Origin Termsheet Floating_Rate is an example object payload from Origin, with 41 top-level fields. It illustrates the shape of data this provider's APIs accept or return.
{
"agents": {
"calculation_agent": {
"name": "IPA Name PLC"
},
"issuing_agent": {
"name": "IPA Name PLC"
},
"paying_agent": {
"name": "IPA Name PLC"
}
},
"clearing": {
"clearing_system": "Euroclear/Clearstream"
},
"currency": {
"notional": "EUR"
},
"dealers": [
{
"name": "Dealer Name",
"country": "United Kingdom",
"lei": "XXXXXXXXXX1111111111",
"role": "Sole Manager",
"is_settlement_manager": false,
"is_stabilising_manager": false
}
],
"denominations": [
{
"min_denom": 100000
}
],
"form": {
"global_note_type": "CGN",
"form_of_the_notes": "Bearer"
},
"guarantors": [
{
"name": "Guarantor Name",
"country": "Japan",
"lei": "XXXXXXXXXX2222222222",
"ratings": [
{
"agency": "Fitch",
"outlook": "N/A",
"value": "NR"
},
{
"agency": "Moodys",
"outlook": "N/A",
"value": "NR"
},
{
"agency": "S&P",
"outlook": "STABLE",
"value": "A-"
}
]
}
],
"identifiers": {
"isin_code": "XS1235234123",
"cfi_code": null,
"fisn_code": null,
"cins_code": null,
"valoren_code": null,
"sedol_code": null,
"wkn_code": null,
"common_code": "123124234",
"cusip_code": null,
"cmu_code": null
},
"interest": {
"first_interest_payment_date": "2022-05-05",
"initial_stub_type": "None",
"last_stub_type": "None",
"commencement_date": "2021-11-05",
"periods": [
{
"type": "Floating Rate",
"type_iso": "FLRN",
"business_days_for_payment": [
"TARGET2"
],
"business_days_for_payment_iso": [
"OTHR"
],
"business_day_adjustment": "Adjusted",
"business_day_convention": "Modified Following",
"business_day_convention_iso": "MODF",
"day_count_fraction": "Actual/360",
"day_count_fraction_iso": "A004",
"underlying": [],
"annual_interest_payment_dates": [
"05-05",
"11-05"
],
"floating_basis": "6mEURIBOR",
"margin": "34.000",
"payment_frequency": "Semi-Annually",
"screen_rate_page": "EURIBOR01",
"screen_rate_source": "Reuters",
"relevant_financial_centre_for_fixing": "TARGET2",
"relevant_financial_centre_for_fixing_iso": "OTHR",
"interest_determination_manner": "Screen Rate Determination",
"interest_fixing_reference_date": "Interest Period Starting Date",
"floating_basis_type": "Term Rate",
"number_of_days": 2,
"term": 6,
"term_period": "MNTH",
"benchmark": "EURIBOR",
"benchmark_iso": "EURI"
}
]
},
"issuers": [
{
"name": "Issuer Name",
"country": "US",
"ratings": [
{
"agency": "Fitch",
"outlook": "N/A",
"value": "NR"
},
{
"agency": "Moodys",
"outlook": "N/A",
"value": "NR"
},
{
"agency": "S&P",
"outlook": "STABLE",
"value": "A-"
}
],
"lei": "XXXXXXXXXX3333333333",
"type": "Corporate"
}
],
"other_provisions": {},
"pricing": {
"issue_price": "100.000000",
"accrual_quotation_type": "CLEAN"
},
"product_governance": {
"mifid_manufacturers": [
"Dealer Name"
],
"target_market": "Professional investors and ECPs"
},
"programme": {
"type": "EMTN",
"name": "EMTN (EUR 10bn updated 01-January-2021)",
"base_prospectus_date": "2021-01-01",
"limit": 10,
"currency": "EUR",
"id": "000012345"
},
"redemption": {
"call_features": "None",
"type": "Final Redemption",
"type_iso": "FRED",
"price": "100.00000",
"perpetual": false,
"underlying": [],
"maturity_date": "2024-11-05",
"change_of_control_put_required": false
},
"listings": {
"date": "2021-11-05",
"exchanges": [
{
"name": "London Stock Exchange",
"market_type": "RMKT",
"market_mic_code": "XLON"
}
]
},
"is_fungible": false,
"is_listed": true,
"method_of_distribution": "NSYN",
"delivery": "Delivery versus payment",
"ecb_eligible": false,
"governing_law": "GB",
"net_proceeds": "30000000.00",
"private_placement": true,
"rating_type": "Unrated",
"status_of_the_notes": "Senior Unsecured",
"security_name": "Issuer Name EUR30,000,000 3Y Floating Rate Senior Unsecured EMTN",
"security_type": "MTN",
"selling_restrictions": "Reg S",
"series_number": "65",
"series_size": 30000000,
"settlement_date": "2021-11-05",
"size": 30000000,
"seniority": "SNBD",
"tefra_category": "NOT_APP",
"tranche_number": "1",
"trade_date": "2021-10-29",
"issuance_type": "BPRO",
"trading_method": "FMT",
"871m_status": "Not Applicable",
"use_of_proceeds": "The net proceeds from the issue of the Notes will be applied by the Issuer for the general corporate purposes of the Issuer which include making a profit."
}