{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "9059c921",
  "trade" : {
    "product" : {
      "taxonomy" : [ {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "InterestRate_Option_Swaption"
          }
        },
        "calculated" : true
      } ],
      "economicTerms" : {
        "payout" : [ {
          "@type" : "cdm.product.template.OptionPayout",
          "payerReceiver" : {
            "payer" : "Party2",
            "receiver" : "Party1"
          },
          "buyerSeller" : {
            "buyer" : "Party1",
            "seller" : "Party2"
          },
          "underlier" : {
            "@type" : "cdm.product.template.NonTransferableProduct",
            "taxonomy" : [ {
              "source" : "ISDA",
              "value" : {
                "name" : {
                  "@data" : "InterestRate_IRSwap_FixedFloat"
                }
              },
              "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" : "30/360"
                },
                "calculationPeriodDates" : {
                  "@key:external" : "CalcPeriodDates0",
                  "effectiveDate" : {
                    "adjustableDate" : {
                      "unadjustedDate" : "2001-08-30",
                      "dateAdjustments" : {
                        "businessDayConvention" : "NONE"
                      }
                    }
                  },
                  "terminationDate" : {
                    "adjustableDate" : {
                      "unadjustedDate" : "2006-08-30",
                      "dateAdjustments" : {
                        "businessDayConvention" : "MODFOLLOWING"
                      }
                    }
                  },
                  "calculationPeriodDatesAdjustments" : {
                    "businessDayConvention" : "MODFOLLOWING",
                    "businessCenters" : {
                      "businessCentersReference" : {
                        "@ref:external" : "accrualBusinessCenters0"
                      }
                    }
                  },
                  "calculationPeriodFrequency" : {
                    "periodMultiplier" : 1,
                    "period" : "Y",
                    "rollConvention" : "30"
                  }
                },
                "paymentDates" : {
                  "paymentFrequency" : {
                    "periodMultiplier" : 1,
                    "period" : "Y"
                  },
                  "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" : "CalcPeriodDates1",
                  "effectiveDate" : {
                    "adjustableDate" : {
                      "unadjustedDate" : "2001-08-30",
                      "dateAdjustments" : {
                        "businessDayConvention" : "NONE"
                      }
                    }
                  },
                  "terminationDate" : {
                    "adjustableDate" : {
                      "unadjustedDate" : "2006-08-30",
                      "dateAdjustments" : {
                        "businessDayConvention" : "MODFOLLOWING"
                      }
                    }
                  },
                  "calculationPeriodDatesAdjustments" : {
                    "businessDayConvention" : "MODFOLLOWING",
                    "businessCenters" : {
                      "businessCentersReference" : {
                        "@ref:external" : "accrualBusinessCenters1"
                      }
                    }
                  },
                  "calculationPeriodFrequency" : {
                    "periodMultiplier" : 6,
                    "period" : "M",
                    "rollConvention" : "30"
                  }
                },
                "paymentDates" : {
                  "paymentFrequency" : {
                    "periodMultiplier" : 6,
                    "period" : "M"
                  },
                  "payRelativeTo" : "CalculationPeriodEndDate",
                  "paymentDatesAdjustments" : {
                    "businessDayConvention" : "MODFOLLOWING"
                  }
                },
                "resetDates" : {
                  "@key:external" : "resetDates0",
                  "calculationPeriodDatesReference" : {
                    "@ref:external" : "CalcPeriodDates1"
                  },
                  "resetRelativeTo" : "CalculationPeriodStartDate",
                  "fixingDates" : {
                    "periodMultiplier" : -2,
                    "period" : "D",
                    "dayType" : "Business",
                    "businessDayConvention" : "NONE",
                    "dateRelativeTo" : {
                      "@ref" : "b93c80ca",
                      "@ref:external" : "resetDates0"
                    }
                  },
                  "resetFrequency" : {
                    "periodMultiplier" : 6,
                    "period" : "M"
                  },
                  "resetDatesAdjustments" : {
                    "businessDayConvention" : "MODFOLLOWING",
                    "businessCenters" : {
                      "businessCentersReference" : {
                        "@ref:external" : "paymentBusinessCenters1"
                      }
                    }
                  }
                }
              } ]
            }
          },
          "exerciseTerms" : {
            "@key:external" : "europeanExercise0",
            "style" : "European",
            "expirationDate" : [ {
              "adjustableDate" : {
                "unadjustedDate" : "2001-08-28",
                "dateAdjustments" : {
                  "businessDayConvention" : "FOLLOWING"
                }
              }
            } ],
            "earliestExerciseTime" : {
              "hourMinuteTime" : "09:00:00",
              "businessCenter" : {
                "@data" : "BEBR"
              }
            },
            "expirationTime" : {
              "hourMinuteTime" : "11:00:00",
              "businessCenter" : {
                "@data" : "BEBR"
              }
            },
            "expirationTimeType" : "SpecificTime",
            "exerciseProcedure" : {
              "manualExercise" : {
                "exerciseNotice" : {
                  "exerciseNoticeGiver" : "Seller",
                  "businessCenter" : {
                    "@data" : "GBLO"
                  }
                }
              },
              "followUpConfirmation" : true
            }
          }
        } ]
      }
    },
    "tradeLot" : [ {
      "priceQuantity" : [ {
        "price" : [ {
          "@key:scoped" : "price-1",
          "value" : 0.05,
          "unit" : {
            "currency" : {
              "@data" : "EUR"
            }
          },
          "perUnitOf" : {
            "currency" : {
              "@data" : "EUR"
            }
          },
          "priceType" : "InterestRate"
        } ],
        "quantity" : {
          "@key:scoped" : "quantity-1",
          "value" : 100000000,
          "unit" : {
            "currency" : {
              "@data" : "EUR"
            }
          }
        }
      }, {
        "quantity" : {
          "@key:scoped" : "quantity-2",
          "value" : 100000000,
          "unit" : {
            "currency" : {
              "@data" : "EUR"
            }
          }
        },
        "observable" : {
          "@key:scoped" : "observable-1",
          "@data" : {
            "@type" : "cdm.observable.asset.InterestRateIndex",
            "@key:scoped" : "InterestRateIndex-1",
            "@data" : {
              "@type" : "cdm.observable.asset.FloatingRateIndex",
              "identifier" : [ {
                "identifier" : {
                  "@data" : "EUR-EURIBOR-Telerate"
                },
                "identifierType" : "Other"
              } ],
              "assetType" : "Other",
              "assetClass" : "InterestRate",
              "floatingRateIndex" : {
                "@data" : "EUR-EURIBOR-Telerate"
              },
              "indexTenor" : {
                "periodMultiplier" : 6,
                "period" : "M"
              }
            }
          }
        }
      } ]
    } ],
    "counterparty" : [ {
      "role" : "Party1",
      "partyReference" : {
        "@ref:external" : "party1"
      }
    }, {
      "role" : "Party2",
      "partyReference" : {
        "@ref:external" : "party2"
      }
    } ],
    "ancillaryParty" : [ {
      "role" : "CalculationAgentIndependent",
      "partyReference" : [ {
        "@ref:external" : "party2"
      } ]
    } ],
    "tradeIdentifier" : [ {
      "issuer" : {
        "@scheme" : "http://www.fpml.org/coding-scheme/external/nsa/cftc",
        "@data" : "1031234567"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/usi",
          "@data" : "UITD7895394"
        }
      } ],
      "identifierType" : "UniqueSwapIdentifier"
    } ],
    "tradeDate" : {
      "@data" : "2000-08-30"
    },
    "party" : [ {
      "@key:external" : "party1",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/dummy-party-id",
          "@data" : "Party A"
        }
      } ]
    }, {
      "@key:external" : "party2",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/dummy-party-id",
          "@data" : "Party B"
        }
      } ]
    } ]
  },
  "transferHistory" : [ {
    "transfer" : {
      "@type" : "cdm.event.common.UnscheduledTransfer",
      "quantity" : {
        "value" : 100000,
        "unit" : {
          "currency" : {
            "@data" : "EUR"
          }
        }
      },
      "asset" : {
        "@type" : "cdm.base.staticdata.asset.common.Cash",
        "identifier" : [ {
          "identifier" : {
            "@data" : "EUR"
          },
          "identifierType" : "CurrencyCode"
        } ],
        "assetType" : "Cash"
      },
      "settlementDate" : {
        "unadjustedDate" : "2000-08-30",
        "dateAdjustments" : {
          "businessDayConvention" : "FOLLOWING"
        }
      },
      "payerReceiver" : {
        "payerPartyReference" : {
          "@ref:external" : "party1"
        },
        "receiverPartyReference" : {
          "@ref:external" : "party2"
        }
      },
      "transferType" : "Premium"
    }
  } ]
}