{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "edea1284",
  "trade" : {
    "product" : {
      "taxonomy" : [ {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "CreditDefaultSwaption"
          }
        },
        "calculated" : true
      } ],
      "economicTerms" : {
        "payout" : [ {
          "@type" : "cdm.product.template.OptionPayout",
          "payerReceiver" : {
            "payer" : "Party2",
            "receiver" : "Party1"
          },
          "priceQuantity" : {
            "quantityReference" : {
              "@ref:external" : "NOTIONAL"
            }
          },
          "settlementTerms" : {
            "settlementType" : "Physical"
          },
          "buyerSeller" : {
            "buyer" : "Party1",
            "seller" : "Party2"
          },
          "feature" : {
            "barrier" : {
              "knockOut" : [ {
                "trigger" : {
                  "creditEventsReference" : {
                    "@ref:external" : "CREDITEVENT"
                  }
                }
              } ]
            }
          },
          "underlier" : {
            "@type" : "cdm.product.template.NonTransferableProduct",
            "taxonomy" : [ {
              "source" : "ISDA",
              "value" : {
                "name" : {
                  "@data" : "CreditDefaultSwap_SingleName"
                }
              },
              "calculated" : true
            } ],
            "economicTerms" : {
              "effectiveDate" : {
                "adjustableDate" : {
                  "unadjustedDate" : "2006-09-21",
                  "dateAdjustments" : {
                    "businessDayConvention" : "NONE"
                  }
                }
              },
              "terminationDate" : {
                "adjustableDate" : {
                  "unadjustedDate" : "2011-09-21",
                  "dateAdjustments" : {
                    "businessDayConvention" : "NONE"
                  }
                }
              },
              "dateAdjustments" : {
                "businessDayConvention" : "FOLLOWING"
              },
              "payout" : [ {
                "@type" : "cdm.product.asset.CreditDefaultPayout",
                "payerReceiver" : {
                  "payer" : "Party1",
                  "receiver" : "Party2"
                },
                "priceQuantity" : {
                  "@key:external" : "NOTIONAL",
                  "quantitySchedule" : {
                    "@ref:scoped" : "quantity-1"
                  }
                },
                "settlementTerms" : {
                  "settlementType" : "Physical",
                  "physicalSettlementTerms" : {
                    "physicalSettlementPeriod" : {
                      "maximumBusinessDays" : 30
                    },
                    "deliverableObligations" : {
                      "accruedInterest" : false,
                      "category" : "BondOrLoan",
                      "notSubordinated" : true,
                      "specifiedCurrency" : {
                        "applicable" : true
                      },
                      "notContingent" : true,
                      "assignableLoan" : {
                        "applicable" : true
                      },
                      "consentRequiredLoan" : {
                        "applicable" : true
                      },
                      "transferable" : true,
                      "maximumMaturity" : {
                        "periodMultiplier" : 30,
                        "period" : "Y"
                      },
                      "notBearer" : true
                    },
                    "escrow" : true
                  }
                },
                "generalTerms" : {
                  "referenceInformation" : {
                    "referenceEntity" : {
                      "name" : {
                        "@data" : "Entity1"
                      }
                    },
                    "referenceObligation" : [ {
                      "security" : {
                        "identifier" : [ {
                          "identifier" : {
                            "@scheme" : "CUSIP",
                            "@data" : "ExampleCUSIP1"
                          },
                          "identifierType" : "CUSIP"
                        } ],
                        "assetType" : "Security",
                        "securityType" : "Debt"
                      }
                    } ],
                    "allGuarantees" : false,
                    "referencePrice" : {
                      "value" : 1.0000000000,
                      "unit" : {
                        "currency" : {
                          "@data" : "USD"
                        }
                      },
                      "perUnitOf" : {
                        "currency" : {
                          "@data" : "USD"
                        }
                      },
                      "priceType" : "AssetPrice"
                    }
                  }
                },
                "protectionTerms" : [ {
                  "creditEvents" : {
                    "bankruptcy" : true,
                    "failureToPay" : {
                      "applicable" : true,
                      "paymentRequirement" : {
                        "value" : 1000000,
                        "unit" : {
                          "currency" : {
                            "@data" : "USD"
                          }
                        }
                      }
                    },
                    "restructuring" : {
                      "applicable" : true,
                      "restructuringType" : {
                        "@data" : "ModR"
                      },
                      "multipleHolderObligation" : true
                    },
                    "defaultRequirement" : {
                      "value" : 10000000,
                      "unit" : {
                        "currency" : {
                          "@data" : "USD"
                        }
                      }
                    },
                    "creditEventNotice" : {
                      "notifyingParty" : [ "Party2", "Party1" ],
                      "publiclyAvailableInformation" : {
                        "specifiedNumber" : 2
                      }
                    }
                  },
                  "obligations" : {
                    "category" : "BorrowedMoney"
                  }
                } ]
              }, {
                "@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" : "20"
                  }
                },
                "paymentDates" : {
                  "paymentFrequency" : {
                    "periodMultiplier" : 3,
                    "period" : "M"
                  },
                  "firstPaymentDate" : "2006-12-20",
                  "lastRegularPaymentDate" : "2011-09-20"
                }
              } ]
            }
          },
          "optionType" : "Put",
          "exerciseTerms" : {
            "style" : "European",
            "expirationDate" : [ {
              "adjustableDate" : {
                "unadjustedDate" : "2006-09-20",
                "dateAdjustments" : {
                  "businessDayConvention" : "FOLLOWING"
                }
              }
            } ],
            "earliestExerciseTime" : {
              "hourMinuteTime" : "09:00:00",
              "businessCenter" : {
                "@data" : "USNY"
              }
            },
            "expirationTime" : {
              "hourMinuteTime" : "11:00:00",
              "businessCenter" : {
                "@data" : "USNY"
              }
            },
            "expirationTimeType" : "SpecificTime",
            "exerciseProcedure" : {
              "followUpConfirmation" : true
            }
          }
        } ],
        "calculationAgent" : {
          "calculationAgentParty" : "CalculationAgentIndependent"
        }
      }
    },
    "tradeLot" : [ {
      "priceQuantity" : [ {
        "price" : [ {
          "@key:scoped" : "price-1",
          "value" : 0.085,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          },
          "perUnitOf" : {
            "currency" : {
              "@data" : "USD"
            }
          },
          "priceType" : "InterestRate"
        } ],
        "quantity" : {
          "@key:scoped" : "quantity-2",
          "value" : 10000000,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          }
        }
      }, {
        "quantity" : {
          "@key:scoped" : "quantity-1",
          "value" : 10000000,
          "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.PartyA.com/eqd-trade-id",
          "@data" : "Trade234"
        }
      } ]
    } ],
    "tradeDate" : {
      "@key:external" : "TRADEDATE",
      "@data" : "2006-06-27"
    },
    "party" : [ {
      "@key:external" : "Party1",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/dummy-party-id",
          "@data" : "Party A"
        }
      } ]
    }, {
      "@key:external" : "Party2",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/dummy-party-id",
          "@data" : "Party B"
        }
      } ]
    } ],
    "contractDetails" : {
      "documentation" : [ {
        "agreementDate" : "1997-11-05",
        "legalAgreementIdentification" : {
          "agreementName" : {
            "agreementType" : "MasterAgreement",
            "masterAgreementType" : {
              "@data" : "ISDAMaster"
            }
          },
          "vintage" : 1992
        },
        "contractualParty" : [ {
          "@ref:external" : "Party1"
        }, {
          "@ref:external" : "Party2"
        } ]
      }, {
        "legalAgreementIdentification" : {
          "agreementName" : {
            "agreementType" : "Confirmation",
            "contractualDefinitionsType" : [ {
              "@data" : "ISDA2000"
            }, {
              "@data" : "ISDA2003CreditDerivatives"
            } ]
          }
        },
        "contractualParty" : [ {
          "@ref:external" : "Party1"
        }, {
          "@ref:external" : "Party2"
        } ]
      } ]
    }
  },
  "transferHistory" : [ {
    "transfer" : {
      "@type" : "cdm.event.common.UnscheduledTransfer",
      "quantity" : {
        "value" : 65000,
        "unit" : {
          "currency" : {
            "@data" : "USD"
          }
        }
      },
      "asset" : {
        "@type" : "cdm.base.staticdata.asset.common.Cash",
        "identifier" : [ {
          "identifier" : {
            "@data" : "USD"
          },
          "identifierType" : "CurrencyCode"
        } ],
        "assetType" : "Cash"
      },
      "settlementDate" : {
        "relativeDate" : {
          "periodMultiplier" : 3,
          "period" : "D",
          "dayType" : "Business",
          "businessDayConvention" : "NONE",
          "dateRelativeTo" : {
            "@ref:external" : "TRADEDATE"
          }
        }
      },
      "payerReceiver" : {
        "payerPartyReference" : {
          "@ref:external" : "Party1"
        },
        "receiverPartyReference" : {
          "@ref:external" : "Party2"
        }
      },
      "transferType" : "Premium"
    }
  } ]
}