{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "2bec1b02",
  "trade" : {
    "product" : {
      "taxonomy" : [ {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "InterestRate_IRSwap_FixedFloat_ZeroCoupon"
          }
        },
        "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.FixedRateSpecification",
            "rateSchedule" : {
              "price" : {
                "@ref:scoped" : "price-1"
              }
            }
          },
          "dayCountFraction" : {
            "@data" : "30E/360"
          },
          "calculationPeriodDates" : {
            "@key:external" : "N10434",
            "effectiveDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2018-02-22",
                "dateAdjustments" : {
                  "businessDayConvention" : "MODFOLLOWING"
                }
              }
            },
            "terminationDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2020-02-22",
                "dateAdjustments" : {
                  "businessDayConvention" : "MODFOLLOWING"
                }
              }
            },
            "calculationPeriodDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            },
            "firstPeriodStartDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2018-02-20",
                "dateAdjustments" : {
                  "businessDayConvention" : "MODFOLLOWING"
                }
              }
            },
            "calculationPeriodFrequency" : {
              "periodMultiplier" : 1,
              "period" : "T",
              "rollConvention" : "NONE"
            }
          },
          "paymentDates" : {
            "paymentFrequency" : {
              "periodMultiplier" : 1,
              "period" : "T"
            },
            "payRelativeTo" : "CalculationPeriodEndDate",
            "paymentDatesAdjustments" : {
              "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-1"
            }
          },
          "dayCountFraction" : {
            "@data" : "ACT/360"
          },
          "calculationPeriodDates" : {
            "@key:external" : "N10277",
            "effectiveDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2018-02-22",
                "dateAdjustments" : {
                  "businessDayConvention" : "MODFOLLOWING"
                }
              }
            },
            "terminationDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2020-02-22",
                "dateAdjustments" : {
                  "businessDayConvention" : "MODFOLLOWING"
                }
              }
            },
            "calculationPeriodDatesAdjustments" : {
              "businessDayConvention" : "NONE"
            },
            "firstPeriodStartDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2018-02-20",
                "dateAdjustments" : {
                  "businessDayConvention" : "NONE"
                }
              }
            },
            "calculationPeriodFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M",
              "rollConvention" : "22"
            }
          },
          "paymentDates" : {
            "paymentFrequency" : {
              "periodMultiplier" : 1,
              "period" : "T"
            },
            "payRelativeTo" : "CalculationPeriodEndDate",
            "paymentDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            }
          },
          "resetDates" : {
            "@key:external" : "resetDates",
            "calculationPeriodDatesReference" : {
              "@ref:external" : "N10277"
            },
            "fixingDates" : {
              "periodMultiplier" : -2,
              "period" : "D",
              "dayType" : "Business",
              "businessDayConvention" : "NONE",
              "dateRelativeTo" : {
                "@ref" : "1aabf08a",
                "@ref:external" : "resetDates"
              }
            },
            "resetFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M"
            },
            "resetDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            }
          },
          "compoundingMethod" : "Flat"
        } ]
      }
    },
    "tradeLot" : [ {
      "priceQuantity" : [ {
        "price" : [ {
          "@key:scoped" : "price-1",
          "value" : 0.03,
          "unit" : {
            "currency" : {
              "@data" : "GBP"
            }
          },
          "perUnitOf" : {
            "currency" : {
              "@data" : "GBP"
            }
          },
          "priceType" : "InterestRate"
        } ],
        "quantity" : {
          "@key:scoped" : "quantity-1",
          "value" : 100000,
          "unit" : {
            "currency" : {
              "@data" : "GBP"
            }
          }
        }
      }, {
        "quantity" : {
          "@key:scoped" : "quantity-2",
          "value" : 100000,
          "unit" : {
            "currency" : {
              "@data" : "GBP"
            }
          }
        },
        "observable" : {
          "@key:scoped" : "observable-1",
          "@data" : {
            "@type" : "cdm.observable.asset.InterestRateIndex",
            "@key:scoped" : "InterestRateIndex-1",
            "@data" : {
              "@type" : "cdm.observable.asset.FloatingRateIndex",
              "identifier" : [ {
                "identifier" : {
                  "@data" : "GBP-LIBOR-ISDA"
                },
                "identifierType" : "Other"
              } ],
              "assetType" : "Other",
              "assetClass" : "InterestRate",
              "floatingRateIndex" : {
                "@data" : "GBP-LIBOR-ISDA"
              },
              "indexTenor" : {
                "periodMultiplier" : 3,
                "period" : "M"
              }
            }
          }
        }
      } ]
    } ],
    "counterparty" : [ {
      "role" : "Party1",
      "partyReference" : {
        "@ref:external" : "party1"
      }
    }, {
      "role" : "Party2",
      "partyReference" : {
        "@ref:external" : "party2"
      }
    } ],
    "tradeIdentifier" : [ {
      "issuerReference" : {
        "@ref:external" : "party1"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/uti",
          "@data" : "IRS858TH30"
        },
        "version" : 1
      } ]
    } ],
    "tradeDate" : {
      "@data" : "2018-02-20"
    },
    "party" : [ {
      "@key:external" : "party1",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external",
          "@data" : "Party 1"
        }
      } ]
    }, {
      "@key:external" : "party2",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external",
          "@data" : "Party 2"
        }
      } ]
    } ]
  },
  "transferHistory" : [ {
    "transfer" : {
      "@type" : "cdm.event.common.UnscheduledTransfer",
      "quantity" : {
        "value" : 200.00,
        "unit" : {
          "currency" : {
            "@data" : "USD"
          }
        }
      },
      "asset" : {
        "@type" : "cdm.base.staticdata.asset.common.Cash",
        "identifier" : [ {
          "identifier" : {
            "@data" : "USD"
          },
          "identifierType" : "CurrencyCode"
        } ],
        "assetType" : "Cash"
      },
      "settlementDate" : {
        "unadjustedDate" : "2018-02-22",
        "dateAdjustments" : {
          "businessDayConvention" : "MODFOLLOWING"
        }
      },
      "payerReceiver" : {
        "payerPartyReference" : {
          "@ref:external" : "party1"
        },
        "receiverPartyReference" : {
          "@ref:external" : "party2"
        }
      },
      "transferType" : "Upfront"
    }
  } ]
}