{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "99a6bbdd",
  "trade" : {
    "product" : {
      "taxonomy" : [ {
        "source" : "Other",
        "value" : {
          "name" : {
            "@data" : "Equity:Swap:PriceReturnBasicPerformance:SingleIndex"
          }
        }
      }, {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "EquitySwap_PriceReturnBasicPerformance_Index"
          }
        },
        "calculated" : true
      } ],
      "economicTerms" : {
        "effectiveDate" : {
          "adjustableDate" : {
            "unadjustedDate" : "2010-05-12",
            "dateAdjustments" : {
              "businessDayConvention" : "NotApplicable"
            }
          }
        },
        "terminationDate" : {
          "adjustableDate" : {
            "unadjustedDate" : "2038-01-12",
            "dateAdjustments" : {
              "businessDayConvention" : "NotApplicable"
            }
          }
        },
        "payout" : [ {
          "@type" : "cdm.product.template.PerformancePayout",
          "payerReceiver" : {
            "payer" : "Party1",
            "receiver" : "Party2"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-1"
            }
          },
          "settlementTerms" : {
            "settlementType" : "Cash"
          },
          "valuationDates" : {
            "initialValuationDate" : {
              "determinationMethod" : "ValuationTime",
              "valuationDate" : {
                "@key:external" : "initialValuationDate",
                "adjustableDate" : {
                  "unadjustedDate" : "2010-05-12",
                  "dateAdjustments" : {
                    "businessDayConvention" : "NotApplicable"
                  }
                }
              }
            },
            "interimValuationDate" : {
              "determinationMethod" : "ValuationTime",
              "valuationDates" : {
                "@key:external" : "interimValuationDates",
                "periodicDates" : {
                  "startDate" : {
                    "adjustableDate" : {
                      "unadjustedDate" : "2010-06-12",
                      "dateAdjustments" : {
                        "businessDayConvention" : "NotApplicable"
                      }
                    }
                  },
                  "endDate" : {
                    "adjustableDate" : {
                      "unadjustedDate" : "2037-12-12",
                      "dateAdjustments" : {
                        "businessDayConvention" : "NotApplicable"
                      }
                    }
                  },
                  "periodFrequency" : {
                    "periodMultiplier" : 1,
                    "period" : "M",
                    "rollConvention" : "12"
                  },
                  "periodDatesAdjustments" : {
                    "businessDayConvention" : "NotApplicable"
                  }
                }
              }
            },
            "finalValuationDate" : {
              "determinationMethod" : "ValuationTime",
              "valuationDate" : {
                "@key:external" : "finalValuationDate",
                "adjustableDate" : {
                  "unadjustedDate" : "2038-01-12",
                  "dateAdjustments" : {
                    "businessDayConvention" : "NotApplicable"
                  }
                }
              }
            }
          },
          "paymentDates" : {
            "paymentDateSchedule" : {
              "interimPaymentDates" : [ {
                "relativeDates" : {
                  "periodMultiplier" : 3,
                  "period" : "D",
                  "dayType" : "Business",
                  "businessDayConvention" : "NONE",
                  "dateRelativeTo" : {
                    "@ref" : "dd77575f",
                    "@ref:external" : "interimValuationDates"
                  }
                }
              } ],
              "finalPaymentDate" : {
                "relativeDate" : {
                  "periodMultiplier" : 3,
                  "period" : "D",
                  "dayType" : "Business",
                  "businessDayConvention" : "NONE",
                  "businessCentersReference" : {
                    "@ref:external" : "returnBusinessCenter"
                  },
                  "dateRelativeTo" : {
                    "@ref" : "296055f7",
                    "@ref:external" : "finalValuationDate"
                  }
                }
              }
            }
          },
          "underlier" : {
            "@type" : "cdm.observable.asset.Observable",
            "@ref:scoped" : "observable-1"
          },
          "returnTerms" : {
            "priceReturnTerms" : {
              "returnType" : "Total"
            }
          }
        }, {
          "@type" : "cdm.product.asset.InterestRatePayout",
          "payerReceiver" : {
            "payer" : "Party2",
            "receiver" : "Party1"
          },
          "priceQuantity" : {
            "quantityReference" : {
              "@ref:external" : "returnNotional"
            }
          },
          "rateSpecification" : {
            "@type" : "cdm.product.asset.FixedRateSpecification",
            "rateSchedule" : {
              "price" : {
                "@ref:scoped" : "price-1"
              }
            }
          },
          "dayCountFraction" : {
            "@data" : "30/360"
          },
          "calculationPeriodDates" : {
            "@key:external" : "interestCalculationDates",
            "effectiveDate" : {
              "relativeDate" : {
                "periodMultiplier" : 0,
                "period" : "D",
                "businessDayConvention" : "NotApplicable",
                "dateRelativeTo" : {
                  "@ref" : "261b36f7",
                  "@ref:external" : "initialValuationDate"
                }
              }
            },
            "terminationDate" : {
              "relativeDate" : {
                "periodMultiplier" : 0,
                "period" : "D",
                "businessDayConvention" : "NotApplicable",
                "dateRelativeTo" : {
                  "@ref" : "296055f7",
                  "@ref:external" : "finalValuationDate"
                }
              }
            }
          },
          "paymentDates" : {
            "paymentDateSchedule" : {
              "interimPaymentDates" : [ {
                "relativeDates" : {
                  "periodMultiplier" : 0,
                  "period" : "D",
                  "businessDayConvention" : "NotApplicable",
                  "dateRelativeTo" : {
                    "@ref:external" : "returnPaymentDates"
                  }
                }
              } ]
            }
          },
          "resetDates" : {
            "calculationPeriodDatesReference" : {
              "@ref" : "dd77575f",
              "@ref:external" : "interimValuationDates"
            },
            "resetRelativeTo" : "CalculationPeriodStartDate"
          }
        } ]
      }
    },
    "tradeLot" : [ {
      "priceQuantity" : [ {
        "price" : [ {
          "derivedQuantity" : {
            "value" : 31000000,
            "unit" : {
              "currency" : {
                "@data" : "USD"
              }
            }
          }
        } ],
        "observable" : {
          "@key:scoped" : "observable-1",
          "@data" : {
            "@type" : "cdm.observable.asset.EquityIndex",
            "identifier" : [ {
              "identifier" : {
                "@scheme" : "http://www.fpml.org/coding-scheme/external/entity-name-RED",
                "@data" : "IOS.FN30.650.67"
              },
              "identifierType" : "Other"
            }, {
              "identifier" : {
                "@scheme" : "http://www.fpml.org/coding-scheme/external/instrument-id-RED-pair",
                "@data" : "4A845HAA3"
              },
              "identifierType" : "REDID"
            } ],
            "assetType" : "Other",
            "assetClass" : "Equity"
          }
        }
      }, {
        "price" : [ {
          "@key:scoped" : "price-1",
          "value" : 0.065,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          },
          "perUnitOf" : {
            "currency" : {
              "@data" : "USD"
            }
          },
          "priceType" : "InterestRate"
        } ]
      } ]
    } ],
    "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.abc.com/swaps/trade-id",
          "@data" : "TRS-01"
        }
      } ]
    }, {
      "issuerReference" : {
        "@ref:external" : "party2"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.hedgeco.com/swaps/trade-id",
          "@data" : "total-ret-swap-01"
        }
      } ]
    } ],
    "tradeDate" : {
      "@data" : "2011-03-23"
    },
    "party" : [ {
      "@key:external" : "party1",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/iso17442",
          "@data" : "QGPGHQ1ENZOOLJRFTH41"
        },
        "identifierType" : "LEI"
      } ],
      "name" : {
        "@data" : "ABCD Fund"
      }
    }, {
      "@key:external" : "party2",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/iso17442",
          "@data" : "J6W9XJWVE853A9CVRQ85"
        },
        "identifierType" : "LEI"
      } ],
      "name" : {
        "@data" : "HedgeCo Capital L.L.C."
      }
    } ]
  },
  "transferHistory" : [ {
    "transfer" : {
      "@type" : "cdm.event.common.UnscheduledTransfer",
      "quantity" : {
        "value" : 26800.62,
        "unit" : {
          "currency" : {
            "@data" : "USD"
          }
        }
      },
      "asset" : {
        "@type" : "cdm.base.staticdata.asset.common.Cash",
        "identifier" : [ {
          "identifier" : {
            "@data" : "USD"
          },
          "identifierType" : "CurrencyCode"
        } ],
        "assetType" : "Cash"
      },
      "settlementDate" : {
        "dateAdjustments" : {
          "businessDayConvention" : "NotApplicable"
        }
      },
      "payerReceiver" : {
        "payerPartyReference" : {
          "@ref:external" : "party1"
        },
        "receiverPartyReference" : {
          "@ref:external" : "party2"
        }
      },
      "transferType" : "Upfront"
    }
  } ]
}