cdm-sample-files.functions.sec-lending.allocation.allocation-sec-lending-func-output.json Maven / Gradle / Ivy
{
"intent" : "Allocation",
"eventDate" : "2020-09-21",
"instruction" : [ {
"primitiveInstruction" : {
"split" : {
"breakdown" : [ {
"partyChange" : {
"counterparty" : {
"role" : "Party1",
"partyReference" : {
"value" : {
"partyId" : [ {
"identifier" : {
"value" : "Fund 1"
},
"meta" : {
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}
} ],
"name" : {
"value" : "Fund 1"
},
"meta" : {
"globalKey" : "d42855ec",
"externalKey" : "lender-1"
}
}
}
},
"partyRole" : {
"partyReference" : {
"value" : {
"partyId" : [ {
"identifier" : {
"value" : "KTKLLEILLLLLLLLLLLLL"
},
"meta" : {
"globalKey" : "60098fe6"
}
} ],
"name" : {
"value" : "KTKL(AgentLender)"
},
"meta" : {
"globalKey" : "3a97bd6c",
"externalKey" : "AGENT_LENDER"
}
}
},
"role" : "AgentLender"
},
"tradeId" : [ {
"issuer" : {
"value" : "KTKL"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "0266001-allocation-lender-1"
}
} ],
"meta" : {
"globalKey" : "c76d61e5"
}
} ]
},
"quantityChange" : {
"change" : [ {
"quantity" : [ {
"value" : {
"value" : 3000000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
}
}, {
"value" : {
"value" : 120000,
"unit" : {
"financialUnit" : "Share"
}
}
} ],
"meta" : {
"globalKey" : "dafd8c33"
}
} ],
"direction" : "Replace"
}
}, {
"partyChange" : {
"counterparty" : {
"role" : "Party1",
"partyReference" : {
"value" : {
"partyId" : [ {
"identifier" : {
"value" : "Fund 2"
},
"meta" : {
"globalKey" : "7e1775b7"
}
} ],
"name" : {
"value" : "Fund 2"
},
"meta" : {
"globalKey" : "d42859ae",
"externalKey" : "lender-2"
}
}
}
},
"partyRole" : {
"partyReference" : {
"value" : {
"partyId" : [ {
"identifier" : {
"value" : "KTKLLEILLLLLLLLLLLLL"
},
"meta" : {
"globalKey" : "60098fe6"
}
} ],
"name" : {
"value" : "KTKL(AgentLender)"
},
"meta" : {
"globalKey" : "3a97bd6c",
"externalKey" : "AGENT_LENDER"
}
}
},
"role" : "AgentLender"
},
"tradeId" : [ {
"issuer" : {
"value" : "KTKL"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "0266001-allocation-lender-2"
}
} ],
"meta" : {
"globalKey" : "c76d61e6"
}
} ]
},
"quantityChange" : {
"change" : [ {
"quantity" : [ {
"value" : {
"value" : 2000000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
}
}, {
"value" : {
"value" : 80000,
"unit" : {
"financialUnit" : "Share"
}
}
} ],
"meta" : {
"globalKey" : "546b8f6b"
}
} ],
"direction" : "Replace"
}
}, {
"quantityChange" : {
"change" : [ {
"quantity" : [ {
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"value" : 0,
"unit" : {
"currency" : {
"value" : "USD"
}
}
}
}, {
"value" : {
"value" : 0,
"unit" : {
"financialUnit" : "Share"
}
}
} ],
"meta" : {
"globalKey" : "a0be9c25"
}
} ],
"direction" : "Replace"
}
} ]
}
},
"before" : {
"value" : {
"trade" : {
"tradeIdentifier" : [ {
"issuer" : {
"value" : "KTKL"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "0266001"
}
} ],
"meta" : {
"globalKey" : "569d85e5"
}
} ],
"tradeDate" : {
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"meta" : {
"globalKey" : "3f2255"
}
},
"tradableProduct" : {
"product" : {
"contractualProduct" : {
"productTaxonomy" : [ {
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"productQualifier" : "SecuritiesFinance"
} ],
"economicTerms" : {
"effectiveDate" : {
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"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"meta" : {
"globalKey" : "fa42f5cf"
}
},
"meta" : {
"globalKey" : "e742daa5"
}
},
"meta" : {
"globalKey" : "e742daa5"
}
},
"terminationDate" : {
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"dateAdjustments" : {
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"meta" : {
"globalKey" : "fa42f5cf"
}
},
"meta" : {
"globalKey" : "e743cae5"
}
},
"meta" : {
"globalKey" : "e743cae5"
}
},
"payout" : {
"interestRatePayout" : [ {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-8"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"fixedRate" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-2"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "ACT/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
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"meta" : {
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}
},
"adjustedDate" : {
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"meta" : {
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}
},
"meta" : {
"globalKey" : "fa42f5cf",
"externalKey" : "Effective_Date"
}
},
"meta" : {
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}
},
"terminationDate" : {
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},
"adjustedDate" : {
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"meta" : {
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}
},
"meta" : {
"globalKey" : "fa42f5cf",
"externalKey" : "Termination_Date"
}
},
"meta" : {
"globalKey" : "fa42f5cf"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 1,
"period" : "T",
"meta" : {
"globalKey" : "24b525"
},
"rollConvention" : "NONE"
},
"meta" : {
"globalKey" : "8b1de243"
}
},
"paymentDates" : {
"paymentFrequency" : {
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"period" : "T",
"meta" : {
"globalKey" : "73"
}
},
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "EUTA"
} ],
"meta" : {
"globalKey" : "20a71d"
}
},
"meta" : {
"globalKey" : "365baaee"
}
},
"meta" : {
"globalKey" : "fa98fa5b"
}
},
"meta" : {
"globalKey" : "98fd77d9"
}
} ],
"meta" : {
"globalKey" : "98fd77d9"
}
},
"collateral" : {
"collateralPortfolio" : [ {
"value" : {
"collateralPosition" : [ {
"product" : {
"contractualProduct" : {
"economicTerms" : {
"payout" : {
"assetPayout" : [ {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"assetLeg" : [ {
"settlementDate" : {
"adjustableDate" : {
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"adjustedDate" : {
"value" : "2020-09-22",
"meta" : {
"globalKey" : "3f2256"
}
},
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "24a738"
}
},
"deliveryMethod" : "DeliveryVersusPayment"
}, {
"settlementDate" : {
"adjustableDate" : {
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"adjustedDate" : {
"value" : "2020-10-22",
"meta" : {
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}
},
"meta" : {
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}
},
"meta" : {
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}
},
"deliveryMethod" : "DeliveryVersusPayment"
} ],
"securityInformation" : {
"security" : {
"productIdentifier" : [ {
"value" : {
"identifier" : {
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},
"source" : "SEDOL",
"meta" : {
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}
}
} ],
"securityType" : "Equity"
},
"meta" : {
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}
},
"durationType" : {
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},
"minimumFee" : {
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"unit" : {
"currency" : {
"value" : "USD"
}
},
"meta" : {
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}
},
"dividendTerms" : {
"manufacturedIncomeRequirement" : {
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}
},
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}
} ],
"meta" : {
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}
}
},
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}
}
} ],
"meta" : {
"globalKey" : "3b19750e"
}
}
} ],
"collateralProvisions" : {
"collateralType" : "Cash",
"eligibleCollateral" : [ {
"treatment" : {
"valuationTreatment" : {
"marginPercentage" : 0.02
}
}
} ]
},
"meta" : {
"globalKey" : "121818c1"
}
}
},
"meta" : {
"globalKey" : "f7fe0d6f"
}
},
"meta" : {
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}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 0.01,
"unit" : {
"currency" : {
"value" : "USD"
}
},
"perUnitOf" : {
"currency" : {
"value" : "USD"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-2"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 5000000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-8"
} ]
}
} ],
"meta" : {
"globalKey" : "c985b0c7"
}
}, {
"price" : [ {
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"value" : 25,
"unit" : {
"currency" : {
"value" : "USD"
}
},
"perUnitOf" : {
"financialUnit" : "Share"
},
"priceType" : "AssetPrice"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 200000,
"unit" : {
"financialUnit" : "Share"
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-9"
} ]
}
} ],
"observable" : {
"productIdentifier" : [ {
"value" : {
"identifier" : {
"value" : "ST001"
},
"source" : "SEDOL",
"meta" : {
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}
}
} ],
"meta" : {
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}
},
"meta" : {
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}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"value" : {
"partyId" : [ {
"identifier" : {
"value" : "KTKLLEILLLLLLLLLLLLL"
},
"meta" : {
"globalKey" : "60098fe6"
}
} ],
"name" : {
"value" : "KTKL(AgentLender)"
},
"meta" : {
"globalKey" : "3a97bd6c",
"externalKey" : "AGENT_LENDER"
}
}
}
}, {
"role" : "Party2",
"partyReference" : {
"value" : {
"partyId" : [ {
"identifier" : {
"value" : "CP001LEI111111111111"
},
"meta" : {
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}
} ],
"name" : {
"value" : "CP001(Borrower)"
},
"meta" : {
"globalKey" : "2e189ef",
"externalKey" : "Borrower"
}
}
}
} ]
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "KTKLLEILLLLLLLLLLLLL"
},
"meta" : {
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}
} ],
"name" : {
"value" : "KTKL(AgentLender)"
},
"meta" : {
"globalKey" : "3a97bd6c",
"externalKey" : "AGENT_LENDER"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "CP001LEI111111111111"
},
"meta" : {
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}
} ],
"name" : {
"value" : "CP001(Borrower)"
},
"meta" : {
"globalKey" : "2e189ef",
"externalKey" : "Borrower"
}
} ],
"meta" : {
"globalKey" : "b3a75a8c"
}
},
"state" : {
"positionState" : "Executed"
},
"meta" : {
"globalKey" : "fa6cf1b"
}
}
}
} ],
"eventQualifier" : "Allocation",
"after" : [ {
"trade" : {
"tradeIdentifier" : [ {
"issuer" : {
"value" : "KTKL"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "0266001-allocation-lender-1"
}
} ],
"meta" : {
"globalKey" : "c76d61e5"
}
} ],
"tradeDate" : {
"value" : "2020-09-21",
"meta" : {
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}
},
"tradableProduct" : {
"product" : {
"contractualProduct" : {
"productTaxonomy" : [ {
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"productQualifier" : "SecuritiesFinance"
} ],
"economicTerms" : {
"effectiveDate" : {
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"dateAdjustments" : {
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}
},
"meta" : {
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}
},
"meta" : {
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}
},
"terminationDate" : {
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"dateAdjustments" : {
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"meta" : {
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}
},
"meta" : {
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}
},
"meta" : {
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}
},
"payout" : {
"interestRatePayout" : [ {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-8"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"fixedRate" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-2"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "ACT/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"meta" : {
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}
},
"adjustedDate" : {
"value" : "2020-09-22",
"meta" : {
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}
},
"meta" : {
"globalKey" : "fa42f5cf",
"externalKey" : "Effective_Date"
}
},
"meta" : {
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}
},
"terminationDate" : {
"adjustableDate" : {
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"meta" : {
"globalKey" : "fa42f5cf"
}
},
"adjustedDate" : {
"value" : "2020-10-22",
"meta" : {
"globalKey" : "3f2296"
}
},
"meta" : {
"globalKey" : "fa42f5cf",
"externalKey" : "Termination_Date"
}
},
"meta" : {
"globalKey" : "fa42f5cf"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 1,
"period" : "T",
"meta" : {
"globalKey" : "24b525"
},
"rollConvention" : "NONE"
},
"meta" : {
"globalKey" : "8b1de243"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 1,
"period" : "T",
"meta" : {
"globalKey" : "73"
}
},
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "EUTA"
} ],
"meta" : {
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}
},
"meta" : {
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}
},
"meta" : {
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}
},
"meta" : {
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}
} ],
"meta" : {
"globalKey" : "98fd77d9"
}
},
"collateral" : {
"collateralPortfolio" : [ {
"value" : {
"collateralPosition" : [ {
"product" : {
"contractualProduct" : {
"economicTerms" : {
"payout" : {
"assetPayout" : [ {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"assetLeg" : [ {
"settlementDate" : {
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"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
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}
},
"adjustedDate" : {
"value" : "2020-09-22",
"meta" : {
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}
},
"meta" : {
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}
},
"meta" : {
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}
},
"deliveryMethod" : "DeliveryVersusPayment"
}, {
"settlementDate" : {
"adjustableDate" : {
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"adjustedDate" : {
"value" : "2020-10-22",
"meta" : {
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}
},
"meta" : {
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}
},
"meta" : {
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}
},
"deliveryMethod" : "DeliveryVersusPayment"
} ],
"securityInformation" : {
"security" : {
"productIdentifier" : [ {
"value" : {
"identifier" : {
"value" : "ST001"
},
"source" : "SEDOL",
"meta" : {
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}
}
} ],
"securityType" : "Equity"
},
"meta" : {
"globalKey" : "7548eca6"
}
},
"durationType" : {
"durationType" : "Term"
},
"minimumFee" : {
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"unit" : {
"currency" : {
"value" : "USD"
}
},
"meta" : {
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}
},
"dividendTerms" : {
"manufacturedIncomeRequirement" : {
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}
},
"meta" : {
"globalKey" : "3b19750e"
}
} ],
"meta" : {
"globalKey" : "3b19750e"
}
}
},
"meta" : {
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}
},
"meta" : {
"globalKey" : "3b19750e"
}
}
} ],
"meta" : {
"globalKey" : "3b19750e"
}
}
} ],
"collateralProvisions" : {
"collateralType" : "Cash",
"eligibleCollateral" : [ {
"treatment" : {
"valuationTreatment" : {
"marginPercentage" : 0.02
}
}
} ]
},
"meta" : {
"globalKey" : "121818c1"
}
}
},
"meta" : {
"globalKey" : "f7fe0d6f"
}
},
"meta" : {
"globalKey" : "f7fe0d6f"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 0.01,
"unit" : {
"currency" : {
"value" : "USD"
}
},
"perUnitOf" : {
"currency" : {
"value" : "USD"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-2"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 3000000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-8"
} ]
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