cdm-sample-files.functions.business-event.contract-formation.contract-formation-ir-swap-with-legal-agreement-func-input.json Maven / Gradle / Ivy
{
"instruction" : [ {
"primitiveInstruction" : {
"contractFormation" : {
"legalAgreement" : [ {
"agreementDate" : "1994-12-12",
"legalAgreementIdentification" : {
"governingLaw" : "AsSpecifiedInMasterAgreement",
"agreementName" : {
"agreementType" : "MasterAgreement",
"masterAgreementType" : {
"value" : "ISDAMaster"
}
},
"publisher" : "ISDA"
},
"contractualParty" : [ {
"value" : {
"partyId" : [ {
"identifier" : {
"value" : "PARTYAUS33",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso9362"
}
},
"identifierType" : "BIC",
"meta" : {
"globalKey" : "f9b6c5c3"
}
} ],
"name" : {
"value" : "Party A"
},
"meta" : {
"globalKey" : "9b11f66a",
"externalKey" : "party1"
}
}
}, {
"value" : {
"partyId" : [ {
"identifier" : {
"value" : "BARCGB2L",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso9362"
}
},
"identifierType" : "BIC",
"meta" : {
"globalKey" : "1ecfa57"
}
} ],
"meta" : {
"globalKey" : "1ecfa57",
"externalKey" : "party2"
}
}
} ]
} ]
}
},
"before" : {
"value" : {
"trade" : {
"product" : {
"taxonomy" : [ {
"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" : {
"FloatingRateSpecification" : {
"rateOption" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "FloatingRateIndex-1"
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "ACT/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "1994-12-14",
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "ea1a6ec6"
}
},
"meta" : {
"globalKey" : "ea1a6ec6"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "1999-12-14",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "DEFR"
} ],
"meta" : {
"globalKey" : "1ff50d",
"externalKey" : "primaryBusinessCenters"
}
},
"meta" : {
"globalKey" : "365af8de"
}
},
"meta" : {
"globalKey" : "a8d53690"
}
},
"meta" : {
"globalKey" : "a8d53690"
}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "1ff50d",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "eb13047c"
}
},
"meta" : {
"globalKey" : "214e084d"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "18a9b"
},
"rollConvention" : "14"
},
"meta" : {
"globalKey" : "a26405d2",
"externalKey" : "floatingCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "107"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "1ff50d",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "eb13047c"
}
},
"meta" : {
"globalKey" : "214e084d"
}
},
"meta" : {
"globalKey" : "2ad6e87a"
}
},
"resetDates" : {
"calculationPeriodDatesReference" : {
"globalReference" : "a26405d2",
"externalReference" : "floatingCalcPeriodDates"
},
"resetRelativeTo" : "CalculationPeriodStartDate",
"fixingDates" : {
"periodMultiplier" : -2,
"period" : "D",
"meta" : {
"globalKey" : "eff6d356"
},
"dayType" : "Business",
"businessDayConvention" : "NONE",
"businessCenters" : {
"businessCenter" : [ {
"value" : "GBLO"
} ],
"meta" : {
"globalKey" : "21479e"
}
},
"dateRelativeTo" : {
"globalReference" : "30ff5b86",
"externalReference" : "resetDates"
}
},
"resetFrequency" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "107"
}
},
"resetDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "1ff50d",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "eb13047c"
}
},
"meta" : {
"globalKey" : "214e084d"
}
},
"meta" : {
"globalKey" : "30ff5b86",
"externalKey" : "resetDates"
}
}
},
"meta" : {
"globalKey" : "a51964f3"
}
}, {
"InterestRatePayout" : {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"FixedRateSpecification" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "30E/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "1994-12-14",
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "ea1a6ec6"
}
},
"meta" : {
"globalKey" : "ea1a6ec6"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "1999-12-14",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "1ff50d",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "eb13047c"
}
},
"meta" : {
"globalKey" : "214e084d"
}
},
"meta" : {
"globalKey" : "93c845ff"
}
},
"meta" : {
"globalKey" : "93c845ff"
}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "1ff50d",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "eb13047c"
}
},
"meta" : {
"globalKey" : "214e084d"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 1,
"period" : "Y",
"meta" : {
"globalKey" : "1794a"
},
"rollConvention" : "14"
},
"meta" : {
"globalKey" : "9249d1f2",
"externalKey" : "fixedCalcPeriodDates"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 1,
"period" : "Y",
"meta" : {
"globalKey" : "78"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "1ff50d",
"externalReference" : "primaryBusinessCenters"
},
"meta" : {
"globalKey" : "eb13047c"
}
},
"meta" : {
"globalKey" : "214e084d"
}
},
"meta" : {
"globalKey" : "9e3bcf2b"
}
}
},
"meta" : {
"globalKey" : "b4b47bc7"
}
} ]
},
"meta" : {
"globalKey" : "998c9cf4"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"quantity" : [ {
"value" : {
"value" : 50000000.00,
"unit" : {
"currency" : {
"value" : "EUR",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
} ],
"observable" : {
"value" : {
"Index" : {
"FloatingRateIndex" : {
"value" : {
"InterestRateIndex" : {
"identifier" : [ {
"identifier" : {
"value" : "EUR-LIBOR-BBA"
},
"identifierType" : "Other"
} ],
"assetClass" : "InterestRate",
"floatingRateIndex" : {
"value" : "EUR-LIBOR-BBA"
},
"indexTenor" : {
"periodMultiplier" : 6,
"period" : "M",
"meta" : {
"globalKey" : "107"
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "FloatingRateIndex-1"
} ]
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "observable-1"
} ]
}
},
"meta" : {
"globalKey" : "614596fd"
}
}, {
"price" : [ {
"value" : {
"value" : 0.06,
"unit" : {
"currency" : {
"value" : "EUR",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
},
"perUnitOf" : {
"currency" : {
"value" : "EUR",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 50000000.00,
"unit" : {
"currency" : {
"value" : "EUR",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
"globalKey" : "371fdb8a"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "9b11f66a",
"externalReference" : "party1"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "1ecfa57",
"externalReference" : "party2"
}
} ],
"tradeIdentifier" : [ {
"issuerReference" : {
"globalReference" : "1ecfa57",
"externalReference" : "party2"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "SW2000",
"meta" : {
"scheme" : "http://www.barclays.com/swaps/trade-id"
}
},
"version" : 1
} ],
"meta" : {
"globalKey" : "d7d5532b"
}
} ],
"tradeDate" : {
"value" : "1994-12-12",
"meta" : {
"globalKey" : "3e530c"
}
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "PARTYAUS33",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso9362"
}
},
"identifierType" : "BIC",
"meta" : {
"globalKey" : "f9b6c5c3"
}
} ],
"name" : {
"value" : "Party A"
},
"meta" : {
"globalKey" : "9b11f66a",
"externalKey" : "party1"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "BARCGB2L",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/iso9362"
}
},
"identifierType" : "BIC",
"meta" : {
"globalKey" : "1ecfa57"
}
} ],
"meta" : {
"globalKey" : "1ecfa57",
"externalKey" : "party2"
}
} ],
"meta" : {
"globalKey" : "b8ebca2f"
}
},
"meta" : {
"globalKey" : "b8ebca2f"
}
}
}
} ],
"intent" : "ContractFormation",
"eventDate" : "1994-12-12",
"effectiveDate" : null
}© 2015 - 2025 Weber Informatics LLC | Privacy Policy