available-samples.lch-samples.ClearLink-requestClearingSample.json Maven / Gradle / Ivy
{
"contractIdentifier" : [ {
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"value" : "STEL123",
"meta" : {
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}
}
} ],
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},
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}
}, {
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"meta" : {
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}
}
} ],
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"externalReference" : "party2"
},
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}
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"value" : "STEL123",
"meta" : {
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}
}
} ],
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},
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}
} ],
"contractualProduct" : {
"economicTerms" : {
"payout" : {
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"payoutQuantity" : {
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"globalKey" : "e1df64c0"
},
"quantityNotationTag" : "NOTIONAL"
},
"calculationPeriodDates" : {
"calculationPeriodDatesAdjustments" : {
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} ],
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}
},
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}
},
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},
"period" : "Y",
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},
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}
},
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}
},
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}
},
"meta" : {
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},
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} ],
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}
},
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}
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}
},
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}
}
},
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},
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},
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},
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}
},
"paymentDates" : {
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},
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} ],
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}
},
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}
},
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},
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}
},
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}
}
}
}, {
"payoutQuantity" : {
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},
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},
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} ],
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}
},
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}
},
"calculationPeriodFrequency" : {
"meta" : {
"globalKey" : "2481f9"
},
"period" : "M",
"periodMultiplier" : 6,
"rollConvention" : "23"
},
"effectiveDate" : {
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}
},
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},
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}
},
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}
},
"meta" : {
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"externalKey" : "floatingCalcPeriodDates2"
},
"terminationDate" : {
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} ],
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}
},
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}
},
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},
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}
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},
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},
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},
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}
},
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},
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} ],
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}
},
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}
},
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},
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}
},
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},
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},
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},
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}
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},
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},
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"dayType" : "BUSINESS",
"businessCenters" : {
"businessCenter" : [ {
"value" : "GBLO"
} ],
"meta" : {
"globalKey" : "407ac22"
}
},
"businessDayConvention" : "NONE",
"dateRelativeTo" : {
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"externalReference" : "resetDates2"
}
},
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},
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"businessCenter" : [ {
"value" : "USNY"
} ],
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}
},
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"meta" : {
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}
},
"resetFrequency" : {
"meta" : {
"globalKey" : "121c7"
},
"period" : "M",
"periodMultiplier" : 6
},
"resetRelativeTo" : "CALCULATION_PERIOD_START_DATE"
}
} ]
}
},
"productIdentification" : {
"productQualifier" : "InterestRate_IRSwap_FixedFloat_PlainVanilla",
"productType" : [ {
"value" : "InterestRate:IRSwap:FixedFloat",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/product-taxonomy"
}
} ]
}
},
"contractualQuantity" : {
"quantityNotation" : [ {
"notationTag" : "NOTIONAL",
"quantity" : {
"amount" : 1000000,
"currency" : {
"value" : "USD"
}
}
}, {
"notationTag" : "NOTIONAL",
"quantity" : {
"amount" : 1000000,
"currency" : {
"value" : "USD"
}
}
} ]
},
"documentation" : {
"documentationIdentification" : {
"contractualDefinitions" : [ {
"value" : "ISDA2006",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/contractual-definitions"
}
} ],
"masterAgreement" : {
"masterAgreementType" : {
"value" : "ISDA",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/master-agreement-type"
}
}
}
}
},
"meta" : {
"globalKey" : "74ce06df"
},
"party" : [ {
"meta" : {
"globalKey" : "355d47c1",
"externalKey" : "party1"
},
"partyId" : [ {
"value" : "OCGFCM1",
"meta" : {
"scheme" : "http://www.lchclearnet.com/clearlink/coding-scheme/party-id"
}
}, {
"value" : "NOT FOUND",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
} ]
}, {
"meta" : {
"globalKey" : "edec19a5",
"externalKey" : "party2"
},
"partyId" : [ {
"value" : "BDYMW1",
"meta" : {
"scheme" : "http://www.lchclearnet.com/clearlink/coding-scheme/party-id"
}
}, {
"value" : "NOT FOUND",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
} ]
}, {
"meta" : {
"globalKey" : "d62ed8d8",
"externalKey" : "tradeSource"
},
"partyId" : [ {
"value" : "SEF1",
"meta" : {
"scheme" : "http://www.lchclearnet.com/clearlink/coding-scheme/party-id"
}
}, {
"value" : "NOT FOUND",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
} ]
}, {
"meta" : {
"globalKey" : "355d47c1",
"externalKey" : "clearingBrokerA"
},
"partyId" : [ {
"value" : "OCGFCM1",
"meta" : {
"scheme" : "http://www.lchclearnet.com/clearlink/coding-scheme/party-id"
}
}, {
"value" : "NOT FOUND",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
} ]
}, {
"meta" : {
"globalKey" : "edec19a5",
"externalKey" : "clearingBrokerB"
},
"partyId" : [ {
"value" : "BDYMW1",
"meta" : {
"scheme" : "http://www.lchclearnet.com/clearlink/coding-scheme/party-id"
}
}, {
"value" : "NOT FOUND",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
} ]
} ],
"partyContractInformation" : [ {
"partyReference" : {
"globalReference" : "d62ed8d8",
"externalReference" : "tradeSource"
}
}, {
"partyReference" : {
"globalReference" : "355d47c1",
"externalReference" : "party1"
},
"relatedParty" : {
"partyReference" : {
"globalReference" : "355d47c1",
"externalReference" : "clearingBrokerA"
},
"role" : "TRADE_SOURCE"
}
}, {
"partyReference" : {
"globalReference" : "edec19a5",
"externalReference" : "party2"
},
"relatedParty" : {
"partyReference" : {
"globalReference" : "edec19a5",
"externalReference" : "clearingBrokerB"
},
"role" : "TRADE_SOURCE"
}
} ],
"tradeDate" : {
"value" : {
"day" : 21,
"month" : 8,
"year" : 2019
},
"meta" : {
"globalKey" : "7a4288b"
}
}
}
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