cdm-sample-files.functions.business-event.contract-formation.contract-formation-fra-func-output.json Maven / Gradle / Ivy
{
"intent" : "ContractFormation",
"eventDate" : "1991-05-14",
"instruction" : [ {
"before" : {
"value" : {
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"externalReference" : "party1"
},
"assignedIdentifier" : [ {
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"meta" : {
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}
}
} ],
"meta" : {
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}
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},
"assignedIdentifier" : [ {
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"meta" : {
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}
}
} ],
"meta" : {
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"tradeDate" : {
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"meta" : {
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}
},
"tradableProduct" : {
"product" : {
"contractualProduct" : {
"productTaxonomy" : [ {
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"productQualifier" : "InterestRate_Fra"
} ],
"economicTerms" : {
"payout" : {
"interestRatePayout" : [ {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
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"value" : "quantity-1"
}
},
"meta" : {
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}
},
"rateSpecification" : {
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}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "ACT/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"adjustedDate" : {
"value" : "1991-07-17",
"meta" : {
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}
},
"meta" : {
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}
},
"meta" : {
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"externalKey" : "resetDate"
}
},
"terminationDate" : {
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"meta" : {
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}
},
"meta" : {
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}
},
"meta" : {
"globalKey" : "0"
}
},
"meta" : {
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}
},
"paymentDate" : {
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"dateAdjustments" : {
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"businessCenters" : {
"businessCenter" : [ {
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} ],
"meta" : {
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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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},
"priceQuantity" : {
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"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-2"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"floatingRate" : {
"rateOption" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "rateOption-1"
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "ACT/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"adjustedDate" : {
"value" : "1991-07-17",
"meta" : {
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}
},
"meta" : {
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}
},
"meta" : {
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"externalKey" : "resetDate"
}
},
"terminationDate" : {
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"value" : "1992-01-17",
"meta" : {
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}
},
"meta" : {
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}
},
"meta" : {
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}
},
"meta" : {
"globalKey" : "0"
}
},
"paymentDate" : {
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"dateAdjustments" : {
"businessDayConvention" : "FOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "CHZU"
} ],
"meta" : {
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}
},
"meta" : {
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}
},
"meta" : {
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}
},
"resetDates" : {
"fixingDates" : {
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"period" : "D",
"meta" : {
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},
"dayType" : "Business",
"businessDayConvention" : "NONE",
"businessCenters" : {
"businessCenter" : [ {
"value" : "GBLO"
} ],
"meta" : {
"globalKey" : "21479e"
}
},
"dateRelativeTo" : {
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"externalReference" : "resetDate"
}
},
"meta" : {
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}
},
"discountingMethod" : {
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},
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}
} ],
"meta" : {
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}
},
"meta" : {
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}
},
"meta" : {
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}
},
"tradeLot" : [ {
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"unit" : {
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}
},
"perUnitOf" : {
"currency" : {
"value" : "CHF"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
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"value" : 25000000,
"unit" : {
"currency" : {
"value" : "CHF"
}
}
},
"meta" : {
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"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
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}
}, {
"quantity" : [ {
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"unit" : {
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}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
} ],
"observable" : {
"rateOption" : {
"value" : {
"floatingRateIndex" : {
"value" : "CHF-LIBOR-BBA"
},
"indexTenor" : {
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"period" : "M",
"meta" : {
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}
}
},
"meta" : {
"location" : [ {
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"value" : "rateOption-1"
} ]
}
},
"meta" : {
"globalKey" : "d900e1e5"
}
},
"meta" : {
"globalKey" : "9965fc03"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "e1284e85",
"externalReference" : "party1"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "cff0a7d6",
"externalReference" : "party2"
}
} ]
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "TR24TWEY5RVRQV65HD49",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "e1284e85"
}
} ],
"meta" : {
"globalKey" : "e1284e85",
"externalKey" : "party1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "BFXS5XCH7N0Y05NIXW11",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
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}
} ],
"meta" : {
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"externalKey" : "party2"
}
} ],
"meta" : {
"globalKey" : "52b04349"
}
},
"meta" : {
"globalKey" : "52b04349"
}
}
}
} ],
"eventQualifier" : "ContractFormation",
"after" : [ {
"trade" : {
"tradeIdentifier" : [ {
"issuerReference" : {
"globalReference" : "e1284e85",
"externalReference" : "party1"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "MB87623",
"meta" : {
"scheme" : "http://www.hsbc.com/swaps/trade-id"
}
}
} ],
"meta" : {
"globalKey" : "1bd20f89"
}
}, {
"issuerReference" : {
"globalReference" : "cff0a7d6",
"externalReference" : "party2"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "AA9876",
"meta" : {
"scheme" : "http://www.abnamro.com/swaps/trade-id"
}
}
} ],
"meta" : {
"globalKey" : "2a7370d4"
}
} ],
"tradeDate" : {
"value" : "1991-05-14",
"meta" : {
"globalKey" : "3e394e"
}
},
"tradableProduct" : {
"product" : {
"contractualProduct" : {
"productTaxonomy" : [ {
"source" : "ISDA",
"productQualifier" : "InterestRate_Fra"
} ],
"economicTerms" : {
"payout" : {
"interestRatePayout" : [ {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"fixedRate" : {
"rateSchedule" : {
"price" : {
"address" : {
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"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "ACT/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"adjustedDate" : {
"value" : "1991-07-17",
"meta" : {
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}
},
"meta" : {
"globalKey" : "0"
}
},
"meta" : {
"globalKey" : "0",
"externalKey" : "resetDate"
}
},
"terminationDate" : {
"adjustableDate" : {
"adjustedDate" : {
"value" : "1992-01-17",
"meta" : {
"globalKey" : "3e4051"
}
},
"meta" : {
"globalKey" : "0"
}
},
"meta" : {
"globalKey" : "0"
}
},
"meta" : {
"globalKey" : "0"
}
},
"paymentDate" : {
"unadjustedDate" : "1991-07-17",
"dateAdjustments" : {
"businessDayConvention" : "FOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "CHZU"
} ],
"meta" : {
"globalKey" : "1f8e60"
}
},
"meta" : {
"globalKey" : "211caa4f"
}
},
"meta" : {
"globalKey" : "407eeb1e"
}
},
"discountingMethod" : {
"discountingType" : "FRA"
},
"meta" : {
"globalKey" : "1d9421f4"
}
}, {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-2"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"floatingRate" : {
"rateOption" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "rateOption-1"
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "ACT/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"adjustedDate" : {
"value" : "1991-07-17",
"meta" : {
"globalKey" : "3e39d1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"meta" : {
"globalKey" : "0",
"externalKey" : "resetDate"
}
},
"terminationDate" : {
"adjustableDate" : {
"adjustedDate" : {
"value" : "1992-01-17",
"meta" : {
"globalKey" : "3e4051"
}
},
"meta" : {
"globalKey" : "0"
}
},
"meta" : {
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}
},
"meta" : {
"globalKey" : "0"
}
},
"paymentDate" : {
"unadjustedDate" : "1991-07-17",
"dateAdjustments" : {
"businessDayConvention" : "FOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "CHZU"
} ],
"meta" : {
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}
},
"meta" : {
"globalKey" : "211caa4f"
}
},
"meta" : {
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}
},
"resetDates" : {
"fixingDates" : {
"periodMultiplier" : -2,
"period" : "D",
"meta" : {
"globalKey" : "ce01227d"
},
"dayType" : "Business",
"businessDayConvention" : "NONE",
"businessCenters" : {
"businessCenter" : [ {
"value" : "GBLO"
} ],
"meta" : {
"globalKey" : "21479e"
}
},
"dateRelativeTo" : {
"globalReference" : "0",
"externalReference" : "resetDate"
}
},
"meta" : {
"globalKey" : "ce01227d"
}
},
"discountingMethod" : {
"discountingType" : "FRA"
},
"meta" : {
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}
} ],
"meta" : {
"globalKey" : "842dfc5f"
}
}
},
"meta" : {
"globalKey" : "6e09d518"
}
},
"meta" : {
"globalKey" : "6e09d518"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 0.04,
"unit" : {
"currency" : {
"value" : "CHF"
}
},
"perUnitOf" : {
"currency" : {
"value" : "CHF"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 25000000,
"unit" : {
"currency" : {
"value" : "CHF"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
"globalKey" : "f74299ed"
}
}, {
"quantity" : [ {
"value" : {
"value" : 25000000,
"unit" : {
"currency" : {
"value" : "CHF"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
} ],
"observable" : {
"rateOption" : {
"value" : {
"floatingRateIndex" : {
"value" : "CHF-LIBOR-BBA"
},
"indexTenor" : {
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"period" : "M",
"meta" : {
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}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "rateOption-1"
} ]
}
},
"meta" : {
"globalKey" : "d900e1e5"
}
},
"meta" : {
"globalKey" : "9965fc03"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "e1284e85",
"externalReference" : "party1"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "cff0a7d6",
"externalReference" : "party2"
}
} ]
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "TR24TWEY5RVRQV65HD49",
"meta" : {
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}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "e1284e85"
}
} ],
"meta" : {
"globalKey" : "e1284e85",
"externalKey" : "party1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "BFXS5XCH7N0Y05NIXW11",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "cff0a7d6"
}
} ],
"meta" : {
"globalKey" : "cff0a7d6",
"externalKey" : "party2"
}
} ],
"meta" : {
"globalKey" : "52b04349"
}
},
"state" : {
"positionState" : "Formed"
},
"meta" : {
"globalKey" : "e39f816c"
}
} ],
"meta" : {
"globalKey" : "789ffe6d"
}
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