{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "217e797f",
  "trade" : {
    "product" : {
      "identifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.dtcc.com/coding-scheme/external/GTR-Product-Id",
          "@data" : "Commodity:Metals:Precious:LoanLease:Cash"
        },
        "source" : "Other"
      } ],
      "taxonomy" : [ {
        "primaryAssetClass" : {
          "@data" : "Commodity"
        }
      }, {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "InterestRate_IRSwap_Basis_OIS"
          }
        },
        "calculated" : true
      } ],
      "economicTerms" : {
        "payout" : [ {
          "@type" : "cdm.product.asset.InterestRatePayout",
          "payerReceiver" : {
            "payer" : "Party1",
            "receiver" : "Party2"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-1"
            }
          },
          "rateSpecification" : {
            "@type" : "cdm.product.asset.FloatingRateSpecification",
            "rateOption" : {
              "@ref:scoped" : "InterestRateIndex-1"
            }
          },
          "dayCountFraction" : {
            "@data" : "ACT/365.FIXED"
          },
          "calculationPeriodDates" : {
            "@key:external" : "gofoperioddates1",
            "effectiveDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2021-08-18",
                "dateAdjustments" : {
                  "businessDayConvention" : "MODFOLLOWING"
                }
              }
            },
            "terminationDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2022-08-18",
                "dateAdjustments" : {
                  "businessDayConvention" : "MODFOLLOWING",
                  "businessCenters" : {
                    "businessCentersReference" : {
                      "@ref:external" : "primaryBusinessCenters"
                    }
                  }
                }
              }
            },
            "calculationPeriodDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING",
              "businessCenters" : {
                "businessCentersReference" : {
                  "@ref:external" : "primaryBusinessCenters"
                }
              }
            },
            "calculationPeriodFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M",
              "rollConvention" : "1"
            }
          },
          "paymentDates" : {
            "paymentFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M"
            },
            "firstPaymentDate" : "2021-11-18",
            "payRelativeTo" : "CalculationPeriodEndDate",
            "paymentDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING",
              "businessCenters" : {
                "businessCentersReference" : {
                  "@ref:external" : "primaryBusinessCenters"
                }
              }
            }
          },
          "resetDates" : {
            "@key:external" : "resetDates1",
            "calculationPeriodDatesReference" : {
              "@ref:external" : "gofoperioddates1"
            },
            "resetRelativeTo" : "CalculationPeriodStartDate",
            "fixingDates" : {
              "periodMultiplier" : -2,
              "period" : "D",
              "dayType" : "Business",
              "businessDayConvention" : "NONE",
              "businessCentersReference" : {
                "@ref:external" : "primaryBusinessCenters"
              },
              "dateRelativeTo" : {
                "@ref" : "850a7d83",
                "@ref:external" : "resetDates1"
              }
            },
            "resetFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M"
            },
            "resetDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING",
              "businessCenters" : {
                "businessCentersReference" : {
                  "@ref:external" : "primaryBusinessCenters"
                }
              }
            }
          }
        }, {
          "@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-2"
            },
            "spreadSchedule" : {
              "price" : {
                "@ref:scoped" : "price-1"
              }
            }
          },
          "dayCountFraction" : {
            "@data" : "ACT/365.FIXED"
          },
          "calculationPeriodDates" : {
            "@key:external" : "gofoperioddates2",
            "effectiveDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2021-08-18",
                "dateAdjustments" : {
                  "businessDayConvention" : "MODFOLLOWING",
                  "businessCenters" : {
                    "businessCentersReference" : {
                      "@ref:external" : "primaryBusinessCenters"
                    }
                  }
                }
              }
            },
            "terminationDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2022-08-18",
                "dateAdjustments" : {
                  "businessDayConvention" : "MODFOLLOWING",
                  "businessCenters" : {
                    "businessCentersReference" : {
                      "@ref:external" : "primaryBusinessCenters"
                    }
                  }
                }
              }
            },
            "calculationPeriodDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING",
              "businessCenters" : {
                "businessCentersReference" : {
                  "@ref:external" : "primaryBusinessCenters"
                }
              }
            },
            "calculationPeriodFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M",
              "rollConvention" : "1"
            }
          },
          "paymentDates" : {
            "paymentFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M"
            },
            "firstPaymentDate" : "2021-11-18",
            "payRelativeTo" : "CalculationPeriodEndDate",
            "paymentDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING",
              "businessCenters" : {
                "businessCentersReference" : {
                  "@ref:external" : "primaryBusinessCenters"
                }
              }
            }
          },
          "resetDates" : {
            "@key:external" : "resetDates2",
            "calculationPeriodDatesReference" : {
              "@ref:external" : "gofoperioddates2"
            },
            "resetRelativeTo" : "CalculationPeriodStartDate",
            "fixingDates" : {
              "periodMultiplier" : -2,
              "period" : "D",
              "dayType" : "Business",
              "businessDayConvention" : "NONE",
              "businessCentersReference" : {
                "@ref:external" : "primaryBusinessCenters"
              },
              "dateRelativeTo" : {
                "@ref" : "e6f94e45",
                "@ref:external" : "resetDates2"
              }
            },
            "resetFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M"
            },
            "resetDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING",
              "businessCenters" : {
                "businessCentersReference" : {
                  "@ref:external" : "primaryBusinessCenters"
                }
              }
            }
          }
        } ]
      }
    },
    "tradeLot" : [ {
      "priceQuantity" : [ {
        "quantity" : {
          "@key:scoped" : "quantity-1",
          "value" : 100.00,
          "unit" : {
            "currency" : {
              "@data" : "XAU"
            }
          }
        },
        "observable" : {
          "@key:scoped" : "observable-1",
          "@data" : {
            "@type" : "cdm.observable.asset.InterestRateIndex",
            "@key:scoped" : "InterestRateIndex-1",
            "@data" : {
              "@type" : "cdm.observable.asset.FloatingRateIndex",
              "identifier" : [ {
                "identifier" : {
                  "@data" : "USD-SOFR-OIS Compound"
                },
                "identifierType" : "Other"
              } ],
              "assetType" : "Other",
              "assetClass" : "InterestRate",
              "floatingRateIndex" : {
                "@data" : "USD-SOFR-OIS Compound"
              }
            }
          }
        }
      }, {
        "price" : [ {
          "@key:scoped" : "price-1",
          "value" : -0.0001,
          "unit" : {
            "currency" : {
              "@data" : "XAU"
            }
          },
          "perUnitOf" : {
            "currency" : {
              "@data" : "XAU"
            }
          },
          "priceType" : "InterestRate",
          "arithmeticOperator" : "Add"
        } ],
        "quantity" : {
          "@key:scoped" : "quantity-2",
          "value" : 100.00,
          "unit" : {
            "currency" : {
              "@data" : "XAU"
            }
          }
        },
        "observable" : {
          "@key:scoped" : "observable-2",
          "@data" : {
            "@type" : "cdm.observable.asset.InterestRateIndex",
            "@key:scoped" : "InterestRateIndex-2",
            "@data" : {
              "@type" : "cdm.observable.asset.FloatingRateIndex",
              "identifier" : [ {
                "identifier" : {
                  "@data" : "GOFO"
                },
                "identifierType" : "Other"
              } ],
              "assetType" : "Other",
              "assetClass" : "InterestRate"
            }
          }
        }
      } ]
    } ],
    "counterparty" : [ {
      "role" : "Party1",
      "partyReference" : {
        "@ref:external" : "party1"
      }
    }, {
      "role" : "Party2",
      "partyReference" : {
        "@ref:external" : "party2"
      }
    } ],
    "tradeIdentifier" : [ {
      "issuerReference" : {
        "@ref:external" : "party1"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.bankB.com/swaps/com-trade-id",
          "@data" : "BankA1234"
        }
      } ]
    }, {
      "issuerReference" : {
        "@ref:external" : "party2"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.bankA.com/swaps/com-trade-id",
          "@data" : "BankB5678"
        }
      } ]
    } ],
    "tradeDate" : {
      "@data" : "2021-08-18"
    },
    "party" : [ {
      "@key:external" : "party1",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/dummy-party-id",
          "@data" : "Bank A"
        }
      } ],
      "name" : {
        "@data" : "Bank a"
      }
    }, {
      "@key:external" : "party2",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/dummy-party-id",
          "@data" : "Bank B"
        }
      } ],
      "name" : {
        "@data" : "Bank B"
      }
    } ],
    "contractDetails" : {
      "documentation" : [ {
        "legalAgreementIdentification" : {
          "agreementName" : {
            "agreementType" : "Confirmation"
          }
        },
        "contractualParty" : [ {
          "@ref:external" : "party1"
        }, {
          "@ref:external" : "party2"
        } ]
      } ]
    }
  }
}