cdm-sample-files.functions.dtcc-11-0.DDL_NewTrade1-func-output.json Maven / Gradle / Ivy
{
"businessEvent" : {
"intent" : "ContractFormation",
"instruction" : [ {
"primitiveInstruction" : {
"contractFormation" : {
"legalAgreement" : [ {
"agreementDate" : "2003-10-01",
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "MasterAgreement",
"masterAgreementType" : {
"value" : "ISDAMaster",
"meta" : {
"scheme" : "http://dtcc.com/coding-scheme/master-agreement-type"
}
}
},
"vintage" : 2016
},
"contractualParty" : [ {
"globalReference" : "50f20d5",
"externalReference" : "DTCCDEMO0321"
}, {
"globalReference" : "50f24f8",
"externalReference" : "DTCCDEMO0456"
} ],
"meta" : {
"globalKey" : "44dcc45a"
}
}, {
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "Confirmation",
"contractualDefinitionsType" : [ {
"value" : "ISDA2014CreditDerivatives",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/contractual-definitions"
}
} ],
"contractualMatrix" : [ {
"matrixType" : {
"value" : "CreditDerivativesPhysicalSettlementMatrix",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/matrix-type"
}
},
"matrixTerm" : {
"value" : "StandardAsiaCorporate",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/credit-matrix-transaction-type"
}
}
} ]
}
},
"contractualParty" : [ {
"globalReference" : "50f20d5",
"externalReference" : "DTCCDEMO0321"
}, {
"globalReference" : "50f24f8",
"externalReference" : "DTCCDEMO0456"
} ],
"meta" : {
"globalKey" : "960dff99"
}
} ]
}
},
"before" : {
"value" : {
"trade" : {
"product" : {
"taxonomy" : [ {
"source" : "ISDA",
"productQualifier" : "CreditDefaultSwap_SingleName"
} ],
"economicTerms" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2017-05-31",
"dateAdjustments" : {
"businessDayConvention" : "NotApplicable",
"meta" : {
"globalKey" : "3a4b88ab"
}
},
"meta" : {
"globalKey" : "26edb64a"
}
},
"meta" : {
"globalKey" : "26edb64a"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2022-03-20",
"dateAdjustments" : {
"businessDayConvention" : "NotApplicable",
"meta" : {
"globalKey" : "3a4b88ab"
}
},
"meta" : {
"globalKey" : "2781d47f"
}
},
"meta" : {
"globalKey" : "2781d47f"
}
},
"payout" : [ {
"CreditDefaultPayout" : {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0",
"externalKey" : "calculationAmount"
}
},
"generalTerms" : {
"referenceInformation" : {
"referenceEntity" : {
"entityId" : [ {
"value" : "21657K",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2003/entity-id-RED"
}
} ],
"name" : {
"value" : "PFIZED INC.",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2003/entity-name-RED"
}
},
"meta" : {
"globalKey" : "a16dcbbc"
}
},
"referenceObligation" : [ {
"security" : {
"identifier" : [ {
"identifier" : {
"value" : "US635405AQ55",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2002/instrument-id-ISIN"
}
},
"identifierType" : "ISIN"
} ],
"instrumentType" : "Debt"
}
} ]
}
}
},
"meta" : {
"globalKey" : "e7dc2716"
}
}, {
"InterestRatePayout" : {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0",
"externalKey" : "calculationAmount"
}
},
"rateSpecification" : {
"FixedRateSpecification" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"calculationPeriodDates" : {
"firstPeriodStartDate" : {
"adjustableDate" : {
"unadjustedDate" : "2017-03-20",
"meta" : {
"globalKey" : "3f08d4"
}
},
"meta" : {
"globalKey" : "3f08d4"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "17f73"
},
"rollConvention" : "20"
},
"meta" : {
"globalKey" : "4527fe47"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"firstPaymentDate" : "2017-06-20",
"meta" : {
"globalKey" : "3f1e2a"
}
}
},
"meta" : {
"globalKey" : "c1d79704"
}
} ],
"calculationAgent" : {
"calculationAgentParty" : "CalculationAgentIndependent",
"calculationAgentBusinessCenter" : {
"value" : "GBLO",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2000/business-center"
}
}
}
},
"meta" : {
"globalKey" : "33d5a97b"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
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"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/ext/iso4217"
}
}
},
"perUnitOf" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/ext/iso4217"
}
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"meta" : {
"globalKey" : "20e98d8a"
}
}, {
"quantity" : [ {
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"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/ext/iso4217"
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
"globalKey" : "d478ac4b"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "50f20d5",
"externalReference" : "DTCCDEMO0321"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "50f24f8",
"externalReference" : "DTCCDEMO0456"
}
} ],
"ancillaryParty" : [ {
"role" : "CalculationAgentIndependent",
"partyReference" : [ {
"globalReference" : "50f20d5",
"externalReference" : "DTCCDEMO0321"
} ]
} ],
"tradeIdentifier" : [ {
"issuerReference" : {
"globalReference" : "50f20d5",
"externalReference" : "DTCCDEMO0321"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "D_0423_R1_S6_3Assgn",
"meta" : {
"scheme" : "TradeRefNbr"
}
}
} ],
"meta" : {
"globalKey" : "991e06f0"
}
}, {
"issuerReference" : {
"globalReference" : "50f24f8",
"externalReference" : "DTCCDEMO0456"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "D_0423_R1_S6_3Assgn",
"meta" : {
"scheme" : "TradeRefNbr"
}
}
} ],
"meta" : {
"globalKey" : "d54aa690"
}
}, {
"issuer" : {
"value" : "UAL001",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "USIA010555",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/Unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "34d1440b"
}
} ],
"tradeDate" : {
"value" : "2017-05-30",
"meta" : {
"globalKey" : "3f095e"
}
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "DTCCDEMO0321",
"meta" : {
"scheme" : "DTCC"
}
},
"meta" : {
"globalKey" : "50f20d5"
}
} ],
"meta" : {
"globalKey" : "50f20d5",
"externalKey" : "DTCCDEMO0321"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "DTCCDEMO0456",
"meta" : {
"scheme" : "DTCC"
}
},
"meta" : {
"globalKey" : "50f24f8"
}
} ],
"meta" : {
"globalKey" : "50f24f8",
"externalKey" : "DTCCDEMO0456"
}
} ],
"collateral" : {
"independentAmount" : {
"payerPartyReference" : {
"globalReference" : "50f20d5",
"externalReference" : "DTCCDEMO0321"
},
"receiverPartyReference" : {
"globalReference" : "50f24f8",
"externalReference" : "DTCCDEMO0456"
},
"paymentDetail" : [ {
"paymentRule" : {
"percentageRule" : {
"paymentPercent" : 0.02,
"notionalAmountReference" : {
"globalReference" : "0",
"externalReference" : "calculationAmount"
}
}
},
"meta" : {
"globalKey" : "a7568501"
}
} ]
},
"meta" : {
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}
},
"meta" : {
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}
},
"transferHistory" : [ {
"transfer" : {
"quantity" : {
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"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/ext/iso4217"
}
}
}
},
"settlementDate" : {
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}
},
"meta" : {
"globalKey" : "1e916af9"
}
} ],
"meta" : {
"globalKey" : "bc75fc19"
}
}
}
} ],
"eventQualifier" : "ContractFormation",
"after" : [ {
"trade" : {
"product" : {
"taxonomy" : [ {
"source" : "ISDA",
"productQualifier" : "CreditDefaultSwap_SingleName"
} ],
"economicTerms" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2017-05-31",
"dateAdjustments" : {
"businessDayConvention" : "NotApplicable",
"meta" : {
"globalKey" : "3a4b88ab"
}
},
"meta" : {
"globalKey" : "26edb64a"
}
},
"meta" : {
"globalKey" : "26edb64a"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2022-03-20",
"dateAdjustments" : {
"businessDayConvention" : "NotApplicable",
"meta" : {
"globalKey" : "3a4b88ab"
}
},
"meta" : {
"globalKey" : "2781d47f"
}
},
"meta" : {
"globalKey" : "2781d47f"
}
},
"payout" : [ {
"CreditDefaultPayout" : {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0",
"externalKey" : "calculationAmount"
}
},
"generalTerms" : {
"referenceInformation" : {
"referenceEntity" : {
"entityId" : [ {
"value" : "21657K",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2003/entity-id-RED"
}
} ],
"name" : {
"value" : "PFIZED INC.",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2003/entity-name-RED"
}
},
"meta" : {
"globalKey" : "a16dcbbc"
}
},
"referenceObligation" : [ {
"security" : {
"identifier" : [ {
"identifier" : {
"value" : "US635405AQ55",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2002/instrument-id-ISIN"
}
},
"identifierType" : "ISIN"
} ],
"instrumentType" : "Debt"
}
} ]
}
}
},
"meta" : {
"globalKey" : "e7dc2716"
}
}, {
"InterestRatePayout" : {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0",
"externalKey" : "calculationAmount"
}
},
"rateSpecification" : {
"FixedRateSpecification" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-1"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"calculationPeriodDates" : {
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"meta" : {
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}
},
"meta" : {
"globalKey" : "3f08d4"
}
},
"calculationPeriodFrequency" : {
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"period" : "M",
"meta" : {
"globalKey" : "17f73"
},
"rollConvention" : "20"
},
"meta" : {
"globalKey" : "4527fe47"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 3,
"period" : "M",
"meta" : {
"globalKey" : "aa"
}
},
"firstPaymentDate" : "2017-06-20",
"meta" : {
"globalKey" : "3f1e2a"
}
}
},
"meta" : {
"globalKey" : "c1d79704"
}
} ],
"calculationAgent" : {
"calculationAgentParty" : "CalculationAgentIndependent",
"calculationAgentBusinessCenter" : {
"value" : "GBLO",
"meta" : {
"scheme" : "http://www.fpml.org/spec/2000/business-center"
}
}
}
},
"meta" : {
"globalKey" : "33d5a97b"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 0.01,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/ext/iso4217"
}
}
},
"perUnitOf" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/ext/iso4217"
}
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"meta" : {
"globalKey" : "20e98d8a"
}
}, {
"quantity" : [ {
"value" : {
"value" : 1000000,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/ext/iso4217"
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"meta" : {
"globalKey" : "d478ac4b"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "50f20d5",
"externalReference" : "DTCCDEMO0321"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "50f24f8",
"externalReference" : "DTCCDEMO0456"
}
} ],
"ancillaryParty" : [ {
"role" : "CalculationAgentIndependent",
"partyReference" : [ {
"globalReference" : "50f20d5",
"externalReference" : "DTCCDEMO0321"
} ]
} ],
"tradeIdentifier" : [ {
"issuerReference" : {
"globalReference" : "50f20d5",
"externalReference" : "DTCCDEMO0321"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "D_0423_R1_S6_3Assgn",
"meta" : {
"scheme" : "TradeRefNbr"
}
}
} ],
"meta" : {
"globalKey" : "991e06f0"
}
}, {
"issuerReference" : {
"globalReference" : "50f24f8",
"externalReference" : "DTCCDEMO0456"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "D_0423_R1_S6_3Assgn",
"meta" : {
"scheme" : "TradeRefNbr"
}
}
} ],
"meta" : {
"globalKey" : "d54aa690"
}
}, {
"issuer" : {
"value" : "UAL001",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier"
}
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "USIA010555",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/external/Unique-transaction-identifier"
}
}
} ],
"meta" : {
"globalKey" : "34d1440b"
}
} ],
"tradeDate" : {
"value" : "2017-05-30",
"meta" : {
"globalKey" : "3f095e"
}
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "DTCCDEMO0321",
"meta" : {
"scheme" : "DTCC"
}
},
"meta" : {
"globalKey" : "50f20d5"
}
} ],
"meta" : {
"globalKey" : "50f20d5",
"externalKey" : "DTCCDEMO0321"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "DTCCDEMO0456",
"meta" : {
"scheme" : "DTCC"
}
},
"meta" : {
"globalKey" : "50f24f8"
}
} ],
"meta" : {
"globalKey" : "50f24f8",
"externalKey" : "DTCCDEMO0456"
}
} ],
"contractDetails" : {
"documentation" : [ {
"agreementDate" : "2003-10-01",
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "MasterAgreement",
"masterAgreementType" : {
"value" : "ISDAMaster",
"meta" : {
"scheme" : "http://dtcc.com/coding-scheme/master-agreement-type"
}
}
},
"vintage" : 2016
},
"contractualParty" : [ {
"globalReference" : "50f20d5",
"externalReference" : "DTCCDEMO0321"
}, {
"globalReference" : "50f24f8",
"externalReference" : "DTCCDEMO0456"
} ],
"meta" : {
"globalKey" : "44dcc45a"
}
}, {
"legalAgreementIdentification" : {
"agreementName" : {
"agreementType" : "Confirmation",
"contractualDefinitionsType" : [ {
"value" : "ISDA2014CreditDerivatives",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/contractual-definitions"
}
} ],
"contractualMatrix" : [ {
"matrixType" : {
"value" : "CreditDerivativesPhysicalSettlementMatrix",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/matrix-type"
}
},
"matrixTerm" : {
"value" : "StandardAsiaCorporate",
"meta" : {
"scheme" : "http://www.fpml.org/coding-scheme/credit-matrix-transaction-type"
}
}
} ]
}
},
"contractualParty" : [ {
"globalReference" : "50f20d5",
"externalReference" : "DTCCDEMO0321"
}, {
"globalReference" : "50f24f8",
"externalReference" : "DTCCDEMO0456"
} ],
"meta" : {
"globalKey" : "960dff99"
}
} ],
"meta" : {
"globalKey" : "9cafa473"
}
},
"collateral" : {
"independentAmount" : {
"payerPartyReference" : {
"globalReference" : "50f20d5",
"externalReference" : "DTCCDEMO0321"
},
"receiverPartyReference" : {
"globalReference" : "50f24f8",
"externalReference" : "DTCCDEMO0456"
},
"paymentDetail" : [ {
"paymentRule" : {
"percentageRule" : {
"paymentPercent" : 0.02,
"notionalAmountReference" : {
"globalReference" : "0",
"externalReference" : "calculationAmount"
}
}
},
"meta" : {
"globalKey" : "a7568501"
}
} ]
},
"meta" : {
"globalKey" : "99790ea1"
}
},
"meta" : {
"globalKey" : "6b5f7553"
}
},
"state" : {
"positionState" : "Formed"
},
"transferHistory" : [ {
"transfer" : {
"quantity" : {
"value" : 67000,
"unit" : {
"currency" : {
"value" : "USD",
"meta" : {
"scheme" : "http://www.fpml.org/ext/iso4217"
}
}
}
},
"settlementDate" : {
"unadjustedDate" : "2017-06-02"
}
},
"meta" : {
"globalKey" : "1e916af9"
}
} ],
"meta" : {
"globalKey" : "e1fcc6c3"
}
} ],
"meta" : {
"globalKey" : "78789c13"
}
},
"previousWorkflowStep" : {
"globalReference" : "f7cfa06d"
},
"messageInformation" : {
"messageId" : {
"value" : "MKREQ1f",
"meta" : {
"scheme" : "perFpMLReqmt"
}
},
"sentBy" : {
"value" : "DTCCDEMOSUB1"
},
"sentTo" : [ {
"value" : "DTCC"
} ]
},
"timestamp" : [ {
"dateTime" : "2007-10-31T18:08:40.335-05:00",
"qualification" : "eventSubmittedDateTime"
}, {
"dateTime" : "2007-10-31T18:08:40.335-05:00",
"qualification" : "eventCreationDateTime"
} ],
"eventIdentifier" : [ {
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