cdm-sample-files.functions.business-event.index-transition.index-transition-xccy-swap-func-input.json Maven / Gradle / Ivy
{
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"indexTransition" : {
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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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} ],
"meta" : {
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},
"tradableProduct" : {
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}
}, {
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}
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}
}
}, {
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}
},
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}
} ],
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"receiver" : "Party2"
},
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"address" : {
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}
},
"quantityReference" : {
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"externalReference" : "fixed_notional_schedule"
},
"quantityMultiplier" : {
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},
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},
"fxSpotRateSource" : {
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"value" : "Telerate"
},
"sourcePage" : {
"value" : "WM Company LDN 11am Mid"
},
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}
},
"fixingTime" : {
"hourMinuteTime" : "11:00:00",
"businessCenter" : {
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},
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},
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}
},
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}
},
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"finalPayment" : true,
"intermediatePayment" : true,
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},
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}
},
"payerReceiver" : {
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},
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}
},
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},
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}
},
"finalPrincipalPayment" : {
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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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}
},
"rateSpecification" : {
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}
},
"spreadSchedule" : {
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}
}
},
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}
}
},
"dayCountFraction" : {
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},
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}
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},
"calculationPeriodDatesAdjustments" : {
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"businessCenters" : {
"businessCenter" : [ {
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}, {
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}, {
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}
},
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}
},
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},
"rollConvention" : "21"
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}
},
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}
},
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"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
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"businessCenters" : {
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}, {
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}
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},
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},
"dayType" : "Business",
"businessDayConvention" : "NONE",
"businessCenters" : {
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"meta" : {
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}
},
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}
},
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}
},
"resetDatesAdjustments" : {
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"businessCenters" : {
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},
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}
},
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}
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}
}
},
"meta" : {
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}
},
"meta" : {
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}
},
"tradeLot" : [ {
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"price" : [ {
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"unit" : {
"currency" : {
"value" : "USD"
}
},
"perUnitOf" : {
"currency" : {
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}
},
"priceType" : "InterestRate",
"arithmeticOperator" : "Add"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
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"unit" : {
"currency" : {
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}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
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} ]
}
} ],
"observable" : {
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}
},
"indexTenor" : {
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"period" : "M",
"meta" : {
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}
}
},
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}
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}
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}
}, {
"price" : [ {
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"currency" : {
"value" : "EUR"
}
},
"perUnitOf" : {
"currency" : {
"value" : "EUR"
}
},
"priceType" : "InterestRate",
"arithmeticOperator" : "Add"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
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} ]
}
} ],
"quantity" : [ {
"value" : {
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"unit" : {
"currency" : {
"value" : "EUR"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
} ],
"observable" : {
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}
},
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}
}
},
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}
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},
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} ],
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"externalReference" : "party1"
}
}, {
"role" : "Party2",
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"externalReference" : "party2"
}
} ]
},
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"meta" : {
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}
},
"identifierType" : "LEI",
"meta" : {
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}
} ],
"name" : {
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},
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"externalKey" : "party1"
}
}, {
"partyId" : [ {
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}
},
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}
} ],
"name" : {
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},
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}
} ],
"meta" : {
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},
"transferHistory" : [ {
"transfer" : {
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"unit" : {
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"value" : "EUR"
}
}
},
"payerReceiver" : {
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"externalReference" : "party1"
},
"receiverPartyReference" : {
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"externalReference" : "party2"
}
},
"settlementDate" : {
"adjustedDate" : {
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