cdm-sample-files.functions.sec-lending.block-execution-trade-state.json Maven / Gradle / Ivy
{
"trade" : {
"product" : {
"taxonomy" : [ {
"source" : "ISDA",
"productQualifier" : "SecurityLending"
} ],
"economicTerms" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2020-09-22",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"meta" : {
"globalKey" : "fa42f5cf"
}
},
"meta" : {
"globalKey" : "e742daa5"
}
},
"meta" : {
"globalKey" : "e742daa5"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2020-10-22",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"meta" : {
"globalKey" : "fa42f5cf"
}
},
"meta" : {
"globalKey" : "e743cae5"
}
},
"meta" : {
"globalKey" : "e743cae5"
}
},
"payout" : [ {
"AssetPayout" : {
"payerReceiver" : {
"payer" : "Party1",
"receiver" : "Party2"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-1"
}
},
"meta" : {
"globalKey" : "0"
}
},
"assetLeg" : [ {
"settlementDate" : {
"adjustableDate" : {
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"adjustedDate" : {
"value" : "2020-09-22",
"meta" : {
"globalKey" : "3f2256"
}
},
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "24a738"
}
},
"deliveryMethod" : "DeliveryVersusPayment"
}, {
"settlementDate" : {
"adjustableDate" : {
"dateAdjustments" : {
"businessDayConvention" : "NONE",
"meta" : {
"globalKey" : "24a738"
}
},
"adjustedDate" : {
"value" : "2020-10-22",
"meta" : {
"globalKey" : "3f2296"
}
},
"meta" : {
"globalKey" : "24a738"
}
},
"meta" : {
"globalKey" : "24a738"
}
},
"deliveryMethod" : "DeliveryVersusPayment"
} ],
"underlier" : {
"Instrument" : {
"Security" : {
"identifier" : [ {
"identifier" : {
"value" : "ST001"
},
"identifierType" : "SEDOL"
} ],
"instrumentType" : "Equity"
}
}
},
"minimumFee" : {
"value" : 0,
"unit" : {
"currency" : {
"value" : "USD"
}
},
"meta" : {
"globalKey" : "171b36"
}
},
"dividendTerms" : {
"manufacturedIncomeRequirement" : {
"totalRatio" : 1
}
}
},
"meta" : {
"globalKey" : "b78e4420"
}
} ],
"collateral" : {
"collateralPortfolio" : [ {
"value" : {
"collateralPosition" : [ {
"product" : {
"TransferableProduct" : {
"Cash" : {
"identifier" : [ {
"identifier" : {
"value" : "USD"
},
"identifierType" : "CurrencyCode"
} ]
},
"economicTerms" : {
"effectiveDate" : {
"adjustableDate" : {
"unadjustedDate" : "2020-09-22",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"meta" : {
"globalKey" : "fa42f5cf"
}
},
"meta" : {
"globalKey" : "e742daa5"
}
},
"meta" : {
"globalKey" : "e742daa5"
}
},
"terminationDate" : {
"adjustableDate" : {
"unadjustedDate" : "2020-10-22",
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"meta" : {
"globalKey" : "fa42f5cf"
}
},
"meta" : {
"globalKey" : "e743cae5"
}
},
"meta" : {
"globalKey" : "e743cae5"
}
},
"payout" : [ {
"InterestRatePayout" : {
"payerReceiver" : {
"payer" : "Party2",
"receiver" : "Party1"
},
"priceQuantity" : {
"quantitySchedule" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "quantity-2"
}
},
"meta" : {
"globalKey" : "0"
}
},
"rateSpecification" : {
"FixedRateSpecification" : {
"rateSchedule" : {
"price" : {
"address" : {
"scope" : "DOCUMENT",
"value" : "price-2"
}
}
},
"meta" : {
"globalKey" : "0"
}
}
},
"dayCountFraction" : {
"value" : "ACT/360"
},
"calculationPeriodDates" : {
"effectiveDate" : {
"adjustableDate" : {
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"meta" : {
"globalKey" : "fa42f5cf"
}
},
"adjustedDate" : {
"value" : "2020-09-22",
"meta" : {
"globalKey" : "3f2256"
}
},
"meta" : {
"globalKey" : "fa42f5cf",
"externalKey" : "Effective_Date"
}
},
"meta" : {
"globalKey" : "fa42f5cf"
}
},
"terminationDate" : {
"adjustableDate" : {
"dateAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"meta" : {
"globalKey" : "fa42f5cf"
}
},
"adjustedDate" : {
"value" : "2020-10-22",
"meta" : {
"globalKey" : "3f2296"
}
},
"meta" : {
"globalKey" : "fa42f5cf",
"externalKey" : "Termination_Date"
}
},
"meta" : {
"globalKey" : "fa42f5cf"
}
},
"calculationPeriodFrequency" : {
"periodMultiplier" : 1,
"period" : "T",
"meta" : {
"globalKey" : "24b525"
},
"rollConvention" : "NONE"
},
"meta" : {
"globalKey" : "8b1de243"
}
},
"paymentDates" : {
"paymentFrequency" : {
"periodMultiplier" : 1,
"period" : "T",
"meta" : {
"globalKey" : "73"
}
},
"paymentDatesAdjustments" : {
"businessDayConvention" : "MODFOLLOWING",
"businessCenters" : {
"businessCenter" : [ {
"value" : "EUTA"
} ],
"meta" : {
"globalKey" : "20a71d"
}
},
"meta" : {
"globalKey" : "365baaee"
}
},
"meta" : {
"globalKey" : "fa98fa5b"
}
}
},
"meta" : {
"globalKey" : "705a3ef7"
}
} ]
}
}
}
} ],
"meta" : {
"globalKey" : "82e324cc"
}
}
} ],
"collateralProvisions" : {
"collateralType" : "Cash",
"eligibleCollateral" : [ {
"treatment" : {
"valuationTreatment" : {
"marginPercentage" : 0.02
}
}
} ]
},
"meta" : {
"globalKey" : "448281ff"
}
}
},
"meta" : {
"globalKey" : "9a28f67f"
}
},
"tradeLot" : [ {
"priceQuantity" : [ {
"price" : [ {
"value" : {
"value" : 25,
"unit" : {
"currency" : {
"value" : "USD"
}
},
"perUnitOf" : {
"financialUnit" : "Share"
},
"priceType" : "AssetPrice"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-1"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 200000,
"unit" : {
"financialUnit" : "Share"
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-1"
} ]
}
} ],
"observable" : {
"value" : {
"Asset" : {
"Instrument" : {
"Security" : {
"identifier" : [ {
"identifier" : {
"value" : "ST001"
},
"identifierType" : "SEDOL"
} ],
"instrumentType" : "Equity"
}
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "observable-1"
} ]
}
},
"meta" : {
"globalKey" : "a1221f6f"
}
}, {
"price" : [ {
"value" : {
"value" : 0.01,
"unit" : {
"currency" : {
"value" : "USD"
}
},
"perUnitOf" : {
"currency" : {
"value" : "USD"
}
},
"priceType" : "InterestRate"
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "price-2"
} ]
}
} ],
"quantity" : [ {
"value" : {
"value" : 5000000,
"unit" : {
"currency" : {
"value" : "USD"
}
}
},
"meta" : {
"location" : [ {
"scope" : "DOCUMENT",
"value" : "quantity-2"
} ]
}
} ],
"meta" : {
"globalKey" : "e41b7a85"
}
} ]
} ],
"counterparty" : [ {
"role" : "Party1",
"partyReference" : {
"globalReference" : "3a97bd6c",
"externalReference" : "AgentLender"
}
}, {
"role" : "Party2",
"partyReference" : {
"globalReference" : "2e189ef",
"externalReference" : "Borrower"
}
} ],
"tradeIdentifier" : [ {
"issuer" : {
"value" : "KTKL"
},
"assignedIdentifier" : [ {
"identifier" : {
"value" : "0266001"
}
} ],
"meta" : {
"globalKey" : "569d85e5"
}
} ],
"tradeDate" : {
"value" : "2020-09-21",
"meta" : {
"globalKey" : "3f2255"
}
},
"party" : [ {
"partyId" : [ {
"identifier" : {
"value" : "KTKLLEILLLLLLLLLLLLL"
},
"meta" : {
"globalKey" : "60098fe6"
}
} ],
"name" : {
"value" : "KTKL(AgentLender)"
},
"meta" : {
"globalKey" : "3a97bd6c",
"externalKey" : "AgentLender"
}
}, {
"partyId" : [ {
"identifier" : {
"value" : "CP001LEI111111111111"
},
"meta" : {
"globalKey" : "12818f8c"
}
} ],
"name" : {
"value" : "CP001(Borrower)"
},
"meta" : {
"globalKey" : "2e189ef",
"externalKey" : "Borrower"
}
} ],
"meta" : {
"globalKey" : "c8d23e5d"
}
},
"state" : {
"positionState" : "Executed"
},
"meta" : {
"globalKey" : "85a802ac"
}
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