cdm-sample-files.functions.cme-cleared-confirm-1-17.FRA-ex01-func-output.json Maven / Gradle / Ivy
{
"businessEvent" : {
"intent" : "ContractFormation",
"instruction" : [ {
"before" : {
"value" : {
"trade" : {
"product" : {
"taxonomy" : [ {
"source" : "ISDA",
"productQualifier" : "InterestRate_Fra"
} ],
"economicTerms" : {
"payout" : [ {
"InterestRatePayout" : {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"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" : "ACT/365.FIXED"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"adjustedDate" : {
"value" : "2015-01-07",
"meta" : {
"globalKey" : "3ef847"
}
},
"meta" : {
"globalKey" : "0"
}
},
"meta" : {
"globalKey" : "0",
"externalKey" : "resetDate"
}
},
"terminationDate" : {
"adjustableDate" : {
"adjustedDate" : {
"value" : "2015-04-08",
"meta" : {
"globalKey" : "3ef908"
}
},
"meta" : {
"globalKey" : "0"
}
},
"meta" : {
"globalKey" : "0"
}
},
"meta" : {
"globalKey" : "0"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"meta" : {
"globalKey" : "aa"
}
},
"paymentDate" : {
"unadjustedDate" : "2015-01-07",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "AUSY"
} ],
"meta" : {
"globalKey" : "1ed59a"
}
},
"meta" : {
"globalKey" : "3659d96b"
}
},
"meta" : {
"globalKey" : "57ddf584"
}
},
"discountingMethod" : {
"discountingType" : "FRA"
}
},
"meta" : {
"globalKey" : "93e0510a"
}
}, {
"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/365.FIXED"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"adjustedDate" : {
"value" : "2015-01-07",
"meta" : {
"globalKey" : "3ef847"
}
},
"meta" : {
"globalKey" : "0"
}
},
"meta" : {
"globalKey" : "0",
"externalKey" : "resetDate"
}
},
"terminationDate" : {
"adjustableDate" : {
"adjustedDate" : {
"value" : "2015-04-08",
"meta" : {
"globalKey" : "3ef908"
}
},
"meta" : {
"globalKey" : "0"
}
},
"meta" : {
"globalKey" : "0"
}
},
"meta" : {
"globalKey" : "0"
}
},
"paymentDate" : {
"unadjustedDate" : "2015-01-07",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "AUSY"
} ],
"meta" : {
"globalKey" : "1ed59a"
}
},
"meta" : {
"globalKey" : "3659d96b"
}
},
"meta" : {
"globalKey" : "57ddf584"
}
},
"resetDates" : {
"fixingDates" : {
"periodMultiplier" : 0,
"period" : "D",
"meta" : {
"globalKey" : "94a13cf0"
},
"dayType" : "Business",
"businessDayConvention" : "PRECEDING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "AUSY"
} ],
"meta" : {
"globalKey" : "1ed59a"
}
},
"dateRelativeTo" : {
"globalReference" : "0",
"externalReference" : "resetDate"
}
},
"meta" : {
"globalKey" : "94a13cf0"
}
},
"discountingMethod" : {
"discountingType" : "FRA"
}
},
"meta" : {
"globalKey" : "29b3d386"
}
} ]
},
"meta" : {
"globalKey" : "383314f7"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 0.0125,
"unit" : {
"currency" : {
"value" : "AUD"
}
},
"perUnitOf" : {
"currency" : {
"value" : "AUD"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 125000000,
"unit" : {
"currency" : {
"value" : "AUD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
"globalKey" : "cb6c1d37"
}
}, {
"quantity" : [ {
"value" : {
"value" : 125000000,
"unit" : {
"currency" : {
"value" : "AUD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
} ],
"observable" : {
"value" : {
"Index" : {
"FloatingRateIndex" : {
"value" : {
"InterestRateIndex" : {
"identifier" : [ {
"identifier" : {
"value" : "AUD-BBR-BBSW"
},
"identifierType" : "Other"
} ],
"assetClass" : "InterestRate",
"floatingRateIndex" : {
"value" : "AUD-BBR-BBSW"
},
"indexTenor" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "FloatingRateIndex-1"
} ]
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "observable-1"
} ]
}
},
"meta" : {
"globalKey" : "586caa2d"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "1051b",
"externalReference" : "clearing_service"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "dd19",
"externalReference" : "clearing_firm"
}
} ],
"tradeIdentifier" : [ {
"issuerReference" : {
"globalReference" : "1051b",
"externalReference" : "clearing_service"
},
"issuer" : {
"value" : "1010000023",
"meta" : {
"scheme" : "cftc_Namespace"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "2894761",
"meta" : {
"scheme" : "cme_trade_id"
}
}
}, {
"identifier" : {
"value" : "QAC_11111",
"meta" : {
"scheme" : "client_trade_id"
}
}
}, {
"identifier" : {
"value" : "22222",
"meta" : {
"scheme" : "platform_trade_id"
}
}
}, {
"identifier" : {
"value" : "22222",
"meta" : {
"scheme" : "block_trade_id"
}
}
}, {
"identifier" : {
"value" : "CCCIRS2894761",
"meta" : {
"scheme" : "reg_trade_id"
}
}
} ],
"meta" : {
"globalKey" : "9131f4b5"
}
} ],
"tradeDate" : {
"value" : "2014-10-03",
"meta" : {
"globalKey" : "3ef283"
}
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "999",
"meta" : {
"scheme" : "clearing_member_firms"
}
},
"meta" : {
"globalKey" : "dd19"
}
} ],
"meta" : {
"globalKey" : "dd19",
"externalKey" : "clearing_firm"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "CME"
},
"meta" : {
"globalKey" : "1051b"
}
} ],
"meta" : {
"globalKey" : "1051b",
"externalKey" : "clearing_service"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "PLATFORM"
},
"meta" : {
"globalKey" : "9e635873"
}
} ],
"meta" : {
"globalKey" : "9e635873",
"externalKey" : "trade_source"
}
} ],
"clearedDate" : "2014-10-03",
"account" : [ {
"partyReference" : {
"globalReference" : "dd19",
"externalReference" : "clearing_firm"
},
"accountNumber" : {
"value" : "999-123",
"meta" : {
"scheme" : "clearing_firm_accounts"
}
},
"servicingParty" : {
"globalReference" : "dd19",
"externalReference" : "clearing_firm"
},
"meta" : {
"globalKey" : "ef00ad9c",
"externalKey" : "account1"
}
} ],
"meta" : {
"globalKey" : "964c6dac"
}
},
"meta" : {
"globalKey" : "964c6dac"
}
}
}
} ],
"eventQualifier" : "ContractFormation",
"after" : [ {
"trade" : {
"product" : {
"taxonomy" : [ {
"source" : "ISDA",
"productQualifier" : "InterestRate_Fra"
} ],
"economicTerms" : {
"payout" : [ {
"InterestRatePayout" : {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"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" : "ACT/365.FIXED"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"adjustedDate" : {
"value" : "2015-01-07",
"meta" : {
"globalKey" : "3ef847"
}
},
"meta" : {
"globalKey" : "0"
}
},
"meta" : {
"globalKey" : "0",
"externalKey" : "resetDate"
}
},
"terminationDate" : {
"adjustableDate" : {
"adjustedDate" : {
"value" : "2015-04-08",
"meta" : {
"globalKey" : "3ef908"
}
},
"meta" : {
"globalKey" : "0"
}
},
"meta" : {
"globalKey" : "0"
}
},
"meta" : {
"globalKey" : "0"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"meta" : {
"globalKey" : "aa"
}
},
"paymentDate" : {
"unadjustedDate" : "2015-01-07",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "AUSY"
} ],
"meta" : {
"globalKey" : "1ed59a"
}
},
"meta" : {
"globalKey" : "3659d96b"
}
},
"meta" : {
"globalKey" : "57ddf584"
}
},
"discountingMethod" : {
"discountingType" : "FRA"
}
},
"meta" : {
"globalKey" : "93e0510a"
}
}, {
"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/365.FIXED"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"adjustedDate" : {
"value" : "2015-01-07",
"meta" : {
"globalKey" : "3ef847"
}
},
"meta" : {
"globalKey" : "0"
}
},
"meta" : {
"globalKey" : "0",
"externalKey" : "resetDate"
}
},
"terminationDate" : {
"adjustableDate" : {
"adjustedDate" : {
"value" : "2015-04-08",
"meta" : {
"globalKey" : "3ef908"
}
},
"meta" : {
"globalKey" : "0"
}
},
"meta" : {
"globalKey" : "0"
}
},
"meta" : {
"globalKey" : "0"
}
},
"paymentDate" : {
"unadjustedDate" : "2015-01-07",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "AUSY"
} ],
"meta" : {
"globalKey" : "1ed59a"
}
},
"meta" : {
"globalKey" : "3659d96b"
}
},
"meta" : {
"globalKey" : "57ddf584"
}
},
"resetDates" : {
"fixingDates" : {
"periodMultiplier" : 0,
"period" : "D",
"meta" : {
"globalKey" : "94a13cf0"
},
"dayType" : "Business",
"businessDayConvention" : "PRECEDING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "AUSY"
} ],
"meta" : {
"globalKey" : "1ed59a"
}
},
"dateRelativeTo" : {
"globalReference" : "0",
"externalReference" : "resetDate"
}
},
"meta" : {
"globalKey" : "94a13cf0"
}
},
"discountingMethod" : {
"discountingType" : "FRA"
}
},
"meta" : {
"globalKey" : "29b3d386"
}
} ]
},
"meta" : {
"globalKey" : "383314f7"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 0.0125,
"unit" : {
"currency" : {
"value" : "AUD"
}
},
"perUnitOf" : {
"currency" : {
"value" : "AUD"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 125000000,
"unit" : {
"currency" : {
"value" : "AUD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
"globalKey" : "cb6c1d37"
}
}, {
"quantity" : [ {
"value" : {
"value" : 125000000,
"unit" : {
"currency" : {
"value" : "AUD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
} ],
"observable" : {
"value" : {
"Index" : {
"FloatingRateIndex" : {
"value" : {
"InterestRateIndex" : {
"identifier" : [ {
"identifier" : {
"value" : "AUD-BBR-BBSW"
},
"identifierType" : "Other"
} ],
"assetClass" : "InterestRate",
"floatingRateIndex" : {
"value" : "AUD-BBR-BBSW"
},
"indexTenor" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "FloatingRateIndex-1"
} ]
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "observable-1"
} ]
}
},
"meta" : {
"globalKey" : "586caa2d"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "1051b",
"externalReference" : "clearing_service"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "dd19",
"externalReference" : "clearing_firm"
}
} ],
"tradeIdentifier" : [ {
"issuerReference" : {
"globalReference" : "1051b",
"externalReference" : "clearing_service"
},
"issuer" : {
"value" : "1010000023",
"meta" : {
"scheme" : "cftc_Namespace"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "2894761",
"meta" : {
"scheme" : "cme_trade_id"
}
}
}, {
"identifier" : {
"value" : "QAC_11111",
"meta" : {
"scheme" : "client_trade_id"
}
}
}, {
"identifier" : {
"value" : "22222",
"meta" : {
"scheme" : "platform_trade_id"
}
}
}, {
"identifier" : {
"value" : "22222",
"meta" : {
"scheme" : "block_trade_id"
}
}
}, {
"identifier" : {
"value" : "CCCIRS2894761",
"meta" : {
"scheme" : "reg_trade_id"
}
}
} ],
"meta" : {
"globalKey" : "9131f4b5"
}
} ],
"tradeDate" : {
"value" : "2014-10-03",
"meta" : {
"globalKey" : "3ef283"
}
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "999",
"meta" : {
"scheme" : "clearing_member_firms"
}
},
"meta" : {
"globalKey" : "dd19"
}
} ],
"meta" : {
"globalKey" : "dd19",
"externalKey" : "clearing_firm"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "CME"
},
"meta" : {
"globalKey" : "1051b"
}
} ],
"meta" : {
"globalKey" : "1051b",
"externalKey" : "clearing_service"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "PLATFORM"
},
"meta" : {
"globalKey" : "9e635873"
}
} ],
"meta" : {
"globalKey" : "9e635873",
"externalKey" : "trade_source"
}
} ],
"clearedDate" : "2014-10-03",
"account" : [ {
"partyReference" : {
"globalReference" : "dd19",
"externalReference" : "clearing_firm"
},
"accountNumber" : {
"value" : "999-123",
"meta" : {
"scheme" : "clearing_firm_accounts"
}
},
"servicingParty" : {
"globalReference" : "dd19",
"externalReference" : "clearing_firm"
},
"meta" : {
"globalKey" : "ef00ad9c",
"externalKey" : "account1"
}
} ],
"meta" : {
"globalKey" : "964c6dac"
}
},
"state" : {
"positionState" : "Formed"
},
"meta" : {
"globalKey" : "b0da9f0f"
}
} ],
"meta" : {
"globalKey" : "73ac9887"
}
},
"previousWorkflowStep" : {
"globalReference" : "852ffc15"
},
"messageInformation" : {
"messageId" : {
"value" : "6002553802",
"meta" : {
"scheme" : "cme_message_id"
}
},
"sentBy" : {
"value" : "CME",
"meta" : {
"scheme" : "cme_clearingorg_id"
}
},
"sentTo" : [ {
"value" : "999",
"meta" : {
"scheme" : "cme_firm_id"
}
}, {
"value" : "CME",
"meta" : {
"scheme" : "cme_exchange_id"
}
} ]
},
"timestamp" : [ {
"dateTime" : "2014-10-03T07:06:24-05:00",
"qualification" : "eventCreationDateTime"
} ],
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "999",
"meta" : {
"scheme" : "clearing_member_firms"
}
},
"meta" : {
"globalKey" : "dd19"
}
} ],
"meta" : {
"globalKey" : "dd19",
"externalKey" : "clearing_firm"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "CME"
},
"meta" : {
"globalKey" : "1051b"
}
} ],
"meta" : {
"globalKey" : "1051b",
"externalKey" : "clearing_service"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "PLATFORM"
},
"meta" : {
"globalKey" : "9e635873"
}
} ],
"meta" : {
"globalKey" : "9e635873",
"externalKey" : "trade_source"
}
} ],
"account" : [ {
"partyReference" : {
"globalReference" : "dd19",
"externalReference" : "clearing_firm"
},
"accountNumber" : {
"value" : "999-123",
"meta" : {
"scheme" : "clearing_firm_accounts"
}
},
"servicingParty" : {
"globalReference" : "dd19",
"externalReference" : "clearing_firm"
},
"meta" : {
"globalKey" : "ef00ad9c",
"externalKey" : "account1"
}
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