{
  "@model" : "cdm",
  "@type" : "cdm.event.common.TradeState",
  "@version" : "0.0.0.master-SNAPSHOT",
  "@key" : "a5b62364",
  "trade" : {
    "product" : {
      "taxonomy" : [ {
        "source" : "ISDA",
        "value" : {
          "name" : {
            "@data" : "InterestRate_CrossCurrency_FixedFloat"
          }
        },
        "calculated" : true
      } ],
      "economicTerms" : {
        "payout" : [ {
          "@type" : "cdm.product.asset.InterestRatePayout",
          "payerReceiver" : {
            "payer" : "Party1",
            "receiver" : "Party2"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-1"
            }
          },
          "principalPayment" : {
            "initialPayment" : true,
            "finalPayment" : true,
            "intermediatePayment" : true
          },
          "rateSpecification" : {
            "@type" : "cdm.product.asset.FixedRateSpecification",
            "rateSchedule" : {
              "price" : {
                "@ref:scoped" : "price-1"
              }
            }
          },
          "dayCountFraction" : {
            "@data" : "ACT/365.FIXED"
          },
          "calculationPeriodDates" : {
            "@key:external" : "fixedCalcPeriodDates",
            "effectiveDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2006-01-11",
                "dateAdjustments" : {
                  "businessDayConvention" : "NONE"
                }
              }
            },
            "terminationDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2011-01-11",
                "dateAdjustments" : {
                  "businessDayConvention" : "MODFOLLOWING"
                }
              }
            },
            "calculationPeriodDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            },
            "calculationPeriodFrequency" : {
              "periodMultiplier" : 6,
              "period" : "M",
              "rollConvention" : "11"
            }
          },
          "paymentDates" : {
            "paymentFrequency" : {
              "periodMultiplier" : 6,
              "period" : "M"
            },
            "payRelativeTo" : "CalculationPeriodEndDate",
            "paymentDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            }
          }
        }, {
          "@type" : "cdm.product.asset.InterestRatePayout",
          "payerReceiver" : {
            "payer" : "Party2",
            "receiver" : "Party1"
          },
          "priceQuantity" : {
            "quantitySchedule" : {
              "@ref:scoped" : "quantity-2"
            },
            "quantityReference" : {
              "@ref:external" : "notionalScheduleJPY"
            },
            "quantityMultiplier" : {
              "fxLinkedNotionalSchedule" : {
                "varyingNotionalCurrency" : {
                  "@data" : "USD"
                },
                "varyingNotionalFixingDates" : {
                  "periodMultiplier" : -2,
                  "period" : "D",
                  "dayType" : "Business",
                  "businessDayConvention" : "NONE",
                  "dateRelativeTo" : {
                    "@ref" : "fc5438a9",
                    "@ref:external" : "floatingResetDates"
                  }
                },
                "fxSpotRateSource" : {
                  "primarySource" : {
                    "sourceProvider" : {
                      "@data" : "BankOfJapan"
                    }
                  }
                },
                "fixingTime" : {
                  "hourMinuteTime" : "17:00:00",
                  "businessCenter" : {
                    "@data" : "JPTO"
                  }
                },
                "varyingNotionalInterimExchangePaymentDates" : {
                  "periodMultiplier" : 0,
                  "period" : "D",
                  "businessDayConvention" : "NONE",
                  "dateRelativeTo" : {
                    "@ref" : "9b26863f",
                    "@ref:external" : "floatingPaymentDates"
                  }
                }
              }
            }
          },
          "principalPayment" : {
            "initialPayment" : true,
            "finalPayment" : true,
            "intermediatePayment" : true
          },
          "rateSpecification" : {
            "@type" : "cdm.product.asset.FloatingRateSpecification",
            "rateOption" : {
              "@ref:scoped" : "InterestRateIndex-1"
            }
          },
          "dayCountFraction" : {
            "@data" : "ACT/360"
          },
          "calculationPeriodDates" : {
            "@key:external" : "floatingCalcPeriodDates",
            "effectiveDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2006-01-11",
                "dateAdjustments" : {
                  "businessDayConvention" : "NONE"
                }
              }
            },
            "terminationDate" : {
              "adjustableDate" : {
                "unadjustedDate" : "2011-01-11",
                "dateAdjustments" : {
                  "businessDayConvention" : "MODFOLLOWING"
                }
              }
            },
            "calculationPeriodDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            },
            "calculationPeriodFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M",
              "rollConvention" : "11"
            }
          },
          "paymentDates" : {
            "@key:external" : "floatingPaymentDates",
            "paymentFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M"
            },
            "payRelativeTo" : "CalculationPeriodEndDate",
            "paymentDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            }
          },
          "resetDates" : {
            "@key:external" : "floatingResetDates",
            "calculationPeriodDatesReference" : {
              "@ref:external" : "floatingCalcPeriodDates"
            },
            "resetRelativeTo" : "CalculationPeriodStartDate",
            "fixingDates" : {
              "periodMultiplier" : -2,
              "period" : "D",
              "dayType" : "Business",
              "businessDayConvention" : "NONE",
              "dateRelativeTo" : {
                "@ref" : "fc5438a9",
                "@ref:external" : "floatingResetDates"
              }
            },
            "resetFrequency" : {
              "periodMultiplier" : 3,
              "period" : "M"
            },
            "resetDatesAdjustments" : {
              "businessDayConvention" : "MODFOLLOWING"
            }
          }
        } ]
      }
    },
    "tradeLot" : [ {
      "priceQuantity" : [ {
        "price" : [ {
          "@key:scoped" : "price-1",
          "value" : 0.01,
          "unit" : {
            "currency" : {
              "@data" : "JPY"
            }
          },
          "perUnitOf" : {
            "currency" : {
              "@data" : "JPY"
            }
          },
          "priceType" : "InterestRate"
        } ],
        "quantity" : {
          "@key:scoped" : "quantity-1",
          "value" : 1000000000,
          "unit" : {
            "currency" : {
              "@data" : "JPY"
            }
          }
        }
      }, {
        "quantity" : {
          "@key:scoped" : "quantity-2",
          "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-LIBOR-BBA"
                },
                "identifierType" : "Other"
              } ],
              "assetType" : "Other",
              "assetClass" : "InterestRate",
              "floatingRateIndex" : {
                "@data" : "USD-LIBOR-BBA"
              },
              "indexTenor" : {
                "periodMultiplier" : 3,
                "period" : "M"
              }
            }
          }
        }
      } ]
    } ],
    "counterparty" : [ {
      "role" : "Party1",
      "partyReference" : {
        "@ref:external" : "party2"
      }
    }, {
      "role" : "Party2",
      "partyReference" : {
        "@ref:external" : "party1"
      }
    } ],
    "tradeIdentifier" : [ {
      "issuerReference" : {
        "@ref:external" : "party1"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.partyA.com/trade-id",
          "@data" : "123"
        }
      } ]
    }, {
      "issuerReference" : {
        "@ref:external" : "party2"
      },
      "assignedIdentifier" : [ {
        "identifier" : {
          "@scheme" : "http://www.partyB.com/trade-id",
          "@data" : "123"
        }
      } ]
    } ],
    "tradeDate" : {
      "@data" : "2001-01-09"
    },
    "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"
        }
      } ]
    } ]
  }
}