{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "a087190",
  "trade" : {
    "product" : {
      "taxonomy" : [ {
        "source" : "Other",
        "value" : {
          "name" : {
            "@data" : "Equity:Swap:PriceReturnBasicPerformance:SingleIndex"
          }
        }
      }, {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "EquitySwap_PriceReturnBasicPerformance_Index"
          }
        },
        "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" : "bb917ef4",
              "@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",
            "settlementCurrency" : {
              "@data" : "EUR"
            }
          },
          "valuationDates" : {
            "interimValuationDate" : {
              "determinationMethod" : "ValuationTime",
              "valuationDates" : {
                "@key:external" : "InterimValuationDate",
                "adjustableDates" : {
                  "unadjustedDate" : [ "2002-10-21", "2004-01-20", "2004-04-22" ],
                  "dateAdjustments" : {
                    "businessDayConvention" : "NotApplicable"
                  }
                }
              },
              "valuationTimeType" : "Close"
            },
            "finalValuationDate" : {
              "determinationMethod" : "HedgeExecution",
              "valuationDate" : {
                "@key:external" : "FinalValuationDate",
                "adjustableDate" : {
                  "unadjustedDate" : "2004-07-21",
                  "dateAdjustments" : {
                    "businessDayConvention" : "NotApplicable"
                  }
                }
              }
            }
          },
          "paymentDates" : {
            "paymentDateSchedule" : {
              "interimPaymentDates" : [ {
                "@key:external" : "InterimEquityPaymentDate",
                "relativeDates" : {
                  "periodMultiplier" : 3,
                  "period" : "D",
                  "dayType" : "CurrencyBusiness",
                  "businessDayConvention" : "FOLLOWING",
                  "dateRelativeTo" : {
                    "@ref" : "60230b82",
                    "@ref:external" : "InterimValuationDate"
                  }
                }
              } ],
              "finalPaymentDate" : {
                "@key:external" : "FinalEquityPaymentDate",
                "relativeDate" : {
                  "periodMultiplier" : 3,
                  "period" : "D",
                  "dayType" : "CurrencyBusiness",
                  "businessDayConvention" : "FOLLOWING",
                  "businessCentersReference" : {
                    "@ref:external" : "PrimaryBusinessCenter"
                  },
                  "dateRelativeTo" : {
                    "@ref" : "25690940",
                    "@ref:external" : "FinalValuationDate"
                  }
                }
              }
            }
          },
          "underlier" : {
            "@type" : "cdm.observable.asset.Observable",
            "@ref:scoped" : "observable-1"
          },
          "returnTerms" : {
            "priceReturnTerms" : {
              "returnType" : "Price"
            }
          }
        }, {
          "@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" : "bb917ef4",
                  "@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" : 5591987.41,
          "unit" : {
            "currency" : {
              "@data" : "EUR"
            }
          },
          "perUnitOf" : {
            "financialUnit" : "IndexUnit"
          },
          "priceType" : "AssetPrice",
          "priceExpression" : "AbsoluteTerms",
          "derivedQuantity" : {
            "value" : 5591987.41,
            "unit" : {
              "currency" : {
                "@data" : "USD"
              }
            }
          }
        } ],
        "observable" : {
          "@key:scoped" : "observable-1",
          "@data" : {
            "@type" : "cdm.observable.asset.EquityIndex",
            "identifier" : [ {
              "identifier" : {
                "@scheme" : "http://www.example.com/instrumentId",
                "@data" : ".FCHI"
              },
              "identifierType" : "Other"
            }, {
              "identifier" : {
                "@data" : "France CAC 40 Index"
              },
              "identifierType" : "Name"
            } ],
            "isExchangeListed" : true,
            "party" : [ {
              "partyId" : [ {
                "identifier" : {
                  "@scheme" : "http://www.example.com/exchange-id",
                  "@data" : "XPAR"
                }
              } ],
              "name" : {
                "@scheme" : "http://www.example.com/exchange-id",
                "@data" : "XPAR"
              }
            } ],
            "partyRole" : {
              "partyReference" : {
                "partyId" : [ {
                  "identifier" : {
                    "@scheme" : "http://www.example.com/exchange-id",
                    "@data" : "XPAR"
                  }
                } ],
                "name" : {
                  "@scheme" : "http://www.example.com/exchange-id",
                  "@data" : "XPAR"
                }
              },
              "role" : "Exchange"
            },
            "ancillaryPartyRole" : [ {
              "partyReference" : {
                "partyId" : [ {
                  "identifier" : {
                    "@scheme" : "http://www.example.com/exchange-id",
                    "@data" : "XMAT"
                  }
                } ],
                "name" : {
                  "@scheme" : "http://www.example.com/exchange-id",
                  "@data" : "XMAT"
                }
              },
              "role" : "RelatedExchange"
            }, {
              "partyReference" : {
                "partyId" : [ {
                  "identifier" : {
                    "@scheme" : "http://www.example.com/exchange-id",
                    "@data" : "XMON"
                  }
                } ],
                "name" : {
                  "@scheme" : "http://www.example.com/exchange-id",
                  "@data" : "XMON"
                }
              },
              "role" : "RelatedExchange"
            } ],
            "assetType" : "Other",
            "name" : {
              "@data" : "France CAC 40 Index"
            },
            "assetClass" : "Equity"
          }
        }
      }, {
        "price" : [ {
          "@key:scoped" : "price-1",
          "value" : 0.0050,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          },
          "perUnitOf" : {
            "currency" : {
              "@data" : "USD"
            }
          },
          "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" : "Standard",
    "tradeIdentifier" : [ {
      "issuerReference" : {
        "@ref:external" : "party1"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.partyA.com/eqs-trade-id",
          "@data" : "1734"
        }
      } ]
    }, {
      "issuerReference" : {
        "@ref:external" : "party2"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.partyB.com/eqs-trade-id",
          "@data" : "5648"
        }
      } ]
    } ],
    "tradeDate" : {
      "@key:external" : "TradeDate",
      "@data" : "2002-07-19"
    },
    "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"
      }
    }
  }
}