{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "54d163a7",
  "trade" : {
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      "taxonomy" : [ {
        "source" : "Other",
        "value" : {
          "name" : {
            "@scheme" : "http://www.primarybank.com/productType",
            "@data" : "EQCFD"
          }
        }
      }, {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "EquitySwap_TotalReturnBasicPerformance_SingleName"
          }
        },
        "calculated" : true
      } ],
      "economicTerms" : {
        "effectiveDate" : {
          "@key:external" : "EffectiveDate__CFD123456789",
          "adjustableDate" : {
            "unadjustedDate" : "2009-10-07",
            "dateAdjustments" : {
              "businessDayConvention" : "NotApplicable"
            }
          }
        },
        "terminationDate" : {
          "@key:external" : "TerminationDate__CFD123456789",
          "adjustableDate" : {
            "unadjustedDate" : "2019-10-01",
            "dateAdjustments" : {
              "businessDayConvention" : "NotApplicable"
            }
          }
        },
        "payout" : [ {
          "@type" : "cdm.product.template.PerformancePayout",
          "payerReceiver" : {
            "payer" : "Party1",
            "receiver" : "Party2"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-1"
            },
            "reset" : false
          },
          "settlementTerms" : {
            "settlementType" : "Cash",
            "settlementCurrency" : {
              "@data" : "USD"
            }
          },
          "valuationDates" : {
            "finalValuationDate" : {
              "determinationMethod" : "HedgeExecution",
              "valuationDate" : {
                "@key:external" : "FinalValuationDate__CFD123456789",
                "adjustableDate" : {
                  "unadjustedDate" : "2019-10-01",
                  "dateAdjustments" : {
                    "businessDayConvention" : "NotApplicable"
                  }
                }
              }
            }
          },
          "paymentDates" : {
            "paymentDateSchedule" : {
              "finalPaymentDate" : {
                "adjustableDate" : {
                  "unadjustedDate" : "2019-10-01",
                  "dateAdjustments" : {
                    "businessDayConvention" : "FOLLOWING"
                  }
                }
              }
            }
          },
          "underlier" : {
            "@type" : "cdm.observable.asset.Observable",
            "@ref:scoped" : "observable-1"
          },
          "fxFeature" : [ {
            "referenceCurrency" : {
              "@key:external" : "ReferenceCurrency",
              "@data" : "USD"
            }
          } ],
          "returnTerms" : {
            "priceReturnTerms" : {
              "returnType" : "Total"
            },
            "dividendReturnTerms" : {
              "dividendPayoutRatio" : [ {
                "totalRatio" : 1.0
              } ],
              "dividendReinvestment" : false,
              "dividendEntitlement" : "ExDate",
              "dividendCurrency" : {
                "currency" : {
                  "@data" : "USD"
                }
              },
              "dividendPeriod" : [ {
                "startDate" : {
                  "dividendDate" : {
                    "@ref" : "3eca5e",
                    "@ref:external" : "TradeDate__CFD123456789"
                  }
                },
                "endDate" : {
                  "dividendDate" : {
                    "@ref:external" : "FinalValuationDate__CFD123456789"
                  }
                },
                "dividendPaymentDate" : {
                  "dividendDateReference" : {
                    "dateReference" : "AdHocDate"
                  }
                }
              } ]
            }
          }
        }, {
          "@type" : "cdm.product.asset.InterestRatePayout",
          "payerReceiver" : {
            "payer" : "Party2",
            "receiver" : "Party1"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-2"
            }
          },
          "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-1",
            "effectiveDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2009-10-07",
                "dateAdjustments" : {
                  "businessDayConvention" : "NotApplicable"
                }
              }
            },
            "terminationDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2019-10-01",
                "dateAdjustments" : {
                  "businessDayConvention" : "NotApplicable"
                }
              }
            }
          },
          "paymentDates" : {
            "paymentDateSchedule" : {
              "interimPaymentDates" : [ {
                "adjustableDates" : {
                  "unadjustedDate" : [ "2019-10-01" ],
                  "dateAdjustments" : {
                    "businessDayConvention" : "FOLLOWING"
                  }
                }
              } ]
            }
          },
          "resetDates" : {
            "calculationPeriodDatesReference" : {
              "@ref:external" : "InterestLegPeriodDates-1"
            },
            "resetRelativeTo" : "CalculationPeriodStartDate"
          }
        } ]
      }
    },
    "tradeLot" : [ {
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        "price" : [ {
          "@key:scoped" : "price-2",
          "value" : 80.000000,
          "perUnitOf" : {
            "financialUnit" : "Share"
          },
          "priceType" : "AssetPrice",
          "priceExpression" : "PercentageOfNotional",
          "derivedQuantity" : {
            "value" : 3840000.000000,
            "unit" : {
              "currency" : {
                "@data" : "USD"
              }
            }
          }
        } ],
        "quantity" : {
          "@key:scoped" : "quantity-3",
          "value" : 48000,
          "unit" : {
            "financialUnit" : "Share"
          }
        },
        "observable" : {
          "@key:scoped" : "observable-1",
          "@data" : {
            "@type" : "cdm.base.staticdata.asset.common.Security",
            "identifier" : [ {
              "identifier" : {
                "@scheme" : "RIC",
                "@data" : "XYZ.N"
              },
              "identifierType" : "RIC"
            } ],
            "isExchangeListed" : true,
            "party" : [ {
              "partyId" : [ {
                "identifier" : {
                  "@scheme" : "MARKET_ID",
                  "@data" : "NYSE"
                }
              } ],
              "name" : {
                "@scheme" : "MARKET_ID",
                "@data" : "NYSE"
              }
            } ],
            "partyRole" : {
              "partyReference" : {
                "partyId" : [ {
                  "identifier" : {
                    "@scheme" : "MARKET_ID",
                    "@data" : "NYSE"
                  }
                } ],
                "name" : {
                  "@scheme" : "MARKET_ID",
                  "@data" : "NYSE"
                }
              },
              "role" : "Exchange"
            },
            "assetType" : "Security",
            "securityType" : "Equity"
          }
        }
      }, {
        "price" : [ {
          "@key:scoped" : "price-1",
          "value" : 125.0,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          },
          "perUnitOf" : {
            "currency" : {
              "@data" : "USD"
            }
          },
          "priceType" : "InterestRate",
          "arithmeticOperator" : "Add"
        } ],
        "quantity" : {
          "@key:scoped" : "quantity-2",
          "value" : 3840000.000000,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          }
        },
        "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"
              }
            }
          }
        }
      } ]
    } ],
    "counterparty" : [ {
      "role" : "Party1",
      "partyReference" : {
        "@ref:external" : "PRIMARY"
      }
    }, {
      "role" : "Party2",
      "partyReference" : {
        "@ref:external" : "CROSS"
      }
    } ],
    "adjustment" : "Standard",
    "tradeIdentifier" : [ {
      "issuerReference" : {
        "@ref:external" : "PRIMARY"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.primarybank.com/trade-id",
          "@data" : "CFD123456789"
        }
      } ]
    }, {
      "issuerReference" : {
        "@ref:external" : "CROSS"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.crossbank.com/tradeId",
          "@data" : "CFD123456789"
        }
      } ]
    } ],
    "tradeDate" : {
      "@key:external" : "TradeDate__CFD123456789",
      "@data" : "2009-09-30"
    },
    "party" : [ {
      "@key:external" : "PRIMARY",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/dummy-party-id",
          "@data" : "0987654321"
        }
      } ]
    }, {
      "@key:external" : "CROSS",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/dummy-party-id",
          "@data" : "1234567890"
        }
      } ]
    } ],
    "contractDetails" : {
      "documentation" : [ {
        "legalAgreementIdentification" : {
          "agreementName" : {
            "agreementType" : "MasterAgreement",
            "masterAgreementType" : {
              "@data" : "ISDAMaster"
            }
          }
        },
        "contractualParty" : [ {
          "@ref:external" : "PRIMARY"
        }, {
          "@ref:external" : "CROSS"
        } ]
      } ]
    }
  }
}