result-json-files.native-cdm-events.Example-11-Submission-1.json Maven / Gradle / Ivy
{
"proposedEvent" : {
"intent" : "ContractFormation",
"eventDate" : "2018-04-01",
"instruction" : [ {
"before" : {
"value" : {
"trade" : {
"tradeIdentifier" : [ {
"issuer" : {
"value" : "LEI1RPT0001",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "LEI1RPT001PREAA",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "e5010f07"
},
"identifierType" : "UniqueTransactionIdentifier"
} ],
"tradeDate" : {
"value" : "2018-04-01",
"meta" : {
"globalKey" : "3f1101"
}
},
"tradableProduct" : {
"product" : {
"contractualProduct" : {
"productTaxonomy" : [ {
"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" : {
"fixedRate" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "30/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2018-04-03",
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2026-08-30",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "EUTA"
} ],
"meta" : {
"globalKey" : "20a71d",
"externalKey" : "accrualBusinessCenters0"
}
},
"meta" : {
"globalKey" : "365baaee"
}
},
"meta" : {
"globalKey" : "a610fb90"
}
},
"meta" : {
"globalKey" : "a610fb90"
}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "20a71d",
"externalReference" : "accrualBusinessCenters0"
},
"meta" : {
"globalKey" : "622268e1"
}
},
"meta" : {
"globalKey" : "985d6cb2"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 1,
"period" : "Y",
"meta" : {
"globalKey" : "17984"
},
"rollConvention" : "30"
},
"meta" : {
"globalKey" : "e308c58b",
"externalKey" : "CalcPeriodDates0"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 1,
"period" : "Y",
"meta" : {
"globalKey" : "78"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "EUTA"
} ],
"meta" : {
"globalKey" : "20a71d",
"externalKey" : "paymentBusinessCenters0"
}
},
"meta" : {
"globalKey" : "365baaee"
}
},
"meta" : {
"globalKey" : "b34971cc"
}
},
"meta" : {
"globalKey" : "cacb6a4c"
}
}, {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"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" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2026-08-30",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "EUTA"
} ],
"meta" : {
"globalKey" : "20a71d",
"externalKey" : "accrualBusinessCenters1"
}
},
"meta" : {
"globalKey" : "365baaee"
}
},
"meta" : {
"globalKey" : "a610fb90"
}
},
"meta" : {
"globalKey" : "a610fb90"
}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "20a71d",
"externalReference" : "accrualBusinessCenters1"
},
"meta" : {
"globalKey" : "622268e2"
}
},
"meta" : {
"globalKey" : "985d6cb3"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "18ad5"
},
"rollConvention" : "30"
},
"meta" : {
"globalKey" : "e316ee5d",
"externalKey" : "CalcPeriodDates1"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "107"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "EUTA"
} ],
"meta" : {
"globalKey" : "20a71d",
"externalKey" : "paymentBusinessCenters1"
}
},
"meta" : {
"globalKey" : "365baaee"
}
},
"meta" : {
"globalKey" : "3fe48b1b"
}
},
"resetDates" : {
"calculationPeriodDatesReference" : {
"globalReference" : "e316ee5d",
"externalReference" : "CalcPeriodDates1"
},
"resetRelativeTo" : "CalculationPeriodStartDate",
"fixingDates" : {
"periodMultiplier" : -2,
"period" : "D",
"meta" : {
"globalKey" : "a5cb919"
},
"dayType" : "Business",
"businessDayConvention" : "NONE",
"businessCenters" : {
"businessCenter" : [ {
"value" : "EUTA"
} ],
"meta" : {
"globalKey" : "20a71d",
"externalKey" : "fixingBusinessCenters0"
}
},
"dateRelativeTo" : {
"globalReference" : "3ab5f4ad",
"externalReference" : "resetDates0"
}
},
"resetFrequency" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "107"
}
},
"resetDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "20a71d",
"externalReference" : "paymentBusinessCenters1"
},
"meta" : {
"globalKey" : "e30c2739"
}
},
"meta" : {
"globalKey" : "19472b0a"
}
},
"meta" : {
"globalKey" : "3ab5f4ad",
"externalKey" : "resetDates0"
}
},
"meta" : {
"globalKey" : "81484da4"
}
} ],
"meta" : {
"globalKey" : "3984c9d8"
}
},
"nonStandardisedTerms" : false
},
"meta" : {
"globalKey" : "f71475fd"
}
},
"meta" : {
"globalKey" : "f71475fd"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 0.05,
"unit" : {
"currency" : {
"value" : "EUR"
}
},
"perUnitOf" : {
"currency" : {
"value" : "EUR"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 10000,
"unit" : {
"currency" : {
"value" : "EUR"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
} ],
"meta" : {
"globalKey" : "99647601"
}
}, {
"quantity" : [ {
"value" : {
"value" : 10000,
"unit" : {
"currency" : {
"value" : "EUR"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"observable" : {
"rateOption" : {
"value" : {
"floatingRateIndex" : {
"value" : "EUR-EURIBOR-Telerate"
},
"indexTenor" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "107"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "rateOption-1"
} ]
}
}
},
"meta" : {
"globalKey" : "f2214932"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "afd6aeeb",
"externalReference" : "party1"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "be64334",
"externalReference" : "party2"
}
} ]
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "LEI1RPT0001",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "d491d93a"
}
} ],
"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" : "69244867",
"externalKey" : "trader"
}
} ],
"meta" : {
"globalKey" : "afd6aeeb",
"externalKey" : "party1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "LEI2CP0002",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "b0475f"
}
} ],
"name" : {
"value" : "Bank Y"
},
"meta" : {
"globalKey" : "be64334",
"externalKey" : "party2"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300OL8KL0WCQ34V31",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "e9c05cf5"
}
} ],
"name" : {
"value" : "Up&Atem"
},
"meta" : {
"globalKey" : "cce42f3b",
"externalKey" : "broker1"
}
} ],
"partyRole" : [ {
"partyReference" : {
"globalReference" : "cce42f3b",
"externalReference" : "broker1"
},
"role" : "ArrangingBroker",
"ownershipPartyReference" : {
"globalReference" : "afd6aeeb",
"externalReference" : "party1"
}
} ],
"meta" : {
"globalKey" : "ea247b3b"
}
},
"meta" : {
"globalKey" : "ea247b3b"
}
}
}
} ]
},
"nextEvent" : {
"intent" : "Allocation"
},
"messageInformation" : {
"messageId" : {
"value" : "SEF123",
"meta" : {
"scheme" : "http://www.sef.com/msg_id"
}
},
"sentBy" : {
"value" : "SEFCORP"
},
"sentTo" : [ {
"value" : "SDR01"
} ]
},
"timestamp" : [ {
"dateTime" : "2018-04-01T14:15:36Z",
"qualification" : "eventCreationDateTime"
}, {
"dateTime" : "2018-04-01T14:15:36Z",
"qualification" : "executionDateTime"
} ],
"eventIdentifier" : [ {
"assignedIdentifier" : [ {
"identifier" : {
"value" : "SEF123"
}
} ],
"meta" : {
"globalKey" : "918f217e"
}
} ],
"action" : "New",
"meta" : {
"globalKey" : "b6660ebe"
}
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