diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending-execution-descriptor.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending-execution-descriptor.json index b3a213694b..065c40d080 100644 --- a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending-execution-descriptor.json +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending-execution-descriptor.json @@ -1,4 +1,34 @@ [ + { + "group": "security-lending", + "name": "Execution Cash", + "description": "Security Lending", + "inputFile": "cdm-sample-files/functions/sec-lending/execution/execution-cash-input.json", + "expectedOutputFile": "cdm-sample-files/functions/sec-lending/execution/execution-cash-output.json", + "markDownFile" : "cdm-sample-files/functions/sec-lending/execution/execution-cash.md", + "executableFunctionClass": "cdm.event.common.functions.Create_BusinessEvent", + "nativeFunction": true + }, + { + "group": "security-lending", + "name": "Execution Cash Benchmark", + "description": "Security Lending", + "inputFile": "cdm-sample-files/functions/sec-lending/execution/execution-cash-benchmark-input.json", + "expectedOutputFile": "cdm-sample-files/functions/sec-lending/execution/execution-cash-benchmark-output.json", + "markDownFile" : "cdm-sample-files/functions/sec-lending/execution/execution-cash-benchmark.md", + "executableFunctionClass": "cdm.event.common.functions.Create_BusinessEvent", + "nativeFunction": true + }, + { + "group": "security-lending", + "name": "Execution Non-Cash", + "description": "Security Lending", + "inputFile": "cdm-sample-files/functions/sec-lending/execution/execution-noncash-portfolio-input.json", + "expectedOutputFile": "cdm-sample-files/functions/sec-lending/execution/execution-noncash-portfolio-output.json", + "markDownFile" : "cdm-sample-files/functions/sec-lending/execution/execution-noncash-portfolio.md", + "executableFunctionClass": "cdm.event.common.functions.Create_BusinessEvent", + "nativeFunction": true + }, { "group": "security-lending", "name": "Allocation", diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-cash-benchmark-input.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-cash-benchmark-input.json new file mode 100644 index 0000000000..7b3bdfa953 --- /dev/null +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-cash-benchmark-input.json @@ -0,0 +1,544 @@ +{ + "instruction": [ + { + "primitiveInstruction": { + "execution": { + "product": { + "economicTerms": { + "effectiveDate": { + "adjustableDate": { + "unadjustedDate": "2025-05-15" + } + }, + "payout": [ + { + "AssetPayout": { + "payerReceiver": { + "payer": "Party1", + "receiver": "Party2" + }, + "assetLeg": [ + { + "settlementDate": { + "adjustableDate": { + "adjustedDate": { + "value": "2025-05-16" 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+ "FloatingRateSpecification" : { + "rateOption" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "InterestRateIndex-1" + } + }, + "spreadSchedule" : { + "price" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "Spread-1" + } + } + }, + "meta" : { + "globalKey" : "0" + } + } + } + }, + "meta" : { + "globalKey" : "5a5ff79f" + } + } ] + } + } + } + } ], + "meta" : { + "globalKey" : "eb9ff3e7" + } + } + } ], + "collateralProvisions" : { + "collateralType" : "Cash" + }, + "meta" : { + "globalKey" : "8392095a" + } + } + }, + "meta" : { + "globalKey" : "79ab1882" + } + }, + "tradeLot" : [ { + "priceQuantity" : [ { + "price" : [ { + "value" : { + "value" : 0.03, + "unit" : { + "currency" : { + "value" : "GBP" + } + }, + "perUnitOf" : { + "currency" : { + "value" : "GBP" + } + }, + "priceType" : "InterestRate", + "arithmeticOperator" : "Add" + }, + "meta" : { + "location" : [ { + "scope" : "DOCUMENT", + "value" : "Spread-1" + } ] + } + } ], + "quantity" : [ { + "value" : { + "value" : 9997122, + "unit" : { + "currency" : { + "value" : "GBP" + } + } + }, + "meta" : { + "location" : [ { + "scope" : "DOCUMENT", + "value" : "LoanValue-1" + } ] + } + } ], + "observable" : { + "value" : { + "Index" : { + "InterestRateIndex" : { + "value" : { + "FloatingRateIndex" : { + "identifier" : [ { + "identifier" : { + "value" : "GBP-SONIA" + }, + "identifierType" : "Other" + } ], + "assetClass" : "InterestRate", + "floatingRateIndex" : { + "value" : "GBP-SONIA" + }, + "indexTenor" : { + "periodMultiplier" : 3, + "period" : "M", + "meta" : { + "globalKey" : "aa" + } + } + } + }, + "meta" : { + "location" : [ { + "scope" : "DOCUMENT", + "value" : "InterestRateIndex-1" + } ] + } + } + } + }, + "meta" : { + "location" : [ { + "scope" : "DOCUMENT", + "value" : "Observable-1" + } ] + } + }, + "meta" : { + "globalKey" : "6d82c31e" + } + }, { + "price" : [ { + "value" : { + "value" : 9.8011, + "unit" : { + "currency" : { + "value" : "GBP" + } + }, + "perUnitOf" : { + "financialUnit" : "Share" + }, + "priceType" : "AssetPrice" + }, + "meta" : { + "location" : [ { + "scope" : "DOCUMENT", + "value" : "AssetPrice-1" + } ] + } + } ], + "quantity" : [ { + "value" : { + "value" : 1000000, + "unit" : { + "financialUnit" : "Share" + } + }, + "meta" : { + "location" : [ { + "scope" : "DOCUMENT", + "value" : "AssetQuantity-1" + } ] + } + } ], + "observable" : { + "value" : { + "Asset" : { + "Instrument" : { + "Security" : { + "identifier" : [ { + "identifier" : { + "value" : "GB00BDR05C01" + }, + "identifierType" : "ISIN" + } ], + "instrumentType" : "Equity" + } + } + } + }, + "meta" : { + "location" : [ { + "scope" : "DOCUMENT", + "value" : "Observable-2" + } ] + } + }, + "meta" : { + "globalKey" : "3c35adc3" + } + } ] + } ], + "counterparty" : [ { + "role" : "Party1", + "partyReference" : { + "value" : { + "partyId" : [ { + "identifier" : { + "value" : "FM1LEI11111111111111" + }, + "meta" : { + "globalKey" : "87c4d1c6" + } + } ], + "name" : { + "value" : "UK Broker" + }, + "meta" : { + "globalKey" : "676a4509", + "externalKey" : "UKBroker" + } + } + } + }, { + "role" : "Party2", + "partyReference" : { + "value" : { + "partyId" : [ { + "identifier" : { + "value" : "CP001LEI111111111111" + }, + "meta" : { + "globalKey" : "12818f8c" + } + } ], + "name" : { + "value" : "UK Lender" + }, + "meta" : { + "globalKey" : "46475f52", + "externalKey" : "UKLender" + } + } + } + } ], + "tradeIdentifier" : [ { + "issuer" : { + "value" : "UK Broker" + }, + "assignedIdentifier" : [ { + "identifier" : { + "value" : "20445678221" + } + } ], + "meta" : { + "globalKey" : "4b475ace" + } + } ], + "tradeDate" : { + "value" : "2025-05-15", + "meta" : { + "globalKey" : "3f494f" + } + }, + "party" : [ { + "partyId" : [ { + "identifier" : { + "value" : "FM1LEI11111111111111" + }, + "meta" : { + "globalKey" : "87c4d1c6" + } + } ], + "name" : { + "value" : "UK Broker" + }, + "meta" : { + "globalKey" : "676a4509", + "externalKey" : "UKBroker" + } + }, { + "partyId" : [ { + "identifier" : { + "value" : "CP001LEI111111111111" + }, + "meta" : { + "globalKey" : "12818f8c" + } + } ], + "name" : { + "value" : "UK Lender" + }, + "meta" : { + "globalKey" : "46475f52", + "externalKey" : "UKLender" + } + } ], + "partyRole" : [ { + "partyReference" : { + "globalReference" : "676a4509", + "externalReference" : "UKBroker" + }, + "role" : "Borrower" + }, { + "partyReference" : { + "globalReference" : "46475f52", + "externalReference" : "UKLender" + }, + "role" : "Lender" + } ], + "executionDetails" : { + "executionType" : "OnVenue", + "meta" : { + "globalKey" : "d39bbbef" + } + }, + "meta" : { + "globalKey" : "6ac05173" + } + }, + "state" : { + "positionState" : "Executed" + }, + "meta" : { + "globalKey" : "645da842" + } + } ], + "meta" : { + "globalKey" : "48a43e8b" + } +} \ No newline at end of file diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-cash-benchmark.md b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-cash-benchmark.md new file mode 100644 index 0000000000..6ba88dd16f --- /dev/null +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-cash-benchmark.md @@ -0,0 +1,9 @@ +### Create Execution Business Event + +#### New Security Lending Trade against Cash collateral with a benchmark rate +- Execution is performed on `2025-05-15` between parties `UK Lender (Lender)` and `UK Borrower (Borrower)` +- `1000000` shares of ISIN `GB00BDR05C01` are lent at a price of `9.8011 GBP` per share +- `UK Borrower` gives `9997122 GBP` as collateral against the loan (2% margin) +- `UK Lender` must pay a rebate rate on the cash they receive as collateral based upon the `GBP-SONIA` floating rate index +- The spread is set to 3% +- DVP Settlement is expected on `2025-05-16` diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-cash-input.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-cash-input.json new file mode 100644 index 0000000000..b8092f6f02 --- /dev/null +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-cash-input.json @@ -0,0 +1,447 @@ +{ + "instruction": [ + { + "primitiveInstruction": { + "execution": { + "product": { + "economicTerms": { + "effectiveDate": { + "adjustableDate": { + "unadjustedDate": "2025-05-15" + } + }, + "payout": [ + { + "AssetPayout": { + "payerReceiver": { + "payer": "Party1", + "receiver": "Party2" + }, + "assetLeg": [ + { + "settlementDate": { + "adjustableDate": { + "adjustedDate": { + "value": "2025-05-16" + } + } + }, + "deliveryMethod": "DeliveryVersusPayment" + } + ], + "underlier": { + "Instrument": { + "Security": { + "instrumentType": "Equity", + "identifier": [ + { + "identifier": { + "value": "GB00BDR05C01" + }, + "identifierType": "ISIN" + } + ] + } + } + }, + "minimumFee": { + "value": 0, + "unit": { + "currency": { + "value": "USD" + } + } + }, + "priceQuantity": { + "priceSchedule": [ + { + "address": { + "scope": "DOCUMENT", + "value": "AssetPrice-1" + } + } + ], + "quantitySchedule": { + "address": { + "scope": "DOCUMENT", + "value": "AssetQuantity-1" + } + } + } + } + } + ], + "collateral": { + "collateralPortfolio": [ + { + "value": { + "collateralPosition": [ + { + "priceQuantity": [ + { + "price": [ + { + "value": { + "value": 0.01, + "unit": { + "currency": { + "value": "GBP" + } + }, + "perUnitOf": { + "currency": { + "value": "GBP" + } + }, + "priceType": "InterestRate" + } + } + ], + "quantity": [ + { + "value": { + "value": 9997122, + "unit": { + "currency": { + "value": "GBP" + } + } + } + } + ] + } + ], + "product": { + "TransferableProduct": { + "Cash": { + "identifier": [ + { + "identifier": { + "value": "GBP" + }, + "identifierType": "CurrencyCode" + } + ] + }, + "economicTerms": { + "payout": [ + { + "InterestRatePayout": { + "payerReceiver": { + "payer": "Party1", + "receiver": "Party2" + }, + "priceQuantity": { + "priceSchedule": [ + { + "address": { + "scope": "DOCUMENT", + "value": "InterestRate-1" + } + } + ], + "quantitySchedule": { + "address": { + "scope": "DOCUMENT", + "value": "LoanValue-1" + } + } + } + } + } + ] + } + } + } + } + ] + } + } + ], + "collateralProvisions": { + "collateralType": "Cash" + } + } + } + }, + "priceQuantity": [ + { + "price": [ + { + "value": { + "value": 0.01, + "unit": { + "currency": { + "value": "GBP" + } + }, + "perUnitOf": { + "currency": { + "value": "GBP" + } + }, + "priceType": "InterestRate" + }, + "meta": { + "location": [ + { + "scope": "DOCUMENT", + "value": "InterestRate-1" + } + ] + } + } + ], + "quantity": [ + { + "value": { + "value": 9997122, + "unit": { + "currency": { + "value": "GBP" + } + } + }, + "meta": { + "location": [ + { + "scope": "DOCUMENT", + "value": "LoanValue-1" + } + ] + } + } + ], + "meta": { + "globalKey": "PriceQuantity-1" + } + }, + { + "price": [ + { + "value": { + "value": 9.8011, + "unit": { + "currency": { + "value": "GBP" + } + }, + "perUnitOf": { + "financialUnit": "Share" + }, + "priceType": "AssetPrice" + }, + "meta": { + "location": [ + { + "scope": "DOCUMENT", + "value": "AssetPrice-1" + } + ] + } + } + ], + "quantity": [ + { + "value": { + "value": 1000000, + "unit": { + "financialUnit": "Share" + } + }, + "meta": { + "location": [ + { + "scope": "DOCUMENT", + "value": "AssetQuantity-1" + } + ] + } + } + ], + "observable": { + "value": { + "Asset": { + "Instrument": { + "Security": { + "instrumentType": "Equity", + "identifier": [ + { + "identifier": { + "value": "GB00BDR05C01" + }, + "identifierType": "ISIN" + } + ] + } + } + } + }, + "meta": { + "location": [ + { + "scope": "DOCUMENT", + "value": "Observable-1" + } + ] + } + }, + "meta": { + "globalKey": "PriceQuantity-2" + } + } + ], + "counterparty": [ + { + "role": "Party1", + "partyReference": { + "value": { + "partyId": [ + { + "identifier": { + "value": "FM1LEI11111111111111" + }, + "meta": { + "globalKey": "87c4d1c6" + } + } + ], + "name": { + "value": "UK Broker" + }, + "meta": { + "globalKey": "296093b7", + "externalKey": "UKBroker" + } + } + } + }, + { + "role": "Party2", + "partyReference": { + "value": { + "partyId": [ + { + "identifier": { + "value": "CP001LEI111111111111" + }, + "meta": { + "globalKey": "12818f8c" + } + } + ], + "name": { + "value": "UK Lender" + }, + "meta": { + "globalKey": "1ef4886d", + "externalKey": "UKLender" + } + } + } + } + ], + "parties": [ + { + "partyId": [ + { + "identifier": { + "value": "FM1LEI11111111111111" + }, + "meta": { + "globalKey": "87c4d1c6" + } + } + ], + "name": { + "value": "UK Broker" + }, + "meta": { + "globalKey": "296093b7", + "externalKey": "UKBroker" + } + }, + { + "partyId": [ + { + "identifier": { + "value": "CP001LEI111111111111" + }, + "meta": { + "globalKey": "12818f8c" + } + } + ], + "name": { + "value": "UK Lender" + }, + "meta": { + "globalKey": "1ef4886d", + "externalKey": "UKLender" + } + } + ], + "partyRoles": [ + { + "partyReference": { + "partyId": [ + { + "identifier": { + "value": "FM1LEI11111111111111" + }, + "meta": { + "globalKey": "87c4d1c6" + } + } + ], + "globalReference": "296093b7", + "externalReference": "UKBroker" + }, + "role": "Borrower" + }, + { + "partyReference": { + "partyId": [ + { + "identifier": { + "value": "CP001LEI111111111111" + }, + "meta": { + "globalKey": "12818f8c" + } + } + ], + "globalReference": "1ef4886d", + "externalReference": "UKLender" + }, + "role": "Lender" + } + ], + "executionDetails": { + "executionType": "OnVenue" + }, + "tradeDate": { + "value": "2025-05-15" + }, + "tradeIdentifier": [ + { + "issuer": { + "value": "UK Broker" + }, + "assignedIdentifier": [ + { + "identifier": { + "value": "20445678220" + } + } + ] + } + ] + } + } + } + ], + "intent": null, + "eventDate": "2025-05-15", + "effectiveDate": "2025-05-15" +} \ No newline at end of file diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-cash-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-cash-output.json new file mode 100644 index 0000000000..58b7db1610 --- /dev/null +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-cash-output.json @@ -0,0 +1,831 @@ +{ + "eventDate" : "2025-05-15", + "effectiveDate" : "2025-05-15", + "instruction" : [ { + "primitiveInstruction" : { + "execution" : { + "product" : { + "taxonomy" : [ { + "source" : "ISDA", + "productQualifier" : "SecurityLending" + } ], + "economicTerms" : { + "effectiveDate" : { + "adjustableDate" : { + "unadjustedDate" : "2025-05-15", + "meta" : { + "globalKey" : "3f494f" + } + }, + "meta" : { + "globalKey" : "3f494f" + } + }, + "payout" : [ { + "AssetPayout" : { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "priceQuantity" : { + "quantitySchedule" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "AssetQuantity-1" + } + }, + "priceSchedule" : [ { + "address" : { + "scope" : "DOCUMENT", + "value" : "AssetPrice-1" + } + } ], + "meta" : { + "globalKey" : "0" + } + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "adjustedDate" : { + "value" : "2025-05-16", + "meta" : { + "globalKey" : "3f4950" + } + }, + "meta" : { + "globalKey" : "0" + } + }, + "meta" : { + "globalKey" : "0" + } + }, + "deliveryMethod" : "DeliveryVersusPayment" + } ], + "underlier" : { + "Instrument" : { + "Security" : { + "identifier" : [ { + "identifier" : { + "value" : "GB00BDR05C01" + }, + "identifierType" : "ISIN" + } ], + "instrumentType" : "Equity" + } + } + }, + "minimumFee" : { + "value" : 0, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "171b36" + } + } + }, + "meta" : { + "globalKey" : "26cea357" + } + } ], + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "collateralPosition" : [ { + "priceQuantity" : [ { + "price" : [ { + "value" : { + "value" : 0.01, + "unit" : { + "currency" : { + "value" : "GBP" + } + }, + "perUnitOf" : { + "currency" : { + "value" : "GBP" + } + }, + "priceType" : "InterestRate" + } + } ], + "quantity" : [ { + "value" : { + "value" : 9997122, + "unit" : { + "currency" : { + "value" : "GBP" + } + } + } + } ], + "meta" : { + "globalKey" : "e2ea69d8" + } + } ], + "product" : { + "TransferableProduct" : { + "Cash" : { + "identifier" : [ { + "identifier" : { + "value" : "GBP" + }, + "identifierType" : "CurrencyCode" + } ] + }, + "economicTerms" : { + "payout" : [ { + "InterestRatePayout" : { + "payerReceiver" : { + "payer" : "Party1", + "receiver" : "Party2" + }, + "priceQuantity" : { + "quantitySchedule" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "LoanValue-1" + } + }, + "priceSchedule" : [ { + "address" : { + "scope" : 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"Executed" + }, + "meta" : { + "globalKey" : "f941d6a9" + } + } ], + "meta" : { + "globalKey" : "b8c3f6a7" + } +} \ No newline at end of file diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-cash.md b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-cash.md new file mode 100644 index 0000000000..aef6ea7f62 --- /dev/null +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-cash.md @@ -0,0 +1,8 @@ +### Create Execution Business Event + +#### New Security Lending Trade against Cash collateral +- Execution is performed on `2025-05-15` between parties `UK Lender (Lender)` and `UK Borrower (Borrower)` +- `1000000` shares of ISIN `GB00BDR05C01` are lent at a price of `9.8011 GBP` per share +- `UK Borrower` gives `9997122 GBP` as collateral against the loan (2% margin) +- `UK Lender` must pay a rebate rate of `1%` on the cash they receive as collateral +- DVP Settlement is expected on `2025-05-16` diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-noncash-portfolio-input.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-noncash-portfolio-input.json new file mode 100644 index 0000000000..28c94520e5 --- /dev/null +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-noncash-portfolio-input.json @@ -0,0 +1,321 @@ +{ + "instruction": [ + { + "primitiveInstruction": { + "execution": { + "product": { + "economicTerms": { + "effectiveDate": { + "adjustableDate": { + "unadjustedDate": "2025-05-15" + } + }, + "payout": [ + { + "AssetPayout": { + "payerReceiver": { + "payer": "Party2", + "receiver": "Party1" + }, + "assetLeg": [ + { + "settlementDate": { + "adjustableDate": { + "adjustedDate": { + "value": "2025-05-16" + } + } + }, + "deliveryMethod": "FreeOfPayment" + } + ], + "underlier": { + "Instrument": { + "Security": { + "instrumentType": "Equity", + "identifier": [ + { + "identifier": { + "value": "GB00BDR05C01" + }, + "identifierType": "ISIN" + } + ] + } + } + }, + "minimumFee": { + "value": 10, + "unit": { + "currency": { + "value": "USD" + } + } + }, + "priceQuantity": { + "priceSchedule": [ + { + "address": { + "scope": "DOCUMENT", + "value": "LendingFee-1" + } + }, + { + "address": { + "scope": "DOCUMENT", + "value": "AssetPrice-1" + } + } + ], + "quantitySchedule": { + "address": { + "scope": "DOCUMENT", + "value": "AssetQuantity-1" + } + } + } + } + } + ], + "collateral": { + "collateralPortfolio": [ + { + "value": { + "portfolioIdentifier": { + "issuer": { + "value": "UK Broker" + }, + "assignedIdentifier": [ + { + "identifier": { + "value": "CollateralSchedule001" + } + } + ] + } + } + } + ], + "collateralProvisions": { + "collateralType": "NonCash" + } + } + } + }, + "priceQuantity": [ + { + "price": [ + { + "value": { + "value": 0.01, + "unit": { + "currency": { + "value": "GBP" + } + }, + "perUnitOf": { + "currency": { + "value": "GBP" + } + }, + "priceType": "InterestRate" + }, + "meta": { + "location": [ + { + "scope": "DOCUMENT", + "value": "LendingFee-1" + } + ] + } + } + ], + "quantity": [ + { + "value": { + "value": 9997122, + "unit": { + "currency": { + "value": "GBP" + } + } + }, + "meta": { + "location": [ + { + "scope": "DOCUMENT", + "value": "LoanValue-1" + } + ] + } + } + ], + "meta": { + "globalKey": "PriceQuantity-1" + } + }, + { + "price": [ + { + "value": { + "value": 9.8011, + "unit": { + "currency": { + "value": "GBP" + } + }, + "perUnitOf": { + "financialUnit": "Share" + }, + "priceType": "AssetPrice" + }, + "meta": { + "location": [ + { + "scope": "DOCUMENT", + "value": "AssetPrice-1" + } + ] + } + } + ], + "quantity": [ + { + "value": { + "value": 1000000, + "unit": { + "financialUnit": "Share" + } + }, + "meta": { + "location": [ + { + "scope": "DOCUMENT", + "value": "AssetQuantity-1" + } + ] + } + } + ], + "observable": { + "value": { + "Asset": { + "Instrument": { + "Security": { + "instrumentType": "Equity", + "identifier": [ + { + "identifier": { + "value": "GB00BDR05C01" + }, + "identifierType": "ISIN" + } + ] + } + } + } + }, + "meta": { + "location": [ + { + "scope": "DOCUMENT", + "value": "Observable-1" + } + ] + } + }, + "meta": { + "globalKey": "PriceQuantity-2" + } + } + ], + "counterparty": [ + { + "partyReference": { + "externalReference": "UKLender" + }, + "role": "Party1" + }, + { + "partyReference": { + "externalReference": "UKBroker" + }, + "role": "Party2" + } + ], + "parties": [ + { + "partyId": [ + { + "identifier": { + "value": "CP001LEI111111111111" + } + } + ], + "name": { + "value": "UK Lender" + }, + "meta": { + "globalKey": "1ef4886d", + "externalKey": "UKLender" + } + }, + { + "partyId": [ + { + "identifier": { + "value": "FM1LEI11111111111111" + } + } + ], + "name": { + "value": "UK Broker" + }, + "meta": { + "globalKey": "296093b7", + "externalKey": "UKBroker" + } + } + ], + "partyRoles": [ + { + "partyReference": { + "externalReference": "UKLender" + }, + "role": "Lender" + }, + { + "partyReference": { + "externalReference": "UKBroker" + }, + "role": "Borrower" + } + ], + "executionDetails": { + "executionType": "OnVenue" + }, + "tradeDate": { + "value": "2025-05-15" + }, + "tradeIdentifier": [ + { + "issuer": { + "value": "UK Broker" + }, + "assignedIdentifier": [ + { + "identifier": { + "value": "20445678222" + } + } + ] + } + ] + } + } + } + ], + "intent": null, + "eventDate": "2025-05-15", + "effectiveDate": "2025-05-15" +} \ No newline at end of file diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-noncash-portfolio-output.json b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-noncash-portfolio-output.json new file mode 100644 index 0000000000..77115f5383 --- /dev/null +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-noncash-portfolio-output.json @@ -0,0 +1,649 @@ +{ + "eventDate" : "2025-05-15", + "effectiveDate" : "2025-05-15", + "instruction" : [ { + "primitiveInstruction" : { + "execution" : { + "product" : { + "economicTerms" : { + "effectiveDate" : { + "adjustableDate" : { + "unadjustedDate" : "2025-05-15", + "meta" : { + "globalKey" : "3f494f" + } + }, + "meta" : { + "globalKey" : "3f494f" + } + }, + "payout" : [ { + "AssetPayout" : { + "payerReceiver" : { + "payer" : "Party2", + "receiver" : "Party1" + }, + "priceQuantity" : { + "quantitySchedule" : { + "address" : { + "scope" : "DOCUMENT", + "value" : "AssetQuantity-1" + } + }, + "priceSchedule" : [ { + "address" : { + "scope" : "DOCUMENT", + "value" : "LendingFee-1" + } + }, { + "address" : { + "scope" : "DOCUMENT", + "value" : "AssetPrice-1" + } + } ], + "meta" : { + "globalKey" : "0" + } + }, + "assetLeg" : [ { + "settlementDate" : { + "adjustableDate" : { + "adjustedDate" : { + "value" : "2025-05-16", + "meta" : { + "globalKey" : "3f4950" + } + }, + "meta" : { + "globalKey" : "0" + } + }, + "meta" : { + "globalKey" : "0" + } + }, + "deliveryMethod" : "FreeOfPayment" + } ], + "underlier" : { + "Instrument" : { + "Security" : { + "identifier" : [ { + "identifier" : { + "value" : "GB00BDR05C01" + }, + "identifierType" : "ISIN" + } ], + "instrumentType" : "Equity" + } + } + }, + "minimumFee" : { + "value" : 10, + "unit" : { + "currency" : { + "value" : "USD" + } + }, + "meta" : { + "globalKey" : "2c99ae7" + } + } + }, + "meta" : { + "globalKey" : "c942fe35" + } + } ], + "collateral" : { + "collateralPortfolio" : [ { + "value" : { + "portfolioIdentifier" : { + "issuer" : { + "value" : "UK Broker" + }, + "assignedIdentifier" : [ { + "identifier" : { + "value" : "CollateralSchedule001" + } + } ], + "meta" : { + "globalKey" : "262bf9c0" + } + }, + "meta" : { + "globalKey" : "262bf9c0" + } + } + } ], + "collateralProvisions" 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"globalKey" : "9e9a5f7f" + } + }, + "tradeLot" : [ { + "priceQuantity" : [ { + "price" : [ { + "value" : { + "value" : 0.01, + "unit" : { + "currency" : { + "value" : "GBP" + } + }, + "perUnitOf" : { + "currency" : { + "value" : "GBP" + } + }, + "priceType" : "InterestRate" + }, + "meta" : { + "location" : [ { + "scope" : "DOCUMENT", + "value" : "LendingFee-1" + } ] + } + } ], + "quantity" : [ { + "value" : { + "value" : 9997122, + "unit" : { + "currency" : { + "value" : "GBP" + } + } + }, + "meta" : { + "location" : [ { + "scope" : "DOCUMENT", + "value" : "LoanValue-1" + } ] + } + } ], + "meta" : { + "globalKey" : "7d2d5f14" + } + }, { + "price" : [ { + "value" : { + "value" : 9.8011, + "unit" : { + "currency" : { + "value" : "GBP" + } + }, + "perUnitOf" : { + "financialUnit" : "Share" + }, + "priceType" : "AssetPrice" + }, + "meta" : { + "location" : [ { + "scope" : "DOCUMENT", + "value" : "AssetPrice-1" + } ] + } + } ], + "quantity" : [ { + "value" : { + "value" : 1000000, + "unit" : { + "financialUnit" : "Share" + } + }, + "meta" : { + "location" : [ { + "scope" : "DOCUMENT", + "value" : "AssetQuantity-1" + } ] + } + } ], + "observable" : { + "value" : { + "Asset" : { + "Instrument" : { + "Security" : { + "identifier" : [ { + "identifier" : { + "value" : "GB00BDR05C01" + }, + "identifierType" : "ISIN" + } ], + "instrumentType" : "Equity" + } + } + } + }, + "meta" : { + "location" : [ { + "scope" : "DOCUMENT", + "value" : "Observable-1" + } ] + } + }, + "meta" : { + "globalKey" : "3c35adc3" + } + } ] + } ], + "counterparty" : [ { + "role" : "Party1", + "partyReference" : { + "globalReference" : "46475f52", + "externalReference" : "UKLender" + } + }, { + "role" : "Party2", + "partyReference" : { + "globalReference" : "676a4509", + "externalReference" : "UKBroker" + } + } ], + "tradeIdentifier" : [ { + "issuer" : { + "value" : "UK Broker" + }, + "assignedIdentifier" : [ { + "identifier" : { + "value" : "20445678222" + } + } ], + "meta" : { + "globalKey" : "4b475acf" + } + } ], + "tradeDate" : { + "value" : "2025-05-15", + "meta" : { + "globalKey" : "3f494f" + } + }, + "party" : [ { + "partyId" : [ { + "identifier" : { + "value" : "CP001LEI111111111111" + }, + "meta" : { + "globalKey" : "12818f8c" + } + } ], + "name" : { + "value" : "UK Lender" + }, + "meta" : { + "globalKey" : "46475f52", + "externalKey" : "UKLender" + } + }, { + "partyId" : [ { + "identifier" : { + "value" : "FM1LEI11111111111111" + }, + "meta" : { + "globalKey" : "87c4d1c6" + } + } ], + "name" : { + "value" : "UK Broker" + }, + "meta" : { + "globalKey" : "676a4509", + "externalKey" : "UKBroker" + } + } ], + "partyRole" : [ { + "partyReference" : { + "globalReference" : "46475f52", + "externalReference" : "UKLender" + }, + "role" : "Lender" + }, { + "partyReference" : { + "globalReference" : "676a4509", + "externalReference" : "UKBroker" + }, + "role" : "Borrower" + } ], + "executionDetails" : { + "executionType" : "OnVenue", + "meta" : { + "globalKey" : "d39bbbef" + } + }, + "meta" : { + "globalKey" : "a67ee18a" + } + }, + "state" : { + "positionState" : "Executed" + }, + "meta" : { + "globalKey" : "aab88e99" + } + } ], + "meta" : { + "globalKey" : "c438034d" + } +} \ No newline at end of file diff --git a/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-noncash-portfolio.md b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-noncash-portfolio.md new file mode 100644 index 0000000000..f7f9eb445d --- /dev/null +++ b/rosetta-source/src/main/resources/cdm-sample-files/functions/sec-lending/execution/execution-noncash-portfolio.md @@ -0,0 +1,8 @@ +### Create Execution Business Event + +#### New Security Lending Trade against Cash collateral +- Execution is performed on `2025-05-15` between parties `UK Lender (Agent Lender)` and `UK Borrower (Borrower)` +- `1000000` shares of ISIN `GB00BDR05C01` are lent at a price of `9.8011 GBP` per share +- `UK Borrower` gives other securities as collateral, referenced using the portfolio identifier `CollateralSchedule001` +- `UK Lender` charges a `1%` lending fee for the loan +- Settlement is expected on `2025-05-16` \ No newline at end of file