{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "f54d2789",
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        "source" : "Other",
        "value" : {
          "name" : {
            "@data" : "InterestRateSwap"
          }
        }
      }, {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "InterestRate_InflationSwap_Basis_ZeroCoupon"
          }
        },
        "calculated" : true
      } ],
      "economicTerms" : {
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          "payerReceiver" : {
            "payer" : "Party1",
            "receiver" : "Party2"
          },
          "priceQuantity" : {
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              "@ref:scoped" : "quantity-1"
            }
          },
          "settlementTerms" : {
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            "settlementCurrency" : {
              "@data" : "USD"
            },
            "cashSettlementTerms" : [ {
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                    "settlementRateOption" : {
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                    }
                  }
                }
              }
            } ]
          },
          "rateSpecification" : {
            "@type" : "cdm.product.asset.InflationRateSpecification",
            "rateOption" : {
              "@ref:scoped" : "InterestRateIndex-1"
            },
            "spreadSchedule" : {
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                "@ref:scoped" : "price-1"
              }
            },
            "inflationLag" : {
              "periodMultiplier" : -1,
              "period" : "M"
            },
            "indexSource" : {
              "@scheme" : "http://www.fpml.org/coding-scheme/inflation-index-source-2-4",
              "@data" : "BZSXPRTA"
            },
            "interpolationMethod" : {
              "@data" : "None"
            },
            "fallbackBondApplicable" : false
          },
          "dayCountFraction" : {
            "@data" : "CAL/252"
          },
          "calculationPeriodDates" : {
            "@key:external" : "floatingLegCalcPeriodDates",
            "effectiveDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2022-06-13",
                "dateAdjustments" : {
                  "businessDayConvention" : "NONE"
                }
              }
            },
            "terminationDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2025-07-01",
                "dateAdjustments" : {
                  "businessDayConvention" : "NONE"
                }
              }
            },
            "calculationPeriodDatesAdjustments" : {
              "businessDayConvention" : "NONE"
            },
            "calculationPeriodFrequency" : {
              "periodMultiplier" : 1,
              "period" : "T",
              "rollConvention" : "NONE"
            }
          },
          "paymentDates" : {
            "@key:external" : "floatingLegPaymentDates",
            "paymentFrequency" : {
              "periodMultiplier" : 1,
              "period" : "T"
            },
            "payRelativeTo" : "CalculationPeriodEndDate",
            "paymentDaysOffset" : {
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              "period" : "D",
              "dayType" : "Business"
            },
            "paymentDatesAdjustments" : {
              "businessDayConvention" : "FOLLOWING"
            }
          },
          "resetDates" : {
            "@key:external" : "floatingLegResetDates",
            "calculationPeriodDatesReference" : {
              "@ref:external" : "floatingLegCalcPeriodDates"
            },
            "fixingDates" : {
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              "period" : "D",
              "businessDayConvention" : "PRECEDING",
              "dateRelativeTo" : {
                "@ref" : "8fe7da67",
                "@ref:external" : "floatingLegResetDates"
              }
            },
            "resetFrequency" : {
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              "period" : "T"
            },
            "resetDatesAdjustments" : {
              "businessDayConvention" : "NONE"
            }
          }
        }, {
          "@type" : "cdm.product.asset.InterestRatePayout",
          "payerReceiver" : {
            "payer" : "Party2",
            "receiver" : "Party1"
          },
          "priceQuantity" : {
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            }
          },
          "settlementTerms" : {
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            "settlementCurrency" : {
              "@data" : "USD"
            },
            "cashSettlementTerms" : [ {
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                    }
                  }
                }
              }
            } ]
          },
          "rateSpecification" : {
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            }
          },
          "dayCountFraction" : {
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          },
          "calculationPeriodDates" : {
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                }
              }
            },
            "terminationDate" : {
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                "dateAdjustments" : {
                  "businessDayConvention" : "NONE"
                }
              }
            },
            "calculationPeriodDatesAdjustments" : {
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            },
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              "rollConvention" : "NONE"
            }
          },
          "paymentDates" : {
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            },
            "payRelativeTo" : "CalculationPeriodEndDate",
            "paymentDaysOffset" : {
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              "period" : "D",
              "dayType" : "Business"
            },
            "paymentDatesAdjustments" : {
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            }
          },
          "resetDates" : {
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            "calculationPeriodDatesReference" : {
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            },
            "fixingDates" : {
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              "period" : "D",
              "businessDayConvention" : "PRECEDING",
              "dateRelativeTo" : {
                "@ref" : "748603a7",
                "@ref:external" : "floatingLeg2ResetDates"
              }
            },
            "resetFrequency" : {
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              "period" : "T"
            },
            "resetDatesAdjustments" : {
              "businessDayConvention" : "NONE"
            }
          }
        } ]
      }
    },
    "tradeLot" : [ {
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          "unit" : {
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              "@data" : "BRL"
            }
          },
          "perUnitOf" : {
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              "@data" : "BRL"
            }
          },
          "priceType" : "InterestRate",
          "arithmeticOperator" : "Add"
        } ],
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          "unit" : {
            "currency" : {
              "@data" : "BRL"
            }
          }
        },
        "observable" : {
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          "@data" : {
            "@type" : "cdm.observable.asset.InterestRateIndex",
            "@key:scoped" : "InterestRateIndex-1",
            "@data" : {
              "@type" : "cdm.observable.asset.InflationIndex",
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              "inflationRateIndex" : {
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              }
            }
          }
        }
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          "unit" : {
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            }
          }
        },
        "observable" : {
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          "@data" : {
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            "@key:scoped" : "InterestRateIndex-2",
            "@data" : {
              "@type" : "cdm.observable.asset.FloatingRateIndex",
              "identifier" : [ {
                "identifier" : {
                  "@data" : "BRL-CDI"
                },
                "identifierType" : "Other"
              } ],
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              "assetClass" : "InterestRate",
              "floatingRateIndex" : {
                "@data" : "BRL-CDI"
              }
            }
          }
        }
      } ]
    } ],
    "counterparty" : [ {
      "role" : "Party1",
      "partyReference" : {
        "@ref:external" : "partyB"
      }
    }, {
      "role" : "Party2",
      "partyReference" : {
        "@ref:external" : "partyA"
      }
    } ],
    "tradeIdentifier" : [ {
      "issuerReference" : {
        "@ref:external" : "partyA"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.party-a.com/swaps/trade-id",
          "@data" : "43660124A"
        }
      } ]
    }, {
      "issuerReference" : {
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      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.party-b.com/swaps/trade-id",
          "@data" : "43660133A"
        }
      } ]
    }, {
      "issuerReference" : {
        "@ref:external" : "partyC"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.swapswire.com/spec/2001/trade-id-1-0",
          "@data" : "187355008-2"
        }
      } ]
    } ],
    "tradeDate" : {
      "@data" : "2022-06-13"
    },
    "party" : [ {
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      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/iso17442",
          "@data" : "549300ABANKV6BYQOWM67"
        },
        "identifierType" : "LEI"
      } ],
      "name" : {
        "@data" : "AAA International"
      }
    }, {
      "@key:external" : "partyB",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/iso17442",
          "@data" : "529900CPTY57S5UCBB52"
        },
        "identifierType" : "LEI"
      } ],
      "name" : {
        "@data" : "AAA Capital Services Inc."
      }
    }, {
      "@key:external" : "partyC",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/iso17442",
          "@data" : "529900AYEI57S5UCED35"
        },
        "identifierType" : "LEI"
      } ],
      "name" : {
        "@data" : "SWAPSWIRE"
      }
    } ]
  }
}