cdm-sample-files.functions.business-event.execution.execution-fx-forward-func-input.json Maven / Gradle / Ivy

Go to download
Show more of this group Show more artifacts with this name
Show all versions of cdm-java Show documentation
There is a newer version: 6.0.0-dev.89
{
  "instruction" : [ {
    "primitiveInstruction" : {
      "execution" : {
        "product" : {
          "taxonomy" : [ {
            "source" : "ISDA",
            "productQualifier" : "ForeignExchange_Spot_Forward"
          } ],
          "economicTerms" : {
            "payout" : {
              "settlementPayout" : [ {
                "payerReceiver" : {
                  "payer" : "Party1",
                  "receiver" : "Party2"
                },
                "priceQuantity" : {
                  "quantitySchedule" : {
                    "address" : {
                      "scope" : "DOCUMENT",
                      "value" : "quantity-2"
                    }
                  },
                  "meta" : {
                    "globalKey" : "0"
                  }
                },
                "settlementTerms" : {
                  "settlementDate" : {
                    "valueDate" : "2001-12-21",
                    "meta" : {
                      "globalKey" : "3e8b15"
                    }
                  },
                  "meta" : {
                    "globalKey" : "3e8b15"
                  }
                },
                "underlier" : {
                  "Observable" : {
                    "address" : {
                      "scope" : "DOCUMENT",
                      "value" : "observable-1"
                    }
                  }
                },
                "meta" : {
                  "globalKey" : "c600712a"
                }
              } ],
              "meta" : {
                "globalKey" : "c600712a"
              }
            }
          },
          "meta" : {
            "globalKey" : "c600712a"
          }
        },
        "priceQuantity" : [ {
          "price" : [ {
            "value" : {
              "value" : 0.9175,
              "unit" : {
                "currency" : {
                  "value" : "USD"
                }
              },
              "perUnitOf" : {
                "currency" : {
                  "value" : "EUR"
                }
              },
              "priceType" : "ExchangeRate",
              "composite" : {
                "baseValue" : 0.9130,
                "operand" : 0.0045,
                "arithmeticOperator" : "Add",
                "operandType" : "ForwardPoint"
              }
            },
            "meta" : {
              "location" : [ {
                "scope" : "DOCUMENT",
                "value" : "price-1"
              } ]
            }
          } ],
          "quantity" : [ {
            "value" : {
              "value" : 10000000,
              "unit" : {
                "currency" : {
                  "value" : "EUR"
                }
              }
            },
            "meta" : {
              "location" : [ {
                "scope" : "DOCUMENT",
                "value" : "quantity-2"
              } ]
            }
          }, {
            "value" : {
              "value" : 9175000,
              "unit" : {
                "currency" : {
                  "value" : "USD"
                }
              }
            },
            "meta" : {
              "location" : [ {
                "scope" : "DOCUMENT",
                "value" : "quantity-1"
              } ]
            }
          } ],
          "observable" : {
            "value" : {
              "Asset" : {
                "Cash" : {
                  "identifier" : [ {
                    "identifier" : {
                      "value" : "EUR"
                    },
                    "identifierType" : "CurrencyCode"
                  } ]
                }
              }
            },
            "meta" : {
              "location" : [ {
                "scope" : "DOCUMENT",
                "value" : "observable-1"
              } ]
            }
          },
          "meta" : {
            "globalKey" : "95ac2ce1"
          }
        } ],
        "counterparty" : [ {
          "role" : "Party1",
          "partyReference" : {
            "globalReference" : "a887a4ca",
            "externalReference" : "party1"
          }
        }, {
          "role" : "Party2",
          "partyReference" : {
            "globalReference" : "a41bc6e9",
            "externalReference" : "party2"
          }
        } ],
        "parties" : [ {
          "partyId" : [ {
            "identifier" : {
              "value" : "BFXS5XCH7N0Y05NIXW11",
              "meta" : {
                "scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
              }
            },
            "identifierType" : "LEI",
            "meta" : {
              "globalKey" : "a887a4ca"
            }
          } ],
          "meta" : {
            "globalKey" : "a887a4ca",
            "externalKey" : "party1"
          }
        }, {
          "partyId" : [ {
            "identifier" : {
              "value" : "213800QILIUD4ROSUO03",
              "meta" : {
                "scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
              }
            },
            "identifierType" : "LEI",
            "meta" : {
              "globalKey" : "a41bc6e9"
            }
          } ],
          "meta" : {
            "globalKey" : "a41bc6e9",
            "externalKey" : "party2"
          }
        } ],
        "tradeDate" : {
          "value" : "2001-11-19"
        },
        "tradeIdentifier" : [ {
          "issuerReference" : {
            "globalReference" : "a887a4ca",
            "externalReference" : "party1"
          },
          "assignedIdentifier" : [ {
            "identifier" : {
              "value" : "ABN1234",
              "meta" : {
                "scheme" : "http://www.abn-amro.com/fx/trade-id"
              }
            }
          } ],
          "meta" : {
            "globalKey" : "78f19424"
          }
        }, {
          "issuerReference" : {
            "globalReference" : "a41bc6e9",
            "externalReference" : "party2"
          },
          "assignedIdentifier" : [ {
            "identifier" : {
              "value" : "DB5678",
              "meta" : {
                "scheme" : "http://www.db.com/fx/trade-id"
              }
            }
          } ],
          "meta" : {
            "globalKey" : "d3f7534"
          }
        } ]
      }
    }
  } ],
  "intent" : null,
  "eventDate" : "2001-11-19",
  "effectiveDate" : null
}