cdm-sample-files.functions.business-event.novation.partial-novation-func-output.json Maven / Gradle / Ivy
{
"intent" : "Novation",
"eventDate" : "2018-04-04",
"instruction" : [ {
"primitiveInstruction" : {
"split" : {
"breakdown" : [ {
"partyChange" : {
"counterparty" : {
"role" : "Party1",
"partyReference" : {
"value" : {
"partyId" : [ {
"identifier" : {
"value" : "LEI3RPT0003",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "88587f26"
}
} ],
"name" : {
"value" : "Bank Z"
},
"meta" : {
"globalKey" : "4a5fa53c",
"externalKey" : "party3"
}
}
}
},
"tradeId" : [ {
"issuer" : {
"value" : "LEI3RPT0003",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "LEI3RPT0003DDDD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "6a5e1eb8"
},
"identifierType" : "UniqueTransactionIdentifier"
} ]
},
"quantityChange" : {
"change" : [ {
"quantity" : [ {
"value" : {
"value" : 5000,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
}
}
} ],
"meta" : {
"globalKey" : "484e65ab"
}
} ],
"direction" : "Replace"
}
}, {
"quantityChange" : {
"change" : [ {
"quantity" : [ {
"value" : {
"value" : 8000,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
}
}
} ],
"meta" : {
"globalKey" : "e701176e"
}
} ],
"direction" : "Replace"
}
} ]
}
},
"before" : {
"value" : {
"trade" : {
"tradeIdentifier" : [ {
"issuer" : {
"value" : "LEI1RPT0001",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "LEI1RPT0001DDDD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "7a6ee6b8"
},
"identifierType" : "UniqueTransactionIdentifier"
} ],
"tradeDate" : {
"value" : "2018-04-01",
"meta" : {
"globalKey" : "3f1101"
}
},
"tradableProduct" : {
"product" : {
"contractualProduct" : {
"productTaxonomy" : [ {
"primaryAssetClass" : {
"value" : "InterestRate"
}
}, {
"source" : "ISDA",
"value" : {
"name" : {
"value" : "InterestRate:IRSwap:FixedFloat",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/product-taxonomy"
}
}
}
}, {
"source" : "ISDA",
"productQualifier" : "InterestRate_IRSwap_FixedFloat"
} ],
"economicTerms" : {
"payout" : {
"interestRatePayout" : [ {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"floatingRate" : {
"rateOption" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "rateOption-1"
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "ACT/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2018-04-03",
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2026-02-08",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "USNY"
} ],
"meta" : {
"globalKey" : "27e4e9",
"externalKey" : "primaryBusinessCenters"
}
},
"meta" : {
"globalKey" : "3662e8ba"
}
},
"meta" : {
"globalKey" : "f148ad32"
}
},
"meta" : {
"globalKey" : "f148ad32"
}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "da3ebeed"
}
},
"meta" : {
"globalKey" : "b7dfdd7c"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "204f"
},
"rollConvention" : "8"
},
"meta" : {
"globalKey" : "384349f8",
"externalKey" : "floatingCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "da3ebeed"
}
},
"meta" : {
"globalKey" : "b7dfdd7c"
}
},
"meta" : {
"globalKey" : "a88f300c"
}
},
"resetDates" : {
"calculationPeriodDatesReference" : {
"globalReference" : "384349f8",
"externalReference" : "floatingCalcPeriodDates"
},
"resetRelativeTo" : "CalculationPeriodStartDate",
"fixingDates" : {
"periodMultiplier" : -2,
"period" : "D",
"meta" : {
"globalKey" : "cb73d5f"
},
"dayType" : "Business",
"businessDayConvention" : "NONE",
"businessCenters" : {
"businessCenter" : [ {
"value" : "GBLO"
} ],
"meta" : {
"globalKey" : "21479e"
}
},
"dateRelativeTo" : {
"globalReference" : "799da233",
"externalReference" : "resetDates5"
}
},
"resetFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"resetDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "da3ebeed"
}
},
"meta" : {
"globalKey" : "b7dfdd7c"
}
},
"meta" : {
"globalKey" : "799da233",
"externalKey" : "resetDates5"
}
},
"meta" : {
"globalKey" : "3d2d925e"
}
}, {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-2"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"fixedRate" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "30E/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2018-04-03",
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2026-02-08",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "da3ebeed"
}
},
"meta" : {
"globalKey" : "b7dfdd7c"
}
},
"meta" : {
"globalKey" : "302a2604"
}
},
"meta" : {
"globalKey" : "302a2604"
}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "da3ebeed"
}
},
"meta" : {
"globalKey" : "b7dfdd7c"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "2b92"
},
"rollConvention" : "8"
},
"meta" : {
"globalKey" : "7442ed37",
"externalKey" : "fixedCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "107"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "da3ebeed"
}
},
"meta" : {
"globalKey" : "b7dfdd7c"
}
},
"meta" : {
"globalKey" : "856b8369"
}
},
"meta" : {
"globalKey" : "e5ea95a8"
}
} ],
"meta" : {
"globalKey" : "930728a"
}
}
},
"meta" : {
"globalKey" : "b9b514d7"
}
},
"meta" : {
"globalKey" : "b9b514d7"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"quantity" : [ {
"value" : {
"value" : 10000,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"observable" : {
"rateOption" : {
"value" : {
"floatingRateIndex" : {
"value" : "USD-LIBOR-BBA"
},
"indexTenor" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "rateOption-1"
} ]
}
},
"meta" : {
"globalKey" : "828026c7"
}
},
"meta" : {
"globalKey" : "fd32a49c"
}
}, {
"price" : [ {
"value" : {
"value" : 0.0253,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
},
"perUnitOf" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 10000,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
} ],
"meta" : {
"globalKey" : "212b0f84"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "74dee05b",
"externalReference" : "party1"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "b97c11f6",
"externalReference" : "party2"
}
} ]
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "LEI1RPT0001",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "b8962566"
}
} ],
"name" : {
"value" : "Bank X"
},
"businessUnit" : [ {
"name" : "NY Swaps Desk",
"meta" : {
"globalKey" : "5c10b72e",
"externalKey" : "desk1"
}
} ],
"person" : [ {
"personId" : [ {
"value" : {
"identifier" : {
"value" : "jjones"
},
"meta" : {
"globalKey" : "baeb8c0d"
}
}
} ],
"firstName" : "jjone",
"meta" : {
"globalKey" : "d3962233",
"externalKey" : "trader"
}
} ],
"meta" : {
"globalKey" : "74dee05b",
"externalKey" : "party1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "LEI2CP0002",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "eb8edea1"
}
} ],
"name" : {
"value" : "Bank Y"
},
"meta" : {
"globalKey" : "b97c11f6",
"externalKey" : "party2"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300OL8KL0WCQ34V31",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "8ffabe4b"
}
} ],
"name" : {
"value" : "Up&Atem"
},
"meta" : {
"globalKey" : "ce0b9311",
"externalKey" : "broker1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300IB5Q45JGNPND58",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "e213e7d7"
}
} ],
"name" : {
"value" : "ClearItAll"
},
"meta" : {
"globalKey" : "f6a6cc60",
"externalKey" : "clearing-svc"
}
} ],
"partyRole" : [ {
"partyReference" : {
"globalReference" : "f6a6cc60",
"externalReference" : "clearing-svc"
},
"role" : "ClearingOrganization",
"ownershipPartyReference" : {
"globalReference" : "74dee05b",
"externalReference" : "party1"
}
} ],
"meta" : {
"globalKey" : "7ded4081"
}
},
"meta" : {
"globalKey" : "7ded4081"
}
}
}
} ],
"eventQualifier" : "PartialNovation",
"after" : [ {
"trade" : {
"tradeIdentifier" : [ {
"issuer" : {
"value" : "LEI3RPT0003",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "LEI3RPT0003DDDD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "6a5e1eb8"
},
"identifierType" : "UniqueTransactionIdentifier"
} ],
"tradeDate" : {
"value" : "2018-04-01",
"meta" : {
"globalKey" : "3f1101"
}
},
"tradableProduct" : {
"product" : {
"contractualProduct" : {
"productTaxonomy" : [ {
"primaryAssetClass" : {
"value" : "InterestRate"
}
}, {
"source" : "ISDA",
"value" : {
"name" : {
"value" : "InterestRate:IRSwap:FixedFloat",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/product-taxonomy"
}
}
}
}, {
"source" : "ISDA",
"productQualifier" : "InterestRate_IRSwap_FixedFloat"
} ],
"economicTerms" : {
"payout" : {
"interestRatePayout" : [ {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"floatingRate" : {
"rateOption" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "rateOption-1"
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "ACT/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2018-04-03",
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2026-02-08",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "USNY"
} ],
"meta" : {
"globalKey" : "27e4e9",
"externalKey" : "primaryBusinessCenters"
}
},
"meta" : {
"globalKey" : "3662e8ba"
}
},
"meta" : {
"globalKey" : "f148ad32"
}
},
"meta" : {
"globalKey" : "f148ad32"
}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "da3ebeed"
}
},
"meta" : {
"globalKey" : "b7dfdd7c"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "204f"
},
"rollConvention" : "8"
},
"meta" : {
"globalKey" : "384349f8",
"externalKey" : "floatingCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "da3ebeed"
}
},
"meta" : {
"globalKey" : "b7dfdd7c"
}
},
"meta" : {
"globalKey" : "a88f300c"
}
},
"resetDates" : {
"calculationPeriodDatesReference" : {
"globalReference" : "384349f8",
"externalReference" : "floatingCalcPeriodDates"
},
"resetRelativeTo" : "CalculationPeriodStartDate",
"fixingDates" : {
"periodMultiplier" : -2,
"period" : "D",
"meta" : {
"globalKey" : "cb73d5f"
},
"dayType" : "Business",
"businessDayConvention" : "NONE",
"businessCenters" : {
"businessCenter" : [ {
"value" : "GBLO"
} ],
"meta" : {
"globalKey" : "21479e"
}
},
"dateRelativeTo" : {
"globalReference" : "799da233",
"externalReference" : "resetDates5"
}
},
"resetFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"resetDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "da3ebeed"
}
},
"meta" : {
"globalKey" : "b7dfdd7c"
}
},
"meta" : {
"globalKey" : "799da233",
"externalKey" : "resetDates5"
}
},
"meta" : {
"globalKey" : "3d2d925e"
}
}, {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-2"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"fixedRate" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "30E/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2018-04-03",
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2026-02-08",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "da3ebeed"
}
},
"meta" : {
"globalKey" : "b7dfdd7c"
}
},
"meta" : {
"globalKey" : "302a2604"
}
},
"meta" : {
"globalKey" : "302a2604"
}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "da3ebeed"
}
},
"meta" : {
"globalKey" : "b7dfdd7c"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "2b92"
},
"rollConvention" : "8"
},
"meta" : {
"globalKey" : "7442ed37",
"externalKey" : "fixedCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "107"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "da3ebeed"
}
},
"meta" : {
"globalKey" : "b7dfdd7c"
}
},
"meta" : {
"globalKey" : "856b8369"
}
},
"meta" : {
"globalKey" : "e5ea95a8"
}
} ],
"meta" : {
"globalKey" : "930728a"
}
}
},
"meta" : {
"globalKey" : "b9b514d7"
}
},
"meta" : {
"globalKey" : "b9b514d7"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"quantity" : [ {
"value" : {
"value" : 5000,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"observable" : {
"rateOption" : {
"value" : {
"floatingRateIndex" : {
"value" : "USD-LIBOR-BBA"
},
"indexTenor" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "rateOption-1"
} ]
}
},
"meta" : {
"globalKey" : "828026c7"
}
},
"meta" : {
"globalKey" : "f097b2b2"
}
}, {
"price" : [ {
"value" : {
"value" : 0.0253,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
},
"perUnitOf" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 5000,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
} ],
"meta" : {
"globalKey" : "c777b0ae"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "4a5fa53c",
"externalReference" : "party3"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "b97c11f6",
"externalReference" : "party2"
}
} ]
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "LEI3RPT0003",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "88587f26"
}
} ],
"name" : {
"value" : "Bank Z"
},
"meta" : {
"globalKey" : "4a5fa53c",
"externalKey" : "party3"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "LEI2CP0002",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "eb8edea1"
}
} ],
"name" : {
"value" : "Bank Y"
},
"meta" : {
"globalKey" : "b97c11f6",
"externalKey" : "party2"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300OL8KL0WCQ34V31",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "8ffabe4b"
}
} ],
"name" : {
"value" : "Up&Atem"
},
"meta" : {
"globalKey" : "ce0b9311",
"externalKey" : "broker1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300IB5Q45JGNPND58",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "e213e7d7"
}
} ],
"name" : {
"value" : "ClearItAll"
},
"meta" : {
"globalKey" : "f6a6cc60",
"externalKey" : "clearing-svc"
}
} ],
"partyRole" : [ {
"partyReference" : {
"globalReference" : "f6a6cc60",
"externalReference" : "clearing-svc"
},
"role" : "ClearingOrganization",
"ownershipPartyReference" : {
"globalReference" : "74dee05b",
"externalReference" : "party1"
}
} ],
"meta" : {
"globalKey" : "de0f8d8d"
}
},
"meta" : {
"globalKey" : "de0f8d8d"
}
}, {
"trade" : {
"tradeIdentifier" : [ {
"issuer" : {
"value" : "LEI1RPT0001",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "LEI1RPT0001DDDD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "7a6ee6b8"
},
"identifierType" : "UniqueTransactionIdentifier"
} ],
"tradeDate" : {
"value" : "2018-04-01",
"meta" : {
"globalKey" : "3f1101"
}
},
"tradableProduct" : {
"product" : {
"contractualProduct" : {
"productTaxonomy" : [ {
"primaryAssetClass" : {
"value" : "InterestRate"
}
}, {
"source" : "ISDA",
"value" : {
"name" : {
"value" : "InterestRate:IRSwap:FixedFloat",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/product-taxonomy"
}
}
}
}, {
"source" : "ISDA",
"productQualifier" : "InterestRate_IRSwap_FixedFloat"
} ],
"economicTerms" : {
"payout" : {
"interestRatePayout" : [ {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"floatingRate" : {
"rateOption" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "rateOption-1"
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "ACT/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2018-04-03",
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2026-02-08",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "USNY"
} ],
"meta" : {
"globalKey" : "27e4e9",
"externalKey" : "primaryBusinessCenters"
}
},
"meta" : {
"globalKey" : "3662e8ba"
}
},
"meta" : {
"globalKey" : "f148ad32"
}
},
"meta" : {
"globalKey" : "f148ad32"
}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "da3ebeed"
}
},
"meta" : {
"globalKey" : "b7dfdd7c"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "204f"
},
"rollConvention" : "8"
},
"meta" : {
"globalKey" : "384349f8",
"externalKey" : "floatingCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "da3ebeed"
}
},
"meta" : {
"globalKey" : "b7dfdd7c"
}
},
"meta" : {
"globalKey" : "a88f300c"
}
},
"resetDates" : {
"calculationPeriodDatesReference" : {
"globalReference" : "384349f8",
"externalReference" : "floatingCalcPeriodDates"
},
"resetRelativeTo" : "CalculationPeriodStartDate",
"fixingDates" : {
"periodMultiplier" : -2,
"period" : "D",
"meta" : {
"globalKey" : "cb73d5f"
},
"dayType" : "Business",
"businessDayConvention" : "NONE",
"businessCenters" : {
"businessCenter" : [ {
"value" : "GBLO"
} ],
"meta" : {
"globalKey" : "21479e"
}
},
"dateRelativeTo" : {
"globalReference" : "799da233",
"externalReference" : "resetDates5"
}
},
"resetFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"resetDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "da3ebeed"
}
},
"meta" : {
"globalKey" : "b7dfdd7c"
}
},
"meta" : {
"globalKey" : "799da233",
"externalKey" : "resetDates5"
}
},
"meta" : {
"globalKey" : "3d2d925e"
}
}, {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-2"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"fixedRate" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "30E/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2018-04-03",
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2026-02-08",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "da3ebeed"
}
},
"meta" : {
"globalKey" : "b7dfdd7c"
}
},
"meta" : {
"globalKey" : "302a2604"
}
},
"meta" : {
"globalKey" : "302a2604"
}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "da3ebeed"
}
},
"meta" : {
"globalKey" : "b7dfdd7c"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "2b92"
},
"rollConvention" : "8"
},
"meta" : {
"globalKey" : "7442ed37",
"externalKey" : "fixedCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "107"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "da3ebeed"
}
},
"meta" : {
"globalKey" : "b7dfdd7c"
}
},
"meta" : {
"globalKey" : "856b8369"
}
},
"meta" : {
"globalKey" : "e5ea95a8"
}
} ],
"meta" : {
"globalKey" : "930728a"
}
}
},
"meta" : {
"globalKey" : "b9b514d7"
}
},
"meta" : {
"globalKey" : "b9b514d7"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"quantity" : [ {
"value" : {
"value" : 8000,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"observable" : {
"rateOption" : {
"value" : {
"floatingRateIndex" : {
"value" : "USD-LIBOR-BBA"
},
"indexTenor" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "rateOption-1"
} ]
}
},
"meta" : {
"globalKey" : "828026c7"
}
},
"meta" : {
"globalKey" : "e2954cb5"
}
}, {
"price" : [ {
"value" : {
"value" : 0.0253,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
},
"perUnitOf" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 8000,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
} ],
"meta" : {
"globalKey" : "ff1b374b"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "74dee05b",
"externalReference" : "party1"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "b97c11f6",
"externalReference" : "party2"
}
} ]
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "LEI1RPT0001",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "b8962566"
}
} ],
"name" : {
"value" : "Bank X"
},
"businessUnit" : [ {
"name" : "NY Swaps Desk",
"meta" : {
"globalKey" : "5c10b72e",
"externalKey" : "desk1"
}
} ],
"person" : [ {
"personId" : [ {
"value" : {
"identifier" : {
"value" : "jjones"
},
"meta" : {
"globalKey" : "baeb8c0d"
}
}
} ],
"firstName" : "jjone",
"meta" : {
"globalKey" : "d3962233",
"externalKey" : "trader"
}
} ],
"meta" : {
"globalKey" : "74dee05b",
"externalKey" : "party1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "LEI2CP0002",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "eb8edea1"
}
} ],
"name" : {
"value" : "Bank Y"
},
"meta" : {
"globalKey" : "b97c11f6",
"externalKey" : "party2"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300OL8KL0WCQ34V31",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "8ffabe4b"
}
} ],
"name" : {
"value" : "Up&Atem"
},
"meta" : {
"globalKey" : "ce0b9311",
"externalKey" : "broker1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300IB5Q45JGNPND58",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "e213e7d7"
}
} ],
"name" : {
"value" : "ClearItAll"
},
"meta" : {
"globalKey" : "f6a6cc60",
"externalKey" : "clearing-svc"
}
} ],
"partyRole" : [ {
"partyReference" : {
"globalReference" : "f6a6cc60",
"externalReference" : "clearing-svc"
},
"role" : "ClearingOrganization",
"ownershipPartyReference" : {
"globalReference" : "74dee05b",
"externalReference" : "party1"
}
} ],
"meta" : {
"globalKey" : "9e488421"
}
},
"meta" : {
"globalKey" : "9e488421"
}
} ],
"meta" : {
"globalKey" : "b2721d8a"
}
}© 2015 - 2025 Weber Informatics LLC | Privacy Policy