cdm-sample-files.functions.business-event.quantity-change.increase-equity-swap-func-output.json Maven / Gradle / Ivy
{
"eventDate" : "2021-11-11",
"instruction" : [ {
"primitiveInstruction" : {
"quantityChange" : {
"change" : [ {
"price" : [ {
"value" : {
"value" : 30,
"unit" : {
"currency" : {
"value" : "USD"
}
},
"perUnitOf" : {
"financialUnit" : "Share"
},
"priceType" : "AssetPrice"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-2"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 250000,
"unit" : {
"financialUnit" : "Share"
}
},
"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"
} ],
"securityType" : "Equity"
}
}
}
},
"meta" : {
"globalKey" : "d7546d97"
}
}, {
"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" : {
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"period" : "M",
"meta" : {
"globalKey" : "6c"
}
}
},
"meta" : {
"location" : [ {
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"value" : "rateOption-1"
} ]
}
}
},
"meta" : {
"globalKey" : "e8673a59"
}
} ],
"direction" : "Increase",
"lotIdentifier" : [ {
"assignedIdentifier" : [ {
"identifier" : {
"value" : "LOT-2"
}
} ],
"meta" : {
"globalKey" : "4542496"
}
} ]
},
"transfer" : {
"transferState" : [ {
"transfer" : {
"quantity" : {
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"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"payerReceiver" : {
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},
"receiverPartyReference" : {
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"externalReference" : "party1"
}
},
"settlementDate" : {
"adjustedDate" : {
"value" : "2001-09-24",
"meta" : {
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}
}
},
"transferExpression" : {
"priceTransfer" : "Increase"
}
},
"meta" : {
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}
} ]
}
},
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"externalReference" : "party1"
},
"assignedIdentifier" : [ {
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"meta" : {
"scheme" : "http://www.partyA.com/eqs-trade-id"
}
}
} ],
"meta" : {
"globalKey" : "625619"
}
}, {
"issuerReference" : {
"globalReference" : "33f59568",
"externalReference" : "party2"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "6569",
"meta" : {
"scheme" : "http://www.partyB.com/eqs-trade-id"
}
}
} ],
"meta" : {
"globalKey" : "70ed9e"
}
} ],
"tradeDate" : {
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"meta" : {
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"externalKey" : "TradeDate"
}
},
"tradableProduct" : {
"product" : {
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"value" : {
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}
}
}, {
"source" : "ISDA",
"productQualifier" : "EquitySwap_TotalReturnBasicPerformance_SingleName"
} ],
"economicTerms" : {
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"period" : "D",
"meta" : {
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},
"dayType" : "ExchangeBusiness",
"businessDayConvention" : "NotApplicable",
"dateRelativeTo" : {
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"externalReference" : "TradeDate"
}
},
"meta" : {
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}
},
"terminationDate" : {
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"period" : "D",
"meta" : {
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},
"businessDayConvention" : "NotApplicable",
"dateRelativeTo" : {
"globalReference" : "55829e23",
"externalReference" : "FinalEquityPaymentDate"
}
},
"meta" : {
"globalKey" : "edf02740",
"externalKey" : "TerminationDate"
}
},
"payout" : {
"interestRatePayout" : [ {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
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"address" : {
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"value" : "quantity-2"
}
},
"quantityReference" : {
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"externalReference" : "EquityNotionalAmount"
},
"meta" : {
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}
},
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}
},
"spreadSchedule" : {
"price" : {
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}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
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},
"calculationPeriodDates" : {
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},
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"externalReference" : "TradeDate"
}
},
"meta" : {
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},
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},
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"externalReference" : "FinalEquityPaymentDate"
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},
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},
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}
},
"paymentDates" : {
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"period" : "D",
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},
"businessDayConvention" : "NotApplicable",
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"externalReference" : "EquityPaymentDate"
}
},
"meta" : {
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}
} ]
},
"meta" : {
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},
"resetDates" : {
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"externalReference" : "InterestLegPeriodDates"
},
"resetRelativeTo" : "CalculationPeriodStartDate",
"meta" : {
"globalKey" : "71183569"
}
},
"meta" : {
"globalKey" : "e67a4a96"
}
} ],
"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" : {
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}
},
"valuationDates" : {
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"valuationDates" : {
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"dateAdjustments" : {
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}
},
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},
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}
},
"valuationTimeType" : "Close",
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}
},
"finalValuationDate" : {
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"valuationDate" : {
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"dateAdjustments" : {
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"meta" : {
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}
},
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}
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},
"meta" : {
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}
}
},
"paymentDates" : {
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"meta" : {
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},
"dayType" : "CurrencyBusiness",
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"businessCenters" : {
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} ],
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"externalKey" : "PrimaryBusinessCenter"
}
},
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}
},
"meta" : {
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}
} ],
"finalPaymentDate" : {
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},
"dayType" : "CurrencyBusiness",
"businessDayConvention" : "FOLLOWING",
"businessCentersReference" : {
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"externalReference" : "PrimaryBusinessCenter"
},
"dateRelativeTo" : {
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"externalReference" : "FinalValuationDate"
}
},
"meta" : {
"globalKey" : "55829e23",
"externalKey" : "FinalEquityPaymentDate"
}
}
},
"meta" : {
"globalKey" : "b133b78f",
"externalKey" : "EquityPaymentDate"
}
},
"underlier" : {
"security" : {
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"value" : "SHPGY.O",
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"scheme" : "http://www.abc.com/instrumentId"
}
},
"identifierType" : "Other"
}, {
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"value" : "Shire Pharmeceuticals Group - American Depositary Receipts"
},
"identifierType" : "Name"
} ],
"isExchangeListed" : true,
"exchange" : {
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"meta" : {
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}
},
"meta" : {
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}
},
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},
"meta" : {
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}
},
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},
"dividendReturnTerms" : {
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} ],
"dividendReinvestment" : false,
"dividendEntitlement" : "ExDate",
"extraordinaryDividendsParty" : "ExtraordinaryDividendsParty",
"excessDividendAmount" : "RecordAmount",
"dividendCurrency" : {
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},
"dividendPeriod" : [ {
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"dividendDate" : {
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"externalReference" : "TradeDate"
}
},
"endDate" : {
"dividendDate" : {
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}
},
"dividendPaymentDate" : {
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}
}
} ]
}
},
"meta" : {
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}
} ],
"meta" : {
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}
},
"calculationAgent" : {
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}
},
"meta" : {
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}
},
"meta" : {
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}
},
"tradeLot" : [ {
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}
} ],
"meta" : {
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}
} ],
"priceQuantity" : [ {
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"unit" : {
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}
},
"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" : {
"Instrument" : {
"Security" : {
"identifier" : [ {
"identifier" : {
"value" : "SHPGY.O",
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}
},
"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" : {
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}
},
"securityType" : "Equity"
}
}
}
},
"settlementTerms" : {
"settlementType" : "Cash",
"meta" : {
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}
},
"meta" : {
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}
}, {
"price" : [ {
"value" : {
"value" : 0.002,
"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"
},
"indexTenor" : {
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"period" : "M",
"meta" : {
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}
}
},
"meta" : {
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"value" : "rateOption-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"
}
} ],
"ancillaryParty" : [ {
"role" : "ExtraordinaryDividendsParty",
"partyReference" : [ {
"globalReference" : "33f59567",
"externalReference" : "party1"
} ]
}, {
"role" : "CalculationAgentIndependent",
"partyReference" : [ {
"globalReference" : "33f59567",
"externalReference" : "party1"
} ]
} ],
"adjustment" : "Execution"
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "Party A",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/dummy-party-id"
}
},
"meta" : {
"globalKey" : "33f59567"
}
} ],
"meta" : {
"globalKey" : "33f59567",
"externalKey" : "party1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "Party B",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/dummy-party-id"
}
},
"meta" : {
"globalKey" : "33f59568"
}
} ],
"meta" : {
"globalKey" : "33f59568",
"externalKey" : "party2"
}
} ],
"contractDetails" : {
"documentation" : [ {
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "MasterAgreement",
"masterAgreementType" : {
"value" : "ISDAMaster"
}
},
"vintage" : 2002
},
"contractualParty" : [ {
"globalReference" : "33f59568",
"externalReference" : "party2"
}, {
"globalReference" : "33f59567",
"externalReference" : "party1"
} ],
"meta" : {
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}
}, {
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "Confirmation",
"contractualDefinitionsType" : [ {
"value" : "ISDA2000"
}, {
"value" : "ISDA2002EquityDerivatives"
} ]
}
},
"contractualParty" : [ {
"globalReference" : "33f59568",
"externalReference" : "party2"
}, {
"globalReference" : "33f59567",
"externalReference" : "party1"
} ],
"meta" : {
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}
} ],
"governingLaw" : {
"value" : "GBEN"
},
"meta" : {
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}
},
"meta" : {
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}
},
"meta" : {
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}
}
}
} ],
"eventQualifier" : "Increase",
"after" : [ {
"trade" : {
"tradeIdentifier" : [ {
"issuerReference" : {
"globalReference" : "33f59567",
"externalReference" : "party1"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "6234",
"meta" : {
"scheme" : "http://www.partyA.com/eqs-trade-id"
}
}
} ],
"meta" : {
"globalKey" : "625619"
}
}, {
"issuerReference" : {
"globalReference" : "33f59568",
"externalReference" : "party2"
},
"assignedIdentifier" : [ {
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"value" : "6569",
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"scheme" : "http://www.partyB.com/eqs-trade-id"
}
}
} ],
"meta" : {
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}
} ],
"tradeDate" : {
"value" : "2001-09-24",
"meta" : {
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"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" : "a2cb5f8a"
},
"dayType" : "ExchangeBusiness",
"businessDayConvention" : "NotApplicable",
"dateRelativeTo" : {
"globalReference" : "3e8a58",
"externalReference" : "TradeDate"
}
},
"meta" : {
"globalKey" : "a2cb5f8a",
"externalKey" : "EffectiveDate"
}
},
"terminationDate" : {
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"period" : "D",
"meta" : {
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},
"businessDayConvention" : "NotApplicable",
"dateRelativeTo" : {
"globalReference" : "55829e23",
"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" : "607c270e"
}
},
"rateSpecification" : {
"floatingRate" : {
"rateOption" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "rateOption-1"
}
},
"spreadSchedule" : {
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