result-json-files.native-cdm-events.Example-07-Submission-2.json Maven / Gradle / Ivy
{
"proposedEvent" : {
"intent" : "ContractFormation",
"eventDate" : "2018-04-01",
"instruction" : [ {
"before" : {
"value" : {
"trade" : {
"product" : {
"taxonomy" : [ {
"primaryAssetClass" : {
"value" : "InterestRate"
}
}, {
"source" : "ISDA",
"value" : {
"name" : {
"value" : "InterestRate:IRSwap:FixedFloat",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/product-taxonomy"
}
}
}
}, {
"source" : "ISDA",
"productQualifier" : "InterestRate_IRSwap_FixedFloat"
} ],
"economicTerms" : {
"payout" : {
"interestRatePayout" : [ {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"FloatingRateSpecification" : {
"rateOption" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "FloatingRateIndex-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" : "2026-02-08",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "USNY"
} ],
"meta" : {
"globalKey" : "27e4e9",
"externalKey" : "primaryBusinessCenters"
}
},
"meta" : {
"globalKey" : "3662e8ba"
}
},
"meta" : {
"globalKey" : "f148ad32"
}
},
"meta" : {
"globalKey" : "f148ad32"
}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "eb13047c"
}
},
"meta" : {
"globalKey" : "214e084d"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "204f"
},
"rollConvention" : "8"
},
"meta" : {
"globalKey" : "c513c70f",
"externalKey" : "floatingCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "eb13047c"
}
},
"meta" : {
"globalKey" : "214e084d"
}
},
"meta" : {
"globalKey" : "f33361dd"
}
},
"resetDates" : {
"calculationPeriodDatesReference" : {
"globalReference" : "c513c70f",
"externalReference" : "floatingCalcPeriodDates"
},
"resetRelativeTo" : "CalculationPeriodStartDate",
"fixingDates" : {
"periodMultiplier" : -2,
"period" : "D",
"meta" : {
"globalKey" : "880414b1"
},
"dayType" : "Business",
"businessDayConvention" : "NONE",
"businessCenters" : {
"businessCenter" : [ {
"value" : "GBLO"
} ],
"meta" : {
"globalKey" : "21479e"
}
},
"dateRelativeTo" : {
"globalReference" : "e1dc601e",
"externalReference" : "resetDates72"
}
},
"resetFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"resetDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "eb13047c"
}
},
"meta" : {
"globalKey" : "214e084d"
}
},
"meta" : {
"globalKey" : "e1dc601e",
"externalKey" : "resetDates72"
}
},
"meta" : {
"globalKey" : "9bc3f3eb"
}
}, {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-2"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"FixedRateSpecification" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "30E/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2018-04-03",
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"meta" : {
"globalKey" : "ece3837b"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2026-02-08",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "eb13047c"
}
},
"meta" : {
"globalKey" : "214e084d"
}
},
"meta" : {
"globalKey" : "dc33ccc5"
}
},
"meta" : {
"globalKey" : "dc33ccc5"
}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "eb13047c"
}
},
"meta" : {
"globalKey" : "214e084d"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "2b92"
},
"rollConvention" : "8"
},
"meta" : {
"globalKey" : "1d67881f",
"externalKey" : "fixedCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "107"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "27e4e9",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "eb13047c"
}
},
"meta" : {
"globalKey" : "214e084d"
}
},
"meta" : {
"globalKey" : "2ad6e87a"
}
},
"meta" : {
"globalKey" : "f753703"
}
} ],
"meta" : {
"globalKey" : "d6aa152e"
}
},
"nonStandardisedTerms" : false
},
"meta" : {
"globalKey" : "7b99af4b"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"quantity" : [ {
"value" : {
"value" : 6000.00,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"observable" : {
"value" : {
"Index" : {
"FloatingRateIndex" : {
"value" : {
"InterestRateIndex" : {
"identifier" : [ {
"identifier" : {
"value" : "USD-LIBOR-BBA"
},
"identifierType" : "Other"
} ],
"assetClass" : "InterestRate",
"floatingRateIndex" : {
"value" : "USD-LIBOR-BBA"
},
"indexTenor" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "FloatingRateIndex-1"
} ]
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "observable-1"
} ]
}
},
"meta" : {
"globalKey" : "3dad95b3"
}
}, {
"price" : [ {
"value" : {
"value" : 0.0253,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
},
"perUnitOf" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 6000.00,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
} ],
"meta" : {
"globalKey" : "49eea74b"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "afd6aeeb",
"externalReference" : "party1"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "be64334",
"externalReference" : "party2"
}
} ],
"tradeIdentifier" : [ {
"issuer" : {
"value" : "LEI1RPT0001",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "LEI1RPT0001FFF",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "fe8fab1e"
},
"identifierType" : "UniqueTransactionIdentifier"
} ],
"tradeDate" : {
"value" : "2018-04-01",
"meta" : {
"globalKey" : "3f1101"
}
},
"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"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "549300IB5Q45JGNPND58",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso17442"
}
},
"identifierType" : "LEI",
"meta" : {
"globalKey" : "dacc64e9"
}
} ],
"name" : {
"value" : "ClearItAll"
},
"meta" : {
"globalKey" : "a3344cf2",
"externalKey" : "clearing-svc"
}
} ],
"partyRole" : [ {
"partyReference" : {
"globalReference" : "a3344cf2",
"externalReference" : "clearing-svc"
},
"role" : "ClearingOrganization",
"ownershipPartyReference" : {
"globalReference" : "afd6aeeb",
"externalReference" : "party1"
}
} ],
"meta" : {
"globalKey" : "3197b359"
}
},
"meta" : {
"globalKey" : "3197b359"
}
}
}
} ]
},
"messageInformation" : {
"messageId" : {
"value" : "SEF123",
"meta" : {
"scheme" : "http://www.sef.com/msg_id"
}
},
"sentBy" : {
"value" : "SEFCORP"
},
"sentTo" : [ {
"value" : "SDR01"
} ]
},
"timestamp" : [ {
"dateTime" : "2018-04-01T14:20:36Z",
"qualification" : "eventCreationDateTime"
}, {
"dateTime" : "2018-04-01T14:20:36Z",
"qualification" : "executionDateTime"
} ],
"eventIdentifier" : [ {
"assignedIdentifier" : [ {
"identifier" : {
"value" : "SEF123"
}
} ],
"meta" : {
"globalKey" : "918f217e"
}
} ],
"action" : "New",
"meta" : {
"globalKey" : "176a7dc0"
}
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