cdm-sample-files.functions.business-event.exercise.exercise-partial-exercise-func-output.json Maven / Gradle / Ivy
{
"intent" : "OptionExercise",
"eventDate" : "2019-04-01",
"instruction" : [ {
"primitiveInstruction" : {
"exercise" : {
"exerciseQuantity" : {
"quantityChange" : {
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}
}
}
} ],
"meta" : {
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}
} ],
"direction" : "Replace"
}
},
"replacementTradeIdentifier" : [ {
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"meta" : {
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}
},
"assignedIdentifier" : [ {
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"meta" : {
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}
} ],
"meta" : {
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}
},
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"economicTerms" : {
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"receiver" : "Party1"
},
"settlementTerms" : {
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"physicalSettlementTerms" : {
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"meta" : {
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}
}
},
"buyerSeller" : {
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"seller" : "Party2"
},
"underlier" : {
"Product" : {
"NonTransferableProduct" : {
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"productQualifier" : "InterestRate_IRSwap_FixedFloat"
} ],
"economicTerms" : {
"payout" : [ {
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"payerReceiver" : {
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},
"priceQuantity" : {
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},
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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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},
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},
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}, {
"InterestRatePayout" : {
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},
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},
"meta" : {
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}
},
"rateSpecification" : {
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}
}
},
"dayCountFraction" : {
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},
"calculationPeriodDates" : {
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},
"payRelativeTo" : "CalculationPeriodEndDate",
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"meta" : {
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},
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},
"meta" : {
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},
"resetDates" : {
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"externalReference" : "CalcPeriodDates1"
},
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"fixingDates" : {
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"period" : "D",
"meta" : {
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},
"dayType" : "Business",
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"businessCenters" : {
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} ],
"meta" : {
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"externalKey" : "fixingBusinessCenters0"
}
},
"dateRelativeTo" : {
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}
},
"resetFrequency" : {
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},
"resetDatesAdjustments" : {
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},
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}
} ]
},
"meta" : {
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}
}
}
},
"exerciseTerms" : {
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"dateAdjustments" : {
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},
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}
},
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},
"meta" : {
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}
} ],
"earliestExerciseTime" : {
"hourMinuteTime" : "09:00:00",
"businessCenter" : {
"value" : "BEBR"
}
},
"expirationTime" : {
"hourMinuteTime" : "11:00:00",
"businessCenter" : {
"value" : "BEBR"
}
},
"exerciseProcedure" : {
"manualExercise" : {
"exerciseNotice" : {
"exerciseNoticeGiver" : "Seller",
"businessCenter" : {
"value" : "GBLO"
}
}
},
"followUpConfirmation" : true
},
"meta" : {
"globalKey" : "3375a470"
}
},
"meta" : {
"globalKey" : "5bf3bd93"
}
},
"meta" : {
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}
} ],
"calculationAgent" : {
"calculationAgentParty" : "CalculationAgentIndependent"
},
"nonStandardisedTerms" : false
},
"meta" : {
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}
},
"tradeLot" : [ {
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"price" : [ {
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"unit" : {
"currency" : {
"value" : "EUR"
}
},
"perUnitOf" : {
"currency" : {
"value" : "EUR"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
"value" : {
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"unit" : {
"currency" : {
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}
}
},
"meta" : {
"location" : [ {
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} ]
}
} ],
"meta" : {
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}
}
},
"meta" : {
"location" : [ {
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"value" : "quantity-2"
} ]
}
} ],
"observable" : {
"value" : {
"Index" : {
"FloatingRateIndex" : {
"value" : {
"InterestRateIndex" : {
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"identifier" : {
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},
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} ],
"assetClass" : "InterestRate",
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},
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}
}
}
},
"meta" : {
"location" : [ {
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} ]
}
}
}
},
"meta" : {
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"scope" : "DOCUMENT",
"value" : "observable-1"
} ]
}
},
"meta" : {
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}
} ]
} ],
"counterparty" : [ {
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"partyReference" : {
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"externalReference" : "party1"
}
}, {
"role" : "Party2",
"partyReference" : {
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"externalReference" : "party2"
}
} ],
"ancillaryParty" : [ {
"role" : "CalculationAgentIndependent",
"partyReference" : [ {
"globalReference" : "be64334",
"externalReference" : "party2"
} ]
} ],
"tradeIdentifier" : [ {
"issuer" : {
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"meta" : {
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}
},
"assignedIdentifier" : [ {
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"meta" : {
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}
}
} ],
"meta" : {
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},
"identifierType" : "UniqueTransactionIdentifier"
} ],
"tradeDate" : {
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"meta" : {
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}
},
"party" : [ {
"partyId" : [ {
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"meta" : {
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}
},
"identifierType" : "LEI",
"meta" : {
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}
} ],
"name" : {
"value" : "Bank X"
},
"businessUnit" : [ {
"name" : "NY Swaps Desk",
"meta" : {
"globalKey" : "5c10b72e",
"externalKey" : "desk1"
}
} ],
"person" : [ {
"personId" : [ {
"value" : {
"identifier" : {
"value" : "jjones"
},
"meta" : {
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}
}
} ],
"firstName" : "jjone",
"meta" : {
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"externalKey" : "trader"
}
} ],
"meta" : {
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"externalKey" : "party1"
}
}, {
"partyId" : [ {
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}
},
"identifierType" : "LEI",
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}
} ],
"name" : {
"value" : "Bank Y"
},
"meta" : {
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"externalKey" : "party2"
}
}, {
"partyId" : [ {
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},
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}
} ],
"name" : {
"value" : "Up&Atem"
},
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"externalKey" : "broker1"
}
} ],
"partyRole" : [ {
"partyReference" : {
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"externalReference" : "broker1"
},
"role" : "ArrangingBroker",
"ownershipPartyReference" : {
"globalReference" : "1e7247b5",
"externalReference" : "party1"
}
} ],
"meta" : {
"globalKey" : "c2e93bba"
}
},
"transferHistory" : [ {
"transfer" : {
"quantity" : {
"value" : 100000,
"unit" : {
"currency" : {
"value" : "EUR"
}
}
},
"asset" : {
"Cash" : {
"identifier" : [ {
"identifier" : {
"value" : "EUR"
},
"identifierType" : "CurrencyCode"
} ]
}
},
"payerReceiver" : {
"payerPartyReference" : {
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"externalReference" : "party1"
},
"receiverPartyReference" : {
"globalReference" : "be64334",
"externalReference" : "party2"
}
},
"settlementDate" : {
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"dateAdjustments" : {
"businessDayConvention" : "FOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
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} ],
"meta" : {
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}
},
"meta" : {
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}
}
},
"transferExpression" : {
"priceTransfer" : "Premium"
}
},
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}
} ],
"meta" : {
"globalKey" : "a1fc5aa0"
}
}
}
} ],
"eventQualifier" : "Exercise",
"after" : [ {
"trade" : {
"product" : {
"taxonomy" : [ {
"source" : "ISDA",
"productQualifier" : "InterestRate_Option_Swaption"
} ],
"economicTerms" : {
"payout" : [ {
"OptionPayout" : {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"settlementTerms" : {
"meta" : {
"globalKey" : "4cf"
},
"physicalSettlementTerms" : {
"clearedPhysicalSettlement" : true,
"meta" : {
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}
}
},
"buyerSeller" : {
"buyer" : "Party1",
"seller" : "Party2"
},
"underlier" : {
"Product" : {
"NonTransferableProduct" : {
"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" : {
"FixedRateSpecification" : {
"rateSchedule" : {
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"scope" : "DOCUMENT",
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}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "30/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
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"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
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}
},
"meta" : {
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}
},
"meta" : {
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}
},
"terminationDate" : {
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"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
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} ],
"meta" : {
"globalKey" : "20a71d",
"externalKey" : "accrualBusinessCenters0"
}
},
"meta" : {
"globalKey" : "365baaee"
}
},
"meta" : {
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}
},
"meta" : {
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}
},
"calculationPeriodDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCentersReference" : {
"globalReference" : "20a71d",
"externalReference" : "accrualBusinessCenters0"
},
"meta" : {
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}
},
"meta" : {
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}
},
"calculationPeriodFrequency" : {
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"period" : "Y",
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},
"rollConvention" : "30"
},
"meta" : {
"globalKey" : "4c7d7682",
"externalKey" : "CalcPeriodDates0"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 1,
"period" : "Y",
"meta" : {
"globalKey" : "78"
}
},
"payRelativeTo" : "CalculationPeriodEndDate",
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "EUTA"
} ],
"meta" : {
"globalKey" : "20a71d",
"externalKey" : "paymentBusinessCenters0"
}
},
"meta" : {
"globalKey" : "365baaee"
}
},
"meta" : {
"globalKey" : "b34971cc"
}
},
"meta" : {
"globalKey" : "525790f9"
}
},
"meta" : {
"globalKey" : "525790f9"
}
}, {
"InterestRatePayout" : {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"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"
},
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