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result-json-files.cme-submission-irs-1-0.USD_OIS_Submission.json Maven / Gradle / Ivy

{
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                    "scheme" : "http://www.swapswire.com/spec/2001/trade-id-1-0"
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            "tradeDate" : {
              "value" : "2018-10-31",
              "meta" : {
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            },
            "tradableProduct" : {
              "product" : {
                "contractualProduct" : {
                  "productTaxonomy" : [ {
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                    "value" : {
                      "name" : {
                        "value" : "InterestRateSwap"
                      }
                    }
                  }, {
                    "source" : "ISDA",
                    "productQualifier" : "InterestRate_IRSwap_FixedFloat_OIS"
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                  "economicTerms" : {
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                          "receiver" : "Party2"
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                          "payRelativeTo" : "CalculationPeriodEndDate",
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                          "resetRelativeTo" : "CalculationPeriodEndDate",
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                            "period" : "D",
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                        },
                        "meta" : {
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                      }, {
                        "payerReceiver" : {
                          "payer" : "Party2",
                          "receiver" : "Party1"
                        },
                        "priceQuantity" : {
                          "quantitySchedule" : {
                            "address" : {
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                            }
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                          "meta" : {
                            "globalKey" : "0"
                          }
                        },
                        "rateSpecification" : {
                          "fixedRate" : {
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                                }
                              }
                            },
                            "meta" : {
                              "globalKey" : "0"
                            }
                          }
                        },
                        "dayCountFraction" : {
                          "value" : "ACT/360"
                        },
                        "calculationPeriodDates" : {
                          "effectiveDate" : {
                            "adjustableDate" : {
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                              "dateAdjustments" : {
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                                "meta" : {
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                              "dateAdjustments" : {
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              "tradeLot" : [ {
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                      }
                    },
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                    }
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                      },
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                      },
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                      },
                      "priceType" : "InterestRate"
                    },
                    "meta" : {
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              } ]
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            }, {
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                "meta" : {
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                "externalKey" : "partyB"
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            }, {
              "partyId" : [ {
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    "sentTo" : [ {
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  },
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    "qualification" : "transactionCreationDateTime"
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    } ]
  },
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    "globalKey" : "38e08d1e"
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}




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