From 0f41221b2496035cbc8eabac48df8cbed71d7d0c Mon Sep 17 00:00:00 2001 From: Tracey Ibabao Date: Mon, 27 May 2024 10:53:07 +0800 Subject: [PATCH 1/2] Amendments to the Normalized JSON templates to address #352 - To be available in UAT environment on June 19, 2024 --- ...wap.FX_Swap.InstRefDataReporting.V1M2.json | 261 ++++ ...ble_FX_Swap.InstRefDataReporting.V1M2.json | 1287 +++++++++++++++++ ...nge.Swap.FX_Swap.InstRefDataReporting.json | 6 +- ...iverable_FX_Swap.InstRefDataReporting.json | 6 +- ...oreign_Exchange.Swap.FX_Swap.UPI.V1M2.json | 214 +++ ...Swap.Non_Deliverable_FX_Swap.UPI.V1M2.json | 725 ++++++++++ ...est.Foreign_Exchange.Swap.FX_Swap.UPI.json | 6 +- ...ange.Swap.Non_Deliverable_FX_Swap.UPI.json | 6 +- 8 files changed, 2499 insertions(+), 12 deletions(-) create mode 100644 UAT/OTC-Products/ISIN/Foreign_Exchange/Foreign_Exchange.Swap.FX_Swap.InstRefDataReporting.V1M2.json create mode 100644 UAT/OTC-Products/ISIN/Foreign_Exchange/Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.InstRefDataReporting.V1M2.json create mode 100644 UAT/OTC-Products/UPI/Foreign_Exchange/Foreign_Exchange.Swap.FX_Swap.UPI.V1M2.json create mode 100644 UAT/OTC-Products/UPI/Foreign_Exchange/Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.UPI.V1M2.json diff --git a/UAT/OTC-Products/ISIN/Foreign_Exchange/Foreign_Exchange.Swap.FX_Swap.InstRefDataReporting.V1M2.json b/UAT/OTC-Products/ISIN/Foreign_Exchange/Foreign_Exchange.Swap.FX_Swap.InstRefDataReporting.V1M2.json new file mode 100644 index 00000000..dfc145e0 --- /dev/null +++ b/UAT/OTC-Products/ISIN/Foreign_Exchange/Foreign_Exchange.Swap.FX_Swap.InstRefDataReporting.V1M2.json @@ -0,0 +1,261 @@ +{ + "$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 +} \ No newline at end of file diff --git a/UAT/OTC-Products/ISIN/Foreign_Exchange/Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.InstRefDataReporting.V1M2.json b/UAT/OTC-Products/ISIN/Foreign_Exchange/Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.InstRefDataReporting.V1M2.json new file mode 100644 index 00000000..ab6e2101 --- /dev/null +++ b/UAT/OTC-Products/ISIN/Foreign_Exchange/Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.InstRefDataReporting.V1M2.json @@ -0,0 +1,1287 @@ +{ + "$schema": "http://json-schema.org/draft-04/schema#", + "title": "Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.InstRefDataReporting.V1M2", + "LastModifyDateTime": "2024-05-10T04:26:46", + "description": "Record template for Foreign_Exchange.Swap.Non_Deliverable_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": [ + "Non_Deliverable_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}$", + "format": "date" + }, + "NearLegExpiryDate": { + "title": "Near Leg Expiry Date", + "description": "Expiry date of the instrument - near leg (YYYY-MM-DD)", + "type": "string", + "pattern": "^[0-9]{4}-[0-9]{2}-[0-9]{2}$", + "format": "date" + }, + "OtherNotionalCurrency": { + "$ref": "../../codesets/ISOCurrencyCode.json", + "title": "Other Notional Currency", + "description": "In the case of multi-currency or cross-currency swaps the currency in which leg 2 of the contract is denominated; For swaptions where the underlying swap is multi-currency, the currency in which leg 2 of the swap is denominated" + }, + "SettlementCurrency": { + "$ref": "../../codesets/ISOCurrencyCode.json", + "title": "Settlement Currency", + "description": "Settlement Currency" + }, + "PlaceofSettlement": { + "title": "Place of Settlement", + "description": "Place of Settlement", + "type": "string", + "enum": [ + "Afghanistan", + "Aland Islands", + "Albania", + "Algeria", + "American Samoa", + "Andorra", + "Angola", + "Anguilla", + "Antarctica", + "Antigua and Barbuda", + "Argentina", + "Armenia", + "Aruba", + "Australia", + "Austria", + "Azerbaijan", + "Bahamas", + "Bahrain", + "Bangladesh", + "Barbados", + "Belarus", + "Belgium", + "Belize", + "Benin", + "Bermuda", + "Bhutan", + "Bolivia, Plurinational State of", + "Bonaire, Sint Eustatius and Saba", + "Bosnia and Herzegovina", + "Botswana", + "Bouvet Island", + "Brazil", + "British Indian Ocean Territory", + "Brunei Darussalam", + "Bulgaria", + "Burkina Faso", + "Burundi", + "Cambodia", + "Cameroon", + "Canada", + "Cape Verde", + "Cayman Islands", + "Central African Republic", + "Chad", + "Chile", + "China", + "Christmas Island", + "Cocos (Keeling) Islands", + "Colombia", + "Comoros", + "Congo, the Democratic Republic of the", + "Congo", + "Cook Islands", + "Costa Rica", + "Cote d'Ivoire", + "Croatia", + "Cuba", + "Curacao", + "Cyprus", + "Czech Republic", + "Denmark", + "Djibouti", + "Dominica", + "Dominican Republic", + "Ecuador", + "Egypt", + "El Salvador", + "Equatorial Guinea", + "Eritrea", + "Estonia", + "Ethiopia", + "Falkland Islands (Malvinas)", + "Faroe Islands", + "Fiji", + "Finland", + "France", + "French Guiana", + "French Polynesia", + "French Southern Territories", + "Gabon", + "Gambia", + "Georgia", + "Germany", + "Ghana", + "Gibraltar", + "Greece", + "Greenland", + "Grenada", + "Guadeloupe", + "Guam", + "Guatemala", + "Guernsey", + "Guinea-Bissau", + "Guinea", + "Guyana", + "Haiti", + "Heard Island and McDonald Islands", + "Holy See (Vatican City State)", + "Honduras", + "Hong Kong", + "Hungary", + "Iceland", + "India", + "Indonesia", + "Iran, Islamic Republic of", + "Iraq", + "Ireland", + "Isle of Man", + "Israel", + "Italy", + "Jamaica", + "Japan", + "Jersey", + "Jordan", + "Kazakhstan", + "Kenya", + "Kiribati", + "Korea, Democratic People's Republic of", + "Korea, Republic of", + "Kuwait", + "Kyrgyzstan", + "Lao People's Democratic Republic", + "Latvia", + "Lebanon", + "Lesotho", + "Liberia", + "Libya", + "Liechtenstein", + "Lithuania", + "Luxembourg", + "Macao", + "Macedonia, the Former Yugoslav Republic of", + "Madagascar", + "Malawi", + "Malaysia", + "Maldives", + "Mali", + "Malta", + "Marshall Islands", + "Martinique", + "Mauritania", + "Mauritius", + "Mayotte", + "Mexico", + "Micronesia, Federated States of", + "Moldova, Republic of", + "Monaco", + "Mongolia", + "Montenegro", + "Montserrat", + "Morocco", + "Mozambique", + "Myanmar", + "Namibia", + "Nauru", + "Nepal", + "Netherlands", + "New Caledonia", + "New Zealand", + "Nicaragua", + "Niger", + "Nigeria", + "Niue", + "Norfolk Island", + "Northern Mariana Islands", + "Norway", + "Oman", + "Pakistan", + "Palau", + "Palestine, State of", + "Panama", + "Papua New Guinea", + "Paraguay", + "Peru", + "Philippines", + "Pitcairn", + "Poland", + "Portugal", + "Puerto Rico", + "Qatar", + "Reunion", + "Romania", + "Russian Federation", + "Rwanda", + "Saint Barthelemy", + "Saint Helena, Ascension and Tristan da Cunha", + "Saint Kitts and Nevis", + "Saint Lucia", + "Saint Martin (French part)", + "Saint Pierre and Miquelon", + "Saint Vincent and the Grenadines", + "Samoa", + "San Marino", + "Sao Tome and Principe", + "Saudi Arabia", + "Senegal", + "Serbia", + "Seychelles", + "Sierra Leone", + "Singapore", + "Sint Maarten (Dutch part)", + "Slovakia", + "Slovenia", + "Solomon Islands", + "Somalia", + "South Africa", + "South Georgia and the South Sandwich Islands", + "South Sudan", + "Spain", + "Sri Lanka", + "Sudan", + "Suriname", + "Svalbard and Jan Mayen", + "Swaziland", + "Sweden", + "Switzerland", + "Syrian Arab Republic", + "Taiwan, Province of China", + "Tajikistan", + "Tanzania, United Republic of", + "Thailand", + "Timor-Leste", + "Togo", + "Tokelau", + "Tonga", + "Trinidad and Tobago", + "Tunisia", + "Turkey", + "Turkmenistan", + "Turks and Caicos Islands", + "Tuvalu", + "Uganda", + "Ukraine", + "United Arab Emirates", + "United Kingdom", + "United States Minor Outlying Islands", + "United States", + "Uruguay", + "Uzbekistan", + "Vanuatu", + "Venezuela, Bolivarian Republic of", + "Viet Nam", + "Virgin Islands, British", + "Virgin Islands, U.S.", + "Wallis and Futuna", + "Western Sahara", + "Yemen", + "Zambia", + "Zimbabwe" + ], + "elaboration": { + "Afghanistan": "Afghanistan", + "Aland Islands": "Aland Islands", + "Albania": "Albania", + "Algeria": "Algeria", + "American Samoa": "American Samoa", + "Andorra": "Andorra", + "Angola": "Angola", + "Anguilla": "Anguilla", + "Antarctica": "Antarctica", + "Antigua and Barbuda": "Antigua and Barbuda", + "Argentina": "Argentina", + "Armenia": "Armenia", + "Aruba": "Aruba", + "Australia": "Australia", + "Austria": "Austria", + "Azerbaijan": "Azerbaijan", + "Bahamas": "Bahamas", + "Bahrain": "Bahrain", + "Bangladesh": "Bangladesh", + "Barbados": "Barbados", + "Belarus": "Belarus", + "Belgium": "Belgium", + "Belize": "Belize", + "Benin": "Benin", + "Bermuda": "Bermuda", + "Bhutan": "Bhutan", + "Bolivia, Plurinational State of": "Bolivia, Plurinational State of", + "Bonaire, Sint Eustatius and Saba": "Bonaire, Sint Eustatius and Saba", + "Bosnia and Herzegovina": "Bosnia and Herzegovina", + "Botswana": "Botswana", + "Bouvet Island": "Bouvet Island", + "Brazil": "Brazil", + "British Indian Ocean Territory": "British Indian Ocean Territory", + "Brunei Darussalam": "Brunei Darussalam", + "Bulgaria": "Bulgaria", + "Burkina Faso": "Burkina Faso", + "Burundi": "Burundi", + "Cambodia": "Cambodia", + "Cameroon": "Cameroon", + "Canada": "Canada", + "Cape Verde": "Cape Verde", + "Cayman Islands": "Cayman Islands", + "Central African Republic": "Central African Republic", + "Chad": "Chad", + "Chile": "Chile", + "China": "China", + "Christmas Island": "Christmas Island", + "Cocos (Keeling) Islands": "Cocos (Keeling) Islands", + "Colombia": "Colombia", + "Comoros": "Comoros", + "Congo, the Democratic Republic of the": "Congo, the Democratic Republic of the", + "Congo": "Congo", + "Cook Islands": "Cook Islands", + "Costa Rica": "Costa Rica", + "Cote d'Ivoire": "Cote d'Ivoire", + "Croatia": "Croatia", + "Cuba": "Cuba", + "Curacao": "Curacao", + "Cyprus": "Cyprus", + "Czech Republic": "Czech Republic", + "Denmark": "Denmark", + "Djibouti": "Djibouti", + "Dominica": "Dominica", + "Dominican Republic": "Dominican Republic", + "Ecuador": "Ecuador", + "Egypt": "Egypt", + "El Salvador": "El Salvador", + "Equatorial Guinea": "Equatorial Guinea", + "Eritrea": "Eritrea", + "Estonia": "Estonia", + "Ethiopia": "Ethiopia", + "Falkland Islands (Malvinas)": "Falkland Islands (Malvinas)", + "Faroe Islands": "Faroe Islands", + "Fiji": "Fiji", + "Finland": "Finland", + "France": "France", + "French Guiana": "French Guiana", + "French Polynesia": "French Polynesia", + "French Southern Territories": "French Southern Territories", + "Gabon": "Gabon", + "Gambia": "Gambia", + "Georgia": "Georgia", + "Germany": "Germany", + "Ghana": "Ghana", + "Gibraltar": "Gibraltar", + "Greece": "Greece", + "Greenland": "Greenland", + "Grenada": "Grenada", + "Guadeloupe": "Guadeloupe", + "Guam": "Guam", + "Guatemala": "Guatemala", + "Guernsey": "Guernsey", + "Guinea-Bissau": "Guinea-Bissau", + "Guinea": "Guinea", + "Guyana": "Guyana", + "Haiti": "Haiti", + "Heard Island and McDonald Islands": "Heard Island and McDonald Islands", + "Holy See (Vatican City State)": "Holy See (Vatican City State)", + "Honduras": "Honduras", + "Hong Kong": "Hong Kong", + "Hungary": "Hungary", + "Iceland": "Iceland", + "India": "India", + "Indonesia": "Indonesia", + "Iran, Islamic Republic of": "Iran, Islamic Republic of", + "Iraq": "Iraq", + "Ireland": "Ireland", + "Isle of Man": "Isle of Man", + "Israel": "Israel", + "Italy": "Italy", + "Jamaica": "Jamaica", + "Japan": "Japan", + "Jersey": "Jersey", + "Jordan": "Jordan", + "Kazakhstan": "Kazakhstan", + "Kenya": "Kenya", + "Kiribati": "Kiribati", + "Korea, Democratic People's Republic of": "Korea, Democratic People's Republic of", + "Korea, Republic of": "Korea, Republic of", + "Kuwait": "Kuwait", + "Kyrgyzstan": "Kyrgyzstan", + "Lao People's Democratic Republic": "Lao People's Democratic Republic", + "Latvia": "Latvia", + "Lebanon": "Lebanon", + "Lesotho": "Lesotho", + "Liberia": "Liberia", + "Libya": "Libya", + "Liechtenstein": "Liechtenstein", + "Lithuania": "Lithuania", + "Luxembourg": "Luxembourg", + "Macao": "Macao", + "Macedonia, the Former Yugoslav Republic of": "Macedonia, the Former Yugoslav Republic of", + "Madagascar": "Madagascar", + "Malawi": "Malawi", + "Malaysia": "Malaysia", + "Maldives": "Maldives", + "Mali": "Mali", + "Malta": "Malta", + "Marshall Islands": "Marshall Islands", + "Martinique": "Martinique", + "Mauritania": "Mauritania", + "Mauritius": "Mauritius", + "Mayotte": "Mayotte", + "Mexico": "Mexico", + "Micronesia, Federated States of": "Micronesia, Federated States of", + "Moldova, Republic of": "Moldova, Republic of", + "Monaco": "Monaco", + "Mongolia": "Mongolia", + "Montenegro": "Montenegro", + "Montserrat": "Montserrat", + "Morocco": "Morocco", + "Mozambique": "Mozambique", + "Myanmar": "Myanmar", + "Namibia": "Namibia", + "Nauru": "Nauru", + "Nepal": "Nepal", + "Netherlands": "Netherlands", + "New Caledonia": "New Caledonia", + "New Zealand": "New Zealand", + "Nicaragua": "Nicaragua", + "Niger": "Niger", + "Nigeria": "Nigeria", + "Niue": "Niue", + "Norfolk Island": "Norfolk Island", + "Northern Mariana Islands": "Northern Mariana Islands", + "Norway": "Norway", + "Oman": "Oman", + "Pakistan": "Pakistan", + "Palau": "Palau", + "Palestine, State of": "Palestine, State of", + "Panama": "Panama", + "Papua New Guinea": "Papua New Guinea", + "Paraguay": "Paraguay", + "Peru": "Peru", + "Philippines": "Philippines", + "Pitcairn": "Pitcairn", + "Poland": "Poland", + "Portugal": "Portugal", + "Puerto Rico": "Puerto Rico", + "Qatar": "Qatar", + "Reunion": "Reunion", + "Romania": "Romania", + "Russian Federation": "Russian Federation", + "Rwanda": "Rwanda", + "Saint Barthelemy": "Saint Barthelemy", + "Saint Helena, Ascension and Tristan da Cunha": "Saint Helena, Ascension and Tristan da Cunha", + "Saint Kitts and Nevis": "Saint Kitts and Nevis", + "Saint Lucia": "Saint Lucia", + "Saint Martin (French part)": "Saint Martin (French part)", + "Saint Pierre and Miquelon": "Saint Pierre and Miquelon", + "Saint Vincent and the Grenadines": "Saint Vincent and the Grenadines", + "Samoa": "Samoa", + "San Marino": "San Marino", + "Sao Tome and Principe": "Sao Tome and Principe", + "Saudi Arabia": "Saudi Arabia", + "Senegal": "Senegal", + "Serbia": "Serbia", + "Seychelles": "Seychelles", + "Sierra Leone": "Sierra Leone", + "Singapore": "Singapore", + "Sint Maarten (Dutch part)": "Sint Maarten (Dutch part)", + "Slovakia": "Slovakia", + "Slovenia": "Slovenia", + "Solomon Islands": "Solomon Islands", + "Somalia": "Somalia", + "South Africa": "South Africa", + "South Georgia and the South Sandwich Islands": "South Georgia and the South Sandwich Islands", + "South Sudan": "South Sudan", + "Spain": "Spain", + "Sri Lanka": "Sri Lanka", + "Sudan": "Sudan", + "Suriname": "Suriname", + "Svalbard and Jan Mayen": "Svalbard and Jan Mayen", + "Swaziland": "Swaziland", + "Sweden": "Sweden", + "Switzerland": "Switzerland", + "Syrian Arab Republic": "Syrian Arab Republic", + "Taiwan, Province of China": "Taiwan, Province of China", + "Tajikistan": "Tajikistan", + "Tanzania, United Republic of": "Tanzania, United Republic of", + "Thailand": "Thailand", + "Timor-Leste": "Timor-Leste", + "Togo": "Togo", + "Tokelau": "Tokelau", + "Tonga": "Tonga", + "Trinidad and Tobago": "Trinidad and Tobago", + "Tunisia": "Tunisia", + "Turkey": "Turkey", + "Turkmenistan": "Turkmenistan", + "Turks and Caicos Islands": "Turks and Caicos Islands", + "Tuvalu": "Tuvalu", + "Uganda": "Uganda", + "Ukraine": "Ukraine", + "United Arab Emirates": "United Arab Emirates", + "United Kingdom": "United Kingdom", + "United States Minor Outlying Islands": "United States Minor Outlying Islands", + "United States": "United States", + "Uruguay": "Uruguay", + "Uzbekistan": "Uzbekistan", + "Vanuatu": "Vanuatu", + "Venezuela, Bolivarian Republic of": "Venezuela, Bolivarian Republic of", + "Viet Nam": "Viet Nam", + "Virgin Islands, British": "Virgin Islands, British", + "Virgin Islands, U.S.": "Virgin Islands, U.S.", + "Wallis and Futuna": "Wallis and Futuna", + "Western Sahara": "Western Sahara", + "Yemen": "Yemen", + "Zambia": "Zambia", + "Zimbabwe": "Zimbabwe" + } + }, + "ISOPlaceofSettlement": { + "title": "ISO Place of Settlement", + "description": "ISO Place of Settlement", + "type": "string", + "enum": [ + "AD", + "AE", + "AF", + "AG", + "AI", + "AL", + "AM", + "AO", + "AQ", + "AR", + "AS", + "AT", + "AU", + "AW", + "AX", + "AZ", + "BA", + "BB", + "BD", + "BE", + "BF", + "BG", + "BH", + "BI", + "BJ", + "BL", + "BM", + "BN", + "BO", + "BQ", + "BR", + "BS", + "BT", + "BV", + "BW", + "BY", + "BZ", + "CA", + "CC", + "CD", + "CF", + "CG", + "CH", + "CI", + "CK", + "CL", + "CM", + "CN", + "CO", + "CR", + "CU", + "CV", + "CW", + "CX", + "CY", + "CZ", + "DE", + "DJ", + "DK", + "DM", + "DO", + "DZ", + "EC", + "EE", + "EG", + "EH", + "ER", + "ES", + "ET", + "FI", + "FJ", + "FK", + "FM", + "FO", + "FR", + "GA", + "GB", + "GD", + "GE", + "GF", + "GG", + "GH", + "GI", + "GL", + "GM", + "GN", + "GP", + "GQ", + "GR", + "GS", + "GT", + "GU", + "GW", + "GY", + "HK", + "HM", + "HN", + "HR", + "HT", + "HU", + "ID", + "IE", + "IL", + "IM", + "IN", + "IO", + "IQ", + "IR", + "IS", + "IT", + "JE", + "JM", + "JO", + "JP", + "KE", + "KG", + "KH", + "KI", + "KM", + "KN", + "KP", + "KR", + "KW", + "KY", + "KZ", + "LA", + "LB", + "LC", + "LI", + "LK", + "LR", + "LS", + "LT", + "LU", + "LV", + "LY", + "MA", + "MC", + "MD", + "ME", + "MF", + "MG", + "MH", + "MK", + "ML", + "MM", + "MN", + "MO", + "MP", + "MQ", + "MR", + "MS", + "MT", + "MU", + "MV", + "MW", + "MX", + "MY", + "MZ", + "NA", + "NC", + "NE", + "NF", + "NG", + "NI", + "NL", + "NO", + "NP", + "NR", + "NU", + "NZ", + "OM", + "PA", + "PE", + "PF", + "PG", + "PH", + "PK", + "PL", + "PM", + "PN", + "PR", + "PS", + "PT", + "PW", + "PY", + "QA", + "RE", + "RO", + "RS", + "RU", + "RW", + "SA", + "SB", + "SC", + "SD", + "SE", + "SG", + "SH", + "SI", + "SJ", + "SK", + "SL", + "SM", + "SN", + "SO", + "SR", + "SS", + "ST", + "SV", + "SX", + "SY", + "SZ", + "TC", + "TD", + "TF", + "TG", + "TH", + "TJ", + "TK", + "TL", + "TM", + "TN", + "TO", + "TR", + "TT", + "TV", + "TW", + "TZ", + "UA", + "UG", + "UM", + "US", + "UY", + "UZ", + "VA", + "VC", + "VE", + "VG", + "VI", + "VN", + "VU", + "WF", + "WS", + "YE", + "YT", + "ZA", + "ZM", + "ZW" + ], + "elaboration": { + "AD": "AD", + "AE": "AE", + "AF": "AF", + "AG": "AG", + "AI": "AI", + "AL": "AL", + "AM": "AM", + "AO": "AO", + "AQ": "AQ", + "AR": "AR", + "AS": "AS", + "AT": "AT", + "AU": "AU", + "AW": "AW", + "AX": "AX", + "AZ": "AZ", + "BA": "BA", + "BB": "BB", + "BD": "BD", + "BE": "BE", + "BF": "BF", + "BG": "BG", + "BH": "BH", + "BI": "BI", + "BJ": "BJ", + "BL": "BL", + "BM": "BM", + "BN": "BN", + "BO": "BO", + "BQ": "BQ", + "BR": "BR", + "BS": "BS", + "BT": "BT", + "BV": "BV", + "BW": "BW", + "BY": "BY", + "BZ": "BZ", + "CA": "CA", + "CC": "CC", + "CD": "CD", + "CF": "CF", + "CG": "CG", + "CH": "CH", + "CI": "CI", + "CK": "CK", + "CL": "CL", + "CM": "CM", + "CN": "CN", + "CO": "CO", + "CR": "CR", + "CU": "CU", + "CV": "CV", + "CW": "CW", + "CX": "CX", + "CY": "CY", + "CZ": "CZ", + "DE": "DE", + "DJ": "DJ", + "DK": "DK", + "DM": "DM", + "DO": "DO", + "DZ": "DZ", + "EC": "EC", + "EE": "EE", + "EG": "EG", + "EH": "EH", + "ER": "ER", + "ES": "ES", + "ET": "ET", + "FI": "FI", + "FJ": "FJ", + "FK": "FK", + "FM": "FM", + "FO": "FO", + "FR": "FR", + "GA": "GA", + "GB": "GB", + "GD": "GD", + "GE": "GE", + "GF": "GF", + "GG": "GG", + "GH": "GH", + "GI": "GI", + "GL": "GL", + "GM": "GM", + "GN": "GN", + "GP": "GP", + "GQ": "GQ", + "GR": "GR", + "GS": "GS", + "GT": "GT", + "GU": "GU", + "GW": "GW", + "GY": "GY", + "HK": "HK", + "HM": "HM", + "HN": "HN", + "HR": "HR", + "HT": "HT", + "HU": "HU", + "ID": "ID", + "IE": "IE", + "IL": "IL", + "IM": "IM", + "IN": "IN", + "IO": "IO", + "IQ": "IQ", + "IR": "IR", + "IS": "IS", + "IT": "IT", + "JE": "JE", + "JM": "JM", + "JO": "JO", + "JP": "JP", + "KE": "KE", + "KG": "KG", + "KH": "KH", + "KI": "KI", + "KM": "KM", + "KN": "KN", + "KP": "KP", + "KR": "KR", + "KW": "KW", + "KY": "KY", + "KZ": "KZ", + "LA": "LA", + "LB": "LB", + "LC": "LC", + "LI": "LI", + "LK": "LK", + "LR": "LR", + "LS": "LS", + "LT": "LT", + "LU": "LU", + "LV": "LV", + "LY": "LY", + "MA": "MA", + "MC": "MC", + "MD": "MD", + "ME": "ME", + "MF": "MF", + "MG": "MG", + "MH": "MH", + "MK": "MK", + "ML": "ML", + "MM": "MM", + "MN": "MN", + "MO": "MO", + "MP": "MP", + "MQ": "MQ", + "MR": "MR", + "MS": "MS", + "MT": "MT", + "MU": "MU", + "MV": "MV", + "MW": "MW", + "MX": "MX", + "MY": "MY", + "MZ": "MZ", + "NA": "NA", + "NC": "NC", + "NE": "NE", + "NF": "NF", + "NG": "NG", + "NI": "NI", + "NL": "NL", + "NO": "NO", + "NP": "NP", + "NR": "NR", + "NU": "NU", + "NZ": "NZ", + "OM": "OM", + "PA": "PA", + "PE": "PE", + "PF": "PF", + "PG": "PG", + "PH": "PH", + "PK": "PK", + "PL": "PL", + "PM": "PM", + "PN": "PN", + "PR": "PR", + "PS": "PS", + "PT": "PT", + "PW": "PW", + "PY": "PY", + "QA": "QA", + "RE": "RE", + "RO": "RO", + "RS": "RS", + "RU": "RU", + "RW": "RW", + "SA": "SA", + "SB": "SB", + "SC": "SC", + "SD": "SD", + "SE": "SE", + "SG": "SG", + "SH": "SH", + "SI": "SI", + "SJ": "SJ", + "SK": "SK", + "SL": "SL", + "SM": "SM", + "SN": "SN", + "SO": "SO", + "SR": "SR", + "SS": "SS", + "ST": "ST", + "SV": "SV", + "SX": "SX", + "SY": "SY", + "SZ": "SZ", + "TC": "TC", + "TD": "TD", + "TF": "TF", + "TG": "TG", + "TH": "TH", + "TJ": "TJ", + "TK": "TK", + "TL": "TL", + "TM": "TM", + "TN": "TN", + "TO": "TO", + "TR": "TR", + "TT": "TT", + "TV": "TV", + "TW": "TW", + "TZ": "TZ", + "UA": "UA", + "UG": "UG", + "UM": "UM", + "US": "US", + "UY": "UY", + "UZ": "UZ", + "VA": "VA", + "VC": "VC", + "VE": "VE", + "VG": "VG", + "VI": "VI", + "VN": "VN", + "VU": "VU", + "WF": "WF", + "WS": "WS", + "YE": "YE", + "YT": "YT", + "ZA": "ZA", + "ZM": "ZM", + "ZW": "ZW" + } + } + }, + "required": [ + "FullName", + "ClassificationType", + "CommodityDerivativeIndicator", + "IssuerorOperatoroftheTradingVenueIdentifier", + "ShortName", + "FXType", + "UnderlyingAssetType", + "NotionalCurrency", + "ExpiryDate", + "NearLegExpiryDate", + "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": { + "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 +} \ No newline at end of file diff --git a/UAT/OTC-Products/ISIN/Foreign_Exchange/Request.Foreign_Exchange.Swap.FX_Swap.InstRefDataReporting.json b/UAT/OTC-Products/ISIN/Foreign_Exchange/Request.Foreign_Exchange.Swap.FX_Swap.InstRefDataReporting.json index 56dc1d4b..2b072937 100644 --- a/UAT/OTC-Products/ISIN/Foreign_Exchange/Request.Foreign_Exchange.Swap.FX_Swap.InstRefDataReporting.json +++ b/UAT/OTC-Products/ISIN/Foreign_Exchange/Request.Foreign_Exchange.Swap.FX_Swap.InstRefDataReporting.json @@ -1,7 +1,7 @@ { "$schema": "http://json-schema.org/draft-04/schema#", "title": "Request.Foreign_Exchange.Swap.FX_Swap.InstRefDataReporting", - "LastModifyDateTime": "2022-05-17T14:49:44", + "LastModifyDateTime": "2024-05-10T04:26:46", "description": "Request template for Foreign_Exchange Swap FX_Swap", "copyright": "Copyright © 2020 The Derivatives Service Bureau (DSB) Limited. All Rights Reserved.", "type": "object", @@ -73,11 +73,11 @@ "type": "string", "enum": [ "PHYS", - "OPTL" + "CASH" ], "elaboration": { "PHYS": "the meeting of a settlement obligation under a derivative contract through the receipt or delivery of the actual underlying instrument(s) instead of through cash settlement", - "OPTL": "synthetic options on foreign exchange (FX) forwards that are based on non-convertible or thinly traded currencies" + "CASH": "synthetic options on foreign exchange (FX) forwards that are based on non-convertible or thinly traded currencies" }, "options": { "enum_titles": [ diff --git a/UAT/OTC-Products/ISIN/Foreign_Exchange/Request.Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.InstRefDataReporting.json b/UAT/OTC-Products/ISIN/Foreign_Exchange/Request.Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.InstRefDataReporting.json index 954f3e59..30113c3e 100644 --- a/UAT/OTC-Products/ISIN/Foreign_Exchange/Request.Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.InstRefDataReporting.json +++ b/UAT/OTC-Products/ISIN/Foreign_Exchange/Request.Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.InstRefDataReporting.json @@ -1,7 +1,7 @@ { "$schema": "http://json-schema.org/draft-04/schema#", "title": "Request.Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.InstRefDataReporting", - "LastModifyDateTime": "2022-05-17T14:49:44", + "LastModifyDateTime": "2024-05-10T04:26:46", "description": "Request template for Foreign_Exchange Swap Non_Deliverable_FX_Swap", "copyright": "Copyright © 2020 The Derivatives Service Bureau (DSB) Limited. All Rights Reserved.", "type": "object", @@ -72,11 +72,11 @@ "type": "string", "enum": [ "PHYS", - "OPTL" + "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", - "OPTL": "synthetic options on foreign exchange (FX) forwards that are based on non-convertible or thinly traded currencies" + "CASH": "synthetic options on foreign exchange (FX) forwards that are based on non-convertible or thinly traded currencies" }, "options": { "enum_titles": [ diff --git a/UAT/OTC-Products/UPI/Foreign_Exchange/Foreign_Exchange.Swap.FX_Swap.UPI.V1M2.json b/UAT/OTC-Products/UPI/Foreign_Exchange/Foreign_Exchange.Swap.FX_Swap.UPI.V1M2.json new file mode 100644 index 00000000..db849651 --- /dev/null +++ b/UAT/OTC-Products/UPI/Foreign_Exchange/Foreign_Exchange.Swap.FX_Swap.UPI.V1M2.json @@ -0,0 +1,214 @@ +{ + "$schema": "http://json-schema.org/draft-04/schema#", + "title": "Foreign_Exchange.Swap.FX_Swap.UPI.V1M2", + "LastModifyDateTime": "2024-05-10T05:10:57", + "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", + "integer" + ] + }, + "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": { + "description": "Label assigned to the UPI to describe its level in the hierarchy", + "title": "Level", + "type": "string", + "enum": [ + "UPI" + ] + } + }, + "required": [ + "AssetClass", + "InstrumentType", + "UseCase", + "Level" + ], + "additionalProperties": false + }, + "Identifier": { + "title": "Identifier", + "type": "object", + "properties": { + "UPI": { + "title": "UPI", + "description": "Unique Product Identifier (ISO 4914).", + "type": "string" + }, + "Status": { + "title": "Status", + "description": "Status of the Record", + "type": "string", + "enum": [ + "New", + "Updated", + "Deleted", + "Deprecated" + ], + "elaboration": { + "New": "New record added to the database", + "Updated": "One/several of the fields in the record is/are updated", + "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 UPI Status change", + "default": "", + "type": "string" + }, + "LastUpdateDateTime": { + "title": "Last Update DateTime", + "description": "Last Update DateTime", + "type": "string" + } + }, + "required": [ + "UPI", + "Status", + "LastUpdateDateTime" + ], + "additionalProperties": false + }, + "Derived": { + "title": "Derived", + "description": "Derived Attributes", + "type": "object", + "properties": { + "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" + }, + "ShortName": { + "title": "Short Name", + "description": "Short name of financial instrument in accordance with ISO 18774", + "type": "string" + }, + "UnderlierName": { + "title": "Underlier Name", + "description": "Underlier Name", + "type": "string" + }, + "UnderlyingAssetType": { + "title": "Underlying Asset Type", + "description": "The type of the underlying asset as defined by CFI code: ISO 10962 (2015)", + "type": "string" + }, + "CFIDeliveryType": { + "title": "CFI Delivery Type", + "description": "The Delivery Type as defined by CFI code: ISO 10962", + "type": "string", + "enum": [ + "Cash", + "Physical", + "Non-Deliverable" + ], + "elaboration": { + "Cash": "As defined by CFI Code: ISO 10962", + "Physical": "As defined by CFI Code: ISO 10962", + "Non-Deliverable": "As defined by CFI Code: ISO 10962" + }, + "options": { + "enum_titles": [ + "Cash", + "Physical", + "Non-Deliverable" + ] + } + } + }, + "required": [ + "ClassificationType", + "ShortName", + "UnderlierName", + "UnderlyingAssetType", + "CFIDeliveryType" + ], + "additionalProperties": false + }, + "Attributes": { + "type": "object", + "properties": { + "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" + }, + "OtherNotionalCurrency": { + "$ref": "../../codesets/ISOCurrencyCode.json", + "title": "Other Notional Currency", + "description": "In the case of multi-currency or cross-currency swaps the currency in which leg 2 of the contract is denominated; For swaptions where the underlying swap is multi-currency, the currency in which leg 2 of the swap is denominated" + }, + "DeliveryType": { + "default": "PHYS", + "title": "Delivery Type", + "description": "The Delivery Type as defined by CFI code: ISO 10962 (2015)", + "type": "string", + "enum": [ + "PHYS", + "CASH" + ], + "elaboration": { + "PHYS": "the meeting of a settlement obligation under a derivative contract through the receipt or delivery of the actual underlying instrument(s) instead of through cash settlement", + "CASH": "synthetic options on foreign exchange (FX) forwards that are based on non-convertible or thinly traded currencies" + }, + "options": { + "enum_titles": [ + "Physical", + "Non-Deliverable" + ] + } + } + }, + "required": [ + "NotionalCurrency", + "OtherNotionalCurrency", + "DeliveryType" + ], + "additionalProperties": false + } + }, + "required": [ + "TemplateVersion", + "Header", + "Identifier", + "Derived", + "Attributes" + ], + "additionalProperties": false +} \ No newline at end of file diff --git a/UAT/OTC-Products/UPI/Foreign_Exchange/Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.UPI.V1M2.json b/UAT/OTC-Products/UPI/Foreign_Exchange/Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.UPI.V1M2.json new file mode 100644 index 00000000..fbc7a05c --- /dev/null +++ b/UAT/OTC-Products/UPI/Foreign_Exchange/Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.UPI.V1M2.json @@ -0,0 +1,725 @@ +{ + "$schema": "http://json-schema.org/draft-04/schema#", + "title": "Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.UPI.V1M2", + "LastModifyDateTime": "2024-05-10T05:10:57", + "description": "Record template for Foreign_Exchange.Swap.Non_Deliverable_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", + "integer" + ] + }, + "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": [ + "Non_Deliverable_FX_Swap" + ] + }, + "Level": { + "description": "Label assigned to the UPI to describe its level in the hierarchy", + "title": "Level", + "type": "string", + "enum": [ + "UPI" + ] + } + }, + "required": [ + "AssetClass", + "InstrumentType", + "UseCase", + "Level" + ], + "additionalProperties": false + }, + "Identifier": { + "title": "Identifier", + "type": "object", + "properties": { + "UPI": { + "title": "UPI", + "description": "Unique Product Identifier (ISO 4914).", + "type": "string" + }, + "Status": { + "title": "Status", + "description": "Status of the Record", + "type": "string", + "enum": [ + "New", + "Updated", + "Deleted", + "Deprecated" + ], + "elaboration": { + "New": "New record added to the database", + "Updated": "One/several of the fields in the record is/are updated", + "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 UPI Status change", + "default": "", + "type": "string" + }, + "LastUpdateDateTime": { + "title": "Last Update DateTime", + "description": "Last Update DateTime", + "type": "string" + } + }, + "required": [ + "UPI", + "Status", + "LastUpdateDateTime" + ], + "additionalProperties": false + }, + "Derived": { + "title": "Derived", + "description": "Derived Attributes", + "type": "object", + "properties": { + "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" + }, + "ShortName": { + "title": "Short Name", + "description": "Short name of financial instrument in accordance with ISO 18774", + "type": "string" + }, + "UnderlierName": { + "title": "Underlier Name", + "description": "Underlier Name", + "type": "string" + }, + "UnderlyingAssetType": { + "title": "Underlying Asset Type", + "description": "The type of the underlying asset as defined by CFI code: ISO 10962 (2015)", + "type": "string" + }, + "CFIDeliveryType": { + "title": "CFI Delivery Type", + "description": "The Delivery Type as defined by CFI code: ISO 10962", + "type": "string", + "enum": [ + "Cash", + "Physical", + "Non-Deliverable" + ], + "elaboration": { + "Cash": "As defined by CFI Code: ISO 10962", + "Physical": "As defined by CFI Code: ISO 10962", + "Non-Deliverable": "As defined by CFI Code: ISO 10962" + }, + "options": { + "enum_titles": [ + "Cash", + "Physical", + "Non-Deliverable" + ] + } + } + }, + "required": [ + "ClassificationType", + "ShortName", + "UnderlierName", + "UnderlyingAssetType", + "CFIDeliveryType" + ], + "additionalProperties": false + }, + "Attributes": { + "type": "object", + "properties": { + "NotionalCurrency": { + "$ref": "../../codesets/ISOCurrencyCode.json", + "title": "Notional Currency", + "description": "Currency in which the notional is denominated. Usage: Within MiFIR, in the case of an interest rate or currency derivative contract, this will be the notional currency of leg 1 or the currency 1 of the pair. Within MiFIR, in the case of swaptions where the underlying swap is single-currency, this will be the notional currency of the underlying swap. For swaptions where the underlying is multi-currency, this will be the notional currency of leg 1 of the swap" + }, + "OtherNotionalCurrency": { + "$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" + }, + "SettlementCurrency": { + "$ref": "../../codesets/ISOCurrencyCode.json", + "title": "Settlement Currency", + "description": "Settlement Currency" + }, + "PlaceofSettlement": { + "title": "Place of Settlement", + "description": "Place of Settlement", + "type": "string", + "enum": [ + "Afghanistan", + "Aland Islands", + "Albania", + "Algeria", + "American Samoa", + "Andorra", + "Angola", + "Anguilla", + "Antarctica", + "Antigua and Barbuda", + "Argentina", + "Armenia", + "Aruba", + "Australia", + "Austria", + "Azerbaijan", + "Bahamas", + "Bahrain", + "Bangladesh", + "Barbados", + "Belarus", + "Belgium", + "Belize", + "Benin", + "Bermuda", + "Bhutan", + "Bolivia, Plurinational State of", + "Bonaire, Sint Eustatius and Saba", + "Bosnia and Herzegovina", + "Botswana", + "Bouvet Island", + "Brazil", + "British Indian Ocean Territory", + "Brunei Darussalam", + "Bulgaria", + "Burkina Faso", + "Burundi", + "Cambodia", + "Cameroon", + "Canada", + "Cape Verde", + "Cayman Islands", + "Central African Republic", + "Chad", + "Chile", + "China", + "Christmas Island", + "Cocos (Keeling) Islands", + "Colombia", + "Comoros", + "Congo, the Democratic Republic of the", + "Congo", + "Cook Islands", + "Costa Rica", + "Cote d'Ivoire", + "Croatia", + "Cuba", + "Curacao", + "Cyprus", + "Czech Republic", + "Denmark", + "Djibouti", + "Dominica", + "Dominican Republic", + "Ecuador", + "Egypt", + "El Salvador", + "Equatorial Guinea", + "Eritrea", + "Estonia", + "Ethiopia", + "Falkland Islands (Malvinas)", + "Faroe Islands", + "Fiji", + "Finland", + "France", + "French Guiana", + "French Polynesia", + "French Southern Territories", + "Gabon", + "Gambia", + "Georgia", + "Germany", + "Ghana", + "Gibraltar", + "Greece", + "Greenland", + "Grenada", + "Guadeloupe", + "Guam", + "Guatemala", + "Guernsey", + "Guinea-Bissau", + "Guinea", + "Guyana", + "Haiti", + "Heard Island and McDonald Islands", + "Holy See (Vatican City State)", + "Honduras", + "Hong Kong", + "Hungary", + "Iceland", + "India", + "Indonesia", + "Iran, Islamic Republic of", + "Iraq", + "Ireland", + "Isle of Man", + "Israel", + "Italy", + "Jamaica", + "Japan", + "Jersey", + "Jordan", + "Kazakhstan", + "Kenya", + "Kiribati", + "Korea, Democratic People's Republic of", + "Korea, Republic of", + "Kuwait", + "Kyrgyzstan", + "Lao People's Democratic Republic", + "Latvia", + "Lebanon", + "Lesotho", + "Liberia", + "Libya", + "Liechtenstein", + "Lithuania", + "Luxembourg", + "Macao", + "Macedonia, the Former Yugoslav Republic of", + "Madagascar", + "Malawi", + "Malaysia", + "Maldives", + "Mali", + "Malta", + "Marshall Islands", + "Martinique", + "Mauritania", + "Mauritius", + "Mayotte", + "Mexico", + "Micronesia, Federated States of", + "Moldova, Republic of", + "Monaco", + "Mongolia", + "Montenegro", + "Montserrat", + "Morocco", + "Mozambique", + "Myanmar", + "Namibia", + "Nauru", + "Nepal", + "Netherlands", + "New Caledonia", + "New Zealand", + "Nicaragua", + "Niger", + "Nigeria", + "Niue", + "Norfolk Island", + "Northern Mariana Islands", + "Norway", + "Oman", + "Pakistan", + "Palau", + "Palestine, State of", + "Panama", + "Papua New Guinea", + "Paraguay", + "Peru", + "Philippines", + "Pitcairn", + "Poland", + "Portugal", + "Puerto Rico", + "Qatar", + "Reunion", + "Romania", + "Russian Federation", + "Rwanda", + "Saint Barthelemy", + "Saint Helena, Ascension and Tristan da Cunha", + "Saint Kitts and Nevis", + "Saint Lucia", + "Saint Martin (French part)", + "Saint Pierre and Miquelon", + "Saint Vincent and the Grenadines", + "Samoa", + "San Marino", + "Sao Tome and Principe", + "Saudi Arabia", + "Senegal", + "Serbia", + "Seychelles", + "Sierra Leone", + "Singapore", + "Sint Maarten (Dutch part)", + "Slovakia", + "Slovenia", + "Solomon Islands", + "Somalia", + "South Africa", + "South Georgia and the South Sandwich Islands", + "South Sudan", + "Spain", + "Sri Lanka", + "Sudan", + "Suriname", + "Svalbard and Jan Mayen", + "Swaziland", + "Sweden", + "Switzerland", + "Syrian Arab Republic", + "Taiwan, Province of China", + "Tajikistan", + "Tanzania, United Republic of", + "Thailand", + "Timor-Leste", + "Togo", + "Tokelau", + "Tonga", + "Trinidad and Tobago", + "Tunisia", + "Turkey", + "Turkmenistan", + "Turks and Caicos Islands", + "Tuvalu", + "Uganda", + "Ukraine", + "United Arab Emirates", + "United Kingdom", + "United States Minor Outlying Islands", + "United States", + "Uruguay", + "Uzbekistan", + "Vanuatu", + "Venezuela, Bolivarian Republic of", + "Viet Nam", + "Virgin Islands, British", + "Virgin Islands, U.S.", + "Wallis and Futuna", + "Western Sahara", + "Yemen", + "Zambia", + "Zimbabwe" + ], + "elaboration": { + "Afghanistan": "Afghanistan", + "Aland Islands": "Aland Islands", + "Albania": "Albania", + "Algeria": "Algeria", + "American Samoa": "American Samoa", + "Andorra": "Andorra", + "Angola": "Angola", + "Anguilla": "Anguilla", + "Antarctica": "Antarctica", + "Antigua and Barbuda": "Antigua and Barbuda", + "Argentina": "Argentina", + "Armenia": "Armenia", + "Aruba": "Aruba", + "Australia": "Australia", + "Austria": "Austria", + "Azerbaijan": "Azerbaijan", + "Bahamas": "Bahamas", + "Bahrain": "Bahrain", + "Bangladesh": "Bangladesh", + "Barbados": "Barbados", + "Belarus": "Belarus", + "Belgium": "Belgium", + "Belize": "Belize", + "Benin": "Benin", + "Bermuda": "Bermuda", + "Bhutan": "Bhutan", + "Bolivia, Plurinational State of": "Bolivia, Plurinational State of", + "Bonaire, Sint Eustatius and Saba": "Bonaire, Sint Eustatius and Saba", + "Bosnia and Herzegovina": "Bosnia and Herzegovina", + "Botswana": "Botswana", + "Bouvet Island": "Bouvet Island", + "Brazil": "Brazil", + "British Indian Ocean Territory": "British Indian Ocean Territory", + "Brunei Darussalam": "Brunei Darussalam", + "Bulgaria": "Bulgaria", + "Burkina Faso": "Burkina Faso", + "Burundi": "Burundi", + "Cambodia": "Cambodia", + "Cameroon": "Cameroon", + "Canada": "Canada", + "Cape Verde": "Cape Verde", + "Cayman Islands": "Cayman Islands", + "Central African Republic": "Central African Republic", + "Chad": "Chad", + "Chile": "Chile", + "China": "China", + "Christmas Island": "Christmas Island", + "Cocos (Keeling) Islands": "Cocos (Keeling) Islands", + "Colombia": "Colombia", + "Comoros": "Comoros", + "Congo, the Democratic Republic of the": "Congo, the Democratic Republic of the", + "Congo": "Congo", + "Cook Islands": "Cook Islands", + "Costa Rica": "Costa Rica", + "Cote d'Ivoire": "Cote d'Ivoire", + "Croatia": "Croatia", + "Cuba": "Cuba", + "Curacao": "Curacao", + "Cyprus": "Cyprus", + "Czech Republic": "Czech Republic", + "Denmark": "Denmark", + "Djibouti": "Djibouti", + "Dominica": "Dominica", + "Dominican Republic": "Dominican Republic", + "Ecuador": "Ecuador", + "Egypt": "Egypt", + "El Salvador": "El Salvador", + "Equatorial Guinea": "Equatorial Guinea", + "Eritrea": "Eritrea", + "Estonia": "Estonia", + "Ethiopia": "Ethiopia", + "Falkland Islands (Malvinas)": "Falkland Islands (Malvinas)", + "Faroe Islands": "Faroe Islands", + "Fiji": "Fiji", + "Finland": "Finland", + "France": "France", + "French Guiana": "French Guiana", + "French Polynesia": "French Polynesia", + "French Southern Territories": "French Southern Territories", + "Gabon": "Gabon", + "Gambia": "Gambia", + "Georgia": "Georgia", + "Germany": "Germany", + "Ghana": "Ghana", + "Gibraltar": "Gibraltar", + "Greece": "Greece", + "Greenland": "Greenland", + "Grenada": "Grenada", + "Guadeloupe": "Guadeloupe", + "Guam": "Guam", + "Guatemala": "Guatemala", + "Guernsey": "Guernsey", + "Guinea-Bissau": "Guinea-Bissau", + "Guinea": "Guinea", + "Guyana": "Guyana", + "Haiti": "Haiti", + "Heard Island and McDonald Islands": "Heard Island and McDonald Islands", + "Holy See (Vatican City State)": "Holy See (Vatican City State)", + "Honduras": "Honduras", + "Hong Kong": "Hong Kong", + "Hungary": "Hungary", + "Iceland": "Iceland", + "India": "India", + "Indonesia": "Indonesia", + "Iran, Islamic Republic of": "Iran, Islamic Republic of", + "Iraq": "Iraq", + "Ireland": "Ireland", + "Isle of Man": "Isle of Man", + "Israel": "Israel", + "Italy": "Italy", + "Jamaica": "Jamaica", + "Japan": "Japan", + "Jersey": "Jersey", + "Jordan": "Jordan", + "Kazakhstan": "Kazakhstan", + "Kenya": "Kenya", + "Kiribati": "Kiribati", + "Korea, Democratic People's Republic of": "Korea, Democratic People's Republic of", + "Korea, Republic of": "Korea, Republic of", + "Kuwait": "Kuwait", + "Kyrgyzstan": "Kyrgyzstan", + "Lao People's Democratic Republic": "Lao People's Democratic Republic", + "Latvia": "Latvia", + "Lebanon": "Lebanon", + "Lesotho": "Lesotho", + "Liberia": "Liberia", + "Libya": "Libya", + "Liechtenstein": "Liechtenstein", + "Lithuania": "Lithuania", + "Luxembourg": "Luxembourg", + "Macao": "Macao", + "Macedonia, the Former Yugoslav Republic of": "Macedonia, the Former Yugoslav Republic of", + "Madagascar": "Madagascar", + "Malawi": "Malawi", + "Malaysia": "Malaysia", + "Maldives": "Maldives", + "Mali": "Mali", + "Malta": "Malta", + "Marshall Islands": "Marshall Islands", + "Martinique": "Martinique", + "Mauritania": "Mauritania", + "Mauritius": "Mauritius", + "Mayotte": "Mayotte", + "Mexico": "Mexico", + "Micronesia, Federated States of": "Micronesia, Federated States of", + "Moldova, Republic of": "Moldova, Republic of", + "Monaco": "Monaco", + "Mongolia": "Mongolia", + "Montenegro": "Montenegro", + "Montserrat": "Montserrat", + "Morocco": "Morocco", + "Mozambique": "Mozambique", + "Myanmar": "Myanmar", + "Namibia": "Namibia", + "Nauru": "Nauru", + "Nepal": "Nepal", + "Netherlands": "Netherlands", + "New Caledonia": "New Caledonia", + "New Zealand": "New Zealand", + "Nicaragua": "Nicaragua", + "Niger": "Niger", + "Nigeria": "Nigeria", + "Niue": "Niue", + "Norfolk Island": "Norfolk Island", + "Northern Mariana Islands": "Northern Mariana Islands", + "Norway": "Norway", + "Oman": "Oman", + "Pakistan": "Pakistan", + "Palau": "Palau", + "Palestine, State of": "Palestine, State of", + "Panama": "Panama", + "Papua New Guinea": "Papua New Guinea", + "Paraguay": "Paraguay", + "Peru": "Peru", + "Philippines": "Philippines", + "Pitcairn": "Pitcairn", + "Poland": "Poland", + "Portugal": "Portugal", + "Puerto Rico": "Puerto Rico", + "Qatar": "Qatar", + "Reunion": "Reunion", + "Romania": "Romania", + "Russian Federation": "Russian Federation", + "Rwanda": "Rwanda", + "Saint Barthelemy": "Saint Barthelemy", + "Saint Helena, Ascension and Tristan da Cunha": "Saint Helena, Ascension and Tristan da Cunha", + "Saint Kitts and Nevis": "Saint Kitts and Nevis", + "Saint Lucia": "Saint Lucia", + "Saint Martin (French part)": "Saint Martin (French part)", + "Saint Pierre and Miquelon": "Saint Pierre and Miquelon", + "Saint Vincent and the Grenadines": "Saint Vincent and the Grenadines", + "Samoa": "Samoa", + "San Marino": "San Marino", + "Sao Tome and Principe": "Sao Tome and Principe", + "Saudi Arabia": "Saudi Arabia", + "Senegal": "Senegal", + "Serbia": "Serbia", + "Seychelles": "Seychelles", + "Sierra Leone": "Sierra Leone", + "Singapore": "Singapore", + "Sint Maarten (Dutch part)": "Sint Maarten (Dutch part)", + "Slovakia": "Slovakia", + "Slovenia": "Slovenia", + "Solomon Islands": "Solomon Islands", + "Somalia": "Somalia", + "South Africa": "South Africa", + "South Georgia and the South Sandwich Islands": "South Georgia and the South Sandwich Islands", + "South Sudan": "South Sudan", + "Spain": "Spain", + "Sri Lanka": "Sri Lanka", + "Sudan": "Sudan", + "Suriname": "Suriname", + "Svalbard and Jan Mayen": "Svalbard and Jan Mayen", + "Swaziland": "Swaziland", + "Sweden": "Sweden", + "Switzerland": "Switzerland", + "Syrian Arab Republic": "Syrian Arab Republic", + "Taiwan, Province of China": "Taiwan, Province of China", + "Tajikistan": "Tajikistan", + "Tanzania, United Republic of": "Tanzania, United Republic of", + "Thailand": "Thailand", + "Timor-Leste": "Timor-Leste", + "Togo": "Togo", + "Tokelau": "Tokelau", + "Tonga": "Tonga", + "Trinidad and Tobago": "Trinidad and Tobago", + "Tunisia": "Tunisia", + "Turkey": "Turkey", + "Turkmenistan": "Turkmenistan", + "Turks and Caicos Islands": "Turks and Caicos Islands", + "Tuvalu": "Tuvalu", + "Uganda": "Uganda", + "Ukraine": "Ukraine", + "United Arab Emirates": "United Arab Emirates", + "United Kingdom": "United Kingdom", + "United States Minor Outlying Islands": "United States Minor Outlying Islands", + "United States": "United States", + "Uruguay": "Uruguay", + "Uzbekistan": "Uzbekistan", + "Vanuatu": "Vanuatu", + "Venezuela, Bolivarian Republic of": "Venezuela, Bolivarian Republic of", + "Viet Nam": "Viet Nam", + "Virgin Islands, British": "Virgin Islands, British", + "Virgin Islands, U.S.": "Virgin Islands, U.S.", + "Wallis and Futuna": "Wallis and Futuna", + "Western Sahara": "Western Sahara", + "Yemen": "Yemen", + "Zambia": "Zambia", + "Zimbabwe": "Zimbabwe" + } + }, + "DeliveryType": { + "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" + ] + } + } + }, + "required": [ + "NotionalCurrency", + "OtherNotionalCurrency", + "DeliveryType" + ], + "additionalProperties": false + } + }, + "required": [ + "TemplateVersion", + "Header", + "Identifier", + "Derived", + "Attributes" + ], + "additionalProperties": false +} \ No newline at end of file diff --git a/UAT/OTC-Products/UPI/Foreign_Exchange/Request.Foreign_Exchange.Swap.FX_Swap.UPI.json b/UAT/OTC-Products/UPI/Foreign_Exchange/Request.Foreign_Exchange.Swap.FX_Swap.UPI.json index a304b87c..5ca299a3 100644 --- a/UAT/OTC-Products/UPI/Foreign_Exchange/Request.Foreign_Exchange.Swap.FX_Swap.UPI.json +++ b/UAT/OTC-Products/UPI/Foreign_Exchange/Request.Foreign_Exchange.Swap.FX_Swap.UPI.json @@ -1,7 +1,7 @@ { "$schema": "http://json-schema.org/draft-04/schema#", "title": "Request.Foreign_Exchange.Swap.FX_Swap.UPI", - "LastModifyDateTime": "2023-02-01T19:12:44", + "LastModifyDateTime": "2024-05-10T05:10:57", "description": "Request template for Foreign_Exchange Swap FX_Swap", "copyright": "Copyright © 2020 The Derivatives Service Bureau (DSB) Limited. All Rights Reserved.", "type": "object", @@ -93,11 +93,11 @@ "type": "string", "enum": [ "PHYS", - "OPTL" + "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", - "OPTL": "synthetic options on foreign exchange (FX) forwards that are based on non-convertible or thinly traded currencies" + "CASH": "synthetic options on foreign exchange (FX) forwards that are based on non-convertible or thinly traded currencies" }, "options": { "enum_titles": [ diff --git a/UAT/OTC-Products/UPI/Foreign_Exchange/Request.Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.UPI.json b/UAT/OTC-Products/UPI/Foreign_Exchange/Request.Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.UPI.json index 26e2db45..d71f97d8 100644 --- a/UAT/OTC-Products/UPI/Foreign_Exchange/Request.Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.UPI.json +++ b/UAT/OTC-Products/UPI/Foreign_Exchange/Request.Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.UPI.json @@ -1,7 +1,7 @@ { "$schema": "http://json-schema.org/draft-04/schema#", "title": "Request.Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.UPI", - "LastModifyDateTime": "2023-07-05T10:13:20", + "LastModifyDateTime": "2024-05-10T05:10:57", "description": "Request template for Foreign_Exchange Swap Non_Deliverable_FX_Swap", "copyright": "Copyright © 2020 The Derivatives Service Bureau (DSB) Limited. All Rights Reserved.", "type": "object", @@ -604,11 +604,11 @@ "type": "string", "enum": [ "PHYS", - "OPTL" + "CASH" ], "elaboration": { "PHYS": "the meeting of a settlement obligation under a derivative contract through the receipt or delivery of the actual underlying instrument(s) instead of through cash settlement", - "OPTL": "synthetic options on foreign exchange (FX) forwards that are based on non-convertible or thinly traded currencies" + "CASH": "synthetic options on foreign exchange (FX) forwards that are based on non-convertible or thinly traded currencies" }, "options": { "enum_titles": [ From 7288e25b168a6e5512c6cda259d51374d9634c9c Mon Sep 17 00:00:00 2001 From: Tracey Ibabao Date: Tue, 2 Jul 2024 10:18:15 +0800 Subject: [PATCH 2/2] Amendments to the Normalized JSON templates to address #352 - To be available in UAT environment on June 19, 2024 --- .../Foreign_Exchange.Swap.FX_Swap.UPI.V1M2.json | 5 +---- ...reign_Exchange.Swap.Non_Deliverable_FX_Swap.UPI.V1M2.json | 5 +---- 2 files changed, 2 insertions(+), 8 deletions(-) diff --git a/UAT/OTC-Products/UPI/Foreign_Exchange/Foreign_Exchange.Swap.FX_Swap.UPI.V1M2.json b/UAT/OTC-Products/UPI/Foreign_Exchange/Foreign_Exchange.Swap.FX_Swap.UPI.V1M2.json index db849651..1f04ecbe 100644 --- a/UAT/OTC-Products/UPI/Foreign_Exchange/Foreign_Exchange.Swap.FX_Swap.UPI.V1M2.json +++ b/UAT/OTC-Products/UPI/Foreign_Exchange/Foreign_Exchange.Swap.FX_Swap.UPI.V1M2.json @@ -1,7 +1,7 @@ { "$schema": "http://json-schema.org/draft-04/schema#", "title": "Foreign_Exchange.Swap.FX_Swap.UPI.V1M2", - "LastModifyDateTime": "2024-05-10T05:10:57", + "LastModifyDateTime": "2024-07-02T09:18:02", "description": "Record template for Foreign_Exchange.Swap.FX_Swap", "copyright": "Copyright © 2020 The Derivatives Service Bureau (DSB) Limited. All Rights Reserved.", "type": "object", @@ -134,18 +134,15 @@ "description": "The Delivery Type as defined by CFI code: ISO 10962", "type": "string", "enum": [ - "Cash", "Physical", "Non-Deliverable" ], "elaboration": { - "Cash": "As defined by CFI Code: ISO 10962", "Physical": "As defined by CFI Code: ISO 10962", "Non-Deliverable": "As defined by CFI Code: ISO 10962" }, "options": { "enum_titles": [ - "Cash", "Physical", "Non-Deliverable" ] diff --git a/UAT/OTC-Products/UPI/Foreign_Exchange/Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.UPI.V1M2.json b/UAT/OTC-Products/UPI/Foreign_Exchange/Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.UPI.V1M2.json index fbc7a05c..f80c674c 100644 --- a/UAT/OTC-Products/UPI/Foreign_Exchange/Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.UPI.V1M2.json +++ b/UAT/OTC-Products/UPI/Foreign_Exchange/Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.UPI.V1M2.json @@ -1,7 +1,7 @@ { "$schema": "http://json-schema.org/draft-04/schema#", "title": "Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.UPI.V1M2", - "LastModifyDateTime": "2024-05-10T05:10:57", + "LastModifyDateTime": "2024-07-02T09:18:02", "description": "Record template for Foreign_Exchange.Swap.Non_Deliverable_FX_Swap", "copyright": "Copyright © 2020 The Derivatives Service Bureau (DSB) Limited. All Rights Reserved.", "type": "object", @@ -134,18 +134,15 @@ "description": "The Delivery Type as defined by CFI code: ISO 10962", "type": "string", "enum": [ - "Cash", "Physical", "Non-Deliverable" ], "elaboration": { - "Cash": "As defined by CFI Code: ISO 10962", "Physical": "As defined by CFI Code: ISO 10962", "Non-Deliverable": "As defined by CFI Code: ISO 10962" }, "options": { "enum_titles": [ - "Cash", "Physical", "Non-Deliverable" ]