cdm-sample-files.functions.repo-and-bond.on-demand-interest-payment-output.json Maven / Gradle / Ivy
{
"eventDate" : "2021-03-18",
"effectiveDate" : "2021-03-18",
"instruction" : [ {
"primitiveInstruction" : {
"termsChange" : {
"product" : {
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}
}
} ],
"economicTerms" : {
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"meta" : {
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}
},
"meta" : {
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"externalKey" : "PurchaseDate"
}
},
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"meta" : {
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}
},
"meta" : {
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"externalKey" : "RepurchaseDate"
}
},
"payout" : {
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"receiver" : "Party2"
},
"priceQuantity" : {
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"address" : {
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"value" : "quantity-1"
}
},
"meta" : {
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}
},
"principalPayment" : {
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"finalPayment" : true,
"intermediatePayment" : false,
"meta" : {
"globalKey" : "12a6f5"
}
},
"rateSpecification" : {
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"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "ACT/360"
},
"meta" : {
"globalKey" : "69ca64cc"
}
} ],
"cashflow" : [ {
"payerReceiver" : {
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"receiver" : "Party2"
},
"priceQuantity" : {
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"unit" : {
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"value" : "GBP"
}
}
}
},
"meta" : {
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}
},
"settlementTerms" : {
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},
"meta" : {
"globalKey" : "3f28d5"
}
},
"meta" : {
"globalKey" : "3f28d5"
}
},
"cashflowType" : {
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}
} ],
"meta" : {
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}
},
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}
},
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}
},
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"finalPayment" : true,
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"meta" : {
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}
},
"assetLeg" : [ {
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"period" : "D",
"meta" : {
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},
"businessDayConvention" : "NotApplicable",
"dateRelativeTo" : {
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"externalReference" : "PurchaseDate"
}
},
"meta" : {
"globalKey" : "71834796"
}
},
"deliveryMethod" : "DeliveryVersusPayment"
}, {
"settlementDate" : {
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"period" : "D",
"meta" : {
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},
"businessDayConvention" : "NotApplicable",
"dateRelativeTo" : {
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"externalReference" : "RepurchaseDate"
}
},
"meta" : {
"globalKey" : "da741949"
}
},
"deliveryMethod" : "DeliveryVersusPayment"
} ],
"securityInformation" : {
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"productIdentifier" : [ {
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"identifier" : {
"value" : "GB00B24FF097"
},
"source" : "ISIN",
"meta" : {
"globalKey" : "1ad6d034"
}
}
} ],
"securityType" : "Debt"
},
"meta" : {
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}
},
"durationType" : {
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},
"meta" : {
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}
} ],
"meta" : {
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}
},
"meta" : {
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},
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}
}
} ],
"meta" : {
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}
}
} ],
"collateralProvisions" : {
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"eligibleCollateral" : [ {
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}
}
} ]
},
"meta" : {
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}
}
},
"meta" : {
"globalKey" : "24220d8e"
}
},
"meta" : {
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}
}
}
},
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"issuer" : {
"value" : "KTKLLEILLLLLLLLLLLLL"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "KTKLLEILLLLLLLLLLLLL-FISG1G1LENDFP0028303002",
"meta" : {
"scheme" : "UnqTradIdr"
}
}
} ],
"meta" : {
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}
} ],
"tradeDate" : {
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"meta" : {
"globalKey" : "3f28d2"
}
},
"tradableProduct" : {
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"value" : {
"name" : {
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}
}
}, {
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"productQualifier" : "SecuritiesFinance"
} ],
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"meta" : {
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}
},
"meta" : {
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"externalKey" : "PurchaseDate"
}
},
"terminationDate" : {
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"meta" : {
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}
},
"meta" : {
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"externalKey" : "RepurchaseDate"
}
},
"payout" : {
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"payerReceiver" : {
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"receiver" : "Party2"
},
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"value" : "quantity-1"
}
},
"meta" : {
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}
},
"principalPayment" : {
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"finalPayment" : true,
"intermediatePayment" : false,
"meta" : {
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}
},
"rateSpecification" : {
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}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
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},
"meta" : {
"globalKey" : "69ca64cc"
}
} ],
"meta" : {
"globalKey" : "69ca64cc"
}
},
"collateral" : {
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"payerReceiver" : {
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"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
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"value" : "quantity-2"
}
},
"meta" : {
"globalKey" : "0"
}
},
"principalPayment" : {
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"finalPayment" : true,
"intermediatePayment" : false,
"meta" : {
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}
},
"assetLeg" : [ {
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"period" : "D",
"meta" : {
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},
"businessDayConvention" : "NotApplicable",
"dateRelativeTo" : {
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"externalReference" : "PurchaseDate"
}
},
"meta" : {
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}
},
"deliveryMethod" : "DeliveryVersusPayment"
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"period" : "D",
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},
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"dateRelativeTo" : {
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"externalReference" : "RepurchaseDate"
}
},
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}
},
"deliveryMethod" : "DeliveryVersusPayment"
} ],
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},
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}
}
} ],
"securityType" : "Debt"
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}
},
"durationType" : {
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},
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}
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"meta" : {
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}
}
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}
}
} ],
"meta" : {
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}
}
} ],
"collateralProvisions" : {
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}
}
} ]
},
"meta" : {
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}
}
},
"meta" : {
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}
},
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"globalKey" : "d4f3b9f9"
}
},
"tradeLot" : [ {
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"unit" : {
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}
},
"perUnitOf" : {
"currency" : {
"value" : "GBP"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
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"unit" : {
"currency" : {
"value" : "GBP"
}
}
},
"meta" : {
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} ]
}
} ],
"meta" : {
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}
}, {
"price" : [ {
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"unit" : {
"currency" : {
"value" : "GBP"
}
},
"perUnitOf" : {
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"value" : "GBP"
}
},
"priceType" : "AssetPrice",
"priceExpression" : "PercentageOfNotional"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-2"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 10000000,
"unit" : {
"currency" : {
"value" : "GBP"
}
}
},
"meta" : {
"location" : [ {
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"value" : "quantity-2"
} ]
}
} ],
"observable" : {
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"identifier" : {
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},
"source" : "ISIN",
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}
}
} ],
"meta" : {
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}
},
"meta" : {
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}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"value" : {
"name" : {
"value" : "Global Bank Inc"
},
"meta" : {
"globalKey" : "296093b7",
"externalKey" : "GlobalBank"
}
}
}
}, {
"role" : "Party2",
"partyReference" : {
"value" : {
"name" : {
"value" : "UK Bank plc"
},
"meta" : {
"globalKey" : "1ef4886d",
"externalKey" : "UkBank"
}
}
}
} ]
},
"party" : [ {
"name" : {
"value" : "Global Bank Inc"
},
"meta" : {
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"externalKey" : "GlobalBank"
}
}, {
"name" : {
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},
"meta" : {
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"externalKey" : "UkBank"
}
} ],
"partyRole" : [ {
"partyReference" : {
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"externalReference" : "GlobalBank"
},
"role" : "Seller"
}, {
"partyReference" : {
"globalReference" : "1ef4886d",
"externalReference" : "UkBank"
},
"role" : "Buyer"
} ],
"meta" : {
"globalKey" : "1f8ec799"
}
},
"state" : {
"positionState" : "Formed"
},
"meta" : {
"globalKey" : "f2ee31bc"
}
}
}
} ],
"after" : [ {
"trade" : {
"tradeIdentifier" : [ {
"issuer" : {
"value" : "KTKLLEILLLLLLLLLLLLL"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "KTKLLEILLLLLLLLLLLLL-FISG1G1LENDFP0028303002",
"meta" : {
"scheme" : "UnqTradIdr"
}
}
} ],
"meta" : {
"globalKey" : "32cd87f2"
}
} ],
"tradeDate" : {
"value" : "2021-03-18",
"meta" : {
"globalKey" : "3f28d2"
}
},
"tradableProduct" : {
"product" : {
"contractualProduct" : {
"productTaxonomy" : [ {
"source" : "CFI",
"value" : {
"name" : {
"value" : "LRSTXD"
}
}
} ],
"economicTerms" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2021-03-19",
"meta" : {
"globalKey" : "3f28d3"
}
},
"meta" : {
"globalKey" : "3f28d3",
"externalKey" : "PurchaseDate"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2021-03-22",
"meta" : {
"globalKey" : "3f28d6"
}
},
"meta" : {
"globalKey" : "3f28d6",
"externalKey" : "RepurchaseDate"
}
},
"payout" : {
"interestRatePayout" : [ {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"principalPayment" : {
"initialPayment" : true,
"finalPayment" : true,
"intermediatePayment" : false,
"meta" : {
"globalKey" : "12a6f5"
}
},
"rateSpecification" : {
"fixedRate" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "ACT/360"
},
"meta" : {
"globalKey" : "69ca64cc"
}
} ],
"cashflow" : [ {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"value" : {
"value" : 2000,
"unit" : {
"currency" : {
"value" : "GBP"
}
}
}
},
"meta" : {
"globalKey" : "a99b7d57"
}
},
"settlementTerms" : {
"settlementDate" : {
"adjustableOrRelativeDate" : {
"unadjustedDate" : "2021-03-21"
},
"meta" : {
"globalKey" : "3f28d5"
}
},
"meta" : {
"globalKey" : "3f28d5"
}
},
"cashflowType" : {
"cashflowType" : "NetInterest"
},
"meta" : {
"globalKey" : "11ce29f7"
}
} ],
"meta" : {
"globalKey" : "d5d876ab"
}
},
"collateral" : {
"collateralPortfolio" : [ {
"value" : {
"collateralPosition" : [ {
"product" : {
"contractualProduct" : {
"economicTerms" : {
"payout" : {
"assetPayout" : [ {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-2"
}
},
"meta" : {
"globalKey" : "0"
}
},
"principalPayment" : {
"initialPayment" : true,
"finalPayment" : true,
"intermediatePayment" : false,
"meta" : {
"globalKey" : "12a6f5"
}
},
"assetLeg" : [ {
"settlementDate" : {
"relativeDate" : {
"periodMultiplier" : 0,
"period" : "D",
"meta" : {
"globalKey" : "71834796"
},
"businessDayConvention" : "NotApplicable",
"dateRelativeTo" : {
"globalReference" : "3f28d3",
"externalReference" : "PurchaseDate"
}
},
"meta" : {
"globalKey" : "71834796"
}
},
"deliveryMethod" : "DeliveryVersusPayment"
}, {
"settlementDate" : {
"relativeDate" : {
"periodMultiplier" : 0,
"period" : "D",
"meta" : {
"globalKey" : "da741949"
},
"businessDayConvention" : "NotApplicable",
"dateRelativeTo" : {
"globalReference" : "3f28d6",
"externalReference" : "RepurchaseDate"
}
},
"meta" : {
"globalKey" : "da741949"
}
},
"deliveryMethod" : "DeliveryVersusPayment"
} ],
"securityInformation" : {
"security" : {
"productIdentifier" : [ {
"value" : {
"identifier" : {
"value" : "GB00B24FF097"
},
"source" : "ISIN",
"meta" : {
"globalKey" : "1ad6d034"
}
}
} ],
"securityType" : "Debt"
},
"meta" : {
"globalKey" : "40232adf"
}
},
"durationType" : {
"durationType" : "Term"
},
"meta" : {
"globalKey" : "12a4a1fe"
}
} ],
"meta" : {
"globalKey" : "12a4a1fe"
}
}
},
"meta" : {
"globalKey" : "12a4a1fe"
}
},
"meta" : {
"globalKey" : "12a4a1fe"
}
}
} ],
"meta" : {
"globalKey" : "12a4a1fe"
}
}
} ],
"collateralProvisions" : {
"collateralType" : "Cash",
"eligibleCollateral" : [ {
"treatment" : {
"valuationTreatment" : {
"marginPercentage" : 0.99
}
}
} ]
},
"meta" : {
"globalKey" : "ff69d2cf"
}
}
},
"meta" : {
"globalKey" : "24220d8e"
}
},
"meta" : {
"globalKey" : "24220d8e"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 0.004,
"unit" : {
"currency" : {
"value" : "GBP"
}
},
"perUnitOf" : {
"currency" : {
"value" : "GBP"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 9974250,
"unit" : {
"currency" : {
"value" : "GBP"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
"globalKey" : "ae7919fa"
}
}, {
"price" : [ {
"value" : {
"value" : 1.0075,
"unit" : {
"currency" : {
"value" : "GBP"
}
},
"perUnitOf" : {
"currency" : {
"value" : "GBP"
}
},
"priceType" : "AssetPrice",
"priceExpression" : "PercentageOfNotional"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-2"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 10000000,
"unit" : {
"currency" : {
"value" : "GBP"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
} ],
"observable" : {
"productIdentifier" : [ {
"value" : {
"identifier" : {
"value" : "GB00B24FF097"
},
"source" : "ISIN",
"meta" : {
"globalKey" : "1ad6d034"
}
}
} ],
"meta" : {
"globalKey" : "1ad6d034"
}
},
"meta" : {
"globalKey" : "a8870d90"
}
} ]
} ],
"counterparty" : [ {
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