{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "10e37749",
  "trade" : {
    "product" : {
      "taxonomy" : [ {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "InterestRate_IRSwap_Basis"
          }
        },
        "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/ACT.ISDA"
          },
          "calculationPeriodDates" : {
            "@key:external" : "floatingLegCalcPeriodDates",
            "effectiveDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2021-04-09",
                "dateAdjustments" : {
                  "businessDayConvention" : "NONE"
                }
              }
            },
            "terminationDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2026-04-09",
                "dateAdjustments" : {
                  "businessDayConvention" : "MODFOLLOWING"
                }
              }
            },
            "calculationPeriodDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            },
            "calculationPeriodFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M",
              "rollConvention" : "9"
            }
          },
          "paymentDates" : {
            "@key:external" : "floatingLegPaymentDates",
            "paymentFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M"
            },
            "payRelativeTo" : "CalculationPeriodEndDate",
            "paymentDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            }
          },
          "resetDates" : {
            "@key:external" : "floatingLegResetDates",
            "calculationPeriodDatesReference" : {
              "@ref:external" : "floatingLegCalcPeriodDates"
            },
            "resetRelativeTo" : "CalculationPeriodStartDate",
            "fixingDates" : {
              "periodMultiplier" : 0,
              "period" : "D",
              "businessDayConvention" : "PRECEDING",
              "dateRelativeTo" : {
                "@ref" : "7834bc5c",
                "@ref:external" : "floatingLegResetDates"
              }
            },
            "resetFrequency" : {
              "periodMultiplier" : 1,
              "period" : "W"
            },
            "resetDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            }
          }
        }, {
          "@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"
            }
          },
          "dayCountFraction" : {
            "@data" : "ACT/360"
          },
          "calculationPeriodDates" : {
            "@key:external" : "floatingLeg2CalcPeriodDates",
            "effectiveDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2021-04-09",
                "dateAdjustments" : {
                  "businessDayConvention" : "NONE"
                }
              }
            },
            "terminationDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2026-04-09",
                "dateAdjustments" : {
                  "businessDayConvention" : "MODFOLLOWING"
                }
              }
            },
            "calculationPeriodDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            },
            "calculationPeriodFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M",
              "rollConvention" : "9"
            }
          },
          "paymentDates" : {
            "@key:external" : "floatingLeg2PaymentDates",
            "paymentFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M"
            },
            "payRelativeTo" : "CalculationPeriodEndDate",
            "paymentDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            }
          },
          "resetDates" : {
            "@key:external" : "floatingLeg2ResetDates",
            "calculationPeriodDatesReference" : {
              "@ref:external" : "floatingLeg2CalcPeriodDates"
            },
            "resetRelativeTo" : "CalculationPeriodStartDate",
            "fixingDates" : {
              "periodMultiplier" : -2,
              "period" : "D",
              "dayType" : "Business",
              "businessDayConvention" : "NONE",
              "dateRelativeTo" : {
                "@ref" : "fe99a229",
                "@ref:external" : "floatingLeg2ResetDates"
              }
            },
            "resetFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M"
            },
            "resetDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            }
          }
        } ]
      }
    },
    "tradeLot" : [ {
      "priceQuantity" : [ {
        "quantity" : {
          "@key:scoped" : "quantity-1",
          "value" : 150000000,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          }
        },
        "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-SIFMA Municipal Swap Index"
                },
                "identifierType" : "Other"
              } ],
              "assetType" : "Other",
              "assetClass" : "InterestRate",
              "floatingRateIndex" : {
                "@data" : "USD-SIFMA Municipal Swap Index"
              }
            }
          }
        }
      }, {
        "quantity" : {
          "@key:scoped" : "quantity-2",
          "value" : 150000000,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          }
        },
        "observable" : {
          "@key:scoped" : "observable-2",
          "@data" : {
            "@type" : "cdm.observable.asset.InterestRateIndex",
            "@key:scoped" : "InterestRateIndex-2",
            "@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" : 3,
                "period" : "M"
              }
            }
          }
        }
      } ]
    } ],
    "counterparty" : [ {
      "role" : "Party1",
      "partyReference" : {
        "@ref:external" : "partyA"
      }
    }, {
      "role" : "Party2",
      "partyReference" : {
        "@ref:external" : "partyB"
      }
    } ],
    "tradeIdentifier" : [ {
      "issuerReference" : {
        "@ref:external" : "partyA"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.swapswire.com/spec/2001/trade-id-1-0",
          "@data" : "58005869"
        }
      } ]
    }, {
      "issuerReference" : {
        "@ref:external" : "partyB"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.swapswire.com/spec/2001/trade-id-1-0",
          "@data" : "58005869"
        }
      } ]
    } ],
    "tradeDate" : {
      "@data" : "2021-04-07"
    },
    "party" : [ {
      "@key:external" : "partyA",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/iso17442",
          "@data" : "549300ABANKV6BYQOWM67"
        },
        "identifierType" : "LEI"
      } ],
      "name" : {
        "@data" : "A BANK(\"ABANK\")"
      }
    }, {
      "@key:external" : "partyB",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/iso17442",
          "@data" : "529900CPTY57S5UCBB52"
        },
        "identifierType" : "LEI"
      } ],
      "name" : {
        "@data" : "SELL SECURITIES CO LTD (\"Counterparty\")"
      }
    } ],
    "contractDetails" : {
      "documentation" : [ {
        "legalAgreementIdentification" : {
          "agreementName" : {
            "agreementType" : "MasterAgreement",
            "masterAgreementType" : {
              "@scheme" : "http://www.swapswire.com/spec/2001/master-agreement-type-1-0",
              "@data" : "ISDAMaster"
            }
          }
        },
        "contractualParty" : [ {
          "@ref:external" : "partyA"
        }, {
          "@ref:external" : "partyB"
        } ]
      }, {
        "legalAgreementIdentification" : {
          "agreementName" : {
            "agreementType" : "Confirmation",
            "contractualDefinitionsType" : [ {
              "@data" : "ISDA2006"
            } ]
          }
        },
        "contractualParty" : [ {
          "@ref:external" : "partyA"
        }, {
          "@ref:external" : "partyB"
        } ]
      } ]
    }
  }
}