2,500000000,GBP,,,,,,,USD,,,,,,
+,Drawing,17,0,"Executed 2-year basis swap
+Paying EUR, receiving USD minus 85 basis points
+100mm notional",,,2,100000000,EUR,,,,,,100000000,USD,,,,85,,
+,Drawing,18,0,"We executed a 5-year vanilla IRS, paying fixed at 3.25% and receiving 3-month SOFR . The notional is $50 million, with quarterly resets on the floating leg. The fixed leg pays semi-annually.",,,5,50000000,,6,,,,3.25,50000000,,3,,3-month SOFR,,,
+,Drawing,19,0,"Tenor: 7 years
+Pay EUR fixed: 4.10%
+Receive SOFR + 50 bps
+Notional: €50 million for $54 million",,,7,50000000,EUR,,,,,4.1,54000000,,,,SOFR,50,,