-
Notifications
You must be signed in to change notification settings - Fork 1
/
test.json
36 lines (36 loc) · 816 Bytes
/
test.json
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
{
"name": "Derivatives Data",
"date": "2017-01-17T00:00:00Z",
"data": [
{
"id": "swap_1",
"date": "2017-01-17T00:00:00Z",
"asset_class": "ir",
"currency_code": "USD",
"end_date": "2019-01-17T00:00:00Z",
"mtm_dirty": -1500,
"notional_amount": 10000,
"payment_type": "fixed",
"receive_type": "floating",
"start_date": "2017-01-10T00:00:00Z",
"type": "vanilla_swap",
"trade_date": "2017-01-10T00:00:00Z",
"value_date": "2017-01-16T00:00:00Z"
},
{
"id": "swap_2",
"date": "2017-01-17T00:00:00Z",
"asset_class": "ir",
"currency_code": "GBP",
"end_date": "2019-01-17T00:00:00Z",
"mtm_dirty": 1400,
"notional_amount": 10500,
"payment_type": "floating",
"receive_type": "floating",
"start_date": "2017-01-10T00:00:00Z",
"type": "vanilla_swap",
"trade_date": "2017-01-10T00:00:00Z",
"value_date": "2017-01-16T00:00:00Z"
}
]
}