CDS Long US Corp Fixed Regular Payment Schedule
Single-name CDM 7.2.0Classification
How the product classifies itself. Values marked calculated were produced by the CDM's own qualification functions rather than asserted by the sender.
| Scheme | Qualifier | Source |
|---|---|---|
| ISDA | CreditDefaultSwap_SingleName | Calculated by CDM |
Economics in this example
Read out of the example itself. These are the values FINOS published, not a recommendation — use the example for structure, not for market data.
- Trade date
- 2002-12-03
- Effective date
- 2002-12-04
- Termination date
- 2007-09-06
- Currency
- USD
- Parties
- 2
- Roles
- Party1, Party2
CDM types used
Every type this product instantiates. Each one links to its entry in the model reference, so you can see the attributes and conditions behind it.
| Type | Namespace |
|---|---|
| CreditDefaultPayout | product · asset |
| FixedRateSpecification | product · asset |
| InterestRatePayout | product · asset |
| TradeState | event · common |
The CDM JSON
The full canonical document — 119 values, rooted at TradeState. Download it, or open it in the viewer to walk the tree.
cd-ex10-long-us-corp-fixreg.json Download
{
"@model": "cdm",
"@type": "cdm.event.common.TradeState",
"@version": "0.0.0.master-SNAPSHOT",
"@key": "af48d087",
"trade": {
"product": {
"taxonomy": [
{
"source": "ISDA",
"value": {
"name": {
"@data": "CreditDefaultSwap_SingleName"
}
},
"calculated": true
}
],
"economicTerms": {
"effectiveDate": {
"adjustableDate": {
"unadjustedDate": "2002-12-04",
"dateAdjustments": {
"businessDayConvention": "NONE"
}
}
},
"terminationDate": {
"adjustableDate": {
"unadjustedDate": "2007-09-06",
"dateAdjustments": {
"businessDayConvention": "MODFOLLOWING"
}
}
},
"dateAdjustments": {
"businessDayConvention": "MODFOLLOWING"
},
"payout": [
{
"@type": "cdm.product.asset.CreditDefaultPayout",
"payerReceiver": {
"payer": "Party1",
"receiver": "Party2"
},
"priceQuantity": {
"quantitySchedule": {
"@ref:scoped": "quantity-1"
}
},
"settlementTerms": {
"settlementType": "Physical",
"settlementCurrency": {
"@data": "USD"
},
"physicalSettlementTerms": {
"physicalSettlementPeriod": {
"maximumBusinessDays": 30
},
"deliverableObligations": {
"accruedInterest": false,
"category": "BondOrLoan",
"notSubordinated": true,
"specifiedCurrency": {
"applicable": true
},
"notContingent": true,
"assignableLoan": {
"applicable": true
},
"consentRequiredLoan": {
"applicable": true
},
"transferable": true,
"maximumMaturity": {
"periodMultiplier": 30,
"period": "Y"
},
"notBearer": true
},
"escrow": true
}
},
"generalTerms": {
"referenceInformation": {
"referenceEntity": {
"@key:external": "referenceEntity",
"name": {
"@data": "Agrium Inc."
},
"entityIdentifier": [
{
"identifier": {
"@scheme": "http://www.fpml.org/coding-scheme/external/entity-id-RED",
"@data": "008HA7"
},
"identifierType": "Other"
}
]
},
"referenceObligation": [
{
"security": {
"identifier": [
{
"identifier": {
"@scheme": "http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP",
"@data": "008916AB4"
},
"identifierType": "CUSIP"
}
],
"assetType": "Security",
"securityType": "Debt"
},
"primaryObligorReference": {
"@ref:external": "referenceEntity"
}
}
],
"referencePrice": {
"value": 1,
"unit": {
"currency": {
"@data": "USD"
}
},
"perUnitOf": {
"currency": {
"@data": "USD"
}
},
"priceType": "AssetPrice"
}
}
},
"protectionTerms": [
{
"creditEvents": {
"bankruptcy": true,
"failureToPay": {
"applicable": true,
"paymentRequirement": {
"value": 1000000,
"unit": {
"currency": {
"@data": "USD"
}
}
}
},
"restructuring": {
"applicable": true,
"restructuringType": {
"@data": "ModR"
}
},
"defaultRequirement": {
"value": 10000000,
"unit": {
"currency": {
"@data": "USD"
}
}
},
"creditEventNotice": {
"notifyingParty": [
"Party2",
"Party1"
],
"publiclyAvailableInformation": {
"standardPublicSources": true,
"specifiedNumber": 2
}
}
},
"obligations": {
"category": "BorrowedMoney"
}
}
]
},
{
"@type": "cdm.product.asset.InterestRatePayout",
"payerReceiver": {
"payer": "Party2",
"receiver": "Party1"
},
"priceQuantity": {
"quantitySchedule": {
"@ref:scoped": "quantity-2"
}
},
"rateSpecification": {
"@type": "cdm.product.asset.FixedRateSpecification",
"rateSchedule": {
"price": {
"@ref:scoped": "price-1"
}
}
},
"dayCountFraction": {
"@data": "ACT/360"
},
"calculationPeriodDates": {
"calculationPeriodFrequency": {
"periodMultiplier": 3,
"period": "M",
"rollConvention": "6"
}
},
"paymentDates": {
"paymentFrequency": {
"periodMultiplier": 3,
"period": "M"
},
"firstPaymentDate": "2003-03-06"
}
}
],
"calculationAgent": {
"calculationAgentParty": "CalculationAgentIndependent"
}
}
},
"tradeLot": [
{
"priceQuantity": [
{
"price": [
{
"@key:scoped": "price-1",
"value": 0.01,
"unit": {
"currency": {
"@data": "USD"
}
},
"perUnitOf": {
"currency": {
"@data": "USD"
}
},
"priceType": "InterestRate"
}
],
"quantity": {
"@key:scoped": "quantity-2",
"value": 5000000,
"unit": {
"currency": {
"@data": "USD"
}
}
}
},
{
"quantity": {
"@key:scoped": "quantity-1",
"value": 5000000,
"unit": {
"currency": {
"@data": "USD"
}
}
}
}
]
}
],
"counterparty": [
{
"role": "Party1",
"partyReference": {
"@ref:external": "party1"
}
},
{
"role": "Party2",
"partyReference": {
"@ref:external": "party2"
}
}
],
"ancillaryParty": [
{
"role": "CalculationAgentIndependent",
"partyReference": [
{
"@ref:external": "party1"
}
]
}
],
"tradeIdentifier": [
{
"issuerReference": {
"@ref:external": "party1"
},
"assignedIdentifier": [
{
"identifier": {
"@scheme": "http://www.swapswire.com/spec/2001/trade-id-1-0",
"@data": "37264"
}
}
]
},
{
"issuerReference": {
"@ref:external": "party2"
},
"assignedIdentifier": [
{
"identifier": {
"@scheme": "http://www.swapswire.com/spec/2001/trade-id-1-0",
"@data": "37264"
}
}
]
}
],
"tradeDate": {
"@data": "2002-12-03"
},
"party": [
{
"@key:external": "party1",
"partyId": [
{
"identifier": {
"@scheme": "http://www.fpml.org/coding-scheme/external/iso17442",
"@data": "254900BIAQJIUV6DLE92"
},
"identifierType": "LEI"
}
],
"name": {
"@data": "XYZ Bank"
}
},
{
"@key:external": "party2",
"partyId": [
{
"identifier": {
"@scheme": "http://www.fpml.org/coding-scheme/external/iso17442",
"@data": "549300VBWWV6BYQOWM67"
},
"identifierType": "LEI"
}
],
"name": {
"@data": "ABC Bank"
}
}
],
"contractDetails": {
"documentation": [
{
"legalAgreementIdentification": {
"agreementName": {
"agreementType": "MasterAgreement",
"masterAgreementType": {
"@data": "ISDAMaster"
}
},
"vintage": 1992
},
"contractualParty": [
{
"@ref:external": "party1"
},
{
"@ref:external": "party2"
}
]
},
{
"legalAgreementIdentification": {
"agreementName": {
"agreementType": "Confirmation",
"contractualDefinitionsType": [
{
"@data": "ISDA1999CreditDerivatives"
}
],
"contractualTermsSupplement": [
{
"contractualTermsSupplementType": {
"@data": "ISDA1999CreditRestructuring"
}
},
{
"contractualTermsSupplementType": {
"@data": "ISDA1999CreditSuccessorAndCreditEvents"
}
},
{
"contractualTermsSupplementType": {
"@data": "ISDA1999CreditConvertibleExchangeableAccretingObligations"
}
}
]
}
},
"contractualParty": [
{
"@ref:external": "party1"
},
{
"@ref:external": "party2"
}
]
}
]
}
}
}Open this product
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