{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "b061ba52",
  "trade" : {
    "product" : {
      "taxonomy" : [ {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "CreditDefaultSwap_SingleName"
          }
        },
        "calculated" : true
      } ],
      "economicTerms" : {
        "effectiveDate" : {
          "adjustableDate" : {
            "unadjustedDate" : "2002-12-03",
            "dateAdjustments" : {
              "businessDayConvention" : "NONE"
            }
          }
        },
        "terminationDate" : {
          "adjustableDate" : {
            "unadjustedDate" : "2007-12-03",
            "dateAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            }
          }
        },
        "dateAdjustments" : {
          "businessDayConvention" : "MODFOLLOWING"
        },
        "payout" : [ {
          "@type" : "cdm.product.asset.CreditDefaultPayout",
          "payerReceiver" : {
            "payer" : "Party1",
            "receiver" : "Party2"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-1"
            }
          },
          "settlementTerms" : {
            "settlementType" : "Physical",
            "settlementCurrency" : {
              "@data" : "USD"
            },
            "physicalSettlementTerms" : {
              "physicalSettlementPeriod" : {
                "businessDays" : 30
              },
              "deliverableObligations" : {
                "accruedInterest" : false,
                "category" : "BondOrLoan",
                "notSubordinated" : true,
                "specifiedCurrency" : {
                  "applicable" : true
                },
                "notSovereignLender" : true,
                "notDomesticLaw" : true,
                "notContingent" : true,
                "notDomesticIssuance" : true,
                "assignableLoan" : {
                  "applicable" : true
                },
                "transferable" : true,
                "maximumMaturity" : {
                  "periodMultiplier" : 30,
                  "period" : "Y"
                },
                "notBearer" : true
              },
              "escrow" : true
            }
          },
          "generalTerms" : {
            "referenceInformation" : {
              "referenceEntity" : {
                "@key:external" : "referenceEntity",
                "name" : {
                  "@data" : "Kingdom of Thailand"
                },
                "entityIdentifier" : [ {
                  "identifier" : {
                    "@scheme" : "http://www.fpml.org/coding-scheme/external/entity-id-RED",
                    "@data" : "8GB54M"
                  },
                  "identifierType" : "Other"
                } ]
              },
              "referenceObligation" : [ {
                "security" : {
                  "identifier" : [ {
                    "identifier" : {
                      "@scheme" : "http://www.fpml.org/coding-scheme/external/instrument-id-ISIN",
                      "@data" : "US88322KAC53"
                    },
                    "identifierType" : "ISIN"
                  } ],
                  "assetType" : "Security",
                  "securityType" : "Debt"
                },
                "primaryObligorReference" : {
                  "@ref:external" : "referenceEntity"
                }
              } ],
              "referencePrice" : {
                "value" : 1.0,
                "unit" : {
                  "currency" : {
                    "@data" : "USD"
                  }
                },
                "perUnitOf" : {
                  "currency" : {
                    "@data" : "USD"
                  }
                },
                "priceType" : "AssetPrice"
              }
            }
          },
          "protectionTerms" : [ {
            "creditEvents" : {
              "failureToPay" : {
                "applicable" : true,
                "paymentRequirement" : {
                  "value" : 1000000.0,
                  "unit" : {
                    "currency" : {
                      "@data" : "USD"
                    }
                  }
                }
              },
              "obligationAcceleration" : true,
              "repudiationMoratorium" : true,
              "restructuring" : {
                "applicable" : true,
                "restructuringType" : {
                  "@data" : "R"
                }
              },
              "defaultRequirement" : {
                "value" : 10000000.0,
                "unit" : {
                  "currency" : {
                    "@data" : "USD"
                  }
                }
              },
              "creditEventNotice" : {
                "notifyingParty" : [ "Party2", "Party1" ],
                "publiclyAvailableInformation" : {
                  "standardPublicSources" : true,
                  "specifiedNumber" : 2
                }
              }
            },
            "obligations" : {
              "category" : "BondOrLoan",
              "notSovereignLender" : true,
              "notDomesticCurrency" : {
                "applicable" : true
              },
              "notDomesticLaw" : true,
              "notDomesticIssuance" : true
            }
          } ]
        }, {
          "@type" : "cdm.product.asset.InterestRatePayout",
          "payerReceiver" : {
            "payer" : "Party2",
            "receiver" : "Party1"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-2"
            }
          },
          "rateSpecification" : {
            "@type" : "cdm.product.asset.FixedRateSpecification",
            "rateSchedule" : {
              "price" : {
                "@ref:scoped" : "price-1"
              }
            }
          },
          "dayCountFraction" : {
            "@data" : "ACT/360"
          },
          "calculationPeriodDates" : {
            "calculationPeriodFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M",
              "rollConvention" : "3"
            }
          },
          "paymentDates" : {
            "paymentFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M"
            },
            "firstPaymentDate" : "2003-03-03"
          }
        } ],
        "calculationAgent" : {
          "calculationAgentParty" : "CalculationAgentIndependent"
        }
      }
    },
    "tradeLot" : [ {
      "priceQuantity" : [ {
        "price" : [ {
          "@key:scoped" : "price-1",
          "value" : 0.012,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          },
          "perUnitOf" : {
            "currency" : {
              "@data" : "USD"
            }
          },
          "priceType" : "InterestRate"
        } ],
        "quantity" : {
          "@key:scoped" : "quantity-2",
          "value" : 20000000.0,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          }
        }
      }, {
        "quantity" : {
          "@key:scoped" : "quantity-1",
          "value" : 20000000.0,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          }
        }
      } ]
    } ],
    "counterparty" : [ {
      "role" : "Party1",
      "partyReference" : {
        "@ref:external" : "party1"
      }
    }, {
      "role" : "Party2",
      "partyReference" : {
        "@ref:external" : "party2"
      }
    } ],
    "ancillaryParty" : [ {
      "role" : "CalculationAgentIndependent",
      "partyReference" : [ {
        "@ref:external" : "party1"
      } ]
    } ],
    "tradeIdentifier" : [ {
      "issuerReference" : {
        "@ref:external" : "party1"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.swapswire.com/spec/2001/trade-id-1-0",
          "@data" : "37205"
        }
      } ]
    }, {
      "issuerReference" : {
        "@ref:external" : "party2"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.swapswire.com/spec/2001/trade-id-1-0",
          "@data" : "37205"
        }
      } ]
    } ],
    "tradeDate" : {
      "@data" : "2002-12-02"
    },
    "party" : [ {
      "@key:external" : "party1",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/iso17442",
          "@data" : "254900BIAQJIUV6DLE92"
        },
        "identifierType" : "LEI"
      } ],
      "name" : {
        "@data" : "XYZ Bank"
      }
    }, {
      "@key:external" : "party2",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/iso17442",
          "@data" : "549300VBWWV6BYQOWM67"
        },
        "identifierType" : "LEI"
      } ],
      "name" : {
        "@data" : "ABC Bank"
      }
    } ],
    "contractDetails" : {
      "documentation" : [ {
        "legalAgreementIdentification" : {
          "agreementName" : {
            "agreementType" : "MasterAgreement",
            "masterAgreementType" : {
              "@data" : "ISDAMaster"
            }
          },
          "vintage" : 1992
        },
        "contractualParty" : [ {
          "@ref:external" : "party1"
        }, {
          "@ref:external" : "party2"
        } ]
      }, {
        "legalAgreementIdentification" : {
          "agreementName" : {
            "agreementType" : "Confirmation",
            "contractualDefinitionsType" : [ {
              "@data" : "ISDA1999CreditDerivatives"
            } ],
            "contractualTermsSupplement" : [ {
              "contractualTermsSupplementType" : {
                "@data" : "ISDA1999CreditConvertibleExchangeableAccretingObligations"
              }
            } ]
          }
        },
        "contractualParty" : [ {
          "@ref:external" : "party1"
        }, {
          "@ref:external" : "party2"
        } ]
      } ]
    }
  }
}