{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "95a7449a",
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            "@data" : "EquitySwap_TotalReturnBasicPerformance_Index"
          }
        },
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      } ],
      "economicTerms" : {
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          "adjustableDate" : {
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            }
          }
        },
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            }
          }
        },
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          "payerReceiver" : {
            "payer" : "Party1",
            "receiver" : "Party2"
          },
          "priceQuantity" : {
            "quantityReference" : {
              "@ref:external" : "equityNotionalAmount"
            }
          },
          "rateSpecification" : {
            "@type" : "cdm.product.asset.FloatingRateSpecification",
            "rateOption" : {
              "@ref:scoped" : "InterestRateIndex-1"
            },
            "spreadSchedule" : {
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                "@ref:scoped" : "price-1"
              }
            }
          },
          "dayCountFraction" : {
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          },
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              "@key:external" : "interestEffectiveDate",
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                  "businessDayConvention" : "FOLLOWING"
                }
              }
            },
            "terminationDate" : {
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                "unadjustedDate" : "2009-03-23",
                "dateAdjustments" : {
                  "businessDayConvention" : "FOLLOWING"
                }
              }
            }
          },
          "paymentDates" : {
            "@key:external" : "interestLegPaymentDates",
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                "@key:external" : "interestLegPaymentDates",
                "periodicDates" : {
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                      "period" : "D",
                      "businessDayConvention" : "NotApplicable",
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                      }
                    }
                  },
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                      }
                    }
                  },
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                  },
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                  }
                }
              } ]
            }
          },
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            },
            "fixingDates" : {
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              "period" : "D",
              "dayType" : "CurrencyBusiness",
              "businessDayConvention" : "PRECEDING",
              "dateRelativeTo" : {
                "@ref" : "8e340ee9",
                "@ref:external" : "interestLegPaymentDates"
              }
            },
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              "periodMultiplier" : 1,
              "period" : "M"
            }
          }
        }, {
          "@type" : "cdm.product.template.PerformancePayout",
          "payerReceiver" : {
            "payer" : "Party2",
            "receiver" : "Party1"
          },
          "priceQuantity" : {
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            },
            "reset" : true
          },
          "settlementTerms" : {
            "settlementType" : "Cash",
            "settlementCurrency" : {
              "@data" : "EUR"
            }
          },
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                      "period" : "D",
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                      }
                    }
                  },
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                      "period" : "D",
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                      }
                    }
                  },
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                  }
                }
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                  }
                }
              },
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            }
          },
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                  }
                }
              } ],
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                  }
                }
              }
            }
          },
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          },
          "returnTerms" : {
            "priceReturnTerms" : {
              "returnType" : "Total"
            },
            "dividendReturnTerms" : {
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                "cashRatio" : 1,
                "nonCashRatio" : 1
              } ],
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                "dividendPaymentDate" : {
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                    "dateReference" : "CashSettlementPaymentDate"
                  }
                }
              } ]
            }
          }
        } ]
      }
    },
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            }
          },
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            }
          },
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          "arithmeticOperator" : "Add"
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            "@type" : "cdm.observable.asset.InterestRateIndex",
            "@key:scoped" : "InterestRateIndex-1",
            "@data" : {
              "@type" : "cdm.observable.asset.FloatingRateIndex",
              "identifier" : [ {
                "identifier" : {
                  "@data" : "EUR-EURIBOR-Reuters"
                },
                "identifierType" : "Other"
              } ],
              "assetType" : "Other",
              "assetClass" : "InterestRate",
              "floatingRateIndex" : {
                "@data" : "EUR-EURIBOR-Reuters"
              },
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                "period" : "M"
              }
            }
          }
        }
      }, {
        "price" : [ {
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          "unit" : {
            "currency" : {
              "@data" : "EUR"
            }
          },
          "perUnitOf" : {
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          },
          "priceType" : "AssetPrice",
          "priceExpression" : "AbsoluteTerms",
          "derivedQuantity" : {
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            "unit" : {
              "currency" : {
                "@data" : "EUR"
              }
            }
          }
        } ],
        "quantity" : {
          "@key:scoped" : "quantity-2",
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          "unit" : {
            "financialUnit" : "IndexUnit"
          }
        },
        "observable" : {
          "@key:scoped" : "observable-1",
          "@data" : {
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            "identifier" : [ {
              "identifier" : {
                "@scheme" : "http://www.fpml.org/instrument-id",
                "@data" : ".GDAXI"
              },
              "identifierType" : "Other"
            }, {
              "identifier" : {
                "@data" : "GERMAN SE XETRA DAX INDEX"
              },
              "identifierType" : "Name"
            } ],
            "isExchangeListed" : true,
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                }
              } ],
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                "@scheme" : "http://www.fpml.org/exchange-id",
                "@data" : "XEUR"
              }
            } ],
            "partyRole" : {
              "partyReference" : {
                "partyId" : [ {
                  "identifier" : {
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                    "@data" : "XEUR"
                  }
                } ],
                "name" : {
                  "@scheme" : "http://www.fpml.org/exchange-id",
                  "@data" : "XEUR"
                }
              },
              "role" : "Exchange"
            },
            "assetType" : "Other",
            "name" : {
              "@data" : "GERMAN SE XETRA DAX INDEX"
            },
            "assetClass" : "Equity"
          }
        }
      } ]
    } ],
    "counterparty" : [ {
      "role" : "Party1",
      "partyReference" : {
        "@ref:external" : "partyA"
      }
    }, {
      "role" : "Party2",
      "partyReference" : {
        "@ref:external" : "partyB"
      }
    } ],
    "adjustment" : "Standard",
    "tradeIdentifier" : [ {
      "issuerReference" : {
        "@ref:external" : "partyA"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.tradeIdScheme.com/tradeIdScheme",
          "@data" : "1147071"
        }
      } ]
    }, {
      "issuerReference" : {
        "@ref:external" : "partyB"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.tradeIdScheme.com/tradeIdScheme",
          "@data" : "1147071"
        }
      } ]
    } ],
    "tradeDate" : {
      "@data" : "2009-01-19"
    },
    "party" : [ {
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      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/dummy-party-id",
          "@data" : "PARTY1234"
        }
      } ],
      "name" : {
        "@data" : "Party 1234 Ltd"
      }
    }, {
      "@key:external" : "partyB",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/dummy-party-id",
          "@data" : "PARTY5678"
        }
      } ],
      "name" : {
        "@data" : "Party 5678 Ltd"
      }
    } ],
    "contractDetails" : {
      "documentation" : [ {
        "agreementDate" : "2009-01-01",
        "legalAgreementIdentification" : {
          "agreementName" : {
            "agreementType" : "MasterConfirmation",
            "masterConfirmationType" : {
              "@data" : "ISDA2007EquityEuropean"
            }
          }
        },
        "contractualParty" : [ {
          "@ref:external" : "partyA"
        }, {
          "@ref:external" : "partyB"
        } ]
      } ]
    }
  }
}