cdm-sample-files.functions.business-event.clearing.clearing-func-output.json Maven / Gradle / Ivy
{
"intent" : "Clearing",
"eventDate" : "2018-04-01",
"instruction" : [ {
"primitiveInstruction" : {
"split" : {
"breakdown" : [ {
"partyChange" : {
"counterparty" : {
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"partyReference" : {
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"meta" : {
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}
},
"identifierType" : "LEI",
"meta" : {
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}
} ],
"name" : {
"value" : "ClearItAll"
},
"meta" : {
"globalKey" : "1a1260a",
"externalKey" : "clearing-svc"
}
}
}
},
"tradeId" : [ {
"issuer" : {
"value" : "LEI1DCO",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "LEI1DCO01BETA",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "dcbc5547"
},
"identifierType" : "UniqueTransactionIdentifier"
} ]
}
}, {
"partyChange" : {
"counterparty" : {
"role" : "Party1",
"partyReference" : {
"value" : {
"partyId" : [ {
"identifier" : {
"value" : "LEI1DCO",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "984ca401"
}
} ],
"name" : {
"value" : "ClearItAll"
},
"meta" : {
"globalKey" : "1a1260a",
"externalKey" : "clearing-svc"
}
}
}
},
"tradeId" : [ {
"issuer" : {
"value" : "LEI1DCO",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
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"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "303ad8b0"
},
"identifierType" : "UniqueTransactionIdentifier"
} ]
}
}, {
"quantityChange" : {
"change" : [ {
"quantity" : [ {
"value" : {
"value" : 0,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
}
}
} ],
"meta" : {
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}
} ],
"direction" : "Replace"
}
} ]
}
},
"before" : {
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"issuer" : {
"value" : "LEI1RPT001",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
}
},
"assignedIdentifier" : [ {
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"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "4b51b4b2"
},
"identifierType" : "UniqueTransactionIdentifier"
} ],
"tradeDate" : {
"value" : "2018-04-01",
"meta" : {
"globalKey" : "3f1101"
}
},
"tradableProduct" : {
"product" : {
"contractualProduct" : {
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}
}, {
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"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-2"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"floatingRate" : {
"rateOption" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "rateOption-1"
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "ACT/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
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"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" : {
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}
},
"meta" : {
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}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
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"externalReference" : "primaryBusinessCenters"
},
"meta" : {
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}
},
"meta" : {
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}
},
"calculationPeriodFrequency" : {
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"period" : "M",
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},
"rollConvention" : "8"
},
"meta" : {
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"externalKey" : "floatingCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
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"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
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"businessCenters" : {
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"externalReference" : "primaryBusinessCenters"
},
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}
},
"meta" : {
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}
},
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}
},
"resetDates" : {
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"externalReference" : "floatingCalcPeriodDates"
},
"resetRelativeTo" : "CalculationPeriodStartDate",
"fixingDates" : {
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"period" : "D",
"meta" : {
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},
"dayType" : "Business",
"businessDayConvention" : "NONE",
"businessCenters" : {
"businessCenter" : [ {
"value" : "GBLO"
} ],
"meta" : {
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}
},
"dateRelativeTo" : {
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"externalReference" : "resetDates6"
}
},
"resetFrequency" : {
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"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"resetDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
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"externalReference" : "primaryBusinessCenters"
},
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}
},
"meta" : {
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}
},
"meta" : {
"globalKey" : "9ac39f44",
"externalKey" : "resetDates6"
}
},
"meta" : {
"globalKey" : "22509ccf"
}
}, {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"fixedRate" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "30E/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
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"dateAdjustments" : {
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"meta" : {
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}
},
"meta" : {
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}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"terminationDate" : {
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"dateAdjustments" : {
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"businessCenters" : {
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"externalReference" : "primaryBusinessCenters"
},
"meta" : {
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}
},
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}
},
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}
},
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}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
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"externalReference" : "primaryBusinessCenters"
},
"meta" : {
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}
},
"meta" : {
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}
},
"calculationPeriodFrequency" : {
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"period" : "M",
"meta" : {
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},
"rollConvention" : "8"
},
"meta" : {
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"externalKey" : "fixedCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
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"period" : "M",
"meta" : {
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}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
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}
},
"meta" : {
"globalKey" : "cd88db42"
}
},
"meta" : {
"globalKey" : "5ce86ff5"
}
},
"meta" : {
"globalKey" : "2ea0f628"
}
} ],
"meta" : {
"globalKey" : "1a87acf9"
}
},
"nonStandardisedTerms" : false
},
"meta" : {
"globalKey" : "967d9e4f"
}
},
"meta" : {
"globalKey" : "967d9e4f"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"quantity" : [ {
"value" : {
"value" : 10000,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
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}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
} ],
"observable" : {
"rateOption" : {
"value" : {
"floatingRateIndex" : {
"value" : "USD-LIBOR-BBA"
},
"indexTenor" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
}
},
"meta" : {
"location" : [ {
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"value" : "rateOption-1"
} ]
}
},
"meta" : {
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}
},
"meta" : {
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}
}, {
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"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
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}
}
},
"perUnitOf" : {
"currency" : {
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"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" : {
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}
}
}
},
"meta" : {
"location" : [ {
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"value" : "quantity-1"
} ]
}
} ],
"meta" : {
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}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
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"externalReference" : "party1"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "8faefb02",
"externalReference" : "party2"
}
} ]
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "LEI1RPT001",
"meta" : {
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}
},
"identifierType" : "LEI",
"meta" : {
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}
} ],
"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" : "a88d8eb9",
"externalKey" : "trader"
}
} ],
"meta" : {
"globalKey" : "9778774f",
"externalKey" : "party1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "LEI2CP002",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
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}
} ],
"name" : {
"value" : "Bank Y"
},
"meta" : {
"globalKey" : "8faefb02",
"externalKey" : "party2"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300OL8KL0WCQ34V31",
"meta" : {
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}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "e9c05cf5"
}
} ],
"name" : {
"value" : "Up&Atem"
},
"meta" : {
"globalKey" : "cce42f3b",
"externalKey" : "broker1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "LEI1DCO",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "984ca401"
}
} ],
"name" : {
"value" : "ClearItAll"
},
"meta" : {
"globalKey" : "1a1260a",
"externalKey" : "clearing-svc"
}
} ],
"partyRole" : [ {
"partyReference" : {
"globalReference" : "1a1260a",
"externalReference" : "clearing-svc"
},
"role" : "ClearingOrganization",
"ownershipPartyReference" : {
"globalReference" : "9778774f",
"externalReference" : "party1"
}
} ],
"meta" : {
"globalKey" : "46d16da5"
}
},
"meta" : {
"globalKey" : "46d16da5"
}
}
}
} ],
"eventQualifier" : "ClearedTrade",
"after" : [ {
"trade" : {
"tradeIdentifier" : [ {
"issuer" : {
"value" : "LEI1DCO",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "LEI1DCO01BETA",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "dcbc5547"
},
"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-2"
}
},
"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" : {
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}
},
"meta" : {
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}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2026-02-08",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "USNY"
} ],
"meta" : {
"globalKey" : "27e4e9",
"externalKey" : "primaryBusinessCenters"
}
},
"meta" : {
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}
},
"meta" : {
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}
},
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}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
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}
},
"meta" : {
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}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
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},
"rollConvention" : "8"
},
"meta" : {
"globalKey" : "320bf4be",
"externalKey" : "floatingCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
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}
},
"meta" : {
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}
},
"meta" : {
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}
},
"resetDates" : {
"calculationPeriodDatesReference" : {
"globalReference" : "320bf4be",
"externalReference" : "floatingCalcPeriodDates"
},
"resetRelativeTo" : "CalculationPeriodStartDate",
"fixingDates" : {
"periodMultiplier" : -2,
"period" : "D",
"meta" : {
"globalKey" : "cb73d60"
},
"dayType" : "Business",
"businessDayConvention" : "NONE",
"businessCenters" : {
"businessCenter" : [ {
"value" : "GBLO"
} ],
"meta" : {
"globalKey" : "21479e"
}
},
"dateRelativeTo" : {
"globalReference" : "9ac39f44",
"externalReference" : "resetDates6"
}
},
"resetFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"resetDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
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}
},
"meta" : {
"globalKey" : "cd88db42"
}
},
"meta" : {
"globalKey" : "9ac39f44",
"externalKey" : "resetDates6"
}
},
"meta" : {
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}
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