cdm-sample-files.functions.repo-and-bond.repo-execution-func-input.json Maven / Gradle / Ivy
{
"instruction": [
{
"primitiveInstruction": {
"execution": {
"counterparty": [
{
"partyReference": {
"value": {
"meta": {
"externalKey": "GlobalBank",
"globalKey": "296093b7"
},
"name": {
"value": "Global Bank Inc"
}
}
},
"role": "PARTY_1"
},
{
"partyReference": {
"value": {
"meta": {
"externalKey": "UkBank",
"globalKey": "1ef4886d"
},
"name": {
"value": "UK Bank plc"
}
}
},
"role": "PARTY_2"
}
],
"parties": [
{
"meta": {
"externalKey": "GlobalBank",
"globalKey": "296093b7"
},
"name": {
"value": "Global Bank Inc"
}
},
{
"meta": {
"externalKey": "UkBank",
"globalKey": "1ef4886d"
},
"name": {
"value": "UK Bank plc"
}
}
],
"partyRoles": [
{
"partyReference": {
"externalReference": "GlobalBank",
"globalReference": "296093b7"
},
"role": "SELLER"
},
{
"partyReference": {
"externalReference": "UkBank",
"globalReference": "1ef4886d"
},
"role": "BUYER"
}
],
"priceQuantity": [
{
"meta": {
"globalKey": "b0764d1a"
},
"price": [
{
"meta": {
"location": [
{
"scope": "DOCUMENT",
"value": "price-1"
}
]
},
"value": {
"value": 0.004,
"unit": {
"currency": {
"value": "GBP"
}
},
"perUnitOf": {
"currency": {
"value": "GBP"
}
},
"priceType": "INTEREST_RATE"
}
}
],
"quantity": [
{
"meta": {
"location": [
{
"scope": "DOCUMENT",
"value": "quantity-1"
}
]
},
"value": {
"value": 9974250,
"unit": {
"currency": {
"value": "GBP"
}
}
}
}
]
},
{
"meta": {
"globalKey": "f6e7e886"
},
"observable": {
"meta": {
"globalKey": "1ad6d034"
},
"productIdentifier": [
{
"value": {
"identifier": {
"value": "GB00B24FF097"
},
"meta": {
"globalKey": "1ad6d034"
},
"source": "ISIN"
}
}
]
},
"price": [
{
"meta": {
"location": [
{
"scope": "DOCUMENT",
"value": "price-2"
}
]
},
"value": {
"value": 1.0075,
"unit": {
"currency": {
"value": "GBP"
}
},
"perUnitOf": {
"currency": {
"value": "GBP"
}
},
"priceType": "ASSET_PRICE",
"priceExpression": "PERCENTAGE_OF_NOTIONAL"
}
}
],
"quantity": [
{
"meta": {
"location": [
{
"scope": "DOCUMENT",
"value": "quantity-2"
}
]
},
"value": {
"value": 10000000,
"unit": {
"currency": {
"value": "GBP"
}
}
}
}
]
}
],
"product": {
"contractualProduct": {
"productTaxonomy": [
{
"source": "CFI",
"value": {
"name": {
"value": "LRSTXD"
}
}
}
],
"economicTerms": {
"collateral": {
"collateralPortfolio": [
{
"value": {
"collateralPosition": [
{
"product": {
"contractualProduct": {
"economicTerms": {
"payout": {
"assetPayout": [
{
"meta": {
"globalKey": "f97918c"
},
"assetLeg": [
{
"deliveryMethod": "DELIVERY_VERSUS_PAYMENT",
"meta": {
"globalKey": "88c0a27e"
},
"settlementDate": {
"meta": {
"globalKey": "75229c9e"
},
"relativeDate": {
"meta": {
"globalKey": "75229c9e"
},
"period": "D",
"periodMultiplier": 0,
"businessDayConvention": "NOT_APPLICABLE",
"dateRelativeTo": {
"externalReference": "PurchaseDate",
"globalReference": "3f28d3"
}
}
}
},
{
"deliveryMethod": "DELIVERY_VERSUS_PAYMENT",
"meta": {
"globalKey": "f1b17431"
},
"settlementDate": {
"meta": {
"globalKey": "de136e51"
},
"relativeDate": {
"meta": {
"globalKey": "de136e51"
},
"period": "D",
"periodMultiplier": 0,
"businessDayConvention": "NOT_APPLICABLE",
"dateRelativeTo": {
"externalReference": "RepurchaseDate",
"globalReference": "3f28d6"
}
}
}
}
],
"payerReceiver": {
"payer": "PARTY_1",
"receiver": "PARTY_2"
},
"durationType": {
"durationType": "TERM"
},
"priceQuantity": {
"meta": {
"globalKey": "0"
},
"quantitySchedule": {
"address": {
"scope": "DOCUMENT",
"value": "quantity-2"
}
}
},
"principalPayment": {
"initialPayment": "True",
"finalPayment": "True",
"intermediatePayment": "False"
},
"securityInformation": {
"meta": {
"globalKey": "40232adf"
},
"security": {
"productIdentifier": [
{
"value": {
"identifier": {
"value": "GB00B24FF097"
},
"meta": {
"globalKey": "1ad6d034"
},
"source": "ISIN"
}
}
],
"securityType": "DEBT"
}
}
}
]
}
}
}
}
}
]
}
}
],
"collateralProvisions": {
"collateralType": "CASH",
"eligibleCollateral": [
{
"treatment": {
"valuationTreatment": {
"marginPercentage": 0.99
}
}
}
]
}
},
"effectiveDate": {
"adjustableDate": {
"meta": {
"globalKey": "3f28d3"
},
"unadjustedDate": "2021-03-19"
},
"meta": {
"externalKey": "PurchaseDate",
"globalKey": "3f28d3"
}
},
"payout": {
"interestRatePayout": [
{
"payerReceiver": {
"payer": "PARTY_1",
"receiver": "PARTY_2"
},
"priceQuantity": {
"meta": {
"globalKey": "0"
},
"quantitySchedule": {
"address": {
"scope": "DOCUMENT",
"value": "quantity-1"
}
}
},
"dayCountFraction": {
"value": "ACT/360"
},
"meta": {
"globalKey": "bf6518ff"
},
"principalPayment": {
"initialPayment": "True",
"finalPayment": "True",
"intermediatePayment": "False"
},
"rateSpecification": {
"fixedRate": {
"meta": {
"globalKey": "0"
},
"rateSchedule": {
"price": {
"address": {
"scope": "DOCUMENT",
"value": "price-1"
}
}
}
}
}
}
],
"meta": {
"globalKey": "107c570b"
}
},
"terminationDate": {
"adjustableDate": {
"meta": {
"globalKey": "3f28d6"
},
"unadjustedDate": "2021-03-22"
},
"meta": {
"externalKey": "RepurchaseDate",
"globalKey": "3f28d6"
}
}
},
"meta": {
"globalKey": "975c33bf"
}
},
"meta": {
"globalKey": "975c33bf"
}
},
"tradeDate": {
"meta": {
"globalKey": "3f28d2"
},
"value": "2021-03-18"
},
"tradeIdentifier": [
{
"assignedIdentifier": [
{
"identifier": {
"meta": {
"scheme": "UnqTradIdr"
},
"value": "KTKLLEILLLLLLLLLLLLL-FISG1G1LENDFP0028303002"
}
}
],
"issuer": {
"value": "KTKLLEILLLLLLLLLLLLL"
},
"meta": {
"globalKey": "4a82737e"
}
}
]
},
"contractFormation": {
"legalAgreement": null
}
}
}
],
"intent": null,
"eventDate": "2021-03-18",
"effectiveDate": null
}© 2015 - 2025 Weber Informatics LLC | Privacy Policy