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result-json-files.cme-cleared-confirm-1-17.FRA-ex02.json Maven / Gradle / Ivy

{
  "proposedEvent" : {
    "intent" : "ContractFormation",
    "instruction" : [ {
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        "value" : {
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              "taxonomy" : [ {
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                "productQualifier" : "InterestRate_Fra"
              } ],
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                    "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/360"
                    },
                    "calculationPeriodDates" : {
                      "effectiveDate" : {
                        "adjustableDate" : {
                          "adjustedDate" : {
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                            "meta" : {
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                          "meta" : {
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                        "meta" : {
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                          "externalKey" : "resetDate"
                        }
                      },
                      "terminationDate" : {
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                          "meta" : {
                            "globalKey" : "0"
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                        },
                        "meta" : {
                          "globalKey" : "0"
                        }
                      },
                      "meta" : {
                        "globalKey" : "0"
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                    },
                    "paymentDates" : {
                      "paymentFrequency" : {
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                        }
                      },
                      "meta" : {
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                    },
                    "paymentDate" : {
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                      "dateAdjustments" : {
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                        "businessCenters" : {
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                    },
                    "discountingMethod" : {
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                  },
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                }, {
                  "InterestRatePayout" : {
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                    },
                    "rateSpecification" : {
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                        },
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                        },
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                        }
                      },
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                    "discountingMethod" : {
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                } ]
              },
              "meta" : {
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                } ],
                "observable" : {
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                          "InterestRateIndex" : {
                            "identifier" : [ {
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                                "value" : "USD-LIBOR-BBA"
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                              "identifierType" : "Other"
                            } ],
                            "assetClass" : "InterestRate",
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                            "indexTenor" : {
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            "counterparty" : [ {
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              "partyReference" : {
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              "role" : "Party2",
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              }, {
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}




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