{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "bca6fafa",
  "trade" : {
    "product" : {
      "taxonomy" : [ {
        "source" : "Other",
        "value" : {
          "name" : {
            "@scheme" : "http://www.fpml.org/coding-scheme/product-type-simple",
            "@data" : "FxVarianceSwap"
          }
        }
      }, {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "ForeignExchange_ParameterReturnVariance"
          }
        },
        "calculated" : true
      } ],
      "economicTerms" : {
        "payout" : [ {
          "@type" : "cdm.product.template.PerformancePayout",
          "payerReceiver" : {
            "payer" : "Party1",
            "receiver" : "Party2"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-1"
            }
          },
          "settlementTerms" : {
            "settlementType" : "Cash",
            "settlementCurrency" : {
              "@data" : "USD"
            },
            "settlementDate" : {
              "adjustableOrRelativeDate" : {
                "adjustedDate" : {
                  "@data" : "2011-04-04"
                }
              }
            }
          },
          "observationTerms" : {
            "observationTime" : {
              "hourMinuteTime" : "16:00:00",
              "businessCenter" : {
                "@data" : "GBLO"
              }
            },
            "informationSource" : {
              "primarySource" : {
                "sourcePage" : {
                  "@data" : "Sponsor Mid Page"
                }
              }
            },
            "observationDates" : {
              "periodicSchedule" : {
                "startDate" : {
                  "adjustableDate" : {
                    "unadjustedDate" : "2011-03-01"
                  }
                },
                "endDate" : {
                  "adjustableDate" : {
                    "unadjustedDate" : "2011-03-31"
                  }
                },
                "dayType" : "Business"
              }
            },
            "numberOfObservationDates" : 22
          },
          "valuationDates" : {
            "finalValuationDate" : {
              "valuationDates" : {
                "relativeDates" : {
                  "periodMultiplier" : 1,
                  "period" : "D",
                  "dayType" : "Business"
                }
              }
            }
          },
          "underlier" : {
            "@type" : "cdm.observable.asset.Observable",
            "@ref:scoped" : "observable-1"
          },
          "returnTerms" : {
            "varianceReturnTerms" : {
              "annualizationFactor" : 252,
              "meanAdjustment" : true,
              "varianceStrikePrice" : {
                "value" : 0.1510,
                "unit" : {
                  "currency" : {
                    "@data" : "USD"
                  }
                },
                "perUnitOf" : {
                  "currency" : {
                    "@data" : "EUR"
                  }
                },
                "priceType" : "InterestRate"
              },
              "vegaNotionalAmount" : {
                "value" : 100000.00,
                "unit" : {
                  "currency" : {
                    "@data" : "USD"
                  }
                }
              }
            }
          }
        } ],
        "calculationAgent" : {
          "calculationAgentParty" : "CalculationAgentIndependent"
        }
      }
    },
    "tradeLot" : [ {
      "priceQuantity" : [ {
        "price" : [ {
          "derivedQuantity" : {
            "value" : 100000.00,
            "unit" : {
              "currency" : {
                "@data" : "USD"
              }
            }
          }
        } ],
        "quantity" : {
          "@key:scoped" : "quantity-1",
          "value" : 33112582.78,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          }
        },
        "observable" : {
          "@key:scoped" : "observable-1",
          "@data" : {
            "@type" : "cdm.observable.asset.ForeignExchangeRateIndex",
            "assetType" : "Other",
            "assetClass" : "ForeignExchange",
            "quotedCurrencyPair" : {
              "@key:scoped" : "quotedCurrencyPair-1",
              "currency1" : {
                "@data" : "EUR"
              },
              "currency2" : {
                "@data" : "USD"
              },
              "quoteBasis" : "Currency2PerCurrency1"
            },
            "primaryFxSpotRateSource" : {
              "sourcePage" : {
                "@data" : "Sponsor Mid Page"
              }
            }
          }
        }
      } ]
    } ],
    "counterparty" : [ {
      "role" : "Party1",
      "partyReference" : {
        "@ref:external" : "partyB"
      }
    }, {
      "role" : "Party2",
      "partyReference" : {
        "@ref:external" : "partyA"
      }
    } ],
    "ancillaryParty" : [ {
      "role" : "CalculationAgentIndependent",
      "partyReference" : [ {
        "@ref:external" : "partyB"
      } ]
    } ],
    "tradeIdentifier" : [ {
      "issuerReference" : {
        "@ref:external" : "partyA"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.citi.com/fx/trade-id",
          "@data" : "12345"
        }
      } ]
    } ],
    "tradeDate" : {
      "@key:external" : "TradeDate",
      "@data" : "2011-03-01"
    },
    "party" : [ {
      "@key:external" : "partyA",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/iso17442",
          "@data" : "549300SRLRVTR996F086"
        },
        "identifierType" : "LEI"
      } ]
    }, {
      "@key:external" : "partyB",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/iso17442",
          "@data" : "549300RE0FSXJE8G1L65"
        },
        "identifierType" : "LEI"
      } ]
    } ]
  },
  "transferHistory" : [ {
    "transfer" : {
      "@type" : "cdm.event.common.UnscheduledTransfer",
      "quantity" : {
        "value" : 5000.00,
        "unit" : {
          "currency" : {
            "@data" : "USD"
          }
        }
      },
      "asset" : {
        "@type" : "cdm.base.staticdata.asset.common.Cash",
        "identifier" : [ {
          "identifier" : {
            "@data" : "USD"
          },
          "identifierType" : "CurrencyCode"
        } ],
        "assetType" : "Cash"
      },
      "settlementDate" : {
        "adjustedDate" : {
          "@data" : "2011-03-03"
        }
      },
      "payerReceiver" : {
        "payerPartyReference" : {
          "@ref:external" : "partyA"
        },
        "receiverPartyReference" : {
          "@ref:external" : "partyB"
        }
      },
      "transferType" : "Upfront"
    }
  } ]
}