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

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{
  "instruction" : [ {
    "before" : {
      "value" : {
        "trade" : {
          "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"
            }
          },
          "tradeLot" : [ {
            "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"
            }
          } ],
          "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"
            }
          } ],
          "tradeDate" : {
            "value" : "2001-11-19",
            "meta" : {
              "globalKey" : "3e8ad3"
            }
          },
          "party" : [ {
            "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"
            }
          } ],
          "meta" : {
            "globalKey" : "b66fee5c"
          }
        },
        "meta" : {
          "globalKey" : "b66fee5c"
        }
      }
    }
  } ],
  "intent" : "ContractFormation",
  "eventDate" : "2001-11-19",
  "effectiveDate" : null
}