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cdm-sample-files.functions.business-event.quantity-change.increase-equity-swap-existing-trade-lot-func-input.json Maven / Gradle / Ivy

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{
  "instruction" : [ {
    "primitiveInstruction" : {
      "quantityChange" : {
        "change" : [ {
          "quantity" : [ {
            "value" : {
              "value" : 250000,
              "unit" : {
                "financialUnit" : "Share"
              }
            },
            "meta" : {
              "location" : [ {
                "scope" : "DOCUMENT",
                "value" : "quantity-2"
              } ]
            }
          } ],
          "meta" : {
            "globalKey" : "48818c7e"
          }
        }, {
          "price" : [ {
            "value" : {
              "value" : 0.002,
              "unit" : {
                "currency" : {
                  "value" : "USD"
                }
              },
              "perUnitOf" : {
                "currency" : {
                  "value" : "USD"
                }
              },
              "priceType" : "InterestRate",
              "arithmeticOperator" : "Add"
            },
            "meta" : {
              "location" : [ {
                "scope" : "DOCUMENT",
                "value" : "price-1"
              } ]
            }
          } ],
          "quantity" : [ {
            "value" : {
              "value" : 7500000,
              "unit" : {
                "currency" : {
                  "value" : "USD"
                }
              }
            },
            "meta" : {
              "location" : [ {
                "scope" : "DOCUMENT",
                "value" : "quantity-1"
              } ]
            }
          } ],
          "observable" : {
            "rateOption" : {
              "value" : {
                "floatingRateIndex" : {
                  "value" : "USD-LIBOR-BBA"
                },
                "indexTenor" : {
                  "periodMultiplier" : 1,
                  "period" : "M",
                  "meta" : {
                    "globalKey" : "6c"
                  }
                }
              },
              "meta" : {
                "location" : [ {
                  "scope" : "DOCUMENT",
                  "value" : "rateOption-1"
                } ]
              }
            }
          },
          "meta" : {
            "globalKey" : "e8673a59"
          }
        } ],
        "direction" : "Increase",
        "lotIdentifier" : [ {
          "assignedIdentifier" : [ {
            "identifier" : {
              "value" : "LOT-2"
            }
          } ],
          "meta" : {
            "globalKey" : "4542496"
          }
        } ]
      }
    },
    "before" : {
      "value" : {
        "trade" : {
          "tradeIdentifier" : [ {
            "issuerReference" : {
              "globalReference" : "33f59567",
              "externalReference" : "party1"
            },
            "assignedIdentifier" : [ {
              "identifier" : {
                "value" : "6234",
                "meta" : {
                  "scheme" : "http://www.partyA.com/eqs-trade-id"
                }
              }
            } ],
            "meta" : {
              "globalKey" : "9593cc32"
            }
          }, {
            "issuerReference" : {
              "globalReference" : "33f59568",
              "externalReference" : "party2"
            },
            "assignedIdentifier" : [ {
              "identifier" : {
                "value" : "6569",
                "meta" : {
                  "scheme" : "http://www.partyB.com/eqs-trade-id"
                }
              }
            } ],
            "meta" : {
              "globalKey" : "95944c36"
            }
          } ],
          "tradeDate" : {
            "value" : "2001-09-24",
            "meta" : {
              "globalKey" : "3e8a58",
              "externalKey" : "TradeDate"
            }
          },
          "tradableProduct" : {
            "product" : {
              "contractualProduct" : {
                "productTaxonomy" : [ {
                  "source" : "Other",
                  "value" : {
                    "name" : {
                      "value" : "Equity:Swap:PriceReturnBasicPerformance:SingleName"
                    }
                  }
                }, {
                  "source" : "ISDA",
                  "productQualifier" : "EquitySwap_TotalReturnBasicPerformance_SingleName"
                } ],
                "economicTerms" : {
                  "effectiveDate" : {
                    "relativeDate" : {
                      "periodMultiplier" : 3,
                      "period" : "D",
                      "meta" : {
                        "globalKey" : "fed6ed42"
                      },
                      "dayType" : "ExchangeBusiness",
                      "businessDayConvention" : "NotApplicable",
                      "dateRelativeTo" : {
                        "globalReference" : "3e8a58",
                        "externalReference" : "TradeDate"
                      }
                    },
                    "meta" : {
                      "globalKey" : "fed6ed42",
                      "externalKey" : "EffectiveDate"
                    }
                  },
                  "terminationDate" : {
                    "relativeDate" : {
                      "periodMultiplier" : 0,
                      "period" : "D",
                      "meta" : {
                        "globalKey" : "edf02740"
                      },
                      "businessDayConvention" : "NotApplicable",
                      "dateRelativeTo" : {
                        "globalReference" : "bb917ef4",
                        "externalReference" : "FinalEquityPaymentDate"
                      }
                    },
                    "meta" : {
                      "globalKey" : "edf02740",
                      "externalKey" : "TerminationDate"
                    }
                  },
                  "payout" : {
                    "interestRatePayout" : [ {
                      "payerReceiver" : {
                        "payer" : "Party1",
                        "receiver" : "Party2"
                      },
                      "priceQuantity" : {
                        "quantitySchedule" : {
                          "address" : {
                            "scope" : "DOCUMENT",
                            "value" : "quantity-2"
                          }
                        },
                        "quantityReference" : {
                          "globalReference" : "4cf",
                          "externalReference" : "EquityNotionalAmount"
                        },
                        "meta" : {
                          "globalKey" : "607b91fd"
                        }
                      },
                      "rateSpecification" : {
                        "floatingRate" : {
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                            "address" : {
                              "scope" : "DOCUMENT",
                              "value" : "rateOption-1"
                            }
                          },
                          "spreadSchedule" : {
                            "price" : {
                              "address" : {
                                "scope" : "DOCUMENT",
                                "value" : "price-1"
                              }
                            }
                          },
                          "meta" : {
                            "globalKey" : "0"
                          }
                        }
                      },
                      "dayCountFraction" : {
                        "value" : "ACT/360"
                      },
                      "calculationPeriodDates" : {
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                            "periodMultiplier" : 3,
                            "period" : "D",
                            "meta" : {
                              "globalKey" : "fed6ed42"
                            },
                            "dayType" : "ExchangeBusiness",
                            "businessDayConvention" : "NotApplicable",
                            "dateRelativeTo" : {
                              "globalReference" : "3e8a58",
                              "externalReference" : "TradeDate"
                            }
                          },
                          "meta" : {
                            "globalKey" : "fed6ed42"
                          }
                        },
                        "terminationDate" : {
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                            "periodMultiplier" : 0,
                            "period" : "D",
                            "meta" : {
                              "globalKey" : "edf02740"
                            },
                            "businessDayConvention" : "NotApplicable",
                            "dateRelativeTo" : {
                              "globalReference" : "bb917ef4",
                              "externalReference" : "FinalEquityPaymentDate"
                            }
                          },
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                          "externalKey" : "InterestLegPeriodDates"
                        }
                      },
                      "paymentDates" : {
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                            "relativeDates" : {
                              "periodMultiplier" : 0,
                              "period" : "D",
                              "meta" : {
                                "globalKey" : "97fde1d6"
                              },
                              "businessDayConvention" : "NotApplicable",
                              "dateRelativeTo" : {
                                "globalReference" : "56b8bd08",
                                "externalReference" : "EquityPaymentDate"
                              }
                            },
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                              "globalKey" : "97fde1d6"
                            }
                          } ]
                        },
                        "meta" : {
                          "globalKey" : "97fde1d6"
                        }
                      },
                      "resetDates" : {
                        "calculationPeriodDatesReference" : {
                          "globalReference" : "f0f22bbe",
                          "externalReference" : "InterestLegPeriodDates"
                        },
                        "resetRelativeTo" : "CalculationPeriodStartDate",
                        "meta" : {
                          "globalKey" : "fc6e6273"
                        }
                      },
                      "meta" : {
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                      }
                    } ],
                    "performancePayout" : [ {
                      "payerReceiver" : {
                        "payer" : "Party2",
                        "receiver" : "Party1"
                      },
                      "priceQuantity" : {
                        "quantitySchedule" : {
                          "address" : {
                            "scope" : "DOCUMENT",
                            "value" : "quantity-2"
                          }
                        },
                        "reset" : true,
                        "meta" : {
                          "globalKey" : "4cf",
                          "externalKey" : "EquityNotionalAmount"
                        }
                      },
                      "settlementTerms" : {
                        "settlementType" : "Cash",
                        "settlementCurrency" : {
                          "value" : "USD"
                        },
                        "meta" : {
                          "globalKey" : "7610bbd9"
                        }
                      },
                      "valuationDates" : {
                        "interimValuationDate" : {
                          "determinationMethod" : "ValuationTime",
                          "valuationDates" : {
                            "adjustableDates" : {
                              "unadjustedDate" : [ "2001-10-12", "2001-11-13", "2001-12-12", "2002-01-14", "2002-02-12", "2002-03-12", "2002-04-12", "2002-05-13", "2002-06-12", "2002-07-12", "2002-08-12" ],
                              "dateAdjustments" : {
                                "businessDayConvention" : "NotApplicable",
                                "meta" : {
                                  "globalKey" : "3a4b88ab"
                                }
                              },
                              "meta" : {
                                "globalKey" : "e80e5233"
                              }
                            },
                            "meta" : {
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                              "externalKey" : "InterimValuationDate"
                            }
                          },
                          "valuationTimeType" : "Close",
                          "meta" : {
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                          }
                        },
                        "finalValuationDate" : {
                          "determinationMethod" : "HedgeExecution",
                          "valuationDate" : {
                            "adjustableDate" : {
                              "unadjustedDate" : "2002-09-24",
                              "dateAdjustments" : {
                                "businessDayConvention" : "NotApplicable",
                                "meta" : {
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                                }
                              },
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                              }
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                              "externalKey" : "FinalValuationDate"
                            }
                          },
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                          }
                        }
                      },
                      "paymentDates" : {
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                              "period" : "D",
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                              },
                              "dayType" : "CurrencyBusiness",
                              "businessDayConvention" : "FOLLOWING",
                              "businessCenters" : {
                                "businessCenter" : [ {
                                  "value" : "USNY"
                                } ],
                                "meta" : {
                                  "globalKey" : "27e4e9",
                                  "externalKey" : "PrimaryBusinessCenter"
                                }
                              },
                              "dateRelativeTo" : {
                                "globalReference" : "e80e5233",
                                "externalReference" : "InterimValuationDate"
                              }
                            },
                            "meta" : {
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                              "externalKey" : "InterimEquityPaymentDate"
                            }
                          } ],
                          "finalPaymentDate" : {
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                              "periodMultiplier" : 3,
                              "period" : "D",
                              "meta" : {
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                              },
                              "dayType" : "CurrencyBusiness",
                              "businessDayConvention" : "FOLLOWING",
                              "businessCentersReference" : {
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                                "externalReference" : "PrimaryBusinessCenter"
                              },
                              "dateRelativeTo" : {
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                                "externalReference" : "FinalValuationDate"
                              }
                            },
                            "meta" : {
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                              "externalKey" : "FinalEquityPaymentDate"
                            }
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                                "scheme" : "http://www.abc.com/instrumentId"
                              }
                            },
                            "identifierType" : "Other"
                          }, {
                            "identifier" : {
                              "value" : "Shire Pharmeceuticals Group - American Depositary Receipts"
                            },
                            "identifierType" : "Name"
                          } ],
                          "isExchangeListed" : true,
                          "exchange" : {
                            "name" : {
                              "value" : "NASD",
                              "meta" : {
                                "scheme" : "http://www.abc.com/exchangeId"
                              }
                            },
                            "meta" : {
                              "globalKey" : "247344"
                            }
                          },
                          "securityType" : "Equity"
                        },
                        "meta" : {
                          "globalKey" : "4fa43e79"
                        }
                      },
                      "returnTerms" : {
                        "priceReturnTerms" : {
                          "returnType" : "Total"
                        },
                        "dividendReturnTerms" : {
                          "dividendPayoutRatio" : [ {
                            "totalRatio" : 1
                          } ],
                          "dividendReinvestment" : false,
                          "dividendEntitlement" : "ExDate",
                          "extraordinaryDividendsParty" : "ExtraordinaryDividendsParty",
                          "excessDividendAmount" : "RecordAmount",
                          "dividendCurrency" : {
                            "determinationMethod" : "DividendCurrency"
                          },
                          "dividendPeriod" : [ {
                            "startDate" : {
                              "dividendDate" : {
                                "globalReference" : "3e8a58",
                                "externalReference" : "TradeDate"
                              }
                            },
                            "endDate" : {
                              "dividendDate" : {
                                "globalReference" : "edf02740",
                                "externalReference" : "TerminationDate"
                              }
                            },
                            "dividendPaymentDate" : {
                              "dividendDateReference" : {
                                "dateReference" : "EquityPaymentDate"
                              }
                            }
                          } ]
                        }
                      },
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                      }
                    } ],
                    "meta" : {
                      "globalKey" : "2b1f5db0"
                    }
                  },
                  "calculationAgent" : {
                    "calculationAgentParty" : "CalculationAgentIndependent"
                  }
                },
                "meta" : {
                  "globalKey" : "720e34e8"
                }
              },
              "meta" : {
                "globalKey" : "720e34e8"
              }
            },
            "tradeLot" : [ {
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                  "identifier" : {
                    "value" : "LOT-1"
                  }
                } ],
                "meta" : {
                  "globalKey" : "4542495"
                }
              } ],
              "priceQuantity" : [ {
                "price" : [ {
                  "value" : {
                    "value" : 37.44,
                    "unit" : {
                      "currency" : {
                        "value" : "USD"
                      }
                    },
                    "perUnitOf" : {
                      "financialUnit" : "Share"
                    },
                    "priceType" : "AssetPrice"
                  },
                  "meta" : {
                    "location" : [ {
                      "scope" : "DOCUMENT",
                      "value" : "price-2"
                    } ]
                  }
                } ],
                "quantity" : [ {
                  "value" : {
                    "value" : 760400,
                    "unit" : {
                      "financialUnit" : "Share"
                    }
                  },
                  "meta" : {
                    "location" : [ {
                      "scope" : "DOCUMENT",
                      "value" : "quantity-1"
                    } ]
                  }
                }, {
                  "value" : {
                    "value" : 28469376,
                    "unit" : {
                      "currency" : {
                        "value" : "USD"
                      }
                    }
                  },
                  "meta" : {
                    "location" : [ {
                      "scope" : "DOCUMENT",
                      "value" : "quantity-2"
                    } ]
                  }
                } ],
                "observable" : {
                  "asset" : {
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                      "Security" : {
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                            "value" : "SHPGY.O",
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                            }
                          },
                          "identifierType" : "Other"
                        }, {
                          "identifier" : {
                            "value" : "Shire Pharmeceuticals Group - American Depositary Receipts"
                          },
                          "identifierType" : "Name"
                        } ],
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                            "value" : "NASD",
                            "meta" : {
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                            }
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                      }
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                  }
                },
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                }
              }, {
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                    "unit" : {
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                      }
                    },
                    "perUnitOf" : {
                      "currency" : {
                        "value" : "USD"
                      }
                    },
                    "priceType" : "InterestRate",
                    "arithmeticOperator" : "Add"
                  },
                  "meta" : {
                    "location" : [ {
                      "scope" : "DOCUMENT",
                      "value" : "price-1"
                    } ]
                  }
                } ],
                "observable" : {
                  "rateOption" : {
                    "value" : {
                      "floatingRateIndex" : {
                        "value" : "USD-LIBOR-BBA"
                      },
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                        "period" : "M",
                        "meta" : {
                          "globalKey" : "6c"
                        }
                      }
                    },
                    "meta" : {
                      "location" : [ {
                        "scope" : "DOCUMENT",
                        "value" : "rateOption-1"
                      } ]
                    }
                  }
                },
                "meta" : {
                  "globalKey" : "78376b45"
                }
              } ]
            }, {
              "lotIdentifier" : [ {
                "assignedIdentifier" : [ {
                  "identifier" : {
                    "value" : "LOT-2"
                  }
                } ],
                "meta" : {
                  "globalKey" : "4542496"
                }
              } ],
              "priceQuantity" : [ {
                "price" : [ {
                  "value" : {
                    "value" : 37.44,
                    "unit" : {
                      "currency" : {
                        "value" : "USD"
                      }
                    },
                    "perUnitOf" : {
                      "financialUnit" : "Share"
                    },
                    "priceType" : "AssetPrice"
                  },
                  "meta" : {
                    "location" : [ {
                      "scope" : "DOCUMENT",
                      "value" : "price-2"
                    } ]
                  }
                } ],
                "quantity" : [ {
                  "value" : {
                    "value" : 760400,
                    "unit" : {
                      "financialUnit" : "Share"
                    }
                  },
                  "meta" : {
                    "location" : [ {
                      "scope" : "DOCUMENT",
                      "value" : "quantity-1"
                    } ]
                  }
                }, {
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                    "unit" : {
                      "currency" : {
                        "value" : "USD"
                      }
                    }
                  },
                  "meta" : {
                    "location" : [ {
                      "scope" : "DOCUMENT",
                      "value" : "quantity-2"
                    } ]
                  }
                } ],
                "observable" : {
                  "asset" : {
                    "Instrument" : {
                      "Security" : {
                        "identifier" : [ {
                          "identifier" : {
                            "value" : "SHPGY.O",
                            "meta" : {
                              "scheme" : "http://www.abc.com/instrumentId"
                            }
                          },
                          "identifierType" : "Other"
                        }, {
                          "identifier" : {
                            "value" : "Shire Pharmeceuticals Group - American Depositary Receipts"
                          },
                          "identifierType" : "Name"
                        } ],
                        "isExchangeListed" : true,
                        "exchange" : {
                          "name" : {
                            "value" : "NASD",
                            "meta" : {
                              "scheme" : "http://www.abc.com/exchangeId"
                            }
                          },
                          "meta" : {
                            "globalKey" : "247344"
                          }
                        },
                        "securityType" : "Equity"
                      }
                    }
                  }
                },
                "settlementTerms" : {
                  "settlementType" : "Cash",
                  "meta" : {
                    "globalKey" : "1f7333"
                  }
                },
                "meta" : {
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                }
              }, {
                "price" : [ {
                  "value" : {
                    "value" : 0.0020,
                    "unit" : {
                      "currency" : {
                        "value" : "USD"
                      }
                    },
                    "perUnitOf" : {
                      "currency" : {
                        "value" : "USD"
                      }
                    },
                    "priceType" : "InterestRate",
                    "arithmeticOperator" : "Add"
                  },
                  "meta" : {
                    "location" : [ {
                      "scope" : "DOCUMENT",
                      "value" : "price-1"
                    } ]
                  }
                } ],
                "observable" : {
                  "rateOption" : {
                    "value" : {
                      "floatingRateIndex" : {
                        "value" : "USD-LIBOR-BBA"
                      },
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                        "period" : "M",
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                        }
                      }
                    },
                    "meta" : {
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                      } ]
                    }
                  }
                },
                "meta" : {
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                }
              } ]
            } ],
            "counterparty" : [ {
              "role" : "Party1",
              "partyReference" : {
                "globalReference" : "33f59568",
                "externalReference" : "party2"
              }
            }, {
              "role" : "Party2",
              "partyReference" : {
                "globalReference" : "33f59567",
                "externalReference" : "party1"
              }
            } ],
            "ancillaryParty" : [ {
              "role" : "ExtraordinaryDividendsParty",
              "partyReference" : [ {
                "globalReference" : "33f59567",
                "externalReference" : "party1"
              } ]
            }, {
              "role" : "CalculationAgentIndependent",
              "partyReference" : [ {
                "globalReference" : "33f59567",
                "externalReference" : "party1"
              } ]
            } ],
            "adjustment" : "Execution"
          },
          "party" : [ {
            "partyId" : [ {
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