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{
  "steps" : [ {
    "businessEvent" : {
      "eventDate" : "1994-12-12",
      "instruction" : [ {
        "primitiveInstruction" : {
          "execution" : {
            "product" : {
              "contractualProduct" : {
                "productTaxonomy" : [ {
                  "source" : "ISDA",
                  "productQualifier" : "InterestRate_IRSwap_FixedFloat"
                } ],
                "economicTerms" : {
                  "payout" : {
                    "interestRatePayout" : [ {
                      "payerReceiver" : {
                        "payer" : "Party1",
                        "receiver" : "Party2"
                      },
                      "priceQuantity" : {
                        "quantitySchedule" : {
                          "address" : {
                            "scope" : "DOCUMENT",
                            "value" : "quantity-1"
                          }
                        },
                        "meta" : {
                          "globalKey" : "0"
                        }
                      },
                      "rateSpecification" : {
                        "floatingRate" : {
                          "rateOption" : {
                            "address" : {
                              "scope" : "DOCUMENT",
                              "value" : "rateOption-1"
                            }
                          },
                          "meta" : {
                            "globalKey" : "0"
                          }
                        }
                      },
                      "dayCountFraction" : {
                        "value" : "ACT/360"
                      },
                      "calculationPeriodDates" : {
                        "effectiveDate" : {
                          "adjustableDate" : {
                            "unadjustedDate" : "1994-12-14",
                            "dateAdjustments" : {
                              "businessDayConvention" : "NONE",
                              "meta" : {
                                "globalKey" : "24a738"
                              }
                            },
                            "meta" : {
                              "globalKey" : "ea1a6ec6"
                            }
                          },
                          "meta" : {
                            "globalKey" : "ea1a6ec6"
                          }
                        },
                        "terminationDate" : {
                          "adjustableDate" : {
                            "unadjustedDate" : "1999-12-14",
                            "dateAdjustments" : {
                              "businessDayConvention" : "MODFOLLOWING",
                              "businessCenters" : {
                                "businessCenter" : [ {
                                  "value" : "DEFR"
                                } ],
                                "meta" : {
                                  "globalKey" : "1ff50d",
                                  "externalKey" : "primaryBusinessCenters"
                                }
                              },
                              "meta" : {
                                "globalKey" : "365af8de"
                              }
                            },
                            "meta" : {
                              "globalKey" : "a8d53690"
                            }
                          },
                          "meta" : {
                            "globalKey" : "a8d53690"
                          }
                        },
                        "calculationPeriodDatesAdjustments" : {
                          "businessDayConvention" : "MODFOLLOWING",
                          "businessCenters" : {
                            "businessCentersReference" : {
                              "globalReference" : "1ff50d",
                              "externalReference" : "primaryBusinessCenters"
                            },
                            "meta" : {
                              "globalKey" : "eef1b10f"
                            }
                          },
                          "meta" : {
                            "globalKey" : "cc92cf9e"
                          }
                        },
                        "calculationPeriodFrequency" : {
                          "periodMultiplier" : 6,
                          "period" : "M",
                          "meta" : {
                            "globalKey" : "18a9b"
                          },
                          "rollConvention" : "14"
                        },
                        "meta" : {
                          "globalKey" : "d094898f",
                          "externalKey" : "floatingCalcPeriodDates"
                        }
                      },
                      "paymentDates" : {
                        "paymentFrequency" : {
                          "periodMultiplier" : 6,
                          "period" : "M",
                          "meta" : {
                            "globalKey" : "107"
                          }
                        },
                        "payRelativeTo" : "CalculationPeriodEndDate",
                        "paymentDatesAdjustments" : {
                          "businessDayConvention" : "MODFOLLOWING",
                          "businessCenters" : {
                            "businessCentersReference" : {
                              "globalReference" : "1ff50d",
                              "externalReference" : "primaryBusinessCenters"
                            },
                            "meta" : {
                              "globalKey" : "eef1b10f"
                            }
                          },
                          "meta" : {
                            "globalKey" : "cc92cf9e"
                          }
                        },
                        "meta" : {
                          "globalKey" : "5bf26451"
                        }
                      },
                      "resetDates" : {
                        "calculationPeriodDatesReference" : {
                          "globalReference" : "d094898f",
                          "externalReference" : "floatingCalcPeriodDates"
                        },
                        "resetRelativeTo" : "CalculationPeriodStartDate",
                        "fixingDates" : {
                          "periodMultiplier" : -2,
                          "period" : "D",
                          "meta" : {
                            "globalKey" : "eff6d356"
                          },
                          "dayType" : "Business",
                          "businessDayConvention" : "NONE",
                          "businessCenters" : {
                            "businessCenter" : [ {
                              "value" : "GBLO"
                            } ],
                            "meta" : {
                              "globalKey" : "21479e"
                            }
                          },
                          "dateRelativeTo" : {
                            "globalReference" : "5c56ab56",
                            "externalReference" : "resetDates"
                          }
                        },
                        "resetFrequency" : {
                          "periodMultiplier" : 6,
                          "period" : "M",
                          "meta" : {
                            "globalKey" : "107"
                          }
                        },
                        "resetDatesAdjustments" : {
                          "businessDayConvention" : "MODFOLLOWING",
                          "businessCenters" : {
                            "businessCentersReference" : {
                              "globalReference" : "1ff50d",
                              "externalReference" : "primaryBusinessCenters"
                            },
                            "meta" : {
                              "globalKey" : "eef1b10f"
                            }
                          },
                          "meta" : {
                            "globalKey" : "cc92cf9e"
                          }
                        },
                        "meta" : {
                          "globalKey" : "5c56ab56",
                          "externalKey" : "resetDates"
                        }
                      },
                      "meta" : {
                        "globalKey" : "25298ab3"
                      }
                    }, {
                      "payerReceiver" : {
                        "payer" : "Party2",
                        "receiver" : "Party1"
                      },
                      "priceQuantity" : {
                        "quantitySchedule" : {
                          "address" : {
                            "scope" : "DOCUMENT",
                            "value" : "quantity-2"
                          }
                        },
                        "meta" : {
                          "globalKey" : "0"
                        }
                      },
                      "rateSpecification" : {
                        "fixedRate" : {
                          "rateSchedule" : {
                            "price" : {
                              "address" : {
                                "scope" : "DOCUMENT",
                                "value" : "price-1"
                              }
                            }
                          },
                          "meta" : {
                            "globalKey" : "0"
                          }
                        }
                      },
                      "dayCountFraction" : {
                        "value" : "30E/360"
                      },
                      "calculationPeriodDates" : {
                        "effectiveDate" : {
                          "adjustableDate" : {
                            "unadjustedDate" : "1994-12-14",
                            "dateAdjustments" : {
                              "businessDayConvention" : "NONE",
                              "meta" : {
                                "globalKey" : "24a738"
                              }
                            },
                            "meta" : {
                              "globalKey" : "ea1a6ec6"
                            }
                          },
                          "meta" : {
                            "globalKey" : "ea1a6ec6"
                          }
                        },
                        "terminationDate" : {
                          "adjustableDate" : {
                            "unadjustedDate" : "1999-12-14",
                            "dateAdjustments" : {
                              "businessDayConvention" : "MODFOLLOWING",
                              "businessCenters" : {
                                "businessCentersReference" : {
                                  "globalReference" : "1ff50d",
                                  "externalReference" : "primaryBusinessCenters"
                                },
                                "meta" : {
                                  "globalKey" : "eef1b10f"
                                }
                              },
                              "meta" : {
                                "globalKey" : "cc92cf9e"
                              }
                            },
                            "meta" : {
                              "globalKey" : "abe45cac"
                            }
                          },
                          "meta" : {
                            "globalKey" : "abe45cac"
                          }
                        },
                        "calculationPeriodDatesAdjustments" : {
                          "businessDayConvention" : "MODFOLLOWING",
                          "businessCenters" : {
                            "businessCentersReference" : {
                              "globalReference" : "1ff50d",
                              "externalReference" : "primaryBusinessCenters"
                            },
                            "meta" : {
                              "globalKey" : "eef1b10f"
                            }
                          },
                          "meta" : {
                            "globalKey" : "cc92cf9e"
                          }
                        },
                        "calculationPeriodFrequency" : {
                          "periodMultiplier" : 1,
                          "period" : "Y",
                          "meta" : {
                            "globalKey" : "1794a"
                          },
                          "rollConvention" : "14"
                        },
                        "meta" : {
                          "globalKey" : "dac8570e",
                          "externalKey" : "fixedCalcPeriodDates"
                        }
                      },
                      "paymentDates" : {
                        "paymentFrequency" : {
                          "periodMultiplier" : 1,
                          "period" : "Y",
                          "meta" : {
                            "globalKey" : "78"
                          }
                        },
                        "payRelativeTo" : "CalculationPeriodEndDate",
                        "paymentDatesAdjustments" : {
                          "businessDayConvention" : "MODFOLLOWING",
                          "businessCenters" : {
                            "businessCentersReference" : {
                              "globalReference" : "1ff50d",
                              "externalReference" : "primaryBusinessCenters"
                            },
                            "meta" : {
                              "globalKey" : "eef1b10f"
                            }
                          },
                          "meta" : {
                            "globalKey" : "cc92cf9e"
                          }
                        },
                        "meta" : {
                          "globalKey" : "e6ec3400"
                        }
                      },
                      "meta" : {
                        "globalKey" : "9fcd1c8"
                      }
                    } ],
                    "meta" : {
                      "globalKey" : "4fdef835"
                    }
                  }
                },
                "meta" : {
                  "globalKey" : "f475f1e6"
                }
              },
              "meta" : {
                "globalKey" : "f475f1e6"
              }
            },
            "priceQuantity" : [ {
              "quantity" : [ {
                "value" : {
                  "value" : 99999,
                  "unit" : {
                    "currency" : {
                      "value" : "EUR",
                      "meta" : {
                        "scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
                      }
                    }
                  }
                },
                "meta" : {
                  "location" : [ {
                    "scope" : "DOCUMENT",
                    "value" : "quantity-1"
                  } ]
                }
              } ],
              "observable" : {
                "rateOption" : {
                  "value" : {
                    "floatingRateIndex" : {
                      "value" : "EUR-LIBOR-BBA"
                    },
                    "indexTenor" : {
                      "periodMultiplier" : 6,
                      "period" : "M",
                      "meta" : {
                        "globalKey" : "107"
                      }
                    }
                  },
                  "meta" : {
                    "location" : [ {
                      "scope" : "DOCUMENT",
                      "value" : "rateOption-1"
                    } ]
                  }
                }
              },
              "meta" : {
                "globalKey" : "ed98830f"
              }
            }, {
              "price" : [ {
                "value" : {
                  "value" : 0.06,
                  "unit" : {
                    "currency" : {
                      "value" : "EUR",
                      "meta" : {
                        "scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
                      }
                    }
                  },
                  "perUnitOf" : {
                    "currency" : {
                      "value" : "EUR",
                      "meta" : {
                        "scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
                      }
                    }
                  },
                  "priceType" : "InterestRate"
                },
                "meta" : {
                  "location" : [ {
                    "scope" : "DOCUMENT",
                    "value" : "price-1"
                  } ]
                }
              } ],
              "quantity" : [ {
                "value" : {
                  "value" : 99999,
                  "unit" : {
                    "currency" : {
                      "value" : "EUR",
                      "meta" : {
                        "scheme" : "http://www.fpml.org/coding-scheme/external/iso4217"
                      }
                    }
                  }
                },
                "meta" : {
                  "location" : [ {
                    "scope" : "DOCUMENT",
                    "value" : "quantity-2"
                  } ]
                }
              } ],
              "meta" : {
                "globalKey" : "aff6e628"
              }
            } ],
            "counterparty" : [ {
              "role" : "Party1",
              "partyReference" : {
                "globalReference" : "9b11f66a",
                "externalReference" : "party1"
              }
            }, {
              "role" : "Party2",
              "partyReference" : {
                "globalReference" : "1ecfa57",
                "externalReference" : "party2"
              }
            } ],
            "parties" : [ {
              "partyId" : [ {
                "identifier" : {
                  "value" : "PARTYAUS33",
                  "meta" : {
                    "scheme" : "http://www.fpml.org/coding-scheme/external/iso9362"
                  }
                },
                "identifierType" : "BIC",
                "meta" : {
                  "globalKey" : "f9b6c5c3"
                }
              } ],
              "name" : {
                "value" : "Party A"
              },
              "meta" : {
                "globalKey" : "9b11f66a",
                "externalKey" : "party1"
              }
            }, {
              "partyId" : [ {
                "identifier" : {
                  "value" : "BARCGB2L",
                  "meta" : {
                    "scheme" : "http://www.fpml.org/coding-scheme/external/iso9362"
                  }
                },
                "identifierType" : "BIC",
                "meta" : {
                  "globalKey" : "1ecfa57"
                }
              } ],
              "meta" : {
                "globalKey" : "1ecfa57",
                "externalKey" : "party2"
              }
            } ],
            "tradeDate" : {
              "value" : "1994-12-12",
              "meta" : {
                "globalKey" : "3e530c"
              }
            },
            "tradeIdentifier" : [ {
              "issuerReference" : {
                "globalReference" : "1ecfa57",
                "externalReference" : "party2"
              },
              "assignedIdentifier" : [ {
                "identifier" : {
                  "value" : "SW2000",
                  "meta" : {
                    "scheme" : "http://www.barclays.com/swaps/trade-id"
                  }
                },
                "version" : 1
              } ],
              "meta" : {
                "globalKey" : "596a3734"
              }
            } ]
          }
        }
      } ],
      "eventQualifier" : "Execution",
      "after" : [ {
        "trade" : {
          "tradeIdentifier" : [ {
            "issuerReference" : {
              "globalReference" : "1ecfa57",
              "externalReference" : "party2"
            },
            "assignedIdentifier" : [ {
              "identifier" : {
                "value" : "SW2000",
                "meta" : {
                  "scheme" : "http://www.barclays.com/swaps/trade-id"
                }
              },
              "version" : 1
            } ],
            "meta" : {
              "globalKey" : "596a3734"
            }
          } ],
          "tradeDate" : {
            "value" : "1994-12-12",
            "meta" : {
              "globalKey" : "3e530c"
            }
          },
          "tradableProduct" : {
            "product" : {
              "contractualProduct" : {
                "productTaxonomy" : [ {
                  "source" : "ISDA",
                  "productQualifier" : "InterestRate_IRSwap_FixedFloat"
                } ],
                "economicTerms" : {
                  "payout" : {
                    "interestRatePayout" : [ {
                      "payerReceiver" : {
                        "payer" : "Party1",
                        "receiver" : "Party2"
                      },
                      "priceQuantity" : {
                        "quantitySchedule" : {
                          "address" : {
                            "scope" : "DOCUMENT",
                            "value" : "quantity-1"
                          }
                        },
                        "meta" : {
                          "globalKey" : "0"
                        }
                      },
                      "rateSpecification" : {
                        "floatingRate" : {
                          "rateOption" : {
                            "address" : {
                              "scope" : "DOCUMENT",
                              "value" : "rateOption-1"
                            }
                          },
                          "meta" : {
                            "globalKey" : "0"
                          }
                        }
                      },
                      "dayCountFraction" : {
                        "value" : "ACT/360"
                      },
                      "calculationPeriodDates" : {
                        "effectiveDate" : {
                          "adjustableDate" : {
                            "unadjustedDate" : "1994-12-14",
                            "dateAdjustments" : {
                              "businessDayConvention" : "NONE",
                              "meta" : {
                                "globalKey" : "24a738"
                              }
                            },
                            "meta" : {
                              "globalKey" : "ea1a6ec6"
                            }
                          },
                          "meta" : {
                            "globalKey" : "ea1a6ec6"
                          }
                        },
                        "terminationDate" : {
                          "adjustableDate" : {
                            "unadjustedDate" : "1999-12-14",
                            "dateAdjustments" : {
                              "businessDayConvention" : "MODFOLLOWING",
                              "businessCenters" : {
                                "businessCenter" : [ {
                                  "value" : "DEFR"
                                } ],
                                "meta" : {
                                  "globalKey" : "1ff50d",
                                  "externalKey" : "primaryBusinessCenters"
                                }
                              },
                              "meta" : {
                                "globalKey" : "365af8de"
                              }
                            },
                            "meta" : {
                              "globalKey" : "a8d53690"
                            }
                          },
                          "meta" : {
                            "globalKey" : "a8d53690"
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                        },
                        "calculationPeriodDatesAdjustments" : {
                          "businessDayConvention" : "MODFOLLOWING",
                          "businessCenters" : {
                            "businessCentersReference" : {
                              "globalReference" : "1ff50d",
                              "externalReference" : "primaryBusinessCenters"
                            },
                            "meta" : {
                              "globalKey" : "eef1b10f"
                            }
                          },
                          "meta" : {
                            "globalKey" : "cc92cf9e"
                          }
                        },
                        "calculationPeriodFrequency" : {
                          "periodMultiplier" : 6,
                          "period" : "M",
                          "meta" : {
                            "globalKey" : "18a9b"
                          },
                          "rollConvention" : "14"
                        },
                        "meta" : {
                          "globalKey" : "d094898f",
                          "externalKey" : "floatingCalcPeriodDates"
                        }
                      },
                      "paymentDates" : {
                        "paymentFrequency" : {
                          "periodMultiplier" : 6,
                          "period" : "M",
                          "meta" : {
                            "globalKey" : "107"
                          }
                        },
                        "payRelativeTo" : "CalculationPeriodEndDate",
                        "paymentDatesAdjustments" : {
                          "businessDayConvention" : "MODFOLLOWING",
                          "businessCenters" : {
                            "businessCentersReference" : {
                              "globalReference" : "1ff50d",
                              "externalReference" : "primaryBusinessCenters"
                            },
                            "meta" : {
                              "globalKey" : "eef1b10f"
                            }
                          },
                          "meta" : {
                            "globalKey" : "cc92cf9e"
                          }
                        },
                        "meta" : {
                          "globalKey" : "5bf26451"
                        }
                      },
                      "resetDates" : {
                        "calculationPeriodDatesReference" : {
                          "globalReference" : "d094898f",
                          "externalReference" : "floatingCalcPeriodDates"
                        },
                        "resetRelativeTo" : "CalculationPeriodStartDate",
                        "fixingDates" : {
                          "periodMultiplier" : -2,
                          "period" : "D",
                          "meta" : {
                            "globalKey" : "eff6d356"
                          },
                          "dayType" : "Business",
                          "businessDayConvention" : "NONE",
                          "businessCenters" : {
                            "businessCenter" : [ {
                              "value" : "GBLO"
                            } ],
                            "meta" : {
                              "globalKey" : "21479e"
                            }
                          },
                          "dateRelativeTo" : {
                            "globalReference" : "5c56ab56",
                            "externalReference" : "resetDates"
                          }
                        },
                        "resetFrequency" : {
                          "periodMultiplier" : 6,
                          "period" : "M",
                          "meta" : {
                            "globalKey" : "107"
                          }
                        },
                        "resetDatesAdjustments" : {
                          "businessDayConvention" : "MODFOLLOWING",
                          "businessCenters" : {
                            "businessCentersReference" : {
                              "globalReference" : "1ff50d",
                              "externalReference" : "primaryBusinessCenters"
                            },
                            "meta" : {
                              "globalKey" : "eef1b10f"
                            }
                          },
                          "meta" : {
                            "globalKey" : "cc92cf9e"
                          }
                        },
                        "meta" : {
                          "globalKey" : "5c56ab56",
                          "externalKey" : "resetDates"
                        }
                      },
                      "meta" : {
                        "globalKey" : "25298ab3"
                      }
                    }, {
                      "payerReceiver" : {
                        "payer" : "Party2",
                        "receiver" : "Party1"
                      },
                      "priceQuantity" : {
                        "quantitySchedule" : {
                          "address" : {
                            "scope" : "DOCUMENT",
                            "value" : "quantity-2"
                          }
                        },
                        "meta" : {
                          "globalKey" : "0"
                        }
                      },
                      "rateSpecification" : {
                        "fixedRate" : {
                          "rateSchedule" : {
                            "price" : {
                              "address" : {
                                "scope" : "DOCUMENT",
                                "value" : "price-1"
                              }
                            }
                          },
                          "meta" : {
                            "globalKey" : "0"
                          }
                        }
                      },
                      "dayCountFraction" : {
                        "value" : "30E/360"
                      },
                      "calculationPeriodDates" : {
                        "effectiveDate" : {
                          "adjustableDate" : {
                            "unadjustedDate" : "1994-12-14",
                            "dateAdjustments" : {
                              "businessDayConvention" : "NONE",
                              "meta" : {
                                "globalKey" : "24a738"
                              }
                            },
                            "meta" : {
                              "globalKey" : "ea1a6ec6"
                            }
                          },
                          "meta" : {
                            "globalKey" : "ea1a6ec6"
                          }
                        },
                        "terminationDate" : {
                          "adjustableDate" : {
                            "unadjustedDate" : "1999-12-14",
                            "dateAdjustments" : {
                              "businessDayConvention" : "MODFOLLOWING",
                              "businessCenters" : {
                                "businessCentersReference" : {
                                  "globalReference" : "1ff50d",
                                  "externalReference" : "primaryBusinessCenters"
                                },
                                "meta" : {
                                  "globalKey" : "eef1b10f"
                                }
                              },
                              "meta" : {
                                "globalKey" : "cc92cf9e"
                              }
                            },
                            "meta" : {
                              "globalKey" : "abe45cac"
                            }
                          },
                          "meta" : {
                            "globalKey" : "abe45cac"
                          }
                        },
                        "calculationPeriodDatesAdjustments" : {
                          "businessDayConvention" : "MODFOLLOWING",
                          "businessCenters" : {
                            "businessCentersReference" : {
                              "globalReference" : "1ff50d",
                              "externalReference" : "primaryBusinessCenters"
                            },
                            "meta" : {
                              "globalKey" : "eef1b10f"
                            }
                          },
                          "meta" : {
                            "globalKey" : "cc92cf9e"
                          }
                        },
                        "calculationPeriodFrequency" : {
                          "periodMultiplier" : 1,
                          "period" : "Y",
                          "meta" : {
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