{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "781a1e0f",
  "trade" : {
    "product" : {
      "taxonomy" : [ {
        "source" : "Other",
        "value" : {
          "name" : {
            "@data" : "Equity:Swap:PriceReturnBasicPerformance:Basket"
          }
        }
      }, {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "EquitySwap_TotalReturnBasicPerformance_Basket"
          }
        },
        "calculated" : true
      } ],
      "economicTerms" : {
        "effectiveDate" : {
          "@key:external" : "EffectiveDate",
          "relativeDate" : {
            "periodMultiplier" : 3,
            "period" : "D",
            "dayType" : "ExchangeBusiness",
            "businessDayConvention" : "NotApplicable",
            "dateRelativeTo" : {
              "@ref:external" : "TradeDate"
            }
          }
        },
        "terminationDate" : {
          "@key:external" : "TerminationDate",
          "relativeDate" : {
            "periodMultiplier" : 0,
            "period" : "D",
            "businessDayConvention" : "NotApplicable",
            "dateRelativeTo" : {
              "@ref" : "1c4a714",
              "@ref:external" : "FinalEquityPaymentDate"
            }
          }
        },
        "payout" : [ {
          "@type" : "cdm.product.template.PerformancePayout",
          "payerReceiver" : {
            "payer" : "Party1",
            "receiver" : "Party2"
          },
          "priceQuantity" : {
            "@key:external" : "EquityNotionalAmount",
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-1"
            },
            "reset" : true
          },
          "settlementTerms" : {
            "settlementType" : "Cash"
          },
          "valuationDates" : {
            "interimValuationDate" : {
              "determinationMethod" : "ValuationTime",
              "valuationDates" : {
                "@key:external" : "InterimValuationDate",
                "adjustableDates" : {
                  "unadjustedDate" : [ "2002-10-17" ],
                  "dateAdjustments" : {
                    "businessDayConvention" : "NotApplicable"
                  }
                }
              },
              "valuationTimeType" : "Close"
            },
            "finalValuationDate" : {
              "determinationMethod" : "HedgeExecution",
              "valuationDate" : {
                "@key:external" : "FinalValuationDate",
                "adjustableDate" : {
                  "unadjustedDate" : "2004-01-17",
                  "dateAdjustments" : {
                    "businessDayConvention" : "NotApplicable"
                  }
                }
              }
            }
          },
          "paymentDates" : {
            "paymentDateSchedule" : {
              "interimPaymentDates" : [ {
                "@key:external" : "InterimEquityPaymentDate",
                "relativeDates" : {
                  "periodMultiplier" : 3,
                  "period" : "D",
                  "dayType" : "CurrencyBusiness",
                  "businessDayConvention" : "FOLLOWING",
                  "dateRelativeTo" : {
                    "@ref" : "252fbafc",
                    "@ref:external" : "InterimValuationDate"
                  }
                }
              } ],
              "finalPaymentDate" : {
                "@key:external" : "FinalEquityPaymentDate",
                "relativeDate" : {
                  "periodMultiplier" : 3,
                  "period" : "D",
                  "dayType" : "CurrencyBusiness",
                  "businessDayConvention" : "FOLLOWING",
                  "businessCentersReference" : {
                    "@ref:external" : "primaryBusinessCenter"
                  },
                  "dateRelativeTo" : {
                    "@ref" : "256358bc",
                    "@ref:external" : "FinalValuationDate"
                  }
                }
              }
            }
          },
          "underlier" : {
            "@type" : "cdm.observable.asset.Observable",
            "@ref:scoped" : "observable-1"
          },
          "fxFeature" : [ {
            "referenceCurrency" : {
              "@key:external" : "ReferenceCurrency",
              "@data" : "EUR"
            },
            "composite" : {
              "determinationMethod" : "CalculationAgent"
            }
          } ],
          "returnTerms" : {
            "priceReturnTerms" : {
              "returnType" : "Total"
            },
            "dividendReturnTerms" : {
              "dividendReinvestment" : false,
              "dividendEntitlement" : "ExDate",
              "excessDividendAmount" : "PaidAmount",
              "dividendCurrency" : {
                "currencyReference" : {
                  "@ref:external" : "ReferenceCurrency"
                }
              },
              "dividendPeriod" : [ {
                "startDate" : {
                  "dividendDate" : {
                    "@ref" : "3e91d1",
                    "@ref:external" : "TradeDate"
                  }
                },
                "endDate" : {
                  "dividendDate" : {
                    "@ref:external" : "FinalValuationDate"
                  }
                },
                "dividendPaymentDate" : {
                  "dividendDateReference" : {
                    "dateReference" : "EquityPaymentDate"
                  }
                }
              } ]
            }
          }
        }, {
          "@type" : "cdm.product.asset.InterestRatePayout",
          "payerReceiver" : {
            "payer" : "Party2",
            "receiver" : "Party1"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-1"
            },
            "quantityReference" : {
              "@ref:external" : "EquityNotionalAmount"
            }
          },
          "rateSpecification" : {
            "@type" : "cdm.product.asset.FloatingRateSpecification",
            "rateOption" : {
              "@ref:scoped" : "InterestRateIndex-1"
            },
            "spreadSchedule" : {
              "price" : {
                "@ref:scoped" : "price-1"
              }
            }
          },
          "dayCountFraction" : {
            "@data" : "ACT/360"
          },
          "calculationPeriodDates" : {
            "@key:external" : "InterestLegPeriodDates",
            "effectiveDate" : {
              "relativeDate" : {
                "periodMultiplier" : 3,
                "period" : "D",
                "dayType" : "ExchangeBusiness",
                "businessDayConvention" : "NotApplicable",
                "dateRelativeTo" : {
                  "@ref:external" : "TradeDate"
                }
              }
            },
            "terminationDate" : {
              "relativeDate" : {
                "periodMultiplier" : 0,
                "period" : "D",
                "businessDayConvention" : "NotApplicable",
                "dateRelativeTo" : {
                  "@ref" : "1c4a714",
                  "@ref:external" : "FinalEquityPaymentDate"
                }
              }
            }
          },
          "paymentDates" : {
            "paymentDateSchedule" : {
              "interimPaymentDates" : [ {
                "relativeDates" : {
                  "periodMultiplier" : 0,
                  "period" : "D",
                  "businessDayConvention" : "NotApplicable",
                  "dateRelativeTo" : {
                    "@ref:external" : "EquityPaymentDate"
                  }
                }
              } ]
            }
          },
          "resetDates" : {
            "calculationPeriodDatesReference" : {
              "@ref:external" : "InterestLegPeriodDates"
            },
            "resetRelativeTo" : "CalculationPeriodStartDate"
          }
        } ],
        "calculationAgent" : {
          "calculationAgentParty" : "CalculationAgentIndependent"
        }
      }
    },
    "tradeLot" : [ {
      "priceQuantity" : [ {
        "price" : [ {
          "@key:scoped" : "price-2",
          "value" : 19785157.16,
          "unit" : {
            "currency" : {
              "@data" : "EUR"
            }
          },
          "priceType" : "AssetPrice",
          "priceExpression" : "AbsoluteTerms",
          "derivedQuantity" : {
            "value" : 19785157.16,
            "unit" : {
              "currency" : {
                "@data" : "EUR"
              }
            }
          }
        } ],
        "observable" : {
          "@key:scoped" : "observable-1",
          "@data" : {
            "@type" : "cdm.observable.asset.Basket",
            "assetType" : "Security",
            "basketConstituent" : [ {
              "@key:scoped" : "basketConstituent-1",
              "observable" : {
                "@type" : "cdm.base.staticdata.asset.common.Security",
                "identifier" : [ {
                  "identifier" : {
                    "@scheme" : "http://www.abc.com/instrumentId",
                    "@data" : "TIT.ME"
                  },
                  "identifierType" : "Other"
                }, {
                  "identifier" : {
                    "@data" : "Telecom Italia spa"
                  },
                  "identifierType" : "Name"
                } ],
                "isExchangeListed" : true,
                "party" : [ {
                  "partyId" : [ {
                    "identifier" : {
                      "@scheme" : "http://www.abc.com/exchangeId",
                      "@data" : "XMIL"
                    }
                  } ],
                  "name" : {
                    "@scheme" : "http://www.abc.com/exchangeId",
                    "@data" : "XMIL"
                  }
                } ],
                "partyRole" : {
                  "partyReference" : {
                    "partyId" : [ {
                      "identifier" : {
                        "@scheme" : "http://www.abc.com/exchangeId",
                        "@data" : "XMIL"
                      }
                    } ],
                    "name" : {
                      "@scheme" : "http://www.abc.com/exchangeId",
                      "@data" : "XMIL"
                    }
                  },
                  "role" : "Exchange"
                },
                "assetType" : "Security",
                "securityType" : "Equity"
              }
            }, {
              "@key:scoped" : "basketConstituent-2",
              "observable" : {
                "@type" : "cdm.base.staticdata.asset.common.Security",
                "identifier" : [ {
                  "identifier" : {
                    "@scheme" : "http://www.abc.com/instrumentId",
                    "@data" : "NOK1V.HE"
                  },
                  "identifierType" : "Other"
                }, {
                  "identifier" : {
                    "@data" : "Nokya Oyj"
                  },
                  "identifierType" : "Name"
                } ],
                "isExchangeListed" : true,
                "party" : [ {
                  "partyId" : [ {
                    "identifier" : {
                      "@scheme" : "http://www.abc.com/exchangeId",
                      "@data" : "XHEL"
                    }
                  } ],
                  "name" : {
                    "@scheme" : "http://www.abc.com/exchangeId",
                    "@data" : "XHEL"
                  }
                } ],
                "partyRole" : {
                  "partyReference" : {
                    "partyId" : [ {
                      "identifier" : {
                        "@scheme" : "http://www.abc.com/exchangeId",
                        "@data" : "XHEL"
                      }
                    } ],
                    "name" : {
                      "@scheme" : "http://www.abc.com/exchangeId",
                      "@data" : "XHEL"
                    }
                  },
                  "role" : "Exchange"
                },
                "assetType" : "Security",
                "securityType" : "Equity"
              }
            }, {
              "@key:scoped" : "basketConstituent-3",
              "observable" : {
                "@type" : "cdm.base.staticdata.asset.common.Security",
                "identifier" : [ {
                  "identifier" : {
                    "@scheme" : "http://www.abc.com/instrumentId",
                    "@data" : "TIM.MI"
                  },
                  "identifierType" : "Other"
                }, {
                  "identifier" : {
                    "@data" : "Telecom Italia Mobile spa"
                  },
                  "identifierType" : "Name"
                } ],
                "isExchangeListed" : true,
                "party" : [ {
                  "partyId" : [ {
                    "identifier" : {
                      "@scheme" : "http://www.abc.com/exchangeId",
                      "@data" : "XMIL"
                    }
                  } ],
                  "name" : {
                    "@scheme" : "http://www.abc.com/exchangeId",
                    "@data" : "XMIL"
                  }
                } ],
                "partyRole" : {
                  "partyReference" : {
                    "partyId" : [ {
                      "identifier" : {
                        "@scheme" : "http://www.abc.com/exchangeId",
                        "@data" : "XMIL"
                      }
                    } ],
                    "name" : {
                      "@scheme" : "http://www.abc.com/exchangeId",
                      "@data" : "XMIL"
                    }
                  },
                  "role" : "Exchange"
                },
                "assetType" : "Security",
                "securityType" : "Equity"
              }
            }, {
              "@key:scoped" : "basketConstituent-4",
              "observable" : {
                "@type" : "cdm.base.staticdata.asset.common.Security",
                "identifier" : [ {
                  "identifier" : {
                    "@scheme" : "http://www.abc.com/instrumentId",
                    "@data" : "TEF.MC"
                  },
                  "identifierType" : "Other"
                }, {
                  "identifier" : {
                    "@data" : "Telefonica de Espana"
                  },
                  "identifierType" : "Name"
                } ],
                "isExchangeListed" : true,
                "party" : [ {
                  "partyId" : [ {
                    "identifier" : {
                      "@scheme" : "http://www.abc.com/exchangeId",
                      "@data" : "XMAD"
                    }
                  } ],
                  "name" : {
                    "@scheme" : "http://www.abc.com/exchangeId",
                    "@data" : "XMAD"
                  }
                } ],
                "partyRole" : {
                  "partyReference" : {
                    "partyId" : [ {
                      "identifier" : {
                        "@scheme" : "http://www.abc.com/exchangeId",
                        "@data" : "XMAD"
                      }
                    } ],
                    "name" : {
                      "@scheme" : "http://www.abc.com/exchangeId",
                      "@data" : "XMAD"
                    }
                  },
                  "role" : "Exchange"
                },
                "assetType" : "Security",
                "securityType" : "Equity"
              }
            }, {
              "@key:scoped" : "basketConstituent-5",
              "observable" : {
                "@type" : "cdm.base.staticdata.asset.common.Security",
                "identifier" : [ {
                  "identifier" : {
                    "@scheme" : "http://www.abc.com/instrumentId",
                    "@data" : "PTCO.IN"
                  },
                  "identifierType" : "Other"
                }, {
                  "identifier" : {
                    "@data" : "Portugal Telecom SA"
                  },
                  "identifierType" : "Name"
                } ],
                "isExchangeListed" : true,
                "party" : [ {
                  "partyId" : [ {
                    "identifier" : {
                      "@scheme" : "http://www.abc.com/exchangeId",
                      "@data" : "XCVM"
                    }
                  } ],
                  "name" : {
                    "@scheme" : "http://www.abc.com/exchangeId",
                    "@data" : "XCVM"
                  }
                } ],
                "partyRole" : {
                  "partyReference" : {
                    "partyId" : [ {
                      "identifier" : {
                        "@scheme" : "http://www.abc.com/exchangeId",
                        "@data" : "XCVM"
                      }
                    } ],
                    "name" : {
                      "@scheme" : "http://www.abc.com/exchangeId",
                      "@data" : "XCVM"
                    }
                  },
                  "role" : "Exchange"
                },
                "assetType" : "Security",
                "securityType" : "Equity"
              }
            }, {
              "@key:scoped" : "basketConstituent-6",
              "observable" : {
                "@type" : "cdm.base.staticdata.asset.common.Security",
                "identifier" : [ {
                  "identifier" : {
                    "@scheme" : "http://www.abc.com/instrumentId",
                    "@data" : "VOD.L"
                  },
                  "identifierType" : "Other"
                }, {
                  "identifier" : {
                    "@data" : "Vodafone Group"
                  },
                  "identifierType" : "Name"
                } ],
                "isExchangeListed" : true,
                "party" : [ {
                  "partyId" : [ {
                    "identifier" : {
                      "@scheme" : "http://www.abc.com/exchangeId",
                      "@data" : "XLON"
                    }
                  } ],
                  "name" : {
                    "@scheme" : "http://www.abc.com/exchangeId",
                    "@data" : "XLON"
                  }
                } ],
                "partyRole" : {
                  "partyReference" : {
                    "partyId" : [ {
                      "identifier" : {
                        "@scheme" : "http://www.abc.com/exchangeId",
                        "@data" : "XLON"
                      }
                    } ],
                    "name" : {
                      "@scheme" : "http://www.abc.com/exchangeId",
                      "@data" : "XLON"
                    }
                  },
                  "role" : "Exchange"
                },
                "assetType" : "Security",
                "securityType" : "Equity"
              }
            } ]
          }
        }
      }, {
        "price" : [ {
          "@key:scoped" : "price-1",
          "value" : 0.0050,
          "unit" : {
            "currency" : {
              "@data" : "EUR"
            }
          },
          "perUnitOf" : {
            "currency" : {
              "@data" : "EUR"
            }
          },
          "priceType" : "InterestRate",
          "arithmeticOperator" : "Add"
        } ],
        "observable" : {
          "@key:scoped" : "observable-2",
          "@data" : {
            "@type" : "cdm.observable.asset.InterestRateIndex",
            "@key:scoped" : "InterestRateIndex-1",
            "@data" : {
              "@type" : "cdm.observable.asset.FloatingRateIndex",
              "identifier" : [ {
                "identifier" : {
                  "@data" : "EUR-EURIBOR-Telerate"
                },
                "identifierType" : "Other"
              } ],
              "assetType" : "Other",
              "assetClass" : "InterestRate",
              "floatingRateIndex" : {
                "@data" : "EUR-EURIBOR-Telerate"
              },
              "indexTenor" : {
                "periodMultiplier" : 3,
                "period" : "M"
              }
            }
          }
        }
      } ]
    } ],
    "counterparty" : [ {
      "role" : "Party1",
      "partyReference" : {
        "@ref:external" : "party1"
      }
    }, {
      "role" : "Party2",
      "partyReference" : {
        "@ref:external" : "party2"
      }
    } ],
    "ancillaryParty" : [ {
      "role" : "CalculationAgentIndependent",
      "partyReference" : [ {
        "@ref:external" : "party1"
      } ]
    } ],
    "adjustment" : "Execution",
    "tradeIdentifier" : [ {
      "issuerReference" : {
        "@ref:external" : "party1"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.partyA.com/eqs-trade-id",
          "@data" : "1245"
        }
      } ]
    }, {
      "issuerReference" : {
        "@ref:external" : "party2"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.partyB.com/eqs-trade-id",
          "@data" : "4569"
        }
      } ]
    } ],
    "tradeDate" : {
      "@key:external" : "TradeDate",
      "@data" : "2002-07-17"
    },
    "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" : [ {
        "legalAgreementIdentification" : {
          "agreementName" : {
            "agreementType" : "MasterAgreement",
            "masterAgreementType" : {
              "@data" : "ISDAMaster"
            }
          },
          "vintage" : 2002
        },
        "contractualParty" : [ {
          "@ref:external" : "party1"
        }, {
          "@ref:external" : "party2"
        } ]
      }, {
        "legalAgreementIdentification" : {
          "agreementName" : {
            "agreementType" : "Confirmation",
            "contractualDefinitionsType" : [ {
              "@data" : "ISDA2000"
            }, {
              "@data" : "ISDA2002EquityDerivatives"
            } ]
          }
        },
        "contractualParty" : [ {
          "@ref:external" : "party1"
        }, {
          "@ref:external" : "party2"
        } ]
      } ],
      "governingLaw" : {
        "@data" : "GBEN"
      }
    }
  }
}