{ |
"ID": 2, |
"Domain": "YieldCurve", |
"Key": { |
"Service": "ATS201_1", |
"Name": "BASIC" |
} |
} |
{ |
"ID": 2, |
"Type": "Refresh", |
"Domain": "YieldCurve", |
"Key": { |
"Service": "ATS201_1", |
"Name": "BASIC" |
}, |
"State": { |
"Stream": "Open", |
"Data": "Ok", |
"Text": "Item Refresh Completed\u0000" |
}, |
"Qos": { |
"Timeliness": "Realtime", |
"Rate": "TickByTick", |
"Dynamic": true |
}, |
"ClearCache": false, |
"PermData": "AwEA0AybITw=", |
"Fields": { |
"CASH_BASIS": "ACT/360", |
"CS_INT_MTH": "Linear", |
"TRADE_DATE": "2018-05-07", |
"TIMACT": "20:34:47.315", |
"CRV_ID": 1, |
"CRV_NAME": "BASIC", |
"CCY_CODE": null, |
"CRV_TYPE": "Swap", |
"CRV_STYPE": "Standard", |
"CRV_DATE": "2018-05-08", |
"CITIES": "JP", |
"VAL_DATE": "2018-05-08", |
"SETTL_DATE": "2018-05-08", |
"CRV_ALGTHM": "Refinitiv Real-Time Advanced Transformation System", |
"INTER_MTHD": null, |
"EXTRP_MTHD": null, |
"CC_METHOD": "Bootstrap", |
"ROLL_CONV": "Modified Following", |
"ZC_BASIS": "ACT/360", |
"SPOT_LAG": 0, |
"DSCT_FACT": "Compound", |
"DSCT_BASIS": "ACT/360", |
"CURVE_STS": "Created", |
"USER_ID": "ADMIN", |
"MOD_USERID": "ADMIN", |
"CRT_DATE": "2015-05-16", |
"MOD_DATE": "2015-05-16", |
"COMMENT": null, |
"FWD_BASIS": "ACT/360", |
"FT_INT_MTH": "Linear", |
"CASH_RATES": { |
"Summary": { |
"Fields": { |
"TENORS": { |
"Type": "AsciiString", |
"Data": [ |
"1M", |
"3M" |
] |
} |
} |
}, |
"Entries": [ |
{ |
"Index": 0, |
"Action": "Set", |
"Fields": { |
"CASH_SDATE": "2018-05-08", |
"CASH_MDATE": "2018-06-08", |
"CASH_RATE": 109.08, |
"CASH_SRC": "JPY=" |
} |
}, |
{ |
"Index": 1, |
"Action": "Set", |
"Fields": { |
"CASH_SDATE": "2018-05-08", |
"CASH_MDATE": "2018-08-08", |
"CASH_RATE": 109.07, |
"CASH_SRC": "JPY=" |
} |
} |
] |
}, |
"YLD_CURVE": { |
"Summary": { |
"Fields": { |
"TENORS": { |
"Type": "AsciiString", |
"Data": [ |
"1M", |
"3M" |
] |
} |
} |
}, |
"Entries": [ |
{ |
"Index": 0, |
"Action": "Set", |
"Fields": { |
"YCT_DATE": "2018-06-08", |
"YCT_ZRATE": 183.64926925186, |
"YCT_DISFAC": 0.91413527373781 |
} |
}, |
{ |
"Index": 1, |
"Action": "Set", |
"Fields": { |
"YCT_DATE": "2018-08-08", |
"YCT_ZRATE": 161.71957450513, |
"YCT_DISFAC": 0.78202319828372 |
} |
} |
] |
} |
} |
} |
{ |
"ID": 2, |
"Type": "Update", |
"Domain": "YieldCurve", |
"UpdateType": "Unspecified", |
"Key": { |
"Service": "ATS201_1", |
"Name": "BASIC" |
}, |
"Fields": { |
"CRV_ID": 4, |
"TRADE_DATE": "2018-05-07", |
"TIMACT": "20:34:54.317", |
"CASH_RATES": { |
"Entries": [ |
{ |
"Index": 0, |
"Action": "Update", |
"Fields": { |
"CASH_RATE": 109.08 |
} |
}, |
{ |
"Index": 1, |
"Action": "Update", |
"Fields": { |
"CASH_RATE": 109.06 |
} |
} |
] |
}, |
"YLD_CURVE": { |
"Entries": [ |
{ |
"Index": 0, |
"Action": "Update", |
"Fields": { |
"YCT_DATE": "2018-06-08", |
"YCT_ZRATE": 183.64926925186, |
"YCT_DISFAC": 0.91413527373781 |
} |
}, |
{ |
"Index": 1, |
"Action": "Update", |
"Fields": { |
"YCT_DATE": "2018-08-08", |
"YCT_ZRATE": 161.69910802302, |
"YCT_DISFAC": 0.78203882735885 |
} |
} |
] |
} |
} |
} |