{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "39f9ede",
  "trade" : {
    "product" : {
      "taxonomy" : [ {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "CreditDefaultSwap_SingleName"
          }
        },
        "calculated" : true
      } ],
      "economicTerms" : {
        "effectiveDate" : {
          "adjustableDate" : {
            "unadjustedDate" : "2006-10-11",
            "dateAdjustments" : {
              "businessDayConvention" : "FOLLOWING"
            }
          }
        },
        "terminationDate" : {
          "adjustableDate" : {
            "unadjustedDate" : "2035-09-25",
            "dateAdjustments" : {
              "businessDayConvention" : "FOLLOWING"
            }
          }
        },
        "dateAdjustments" : {
          "businessDayConvention" : "FOLLOWING"
        },
        "payout" : [ {
          "@type" : "cdm.product.asset.CreditDefaultPayout",
          "payerReceiver" : {
            "payer" : "Party1",
            "receiver" : "Party2"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-1"
            }
          },
          "settlementTerms" : {
            "settlementType" : "Physical",
            "physicalSettlementTerms" : {
              "physicalSettlementPeriod" : {
                "businessDays" : 5
              },
              "escrow" : true
            }
          },
          "generalTerms" : {
            "referenceInformation" : {
              "referenceEntity" : {
                "name" : {
                  "@data" : "New Century Home Equity Loan Trust 2005-4"
                }
              },
              "referenceObligation" : [ {
                "security" : {
                  "identifier" : [ {
                    "identifier" : {
                      "@scheme" : "http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP",
                      "@data" : "64352VNC1"
                    },
                    "identifierType" : "CUSIP"
                  }, {
                    "identifier" : {
                      "@scheme" : "http://www.fpml.org/spec/2002/instrument-id-Bloomberg-1-0",
                      "@data" : "NCHET 2005-4"
                    },
                    "identifierType" : "BBGID"
                  } ],
                  "assetType" : "Security",
                  "securityType" : "Debt"
                }
              } ]
            }
          }
        }, {
          "@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"
              }
            }
          },
          "calculationPeriodDates" : {
            "calculationPeriodFrequency" : {
              "periodMultiplier" : 1,
              "period" : "M",
              "rollConvention" : "11"
            }
          },
          "paymentDates" : {
            "paymentFrequency" : {
              "periodMultiplier" : 1,
              "period" : "M"
            },
            "firstPaymentDate" : "2006-11-01",
            "lastRegularPaymentDate" : "2035-06-01"
          }
        } ],
        "calculationAgent" : {
          "calculationAgentParty" : "CalculationAgentIndependent"
        }
      }
    },
    "tradeLot" : [ {
      "priceQuantity" : [ {
        "price" : [ {
          "@key:scoped" : "price-1",
          "value" : 0.050,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          },
          "perUnitOf" : {
            "currency" : {
              "@data" : "USD"
            }
          },
          "priceType" : "InterestRate"
        } ],
        "quantity" : {
          "@key:scoped" : "quantity-2",
          "value" : 15000000,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          }
        }
      }, {
        "quantity" : {
          "@key:scoped" : "quantity-1",
          "value" : 15000000.00,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          }
        }
      } ]
    } ],
    "counterparty" : [ {
      "role" : "Party1",
      "partyReference" : {
        "@ref:external" : "party2"
      }
    }, {
      "role" : "Party2",
      "partyReference" : {
        "@ref:external" : "party1"
      }
    } ],
    "ancillaryParty" : [ {
      "role" : "CalculationAgentIndependent",
      "partyReference" : [ {
        "@ref:external" : "party1"
      } ]
    } ],
    "tradeIdentifier" : [ {
      "issuerReference" : {
        "@ref:external" : "party1"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.partyA.com/",
          "@data" : "109257"
        }
      } ]
    }, {
      "issuerReference" : {
        "@ref:external" : "party2"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.partyB.com/",
          "@data" : "1234567"
        }
      } ]
    } ],
    "tradeDate" : {
      "@data" : "2006-10-05"
    },
    "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" : "party2"
        }, {
          "@ref:external" : "party1"
        } ]
      }, {
        "legalAgreementIdentification" : {
          "agreementName" : {
            "agreementType" : "Confirmation",
            "contractualDefinitionsType" : [ {
              "@data" : "ISDA2003CreditDerivatives"
            } ],
            "contractualTermsSupplement" : [ {
              "contractualTermsSupplementType" : {
                "@data" : "ISDA2003CreditMay2003"
              }
            } ]
          }
        },
        "contractualParty" : [ {
          "@ref:external" : "party2"
        }, {
          "@ref:external" : "party1"
        } ]
      } ]
    }
  }
}