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[DNM] #37

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[DNM] #37

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c793c5c
asn spec
Aug 1, 2020
fffe953
chore(added novation): clearinghouse novation set
Aug 1, 2020
23e4f97
feat: embeded transaction segments and EDI format
Aug 2, 2020
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1 change: 1 addition & 0 deletions .gitignore
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Expand Up @@ -7,3 +7,4 @@ _resources
_*
DEV/EDILib.js
*.pdf
.vscode/snipsnap.code-snippets
69 changes: 69 additions & 0 deletions ach.json
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{
"id": "adam-01",
"fileHeader": {
"id": "adam-01",
"immediateDestination": "231380104",
"immediateOrigin": "121042882",
"fileCreationDate": "181008",
"fileCreationTime": "",
"fileIDModifier": "A",
"immediateDestinationName": "Citadel",
"immediateOriginName": "Wells Fargo"
},
"batches": [
{
"batchHeader": {
"id": "adam-01",
"serviceClassCode": 200,
"companyName": "Wells Fargo",
"companyIdentification": "121042882",
"standardEntryClassCode": "PPD",
"companyEntryDescription": "Trans. Des",
"effectiveEntryDate": "2018-10-09T00:00:00Z",
"ODFIIdentification": "12104288",
"batchNumber": 1
},
"entryDetails": [
{
"id": "adam-01",
"transactionCode": 22,
"RDFIIdentification": "23138010",
"checkDigit": "4",
"DFIAccountNumber": "81967038518 ",
"amount": 100000,
"identificationNumber": "#83738AB# ",
"individualName": "Steven Tander ",
"discretionaryData": " ",
"addendaRecordIndicator": 0,
"traceNumber": "121042880000001",
"category": "Forward"
}
],
"batchControl": {
"id": "adam-01",
"serviceClassCode": 200,
"entryAddendaCount": 0,
"entryHash": 23138010,
"totalDebit": 0,
"totalCredit": 100000,
"companyIdentification": "121042882",
"ODFIIdentification": "12104288",
"batchNumber": 1
}
}
],
"IATBatches": null,
"fileControl": {
"id": "adam-01",
"batchCount": 1,
"blockCount": 1,
"entryAddendaCount": 0,
"entryHash": 23138010,
"totalDebit": 0,
"totalCredit": 100000
},
"NotificationOfChange": null,
"ReturnEntries": null
}
Terms
62 changes: 62 additions & 0 deletions novation-both-parties-payment-2.xml
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<?xml version="1.0" encoding="UTF-8"?>
<co:event xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="http://www.regnosys.com/extension-1-10/confirmation ../../schemas/events/cdm-events.xsd"
xmlns="http://www.fpml.org/FpML-5/confirmation"
xmlns:co="http://www.regnosys.com/extension-1-10/confirmation">
<co:timestamp>
<co:creationTimestamp>2018-03-28T18:13:51.0</co:creationTimestamp>
</co:timestamp>
<co:eventIdentifier>
<co:issuer href="p1-A"/>
<co:identifier>nov-fee-2</co:identifier>
<co:version>1</co:version>
</co:eventIdentifier>
<co:eventDate>2018-03-20</co:eventDate>
<co:isCorrection>false</co:isCorrection>
<party id="p1-A">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external">Party1-LegalEntityA</partyId>
</party>
<party id="p1-B">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external">Party1-LegalEntityB</partyId>
</party>
<party id="p2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external">Party2</partyId>
</party>
<party id="p3">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external">Party3</partyId>
</party>
<party id="e1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">DummyEvent</partyId>
</party>
<!-- The below is a dummy reference into the novated contracts and the novation event, for the purpose of not failing
the CDM data rule Novation_fee which specifies that for a payment to be qualified as a
novation fee there is a need for lineage from that payment into the novation event. This
lineage could exists as part of a bundle, but not as part of a self-standing xml cash transfer
event. -->
<co:lineage>
<co:eventReference href="e1"/>
</co:lineage>
<co:primitive>
<co:transfer>
<co:settlementDate>
<unadjustedDate>2018-03-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</co:settlementDate>
<co:cashTransfer>
<payerPartyReference href="p1-A"/>
<receiverPartyReference href="p1-B"/>
<co:amount>
<currency>USD</currency>
<amount>74000.00</amount>
</co:amount>
<!-- The payment is qualified as a novation fee -->
<co:cashflowType>novationFee</co:cashflowType>
</co:cashTransfer>
</co:transfer>
</co:primitive>
</co:event>
228 changes: 228 additions & 0 deletions novation-both-parties.xml
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<?xml version="1.0" encoding="UTF-8"?>
<co:event xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="http://www.regnosys.com/extension-1-10/confirmation ../../schemas/events/cdm-events.xsd"
xmlns="http://www.fpml.org/FpML-5/confirmation"
xmlns:co="http://www.regnosys.com/extension-1-10/confirmation">
<co:timestamp>
<co:creationTimestamp>2018-05-21T18:13:51.0</co:creationTimestamp>
</co:timestamp>
<co:eventIdentifier>
<co:issuer href="p2"/>
<co:identifier>NOV-12345</co:identifier>
<co:version>1</co:version>
</co:eventIdentifier>
<co:eventDate>2018-05-21</co:eventDate>
<co:effectiveDate>2018-05-25</co:effectiveDate>
<co:isCorrection>false</co:isCorrection>
<!-- The CDM specifies that the payment associated with a novation lifecycle event should be
handled as a distinct event in order to preserve the anonymity of the cashflow with respect
to the remaining party. -->
<party id="p1-A">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external">Party1-LegalEntityA</partyId>
</party>
<party id="p2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external">Party2</partyId>
</party>
<party id="p3">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external">Party3</partyId>
</party>
<party id="p1-B">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external">Party1-LegalEntityB</partyId>
</party>
<!-- These are dummy references into the 2 associated cash transfers, for the purpose of showing
how the lineage into the 2 cashflows is meant to be represented-->
<party id="ct1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external">CashTransfer#1</partyId>
</party>
<party id="ct2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external">CashTransfer#2</partyId>
</party>
<!-- The lineage into the 2 cash transfers -->
<co:lineage>
<co:eventReference href="ct1"/>
<co:eventReference href="ct2"/>
</co:lineage>
<co:primitive>
<co:contractFormation>
<!-- This is the novated contract -->
<co:after>
<co:fpmlTrade>
<co:trade>
<tradeHeader>
<!-- The novated contract has a distinct contract identifier and a version 1
-->
<partyTradeIdentifier>
<partyReference href="p1-B"/>
<versionedTradeId>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/uti">T-9871452</tradeId>
<version>1</version>
</versionedTradeId>
</partyTradeIdentifier>
<!-- The trade date reflects the novation date -->
<tradeDate>2018-05-21</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<!-- The effective date corresponds to the event effective date -->
<effectiveDate>
<unadjustedDate>2018-05-25</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2020-03-20</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="p1-B"/>
<sellerPartyReference href="p3"/>
<indexReferenceInformation>
<indexName>Dow Jones CDX NA IG.2</indexName>
<indexSeries>2</indexSeries>
<indexAnnexDate>2004-07-06</indexAnnexDate>
<indexAnnexSource>Publisher</indexAnnexSource>
</indexReferenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<fixedAmountCalculation>
<fixedRate>0.0060</fixedRate>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency>USD</currency>
<amount>25000000</amount>
</calculationAmount>
</protectionTerms>
</creditDefaultSwap>
<!-- The documentation between p1-B and p3 involves a distinct master agreement
and CSA -->
<documentation>
<masterConfirmation>
<masterConfirmationType>DJ.CDX.NA</masterConfirmationType>
<masterConfirmationDate>2005-01-02</masterConfirmationDate>
</masterConfirmation>
<creditSupportAgreement>
<type>ISDA1994CreditSupportAnnexNewYorkLaw</type>
<date>2011-06-02</date>
</creditSupportAgreement>
</documentation>
</co:trade>
</co:fpmlTrade>
</co:after>
</co:contractFormation>
<co:quantityChange>
<co:before>
<co:fpmlTrade>
<co:trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="p1-A"/>
<versionedTradeId>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/uti">CDX1234</tradeId>
<version>1</version>
</versionedTradeId>
</partyTradeIdentifier>
<tradeDate>2017-03-20</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2017-03-23</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2020-03-20</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="p1-A"/>
<sellerPartyReference href="p2"/>
<indexReferenceInformation>
<indexName>Dow Jones CDX NA IG.2</indexName>
<indexSeries>2</indexSeries>
<indexAnnexDate>2004-07-06</indexAnnexDate>
<indexAnnexSource>Publisher</indexAnnexSource>
</indexReferenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<fixedAmountCalculation>
<fixedRate>0.0060</fixedRate>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency>USD</currency>
<amount>25000000</amount>
</calculationAmount>
</protectionTerms>
</creditDefaultSwap>
<documentation>
<masterConfirmation>
<masterConfirmationType>DJ.CDX.NA</masterConfirmationType>
<masterConfirmationDate>2004-10-18</masterConfirmationDate>
</masterConfirmation>
</documentation>
</co:trade>
</co:fpmlTrade>
</co:before>
<co:after>
<!-- This is the original contract #, which has a version 2 a 'novated' state and a
0 notional -->
<co:fpmlTrade>
<co:trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="p1-A"/>
<versionedTradeId>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/uti">CDX1234</tradeId>
<version>2</version>
</versionedTradeId>
</partyTradeIdentifier>
<tradeDate>2017-03-20</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2017-03-23</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2020-03-20</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="p1-A"/>
<sellerPartyReference href="p2"/>
<indexReferenceInformation>
<indexName>Dow Jones CDX NA IG.2</indexName>
<indexSeries>2</indexSeries>
<indexAnnexDate>2004-07-06</indexAnnexDate>
<indexAnnexSource>Publisher</indexAnnexSource>
</indexReferenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<fixedAmountCalculation>
<fixedRate>0.0060</fixedRate>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency>USD</currency>
<amount>0</amount>
</calculationAmount>
</protectionTerms>
</creditDefaultSwap>
<documentation>
<masterConfirmation>
<masterConfirmationType>DJ.CDX.NA</masterConfirmationType>
<masterConfirmationDate>2004-10-18</masterConfirmationDate>
</masterConfirmation>
</documentation>
<co:closedState>
<co:state>novated</co:state>
<co:activityDate>2018-05-21</co:activityDate>
<co:effectiveDate>2018-05-25</co:effectiveDate>
</co:closedState>
</co:trade>
</co:fpmlTrade>
</co:after>
</co:quantityChange>
</co:primitive>
</co:event>
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