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Merge pull request #353 from ANNA-DSB/UAT-ETA-19-June-2024
Amendments to the Normalized JSON templates to address #352 - To be available in UAT environment on June 19, 2024
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...oducts/ISIN/Foreign_Exchange/Foreign_Exchange.Swap.FX_Swap.InstRefDataReporting.V1M2.json
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| { | ||
| "$schema": "http://json-schema.org/draft-04/schema#", | ||
| "title": "Foreign_Exchange.Swap.FX_Swap.InstRefDataReporting.V1M2", | ||
| "LastModifyDateTime": "2024-05-10T04:26:46", | ||
| "description": "Record template for Foreign_Exchange.Swap.FX_Swap", | ||
| "copyright": "Copyright © 2020 The Derivatives Service Bureau (DSB) Limited. All Rights Reserved.", | ||
| "type": "object", | ||
| "properties": { | ||
| "TemplateVersion": { | ||
| "title": "Template Version", | ||
| "description": "Template Version", | ||
| "type": "string" | ||
| }, | ||
| "Header": { | ||
| "title": "Header", | ||
| "type": "object", | ||
| "properties": { | ||
| "AssetClass": { | ||
| "title": "Asset Class", | ||
| "description": "As defined by CFI code: ISO 10962 (2015); Character #2", | ||
| "type": "string", | ||
| "enum": [ | ||
| "Foreign_Exchange" | ||
| ] | ||
| }, | ||
| "InstrumentType": { | ||
| "title": "Instrument Type", | ||
| "description": "As defined by CFI code: ISO 10962 (2015); Character #1", | ||
| "type": "string", | ||
| "enum": [ | ||
| "Swap" | ||
| ] | ||
| }, | ||
| "UseCase": { | ||
| "title": "Product", | ||
| "description": "Unique label that defines the product", | ||
| "type": "string", | ||
| "enum": [ | ||
| "FX_Swap" | ||
| ] | ||
| }, | ||
| "Level": { | ||
| "title": "Level", | ||
| "description": "Label assigned to the ISIN to describe its level in the hierarchy", | ||
| "type": "string", | ||
| "enum": [ | ||
| "InstRefDataReporting" | ||
| ] | ||
| } | ||
| }, | ||
| "required": [ | ||
| "AssetClass", | ||
| "InstrumentType", | ||
| "UseCase", | ||
| "Level" | ||
| ], | ||
| "additionalProperties": false | ||
| }, | ||
| "ISIN": { | ||
| "title": "Identifier", | ||
| "type": "object", | ||
| "properties": { | ||
| "ISIN": { | ||
| "title": "ISIN", | ||
| "description": "International Securities Identification Number (ISO 6166)", | ||
| "type": "string" | ||
| }, | ||
| "Status": { | ||
| "title": "Status", | ||
| "description": "Status of the Record", | ||
| "type": "string", | ||
| "enum": [ | ||
| "New", | ||
| "Updated", | ||
| "Expired", | ||
| "Deleted", | ||
| "Deprecated" | ||
| ], | ||
| "elaboration": { | ||
| "New": "New record added to the database", | ||
| "Updated": "One/several of the fields in the record is/are updated", | ||
| "Expired": "Record that has already matured relative of the specified Expiry Date", | ||
| "Deleted": "The identifier is deleted and no longer active", | ||
| "Deprecated": "The record does not meet the requirements of the product template" | ||
| } | ||
| }, | ||
| "StatusReason": { | ||
| "title": "Status Reason", | ||
| "description": "The reason for ISIN Status change", | ||
| "default": "", | ||
| "type": "string" | ||
| }, | ||
| "LastUpdateDateTime": { | ||
| "title": "Last Update DateTime", | ||
| "description": "Last Update DateTime", | ||
| "type": "string" | ||
| }, | ||
| "Parents": { | ||
| "title": "Parents", | ||
| "type": "object", | ||
| "properties": { | ||
| "UPI": { | ||
| "title": "UPI", | ||
| "description": "Unique Product Identifier as defined by ISO 4914", | ||
| "type": "string" | ||
| } | ||
| }, | ||
| "additionalProperties": false | ||
| } | ||
| }, | ||
| "required": [ | ||
| "ISIN", | ||
| "Status", | ||
| "LastUpdateDateTime" | ||
| ], | ||
| "additionalProperties": false | ||
| }, | ||
| "Derived": { | ||
| "title": "Derived", | ||
| "description": "Derived Attributes", | ||
| "type": "object", | ||
| "properties": { | ||
| "FullName": { | ||
| "title": "Full Name", | ||
| "description": "Full name of the financial instrument", | ||
| "type": "string" | ||
| }, | ||
| "ClassificationType": { | ||
| "title": "Classification Type", | ||
| "description": "Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority", | ||
| "type": "string" | ||
| }, | ||
| "CommodityDerivativeIndicator": { | ||
| "title": "Commodity Derivative Indicator", | ||
| "description": "Indication as to whether the financial instrument falls within the definition of commodities derivative under Article 2(1)(30) of Regulation (EU) No 600/2014 or is a derivative relating to emission allowances referred to in Section C(4) of Annex I to Directive 2014/65/EU", | ||
| "type": "string" | ||
| }, | ||
| "IssuerorOperatoroftheTradingVenueIdentifier": { | ||
| "title": "Issuer or Operator of the Trading Venue Identifier", | ||
| "description": "ISIN Issuer Long Name", | ||
| "type": "string" | ||
| }, | ||
| "ShortName": { | ||
| "title": "Short Name", | ||
| "description": "Short name of financial instrument in accordance with ISO 18774", | ||
| "type": "string" | ||
| }, | ||
| "FXType": { | ||
| "title": "FX Type", | ||
| "description": "Type of underlying currency", | ||
| "type": "string", | ||
| "enum": [ | ||
| "FXCR", | ||
| "FXEM", | ||
| "FXMJ" | ||
| ], | ||
| "elaboration": { | ||
| "FXCR": "Commodity attribute of type foreign exchange cross rate", | ||
| "FXEM": "Commodity attribute of type foreign exchange emerging markets", | ||
| "FXMJ": "Commodity attribute of type foreign exchange majors" | ||
| } | ||
| }, | ||
| "UnderlyingAssetType": { | ||
| "title": "Underlying Asset Type", | ||
| "description": "The type of the underlying asset as defined by CFI code: ISO 10962 (2015)", | ||
| "type": "string" | ||
| }, | ||
| "NotionalCurrency": { | ||
| "$ref": "../../codesets/ISOCurrencyCode.json", | ||
| "title": "Notional Currency", | ||
| "description": "Currency in which the notional is denominated. Usage: Within MiFIR, in the case of an interest rate or currency derivative contract, this will be the notional currency of leg 1 or the currency 1 of the pair. Within MiFIR, in the case of swaptions where the underlying swap is single-currency, this will be the notional currency of the underlying swap. For swaptions where the underlying is multi-currency, this will be the notional currency of leg 1 of the swap" | ||
| }, | ||
| "ExpiryDate": { | ||
| "title": "Expiry Date", | ||
| "description": "Expiry date of the instrument (YYYY-MM-DD)", | ||
| "type": "string", | ||
| "pattern": "^[0-9]{4}-[0-9]{2}-[0-9]{2}$", | ||
| "format": "date" | ||
| }, | ||
| "OtherNotionalCurrency": { | ||
| "$ref": "../../codesets/ISOCurrencyCode.json", | ||
| "title": "Other Notional Currency", | ||
| "description": "In the case of multi-currency or cross-currency swaps the currency in which leg 2 of the contract is denominated; For swaptions where the underlying swap is multi-currency, the currency in which leg 2 of the swap is denominated" | ||
| } | ||
| }, | ||
| "required": [ | ||
| "FullName", | ||
| "ClassificationType", | ||
| "CommodityDerivativeIndicator", | ||
| "IssuerorOperatoroftheTradingVenueIdentifier", | ||
| "ShortName", | ||
| "FXType", | ||
| "UnderlyingAssetType", | ||
| "NotionalCurrency", | ||
| "ExpiryDate", | ||
| "OtherNotionalCurrency" | ||
| ], | ||
| "additionalProperties": false | ||
| }, | ||
| "Attributes": { | ||
| "type": "object", | ||
| "properties": { | ||
| "InstrumentISINNearLeg": { | ||
| "title": "Instrument ISIN - Near Leg", | ||
| "description": "ISIN code of the underlying instrument - Near Leg", | ||
| "type": "string", | ||
| "pattern": "^[A-Z]{2}[A-Z0-9]{9}[0-9]$" | ||
| }, | ||
| "InstrumentISINFarLeg": { | ||
| "title": "Instrument ISIN - Far leg", | ||
| "description": "ISIN code of the underlying instrument - Far Leg", | ||
| "type": "string", | ||
| "pattern": "^[A-Z]{2}[A-Z0-9]{9}[0-9]$" | ||
| }, | ||
| "DeliveryType": { | ||
| "default": "PHYS", | ||
| "title": "Delivery Type", | ||
| "description": "The Delivery Type as defined by CFI code: ISO 10962 (2015)", | ||
| "type": "string", | ||
| "enum": [ | ||
| "PHYS", | ||
| "CASH" | ||
| ], | ||
| "elaboration": { | ||
| "PHYS": "the meeting of a settlement obligation under a derivative contract through the receipt or delivery of the actual underlying instrument(s) instead of through cash settlement", | ||
| "CASH": "synthetic options on foreign exchange (FX) forwards that are based on non-convertible or thinly traded currencies" | ||
| }, | ||
| "options": { | ||
| "enum_titles": [ | ||
| "Physical", | ||
| "Non-Deliverable" | ||
| ] | ||
| } | ||
| }, | ||
| "PriceMultiplier": { | ||
| "default": 1, | ||
| "title": "Price Multiplier", | ||
| "description": "Number of units of the underlying instrument represented by a single derivative contract. Number of units of the underlying instrument represented by a single derivative contract. For an option on an index, the amount per index point. For spreadbets the movement in the price of the underlying instrument on which the spreadbet is based", | ||
| "type": "number", | ||
| "minimum": 0, | ||
| "exclusiveMinimum": true | ||
| } | ||
| }, | ||
| "required": [ | ||
| "InstrumentISINNearLeg", | ||
| "InstrumentISINFarLeg", | ||
| "DeliveryType", | ||
| "PriceMultiplier" | ||
| ], | ||
| "additionalProperties": false | ||
| } | ||
| }, | ||
| "required": [ | ||
| "TemplateVersion", | ||
| "Header", | ||
| "ISIN", | ||
| "Derived", | ||
| "Attributes" | ||
| ], | ||
| "additionalProperties": false | ||
| } |
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