{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "63192b1b",
  "trade" : {
    "product" : {
      "taxonomy" : [ {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "EquitySwap_TotalReturnBasicPerformance_SingleName"
          }
        },
        "calculated" : true
      } ],
      "economicTerms" : {
        "effectiveDate" : {
          "@key:external" : "equityEffectiveDate",
          "adjustableDate" : {
            "unadjustedDate" : "2009-09-01",
            "dateAdjustments" : {
              "businessDayConvention" : "FOLLOWING"
            }
          }
        },
        "terminationDate" : {
          "adjustableDate" : {
            "unadjustedDate" : "2010-03-02",
            "dateAdjustments" : {
              "businessDayConvention" : "FOLLOWING"
            }
          }
        },
        "payout" : [ {
          "@type" : "cdm.product.asset.InterestRatePayout",
          "payerReceiver" : {
            "payer" : "Party1",
            "receiver" : "Party2"
          },
          "priceQuantity" : {
            "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" : "interestCalcPeriodDates",
            "effectiveDate" : {
              "@key:external" : "interestEffectiveDate",
              "adjustableDate" : {
                "unadjustedDate" : "2009-09-03",
                "dateAdjustments" : {
                  "businessDayConvention" : "FOLLOWING"
                }
              }
            },
            "terminationDate" : {
              "@key:external" : "interestTerminationDate",
              "adjustableDate" : {
                "unadjustedDate" : "2010-03-04",
                "dateAdjustments" : {
                  "businessDayConvention" : "FOLLOWING"
                }
              }
            }
          },
          "paymentDates" : {
            "@key:external" : "interestLegPaymentDates",
            "paymentDateSchedule" : {
              "interimPaymentDates" : [ {
                "@key:external" : "interestLegPaymentDates",
                "periodicDates" : {
                  "startDate" : {
                    "relativeDate" : {
                      "periodMultiplier" : 0,
                      "period" : "D",
                      "businessDayConvention" : "NotApplicable",
                      "dateRelativeTo" : {
                        "@ref" : "bf7447f4",
                        "@ref:external" : "interestEffectiveDate"
                      }
                    }
                  },
                  "endDate" : {
                    "relativeDate" : {
                      "periodMultiplier" : 0,
                      "period" : "D",
                      "businessDayConvention" : "NotApplicable",
                      "dateRelativeTo" : {
                        "@ref" : "bf8cb235",
                        "@ref:external" : "interestTerminationDate"
                      }
                    }
                  },
                  "periodFrequency" : {
                    "periodMultiplier" : 1,
                    "period" : "M",
                    "rollConvention" : "1"
                  },
                  "periodDatesAdjustments" : {
                    "businessDayConvention" : "FOLLOWING"
                  }
                }
              } ]
            }
          },
          "resetDates" : {
            "calculationPeriodDatesReference" : {
              "@ref:external" : "interestCalcPeriodDates"
            },
            "fixingDates" : {
              "periodMultiplier" : -2,
              "period" : "D",
              "dayType" : "CurrencyBusiness",
              "businessDayConvention" : "PRECEDING",
              "dateRelativeTo" : {
                "@ref" : "890e2114",
                "@ref:external" : "interestLegPaymentDates"
              }
            },
            "resetFrequency" : {
              "periodMultiplier" : 1,
              "period" : "M"
            }
          }
        }, {
          "@type" : "cdm.product.template.PerformancePayout",
          "payerReceiver" : {
            "payer" : "Party2",
            "receiver" : "Party1"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-1"
            }
          },
          "settlementTerms" : {
            "settlementType" : "Cash",
            "settlementCurrency" : {
              "@data" : "USD"
            }
          },
          "valuationDates" : {
            "interimValuationDate" : {
              "determinationMethod" : "AsSpecifiedInMasterConfirmation",
              "valuationDates" : {
                "@key:external" : "interimValuationDate",
                "periodicDates" : {
                  "startDate" : {
                    "relativeDate" : {
                      "periodMultiplier" : 0,
                      "period" : "D",
                      "businessDayConvention" : "NotApplicable",
                      "dateRelativeTo" : {
                        "@ref" : "bf744072",
                        "@ref:external" : "equityEffectiveDate"
                      }
                    }
                  },
                  "endDate" : {
                    "relativeDate" : {
                      "periodMultiplier" : 0,
                      "period" : "D",
                      "businessDayConvention" : "NotApplicable",
                      "dateRelativeTo" : {
                        "@ref" : "bf8caab3",
                        "@ref:external" : "finalValuationDate"
                      }
                    }
                  },
                  "periodFrequency" : {
                    "periodMultiplier" : 1,
                    "period" : "M",
                    "rollConvention" : "1"
                  },
                  "periodDatesAdjustments" : {
                    "businessDayConvention" : "FOLLOWING"
                  }
                }
              },
              "valuationTimeType" : "AsSpecifiedInMasterConfirmation"
            },
            "finalValuationDate" : {
              "determinationMethod" : "HedgeExecution",
              "valuationDate" : {
                "@key:external" : "finalValuationDate",
                "adjustableDate" : {
                  "unadjustedDate" : "2010-03-02",
                  "dateAdjustments" : {
                    "businessDayConvention" : "FOLLOWING"
                  }
                }
              },
              "valuationTimeType" : "AsSpecifiedInMasterConfirmation"
            }
          },
          "paymentDates" : {
            "paymentDateSchedule" : {
              "interimPaymentDates" : [ {
                "relativeDates" : {
                  "periodMultiplier" : 2,
                  "period" : "D",
                  "dayType" : "CurrencyBusiness",
                  "businessDayConvention" : "FOLLOWING",
                  "dateRelativeTo" : {
                    "@ref" : "6e25d360",
                    "@ref:external" : "interimValuationDate"
                  }
                }
              } ],
              "finalPaymentDate" : {
                "relativeDate" : {
                  "periodMultiplier" : 2,
                  "period" : "D",
                  "dayType" : "CurrencyBusiness",
                  "businessDayConvention" : "FOLLOWING",
                  "dateRelativeTo" : {
                    "@ref" : "bf8caab3",
                    "@ref:external" : "finalValuationDate"
                  }
                }
              }
            }
          },
          "underlier" : {
            "@type" : "cdm.observable.asset.Observable",
            "@ref:scoped" : "observable-1"
          },
          "fxFeature" : [ {
            "referenceCurrency" : {
              "@data" : "KRW"
            },
            "crossCurrency" : {
              "fxSpotRateSource" : {
                "primarySource" : {
                  "sourceProvider" : {
                    "@data" : "Reuters"
                  },
                  "sourcePage" : {
                    "@scheme" : "http://www.example.com/rate-source-page-1-0",
                    "@data" : "KRW="
                  }
                }
              },
              "fixingTime" : {
                "hourMinuteTime" : "14:45:00",
                "businessCenter" : {
                  "@data" : "KRSE"
                }
              }
            }
          } ],
          "returnTerms" : {
            "priceReturnTerms" : {
              "returnType" : "Total"
            },
            "dividendReturnTerms" : {
              "dividendPayoutRatio" : [ {
                "totalRatio" : 1
              } ],
              "firstOrSecondPeriod" : "SecondPeriod",
              "dividendPeriod" : [ {
                "dividendPaymentDate" : {
                  "dividendDateReference" : {
                    "dateReference" : "SharePayment",
                    "paymentDateOffset" : {
                      "periodMultiplier" : 2,
                      "period" : "D",
                      "dayType" : "CurrencyBusiness"
                    }
                  }
                }
              } ]
            }
          }
        } ],
        "calculationAgent" : {
          "calculationAgentParty" : "CalculationAgentIndependent"
        }
      }
    },
    "tradeLot" : [ {
      "priceQuantity" : [ {
        "price" : [ {
          "@key:scoped" : "price-1",
          "value" : 0,
          "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" : "USD-LIBOR-BBA"
                },
                "identifierType" : "Other"
              } ],
              "assetType" : "Other",
              "assetClass" : "InterestRate",
              "floatingRateIndex" : {
                "@data" : "USD-LIBOR-BBA"
              },
              "indexTenor" : {
                "periodMultiplier" : 1,
                "period" : "M"
              }
            }
          }
        }
      }, {
        "price" : [ {
          "@key:scoped" : "price-2",
          "value" : 5,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          },
          "perUnitOf" : {
            "financialUnit" : "Share"
          },
          "priceType" : "AssetPrice",
          "priceExpression" : "AbsoluteTerms",
          "derivedQuantity" : {
            "value" : 300000,
            "unit" : {
              "currency" : {
                "@data" : "USD"
              }
            }
          }
        } ],
        "quantity" : {
          "@key:scoped" : "quantity-2",
          "value" : 60000,
          "unit" : {
            "financialUnit" : "Share"
          }
        },
        "observable" : {
          "@key:scoped" : "observable-1",
          "@data" : {
            "@type" : "cdm.base.staticdata.asset.common.Security",
            "identifier" : [ {
              "identifier" : {
                "@scheme" : "http://www.example.com/instrument-id-Reuters-RIC-1-0",
                "@data" : "005430.KS"
              },
              "identifierType" : "RIC"
            }, {
              "identifier" : {
                "@scheme" : "http://www.example.com/instrument-id-ISIN-1-0",
                "@data" : "KR7005430004"
              },
              "identifierType" : "ISIN"
            }, {
              "identifier" : {
                "@data" : "KOREA AIR SVC ORDINARY"
              },
              "identifierType" : "Name"
            } ],
            "isExchangeListed" : true,
            "party" : [ {
              "partyId" : [ {
                "identifier" : {
                  "@scheme" : "http://www.example.com/exchangeId",
                  "@data" : "XKRX"
                }
              } ],
              "name" : {
                "@scheme" : "http://www.example.com/exchangeId",
                "@data" : "XKRX"
              }
            } ],
            "partyRole" : {
              "partyReference" : {
                "partyId" : [ {
                  "identifier" : {
                    "@scheme" : "http://www.example.com/exchangeId",
                    "@data" : "XKRX"
                  }
                } ],
                "name" : {
                  "@scheme" : "http://www.example.com/exchangeId",
                  "@data" : "XKRX"
                }
              },
              "role" : "Exchange"
            },
            "assetType" : "Security",
            "securityType" : "Equity"
          }
        }
      } ]
    } ],
    "counterparty" : [ {
      "role" : "Party1",
      "partyReference" : {
        "@ref:external" : "party2"
      }
    }, {
      "role" : "Party2",
      "partyReference" : {
        "@ref:external" : "party1"
      }
    } ],
    "ancillaryParty" : [ {
      "role" : "CalculationAgentIndependent",
      "partyReference" : [ {
        "@ref:external" : "party2"
      } ]
    } ],
    "adjustment" : "Standard",
    "tradeIdentifier" : [ {
      "issuerReference" : {
        "@ref:external" : "party1"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.partyA.com/trade-id-1-0",
          "@data" : "299442"
        }
      } ]
    }, {
      "issuerReference" : {
        "@ref:external" : "party2"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.partyB.com/trade-id-1-0",
          "@data" : "299442"
        }
      } ]
    } ],
    "tradeDate" : {
      "@data" : "2009-09-01"
    },
    "party" : [ {
      "@key:external" : "party1",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/dummy-party-id",
          "@data" : "PartyABIC1"
        }
      } ],
      "name" : {
        "@data" : "A.N.Example"
      }
    }, {
      "@key:external" : "party2",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/dummy-party-id",
          "@data" : "PartyBBIC2"
        }
      } ],
      "name" : {
        "@data" : "A.N.Other.Example"
      }
    } ],
    "partyRole" : [ {
      "partyReference" : {
        "@ref:external" : "party2"
      },
      "role" : "DeterminingParty"
    }, {
      "partyReference" : {
        "@ref:external" : "party2"
      },
      "role" : "HedgingParty"
    } ],
    "contractDetails" : {
      "documentation" : [ {
        "agreementDate" : "2009-09-01",
        "legalAgreementIdentification" : {
          "agreementName" : {
            "agreementType" : "MasterConfirmation",
            "masterConfirmationType" : {
              "@data" : "ISDA2009EquityPanAsia"
            },
            "masterConfirmationAnnexType" : {
              "@data" : "ISDA2009ShareSwapPanAsia"
            }
          }
        },
        "contractualParty" : [ {
          "@ref:external" : "party2"
        }, {
          "@ref:external" : "party1"
        } ]
      } ]
    }
  }
}