cdm-sample-files.functions.cme-cleared-confirm-1-17.Swaption-ex02-func-output.json Maven / Gradle / Ivy
{
"businessEvent" : {
"intent" : "ContractFormation",
"instruction" : [ {
"before" : {
"value" : {
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"product" : {
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"productQualifier" : "InterestRate_Option_Swaption"
} ],
"economicTerms" : {
"payout" : {
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"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"buyerSeller" : {
"buyer" : "Party1",
"seller" : "Party2"
},
"underlier" : {
"Product" : {
"NonTransferableProduct" : {
"taxonomy" : [ {
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"productQualifier" : "InterestRate_IRSwap_FixedFloat"
} ],
"economicTerms" : {
"payout" : {
"interestRatePayout" : [ {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
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"value" : "quantity-1"
}
},
"meta" : {
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}
},
"rateSpecification" : {
"FixedRateSpecification" : {
"rateSchedule" : {
"price" : {
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}
},
"meta" : {
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}
}
},
"dayCountFraction" : {
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},
"calculationPeriodDates" : {
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},
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},
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},
"terminationDate" : {
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"dateAdjustments" : {
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"businessCenters" : {
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"externalReference" : "fixedPrimaryBusinessCenters"
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},
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},
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},
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},
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},
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},
"cashflowRepresentation" : {
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}, {
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}, {
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},
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}, {
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},
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}
},
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}
},
"rateSpecification" : {
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}
},
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},
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},
"paymentDates" : {
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"meta" : {
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}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
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"businessCenters" : {
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},
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},
"resetDates" : {
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},
"resetRelativeTo" : "CalculationPeriodStartDate",
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},
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},
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}
},
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"dateAdjustments" : {
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"businessCenters" : {
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},
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},
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} ],
"earliestExerciseTime" : {
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"businessCenter" : {
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}
},
"expirationTime" : {
"hourMinuteTime" : "11:00:00",
"businessCenter" : {
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}
},
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},
"tradeLot" : [ {
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},
"perUnitOf" : {
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}
},
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},
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}
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},
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}
} ],
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}
}, {
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} ],
"tradeIdentifier" : [ {
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"externalReference" : "clearing_service"
},
"issuer" : {
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}
},
"assignedIdentifier" : [ {
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}
}, {
"identifier" : {
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"meta" : {
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}
}, {
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}
}, {
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}
}
}, {
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}
}, {
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}
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} ],
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},
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},
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