{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "dc727612",
  "trade" : {
    "product" : {
      "taxonomy" : [ {
        "source" : "Other",
        "value" : {
          "name" : {
            "@data" : "Equity:Swap:PriceReturnBasicPerformance:SingleName"
          }
        }
      }, {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "EquitySwap_TotalReturnBasicPerformance_SingleName"
          }
        },
        "calculated" : true
      } ],
      "economicTerms" : {
        "effectiveDate" : {
          "@key:external" : "equityEffectiveDate",
          "adjustableDate" : {
            "unadjustedDate" : "2010-10-12",
            "dateAdjustments" : {
              "businessDayConvention" : "NONE"
            }
          }
        },
        "terminationDate" : {
          "relativeDate" : {
            "periodMultiplier" : 0,
            "period" : "D",
            "businessDayConvention" : "NONE",
            "dateRelativeTo" : {
              "@ref" : "7e0a5d94",
              "@ref:external" : "finalCashSettlementPaymentDate"
            }
          }
        },
        "payout" : [ {
          "@type" : "cdm.product.asset.InterestRatePayout",
          "payerReceiver" : {
            "payer" : "Party2",
            "receiver" : "Party1"
          },
          "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" : "floatingCalculationPeriodDates",
            "effectiveDate" : {
              "relativeDate" : {
                "periodMultiplier" : 0,
                "period" : "D",
                "businessDayConvention" : "NONE",
                "dateRelativeTo" : {
                  "@ref" : "ebf906c4",
                  "@ref:external" : "equityEffectiveDate"
                }
              }
            },
            "terminationDate" : {
              "relativeDate" : {
                "periodMultiplier" : 0,
                "period" : "D",
                "businessDayConvention" : "NONE",
                "dateRelativeTo" : {
                  "@ref" : "7e0a5d94",
                  "@ref:external" : "finalCashSettlementPaymentDate"
                }
              }
            }
          },
          "paymentDates" : {
            "paymentDateSchedule" : {
              "interimPaymentDates" : [ {
                "adjustableDates" : {
                  "unadjustedDate" : [ "2010-10-12", "2010-11-13", "2010-12-12", "2011-01-14", "2011-02-12", "2011-03-12", "2011-04-12", "2011-05-13", "2011-06-02", "2011-07-12", "2011-08-12" ],
                  "dateAdjustments" : {
                    "businessDayConvention" : "NONE"
                  }
                }
              } ]
            }
          },
          "resetDates" : {
            "calculationPeriodDatesReference" : {
              "@ref:external" : "floatingCalculationPeriodDates"
            },
            "resetRelativeTo" : "CalculationPeriodStartDate"
          }
        }, {
          "@type" : "cdm.product.template.PerformancePayout",
          "payerReceiver" : {
            "payer" : "Party1",
            "receiver" : "Party2"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-1"
            },
            "reset" : true
          },
          "settlementTerms" : {
            "settlementType" : "Cash",
            "settlementCurrency" : {
              "@scheme" : "http://www.fpml.org/coding-scheme/external/iso4217",
              "@data" : "USD"
            }
          },
          "valuationDates" : {
            "interimValuationDate" : {
              "determinationMethod" : "ValuationTime",
              "valuationDates" : {
                "periodicDates" : {
                  "startDate" : {
                    "adjustableDate" : {
                      "unadjustedDate" : "2010-10-12",
                      "dateAdjustments" : {
                        "businessDayConvention" : "NotApplicable"
                      }
                    }
                  },
                  "endDate" : {
                    "adjustableDate" : {
                      "unadjustedDate" : "2011-08-12",
                      "dateAdjustments" : {
                        "businessDayConvention" : "NotApplicable"
                      }
                    }
                  },
                  "periodFrequency" : {
                    "periodMultiplier" : 1,
                    "period" : "M",
                    "rollConvention" : "30"
                  },
                  "periodDatesAdjustments" : {
                    "businessDayConvention" : "PRECEDING"
                  }
                }
              }
            },
            "finalValuationDate" : {
              "determinationMethod" : "ValuationTime"
            }
          },
          "paymentDates" : {
            "paymentDateSchedule" : {
              "interimPaymentDates" : [ {
                "relativeDates" : {
                  "periodMultiplier" : 3,
                  "period" : "D",
                  "dayType" : "CurrencyBusiness",
                  "businessDayConvention" : "NONE",
                  "dateRelativeTo" : {
                    "@ref:external" : "equityValuationDates"
                  }
                }
              } ],
              "finalPaymentDate" : {
                "@key:external" : "finalCashSettlementPaymentDate",
                "relativeDate" : {
                  "periodMultiplier" : 3,
                  "period" : "D",
                  "dayType" : "CurrencyBusiness",
                  "businessDayConvention" : "NONE",
                  "dateRelativeTo" : {
                    "@ref:external" : "equityValuationDates"
                  }
                }
              }
            }
          },
          "underlier" : {
            "@type" : "cdm.observable.asset.Observable",
            "@ref:scoped" : "observable-1"
          },
          "returnTerms" : {
            "priceReturnTerms" : {
              "returnType" : "Total"
            },
            "dividendReturnTerms" : {
              "dividendPayoutRatio" : [ {
                "totalRatio" : 0.85,
                "cashRatio" : 2.5,
                "nonCashRatio" : 2.5
              } ],
              "dividendCurrency" : {
                "determinationMethod" : "SettlementCurrency"
              },
              "dividendPeriod" : [ {
                "dividendPaymentDate" : {
                  "dividendDateReference" : {
                    "paymentDateOffset" : {
                      "periodMultiplier" : 2,
                      "period" : "D"
                    }
                  }
                }
              } ]
            }
          }
        } ]
      }
    },
    "tradeLot" : [ {
      "priceQuantity" : [ {
        "price" : [ {
          "@key:scoped" : "price-2",
          "value" : 37.44,
          "perUnitOf" : {
            "financialUnit" : "Share"
          },
          "priceType" : "AssetPrice",
          "priceExpression" : "AbsoluteTerms",
          "derivedQuantity" : {
            "value" : 28469376,
            "unit" : {
              "currency" : {
                "@scheme" : "http://www.fpml.org/coding-scheme/external/iso4217",
                "@data" : "USD"
              }
            }
          }
        } ],
        "quantity" : {
          "@key:scoped" : "quantity-2",
          "value" : 760400,
          "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" : "IBM.N"
              },
              "identifierType" : "RIC"
            } ],
            "isExchangeListed" : true,
            "party" : [ {
              "partyId" : [ {
                "identifier" : {
                  "@scheme" : "http://www.example.com/exchange-id-REC-1-0",
                  "@data" : "ALL"
                }
              } ],
              "name" : {
                "@scheme" : "http://www.example.com/exchange-id-REC-1-0",
                "@data" : "ALL"
              }
            } ],
            "partyRole" : {
              "partyReference" : {
                "partyId" : [ {
                  "identifier" : {
                    "@scheme" : "http://www.example.com/exchange-id-REC-1-0",
                    "@data" : "ALL"
                  }
                } ],
                "name" : {
                  "@scheme" : "http://www.example.com/exchange-id-REC-1-0",
                  "@data" : "ALL"
                }
              },
              "role" : "Exchange"
            },
            "assetType" : "Security",
            "securityType" : "Equity"
          }
        }
      }, {
        "price" : [ {
          "@key:scoped" : "price-1",
          "value" : 0.01,
          "unit" : {
            "currency" : {
              "@scheme" : "http://www.fpml.org/coding-scheme/external/iso4217",
              "@data" : "USD"
            }
          },
          "perUnitOf" : {
            "currency" : {
              "@scheme" : "http://www.fpml.org/coding-scheme/external/iso4217",
              "@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" : 6,
                "period" : "M"
              }
            }
          }
        }
      } ]
    } ],
    "counterparty" : [ {
      "role" : "Party1",
      "partyReference" : {
        "@ref:external" : "party1"
      }
    }, {
      "role" : "Party2",
      "partyReference" : {
        "@ref:external" : "party2"
      }
    } ],
    "adjustment" : "Standard",
    "tradeIdentifier" : [ {
      "issuerReference" : {
        "@ref:external" : "party1"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.partyA.com/tradeRefNbr",
          "@data" : "TW9236"
        }
      } ]
    }, {
      "issuerReference" : {
        "@ref:external" : "party2"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.partyB.com/trade-id-1-0",
          "@data" : "299442"
        }
      } ]
    } ],
    "tradeDate" : {
      "@data" : "2010-09-10"
    },
    "party" : [ {
      "@key:external" : "party1",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "DTCC",
          "@data" : "DTCC00006441"
        }
      } ],
      "name" : {
        "@data" : "Party A"
      }
    }, {
      "@key:external" : "party2",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "DTCC",
          "@data" : "DTCC00006440"
        }
      } ],
      "name" : {
        "@data" : "Party B"
      }
    } ],
    "contractDetails" : {
      "documentation" : [ {
        "agreementDate" : "2009-07-20",
        "legalAgreementIdentification" : {
          "agreementName" : {
            "agreementType" : "MasterConfirmation",
            "masterConfirmationType" : {
              "@data" : "ISDA2009EquityEuropeanInterdealer"
            },
            "masterConfirmationAnnexType" : {
              "@data" : "ISDA2010FairValueShareSwapEuropeanInterdealer"
            }
          }
        },
        "contractualParty" : [ {
          "@ref:external" : "party1"
        }, {
          "@ref:external" : "party2"
        } ]
      } ]
    }
  }
}