1. A computer implemented method comprising: determining that a credit event has occurred for an entity; determining an upfront price and a bond price for a credit default swap deliverable (CDSD) contract associated with the entity; determining a weighting for the upfront price and a weighting for the bond price; iteratively adjusting the upfront price weighting and the bond price weighting so that the upfront price weighting decreases over time and so that the bond price weighting increases over time; and calculating, by a processor, a settlement price for the CDSD contract that is a function of the upfront price weighting, the bond price weighting, the upfront price, and the bond price.