cdm-sample-files.functions.business-event.contract-formation.contract-formation-ir-swap-func-output.json Maven / Gradle / Ivy
{
"intent" : "ContractFormation",
"eventDate" : "1994-12-12",
"instruction" : [ {
"before" : {
"value" : {
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"tradeIdentifier" : [ {
"issuerReference" : {
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"externalReference" : "party2"
},
"assignedIdentifier" : [ {
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"meta" : {
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}
},
"version" : 1
} ],
"meta" : {
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}
} ],
"tradeDate" : {
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"meta" : {
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}
},
"tradableProduct" : {
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"productQualifier" : "InterestRate_IRSwap_FixedFloat"
} ],
"economicTerms" : {
"payout" : {
"interestRatePayout" : [ {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
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"address" : {
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}
},
"meta" : {
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}
},
"rateSpecification" : {
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}
},
"meta" : {
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}
}
},
"dayCountFraction" : {
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},
"calculationPeriodDates" : {
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"dateAdjustments" : {
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}
},
"meta" : {
"globalKey" : "ea1a6ec6"
}
},
"meta" : {
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},
"terminationDate" : {
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"dateAdjustments" : {
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"businessCenters" : {
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},
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},
"resetRelativeTo" : "CalculationPeriodStartDate",
"fixingDates" : {
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"period" : "D",
"meta" : {
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},
"dayType" : "Business",
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"businessCenters" : {
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},
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},
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}
},
"meta" : {
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}
}, {
"payerReceiver" : {
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},
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}
},
"meta" : {
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}
},
"rateSpecification" : {
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}
},
"meta" : {
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}
},
"dayCountFraction" : {
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},
"calculationPeriodDates" : {
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"meta" : {
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}
}, {
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}
} ]
},
"party" : [ {
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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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"after" : [ {
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"issuerReference" : {
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"externalReference" : "party2"
},
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}
},
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} ],
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"payerReceiver" : {
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},
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"address" : {
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}
},
"meta" : {
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}
},
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}
},
"meta" : {
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}
},
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},
"meta" : {
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}
},
"meta" : {
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"businessCenters" : {
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},
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},
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"period" : "D",
"meta" : {
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},
"dayType" : "Business",
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"businessCenters" : {
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}
},
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},
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"businessCenters" : {
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},
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}
}, {
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},
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"quantitySchedule" : {
"address" : {
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}
},
"meta" : {
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}
},
"rateSpecification" : {
"fixedRate" : {
"rateSchedule" : {
"price" : {
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}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "30E/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
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"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
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}
},
"meta" : {
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}
},
"meta" : {
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},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "1999-12-14",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
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"businessCenters" : {
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},
"meta" : {
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},
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},
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},
"meta" : {
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}
},
"paymentDates" : {
"paymentFrequency" : {
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"meta" : {
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}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "1ff50d",
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},
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"priceQuantity" : [ {
"quantity" : [ {
"value" : {
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}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
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} ]
}
} ],
"observable" : {
"rateOption" : {
"value" : {
"floatingRateIndex" : {
"value" : "EUR-LIBOR-BBA"
},
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"meta" : {
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}
},
"meta" : {
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},
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} ]
}
} ],
"meta" : {
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} ],
"counterparty" : [ {
"role" : "Party1",
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}
}, {
"role" : "Party2",
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