{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "b69be0da",
  "trade" : {
    "product" : {
      "identifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.dtcc.com/coding-scheme/external/GTR-Product-Id",
          "@data" : "InterestRate:CrossCurrency:Basis"
        },
        "source" : "Other"
      } ],
      "taxonomy" : [ {
        "primaryAssetClass" : {
          "@data" : "InterestRate"
        }
      }, {
        "source" : "CFI",
        "value" : {
          "name" : {
            "@scheme" : "http://www.fpml.org/coding-scheme/external/product-classification/iso10962",
            "@data" : "SRAXCC"
          }
        }
      }, {
        "source" : "EMIR",
        "value" : {
          "name" : {
            "@scheme" : "http://www.dtcc.com/coding-scheme/external/product-classification/emir-contract-type",
            "@data" : "SW"
          }
        }
      }, {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "InterestRate_CrossCurrency_Basis"
          }
        },
        "calculated" : true
      } ],
      "economicTerms" : {
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          "@type" : "cdm.product.asset.InterestRatePayout",
          "payerReceiver" : {
            "payer" : "Party1",
            "receiver" : "Party2"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-1"
            },
            "quantityReference" : {
              "@ref:external" : "fixed_notional_schedule"
            },
            "quantityMultiplier" : {
              "fxLinkedNotionalSchedule" : {
                "varyingNotionalCurrency" : {
                  "@data" : "USD"
                },
                "varyingNotionalFixingDates" : {
                  "periodMultiplier" : 2,
                  "period" : "D",
                  "dayType" : "Business",
                  "businessDayConvention" : "MODFOLLOWING",
                  "dateRelativeTo" : {
                    "@ref:external" : "tradeDate"
                  }
                },
                "fxSpotRateSource" : {
                  "primarySource" : {
                    "sourceProvider" : {
                      "@data" : "Telerate"
                    },
                    "sourcePage" : {
                      "@data" : "WM Company LDN 11am Mid"
                    },
                    "sourcePageHeading" : "USD/EUR"
                  }
                },
                "fixingTime" : {
                  "hourMinuteTime" : "11:00:00",
                  "businessCenter" : {
                    "@data" : "GBLO"
                  }
                },
                "varyingNotionalInterimExchangePaymentDates" : {
                  "periodMultiplier" : 2,
                  "period" : "D",
                  "dayType" : "Business",
                  "businessDayConvention" : "MODFOLLOWING",
                  "dateRelativeTo" : {
                    "@ref:external" : "tradeDate"
                  }
                }
              }
            }
          },
          "principalPayment" : {
            "initialPayment" : false,
            "finalPayment" : false,
            "intermediatePayment" : true
          },
          "settlementTerms" : {
            "settlementCurrency" : {
              "@data" : "USD"
            }
          },
          "rateSpecification" : {
            "@type" : "cdm.product.asset.FloatingRateSpecification",
            "rateOption" : {
              "@ref:scoped" : "InterestRateIndex-1"
            }
          },
          "dayCountFraction" : {
            "@data" : "ACT/360"
          },
          "calculationPeriodDates" : {
            "@key:external" : "d0e5285",
            "effectiveDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2018-03-21",
                "dateAdjustments" : {
                  "businessDayConvention" : "MODFOLLOWING"
                }
              }
            },
            "terminationDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2023-03-21",
                "dateAdjustments" : {
                  "businessDayConvention" : "MODFOLLOWING"
                },
                "adjustedDate" : {
                  "@data" : "2023-03-21"
                }
              }
            },
            "calculationPeriodDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            },
            "calculationPeriodFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M",
              "rollConvention" : "21"
            }
          },
          "paymentDates" : {
            "paymentFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M"
            },
            "firstPaymentDate" : "2018-06-21",
            "payRelativeTo" : "CalculationPeriodEndDate",
            "paymentDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            }
          },
          "resetDates" : {
            "@key:external" : "d0e5632",
            "calculationPeriodDatesReference" : {
              "@ref:external" : "d0e5285"
            },
            "resetRelativeTo" : "CalculationPeriodStartDate",
            "fixingDates" : {
              "periodMultiplier" : -2,
              "period" : "D",
              "dayType" : "Business",
              "businessDayConvention" : "NONE",
              "dateRelativeTo" : {
                "@ref" : "f13147a2",
                "@ref:external" : "d0e5632"
              }
            },
            "resetFrequency" : {
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              "period" : "M"
            },
            "resetDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            }
          },
          "compoundingMethod" : "None",
          "cashflowRepresentation" : {
            "cashflowsMatchParameters" : false
          }
        }, {
          "@type" : "cdm.product.asset.InterestRatePayout",
          "payerReceiver" : {
            "payer" : "Party2",
            "receiver" : "Party1"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-2"
            }
          },
          "principalPayment" : {
            "initialPayment" : true,
            "finalPayment" : true,
            "intermediatePayment" : true,
            "principalPaymentSchedule" : {
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                "principalPaymentDate" : {
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                    "@data" : "2018-03-21"
                  }
                },
                "payerReceiver" : {
                  "payer" : "Party1",
                  "receiver" : "Party2"
                },
                "principalAmount" : {
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                  "unit" : {
                    "currency" : {
                      "@data" : "EUR"
                    }
                  }
                }
              },
              "finalPrincipalPayment" : {
                "principalPaymentDate" : {
                  "adjustedDate" : {
                    "@data" : "2023-03-21"
                  }
                },
                "payerReceiver" : {
                  "payer" : "Party2",
                  "receiver" : "Party1"
                },
                "principalAmount" : {
                  "value" : 1650,
                  "unit" : {
                    "currency" : {
                      "@data" : "EUR"
                    }
                  }
                }
              }
            }
          },
          "settlementTerms" : {
            "settlementCurrency" : {
              "@data" : "EUR"
            }
          },
          "rateSpecification" : {
            "@type" : "cdm.product.asset.FloatingRateSpecification",
            "rateOption" : {
              "@ref:scoped" : "InterestRateIndex-2"
            },
            "spreadSchedule" : {
              "price" : {
                "@ref:scoped" : "price-1"
              }
            }
          },
          "dayCountFraction" : {
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          },
          "calculationPeriodDates" : {
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                  "businessDayConvention" : "MODFOLLOWING"
                }
              }
            },
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                "dateAdjustments" : {
                  "businessDayConvention" : "MODFOLLOWING"
                },
                "adjustedDate" : {
                  "@data" : "2023-03-21"
                }
              }
            },
            "calculationPeriodDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            },
            "calculationPeriodFrequency" : {
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              "period" : "M",
              "rollConvention" : "21"
            }
          },
          "paymentDates" : {
            "paymentFrequency" : {
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              "period" : "M"
            },
            "firstPaymentDate" : "2018-06-21",
            "payRelativeTo" : "CalculationPeriodEndDate",
            "paymentDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            }
          },
          "resetDates" : {
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            "calculationPeriodDatesReference" : {
              "@ref:external" : "d0e6004"
            },
            "resetRelativeTo" : "CalculationPeriodStartDate",
            "fixingDates" : {
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              "period" : "D",
              "dayType" : "Business",
              "businessDayConvention" : "NONE",
              "dateRelativeTo" : {
                "@ref" : "9101fbe6",
                "@ref:external" : "d0e6350"
              }
            },
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              "period" : "M"
            },
            "resetDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            }
          },
          "compoundingMethod" : "None",
          "cashflowRepresentation" : {
            "cashflowsMatchParameters" : false
          }
        } ]
      }
    },
    "tradeLot" : [ {
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          "value" : 2034.95,
          "unit" : {
            "currency" : {
              "@data" : "USD"
            }
          }
        },
        "observable" : {
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          "@data" : {
            "@type" : "cdm.observable.asset.InterestRateIndex",
            "@key:scoped" : "InterestRateIndex-1",
            "@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"
              }
            }
          }
        }
      }, {
        "price" : [ {
          "@key:scoped" : "price-1",
          "value" : -0.0045,
          "unit" : {
            "currency" : {
              "@data" : "EUR"
            }
          },
          "perUnitOf" : {
            "currency" : {
              "@data" : "EUR"
            }
          },
          "priceType" : "InterestRate",
          "arithmeticOperator" : "Add"
        } ],
        "quantity" : {
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          "value" : 1650,
          "unit" : {
            "currency" : {
              "@data" : "EUR"
            }
          }
        },
        "observable" : {
          "@key:scoped" : "observable-2",
          "@data" : {
            "@type" : "cdm.observable.asset.InterestRateIndex",
            "@key:scoped" : "InterestRateIndex-2",
            "@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" : 3,
                "period" : "M"
              }
            }
          }
        }
      } ]
    } ],
    "counterparty" : [ {
      "role" : "Party1",
      "partyReference" : {
        "@ref:external" : "party1"
      }
    }, {
      "role" : "Party2",
      "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" : "DRTY123456"
        }
      } ],
      "identifierType" : "UniqueSwapIdentifier"
    }, {
      "issuer" : {
        "@scheme" : "http://www.fpml.org/coding-scheme/external/iso17442",
        "@data" : "54930084UKLVMY22DS16"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/uti",
          "@data" : "UITD7895394"
        }
      } ],
      "identifierType" : "UniqueTransactionIdentifier"
    } ],
    "tradeDate" : {
      "@key:external" : "tradeDate",
      "@data" : "2018-03-19"
    },
    "party" : [ {
      "@key:external" : "party1",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/iso17442",
          "@data" : "54930084UKLVMY22DS16"
        },
        "identifierType" : "LEI"
      } ],
      "name" : {
        "@data" : "Party A"
      }
    }, {
      "@key:external" : "party2",
      "partyId" : [ {
        "identifier" : {
          "@scheme" : "http://www.fpml.org/coding-scheme/external/iso17442",
          "@data" : "48750084UKLVTR22DS78"
        },
        "identifierType" : "LEI"
      } ],
      "name" : {
        "@data" : "Party B"
      }
    } ]
  }
}