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Open Coverage — Credit Default Swap
Principal ProtectionOn-Chain dCDSRisk Transfer

Bet against a default.

Open Coverage is SPICE's on-chain credit default swap (dCDS). A lender opens a cover position referencing a specific credit facility; on an attested default event the contract settles the full covered notional to the position holder.

Notional
Each position references and protects a defined principal notional, 1:1.
Settlement
Premiums, cover and payouts execute as deterministic on-chain contract events.
Tenor
Positions carry a fixed tenor matched to the facility; transferable before expiry.
Mechanism

Four contract states, settled on-chain.

01

Reference

Select a reference facility. The contract pulls its on-chain reputation score and the live coverage spread, quoted in basis points.

02

Open position

Open a cover position for a chosen notional. Protection collateral and counterparty are matched programmatically by the protocol.

03

Stream premium

Pay a periodic premium — bps of notional per interval — for the position tenor, priced continuously to reference risk.

04

Settle

On an attested credit event the contract pays the covered notional to the holder; absent a trigger, the position expires at tenor.

A credit default swap transfers default risk from a protection buyer to a protection seller, in exchange for a periodic premium.

// event CoverageClaimed(uint256 indexed coverageId, uint256 notional);
Instrument spec

The contract, at a glance.

// open-coverage.params
Instrument
Decentralised credit default swap (dCDS)
Reference asset
Curated SPICE private-credit facility
Covered notional
Lender-defined, protected 1:1
Premium
Periodic, quoted in bps of notional
Settlement trigger
Attested on-chain credit / default event
Tenor
Matched to the reference facility
Transferability
Tokenised position · secondary-market liquid
Why Open Coverage

The risk-transfer layer for on-chain private credit.

Full-notional protection

Cover the entire principal notional of a reference position. A verified credit event settles the covered amount to the holder — no haircut, no recovery wait.

Transparent spread

Coverage spreads are computed on-chain from borrower reputation and facility parameters and quoted in basis points. No opaque underwriting desk.

Composable & liquid

Positions are tokenised, transferable instruments. Open, hold, hedge or exit on the secondary market as exposure changes.

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