cdm-sample-files.functions.business-event.credit-event.credit-event-obs-func-input.json Maven / Gradle / Ivy
{
"instruction" : [ {
"primitiveInstruction" : {
"observation" : {
"observationEvent" : {
"creditEvent" : {
"creditEventType" : "FailureToPay",
"eventDeterminationDate" : "2023-02-04",
"auctionDate" : "2023-03-03",
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} ],
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},
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},
"noReferenceObligation" : true
}
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}
}
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"meta" : {
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}
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}
}
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"meta" : {
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"identifierType" : "UniqueTransactionIdentifier"
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"tradeDate" : {
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"meta" : {
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}
},
"tradableProduct" : {
"product" : {
"contractualProduct" : {
"productTaxonomy" : [ {
"source" : "ISDA",
"productQualifier" : "CreditDefaultSwap_Index"
} ],
"economicTerms" : {
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"meta" : {
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}
},
"meta" : {
"globalKey" : "3ea0d7"
}
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}
},
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}
},
"payout" : {
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"payerReceiver" : {
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"receiver" : "Party1"
},
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"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
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}
},
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"address" : {
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}
},
"meta" : {
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}
}
},
"meta" : {
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} ],
"creditDefaultPayout" : {
"payerReceiver" : {
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"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
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"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"generalTerms" : {
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},
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"value" : "Publisher"
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},
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}
},
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"unit" : {
"currency" : {
"value" : "USD"
}
},
"perUnitOf" : {
"currency" : {
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}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"meta" : {
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}
}, {
"quantity" : [ {
"value" : {
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"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"meta" : {
"location" : [ {
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"value" : "quantity-1"
} ]
}
} ],
"meta" : {
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}
} ]
} ],
"counterparty" : [ {
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"partyReference" : {
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"externalReference" : "party2"
}
}, {
"role" : "Party2",
"partyReference" : {
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"externalReference" : "party1"
}
} ]
},
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"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
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}
} ],
"name" : {
"value" : "Party A"
},
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"externalKey" : "party1"
}
}, {
"partyId" : [ {
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}
},
"identifierType" : "LEI",
"meta" : {
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}
} ],
"name" : {
"value" : "Party B"
},
"meta" : {
"globalKey" : "a14913ec",
"externalKey" : "party2"
}
} ],
"contractDetails" : {
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"agreementDate" : "2004-10-18",
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "MasterConfirmation",
"masterConfirmationType" : {
"value" : "DJ.CDX.NA"
}
}
},
"contractualParty" : [ {
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"externalReference" : "party2"
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"externalReference" : "party1"
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},
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}
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},
"identifierType" : "CurrencyCode"
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}
},
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},
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} ],
"observationHistory" : [ {
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"auctionDate" : "2022-03-03",
"referenceInformation" : {
"referenceEntity" : {
"entityId" : [ {
"value" : "UE2136O97NLB5BYP9H04"
} ],
"name" : {
"value" : "McDonald's Corporation"
},
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}
},
"noReferenceObligation" : true
}
}
} ],
"meta" : {
"globalKey" : "d85d99ad"
}
}
}
} ],
"intent" : null,
"eventDate" : "2023-02-02",
"effectiveDate" : "2023-02-02"
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