...
To load, copy the code, save it as a file, and send to the following corresponding streams:
Entity stream file to
Expand title ‘eagle_ml-2-0_default_in_xml_entity’ stream (click to expand) Code Block language xml <EagleML xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" eaglemlVersion="2-0" eaglemlType="EntityTransactionMessage" xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd" xsi:type="EntityTransactionMessage"> <entityTransaction> <header> <objectType>Entity</objectType> <action>ADD</action> </header> <entity> <objectType>Entity</objectType> <objectId>Entity</objectId> <updateSource>MCADMIN</updateSource> <accountingValidationFlag>N</accountingValidationFlag> <entityId>ENTTST12</entityId> <entityName>ENTTST12_NAME</entityName> <entityType>PORT</entityType> <accountingBasis>STAT</accountingBasis> <lotSelectionMethod>FIFO</lotSelectionMethod> <fiscalEndDate>2015-06-10</fiscalEndDate> <conversionDt>2015-02-03</conversionDt> <gainLossPydn>GP</gainLossPydn> <inceptionDate>2015-02-03</inceptionDate> <netFuturesPositions>N</netFuturesPositions> <baseCurrency>USD</baseCurrency> <cashBalance>428.964</cashBalance> <clientId>402154</clientId> <closedFlag>N</closedFlag> <coaName>COA_NAME</coaName> <conCashType>CT</conCashType> <confidentialityInd>N</confidentialityInd> <costcashBulking>B</costcashBulking> <costMethod>I</costMethod> <countryOfTax>CO_OF_TAX</countryOfTax> <swapAccrualMethod>I</swapAccrualMethod> <entityBuildFlag>N</entityBuildFlag> <entityCode>ENTTST12</entityCode> <entityLongName>ENTTST12_NAME</entityLongName> <erisaInd>E</erisaInd> <inactiveFlag>N</inactiveFlag> <originalStatus>A</originalStatus> <pledgedQtyCheckFlag>N</pledgedQtyCheckFlag> <releaseStatus>F</releaseStatus> <subAdvisoryAccountInd>S</subAdvisoryAccountInd> <starStartDate>2015-04-25</starStartDate> <entityEngineNumber>108002</entityEngineNumber> <primaryAmortizationAccreationRule>DEFAULT</primaryAmortizationAccreationRule> <contractualCashSettlementRule>DEFAULT</contractualCashSettlementRule> <mtmRateSource>EAGLE PACE</mtmRateSource> <accountingBasisLotSelectionRule>I</accountingBasisLotSelectionRule> <acctBasis>STAT</acctBasis> <acctPeriodFreq>D</acctPeriodFreq> <acctPeriodWeekEndDay>1</acctPeriodWeekEndDay> <actionFrequency>M</actionFrequency> <amortAccrRule>14</amortAccrRule> <awardedRightsExpirnRule>LOSS</awardedRightsExpirnRule> <eabBifurcationMethod>N</eabBifurcationMethod> <buWthhldRuleInst>803655</buWthhldRuleInst> <caFxRule>R</caFxRule> <cashdivCashEntitleLevel>LOT</cashdivCashEntitleLevel> <cashProcessingFlag>N</cashProcessingFlag> <ccRuleId>7</ccRuleId> <closeIncomeRecognition>S</closeIncomeRecognition> <eabCoaName>STAR</eabCoaName> <costMethodCash>A</costMethodCash> <couponCashEntitlementLevel>LOT</couponCashEntitlementLevel> <eabCreateReflexiveFlows>N</eabCreateReflexiveFlows> <entityBasisBaseCurrency>USD</entityBasisBaseCurrency> <entityProcessingIndicator>N</entityProcessingIndicator> <europeanEqualizationFlag>N</europeanEqualizationFlag> <europeanEqualizationRuleName>334590</europeanEqualizationRuleName> <euroEqualRuleId>762570</euroEqualRuleId> <eabExportCashPositions>N</eabExportCashPositions> <expCapTransCost>CC</expCapTransCost> <factorSrc>FACTOR_SRC</factorSrc> <fwdPriceSource>USD</fwdPriceSource> <inCostMethod>A</inCostMethod> <ledgerProcessingFlag>N</ledgerProcessingFlag> <limitGainLossEligible>N</limitGainLossEligible> <eabLotSelectionMethod>FIFO</eabLotSelectionMethod> <lotSelectionMethodCash>FIFO</lotSelectionMethodCash> <lotSelectionRule>0</lotSelectionRule> <mixedBasisIndicator>N</mixedBasisIndicator> <mixedBasisRuleId>877485</mixedBasisRuleId> <monthEndLongPriceSource>EAGLE PACE</monthEndLongPriceSource> <monthEndProcInd>N</monthEndProcInd> <monthEndShortPriceSource>EAGLE PACE</monthEndShortPriceSource> <nontaxmergerCloseMethod>PRM</nontaxmergerCloseMethod> <paydownGainLossAccount>INCOME</paydownGainLossAccount> <paydownGainLossFlag>N</paydownGainLossFlag> <portfolioAcct>ENTTST12</portfolioAcct> <postCutoffDt>2015-04-25</postCutoffDt> <postmtrxType>CORE</postmtrxType> <priceLevel>1</priceLevel> <eabPriceMethod>M</eabPriceMethod> <eabPriceSource>EAGLE PACE</eabPriceSource> <primaryBasisIndicator>N</primaryBasisIndicator> <princLossPaydown>G</princLossPaydown> <processFreq>0</processFreq> <processingRuleId>675984176</processingRuleId> <redemptionGainLossFlag>N</redemptionGainLossFlag> <replicationRule>0</replicationRule> <eabRtProcessFlag>N</eabRtProcessFlag> <secondaryBasisReplicationRule>R</secondaryBasisReplicationRule> <securitySrc>EAGLE PACE</securitySrc> <shortPriceSource>EAGLE PACE</shortPriceSource> <sinkFundGainLossFlag>N</sinkFundGainLossFlag> <urglLdgrPstInstance>570562</urglLdgrPstInstance> <urglPosting>N</urglPosting> <valuePacePosAtCostFlag>N</valuePacePosAtCostFlag> <vaultDate>2015-04-25</vaultDate> <eabWashSaleInhibitIndicator>N</eabWashSaleInhibitIndicator> <xrateSource>EAGLE PACE</xrateSource> <xrateValSource>EAGLE PACE</xrateValSource> <technicalShortIndicator>Y</technicalShortIndicator> <forwardSecurityExists>N</forwardSecurityExists> <forwardPositionByBroker>N</forwardPositionByBroker> <forwardCloseEligible>N</forwardCloseEligible> <accountingPeriodStartDate>2015-06-25</accountingPeriodStartDate> </entity> </entityTransaction> </EagleML>
Calendar file to
Expand title ‘eagle_ml-2-0_default_in_xml_reference’ stream (click to expand) Code Block language xml <EagleML xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" eaglemlVersion="2-0" eaglemlType="ReferenceTransactionMessage" xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd" xsi:type="ReferenceTransactionMessage"> <referenceTransaction> <header> <objectType>Calendar</objectType> <action>ADD</action> </header> <calendar> <objectType>Calendar</objectType> <objectId>Calendar</objectId> <updateSource>MCADMIN</updateSource> <calendarType>B</calendarType> <countryCode>US</countryCode> <calendarName>WCUSD</calendarName> <calendarDescription>DESCRIPTION</calendarDescription> <financialExchange>EXCH</financialExchange> <startingYear>2013</startingYear> <yearsToGenerate>10</yearsToGenerate> </calendar> </referenceTransaction> </EagleML>
Corresponding Swap Security file(s)
Expand title Interest Rate Swap - SWCOIR (click to expand) Code Block language xml <EagleML xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" eaglemlVersion="2-0" eaglemlType="ReferenceTransactionMessage" xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd" xsi:type="ReferenceTransactionMessage"> <referenceTransaction> <header> <objectType>MultilegSMF</objectType> </header> <multilegSMF> <objectType>MultilegSMF</objectType> <objectId>MultilegSMF</objectId> <objectDescription>MultilegSMF</objectDescription> <sourceName>EAGLE PACE</sourceName> <updateSource>MCADMIN</updateSource> <effectiveDate>2014-09-30</effectiveDate> <noLoadValidationFlag>N</noLoadValidationFlag> <accountingValidationFlag>N</accountingValidationFlag> <contractLeg> <primaryAssetId>DKTESTIR001</primaryAssetId> <primaryAssetType>INTERNAL</primaryAssetType> <issueName>TESTISSUENAME1</issueName> <issueDescription>TESTISSUENAME1</issueDescription> <uniqueProductId>DKTESTIR001_pr</uniqueProductId> <uniqueSwapId>DKTESTIR001_sw</uniqueSwapId> <primaryExchangeCode>US</primaryExchangeCode> <assetCurrency>USD</assetCurrency> <investmentType>DERV</investmentType> <processingSecurityType>SWCOIR</processingSecurityType> <securityType>001</securityType> <securitySubType>10</securitySubType> <settlementCurrency>USD</settlementCurrency> <incomeCurrency>USD</incomeCurrency> <quantityType>PAR</quantityType> <priceMultiplier>1.10</priceMultiplier> <quantityScale>1</quantityScale> <issueCountry>AFGHANISTAN</issueCountry> <issueCountryCode>AF</issueCountryCode> <countryOfRisk>ALBANIA</countryOfRisk> <countryOfRiskCode>AL</countryOfRiskCode> <issueTaxType>EQ</issueTaxType> <region>REGIONNAME</region> <lookThroughIndicator>ALL</lookThroughIndicator> <lookThroughValue>S_ENTITY</lookThroughValue> <payLegCompoundingIndicator>N</payLegCompoundingIndicator> <tradingFlat>Y</tradingFlat> <offset>101</offset> <rCouponType>F</rCouponType> <swapMaturity>2015-06-22</swapMaturity> <rCalcMethod>R</rCalcMethod> <clearedSecurity>N</clearedSecurity> <finalExchangeOfPrincipal>Y</finalExchangeOfPrincipal> <initialExchangeOfPrincipal>N</initialExchangeOfPrincipal> <legMultiplier>158.158</legMultiplier> <notionalResetType>R</notionalResetType> <maturityDate>2015-07-01</maturityDate> <riskClassificationType>R</riskClassificationType> <delayDaysType>B</delayDaysType> <EquityModel> <costBasisRuleType>COST BAS R TYP</costBasisRuleType> </EquityModel> <FixedIncomeModel> <coupon>118.218</coupon> <couponTypeCode>F</couponTypeCode> <dayCountBasis>30/360</dayCountBasis> <paymentFrequency>At Maturity</paymentFrequency> <paymentFrequencyCode>MAT</paymentFrequencyCode> <issueDate>2015-06-21</issueDate> <datedDate>2015-06-21</datedDate> <firstCouponDate>2015-07-01</firstCouponDate> <lastCouponDate>2015-07-01</lastCouponDate> <defaultIndicator>N</defaultIndicator> <defaultDate>2014-09-30</defaultDate> <firstRateResetDate>2014-09-30</firstRateResetDate> <resetFrequency>RESET FREQUENCY</resetFrequency> <periodicCap>121.221</periodicCap> <periodicFloor>122.222</periodicFloor> <lifetimeCap>123.223</lifetimeCap> <lifetimeFloor>120.224</lifetimeFloor> <datedDateCPI>130.230</datedDateCPI> <iLBCalculationType>I_1L30B</iLBCalculationType> <iLBIndexPrecision>135</iLBIndexPrecision> <iLBDeflationProtectedMaturity>Y</iLBDeflationProtectedMaturity> <compoundingMethod>FLAT</compoundingMethod> <compoundingFrequency>1_M</compoundingFrequency> <firstCompoundingDate>2015-06-21</firstCompoundingDate> <lastCompoundingDate>2015-06-28</lastCompoundingDate> <delayDays>13</delayDays> <couponDayOfMonth>10</couponDayOfMonth> <businessCalendarName>WCUSD</businessCalendarName> <interestPaymentTiming>LDM</interestPaymentTiming> <resetLagDays>1</resetLagDays> <variableRateAdj>134.234</variableRateAdj> <varRateFreqCode>4_M</varRateFreqCode> <floaterMultiple>17</floaterMultiple> <resetLagBusinessDays>RST LAG BSN DAYS</resetLagBusinessDays> <maturityDelayDays>15</maturityDelayDays> <maturityDelayDaysType>M</maturityDelayDaysType> <dualCurrencyIndicator>Y</dualCurrencyIndicator> <dualCurConvFactor>Factor</dualCurConvFactor> <principalCurrencyDc>136</principalCurrencyDc> <settlementRateOption>FWDCOMP</settlementRateOption> <fxRateType>Ask</fxRateType> <fxFixingPeriod>Day</fxFixingPeriod> <fxFixingPeriodMultiplier>1.01</fxFixingPeriodMultiplier> <fxFixingPeriodDateType>C</fxFixingPeriodDateType> <fxFixingBusDayConvention>Following</fxFixingBusDayConvention> <fxFixingDtRelativeTo>Calculation End Date</fxFixingDtRelativeTo> </FixedIncomeModel> <FixedIncomeExtension> <cpnDelayDays>13</cpnDelayDays> <cpnDelayDaysType>C</cpnDelayDaysType> </FixedIncomeExtension> <SMExtension> <granularityCategory>GRANULARITY CATEGORY</granularityCategory> </SMExtension> <MultipleLegSwapModel> <calculateValidateLastPaymentDate>N</calculateValidateLastPaymentDate> </MultipleLegSwapModel> </contractLeg> <payLeg> <primaryAssetId>DKTESTIR001</primaryAssetId> <primaryAssetType>INTERNAL</primaryAssetType> <issueName>TESTISSUENAME1</issueName> <issueDescription>TESTISSUENAME1</issueDescription> <primaryExchangeCode>US</primaryExchangeCode> <assetCurrency>USD</assetCurrency> <investmentType>DERV</investmentType> <processingSecurityType>SWLEAC</processingSecurityType> <securityType>001</securityType> <securitySubType>10</securitySubType> <settlementCurrency>USD</settlementCurrency> <incomeCurrency>USD</incomeCurrency> <quantityType>PAR</quantityType> <priceMultiplier>2.10</priceMultiplier> <quantityScale>2</quantityScale> <issueCountry>Antigua and Barbuda</issueCountry> <issueCountryCode>AG</issueCountryCode> <countryOfRisk>American Samoa</countryOfRisk> <countryOfRiskCode>AS</countryOfRiskCode> <issueTaxType>EQ</issueTaxType> <region>REGIONNAME</region> <lookThroughIndicator>ALL</lookThroughIndicator> <lookThroughValue>S_ENTITY</lookThroughValue> <payLegCompoundingIndicator>N</payLegCompoundingIndicator> <tradingFlat>Y</tradingFlat> <offset>101</offset> <rCouponType>F</rCouponType> <swapMaturity>2015-06-22</swapMaturity> <rCalcMethod>R</rCalcMethod> <clearedSecurity>N</clearedSecurity> <finalExchangeOfPrincipal>Y</finalExchangeOfPrincipal> <initialExchangeOfPrincipal>N</initialExchangeOfPrincipal> <legMultiplier>258.158</legMultiplier> <notionalResetType>R</notionalResetType> <maturityDate>2015-07-01</maturityDate> <riskClassificationType>R</riskClassificationType> <delayDaysType>B</delayDaysType> <EquityModel> <costBasisRuleType>COST BAS R TYP</costBasisRuleType> </EquityModel> <FixedIncomeModel> <coupon>218.218</coupon> <couponTypeCode>F</couponTypeCode> <dayCountBasis>30/360</dayCountBasis> <paymentFrequency>91 Days</paymentFrequency> <paymentFrequencyCode>91_D</paymentFrequencyCode> <issueDate>2015-06-21</issueDate> <datedDate>2015-06-21</datedDate> <firstCouponDate>2015-06-29</firstCouponDate> <lastCouponDate>2015-07-01</lastCouponDate> <defaultIndicator>N</defaultIndicator> <defaultDate>2014-09-30</defaultDate> <firstRateResetDate>2014-09-30</firstRateResetDate> <resetFrequency>49 DAY</resetFrequency> <periodicCap>221.221</periodicCap> <periodicFloor>222.222</periodicFloor> <lifetimeCap>223.223</lifetimeCap> <lifetimeFloor>220.224</lifetimeFloor> <datedDateCPI>230.230</datedDateCPI> <iLBCalculationType>I_1L30B</iLBCalculationType> <iLBIndexPrecision>464646</iLBIndexPrecision> <iLBDeflationProtectedMaturity>Y</iLBDeflationProtectedMaturity> <compoundingMethod>FLAT</compoundingMethod> <compoundingFrequency>1_M</compoundingFrequency> <firstCompoundingDate>2015-06-21</firstCompoundingDate> <lastCompoundingDate>2015-06-28</lastCompoundingDate> <delayDays>23</delayDays> <couponDayOfMonth>20</couponDayOfMonth> <businessDayConvention>FWD</businessDayConvention> <businessCalendarName>WCUSD</businessCalendarName> <interestPaymentTiming>LDM</interestPaymentTiming> <resetLagDays>2</resetLagDays> <variableRateAdj>234.234</variableRateAdj> <varRateFreqCode>4_M</varRateFreqCode> <floaterMultiple>27</floaterMultiple> <resetLagBusinessDays>RST LAG BSN DAYS</resetLagBusinessDays> <maturityDelayDays>25</maturityDelayDays> <maturityDelayDaysType>M</maturityDelayDaysType> </FixedIncomeModel> <FixedIncomeExtension> <cpnDelayDays>23</cpnDelayDays> <cpnDelayDaysType>C</cpnDelayDaysType> </FixedIncomeExtension> <SMExtension> <granularityCategory>GRANULARITY CATEGORY</granularityCategory> </SMExtension> <MultipleLegSwapModel> <calculateValidateLastPaymentDate>N</calculateValidateLastPaymentDate> </MultipleLegSwapModel> </payLeg> <receiveLeg> <primaryAssetId>DKTESTIR001</primaryAssetId> <primaryAssetType>INTERNAL</primaryAssetType> <issueName>TESTISSUENAME1</issueName> <issueDescription>TESTISSUENAME1</issueDescription> <primaryExchangeCode>US</primaryExchangeCode> <assetCurrency>USD</assetCurrency> <investmentType>DERV</investmentType> <processingSecurityType>SWLEAC</processingSecurityType> <securityType>001</securityType> <securitySubType>10</securitySubType> <settlementCurrency>USD</settlementCurrency> <incomeCurrency>USD</incomeCurrency> <quantityType>PAR</quantityType> <priceMultiplier>3.10</priceMultiplier> <quantityScale>3</quantityScale> <issueCountry>Antigua and Barbuda</issueCountry> <issueCountryCode>AG</issueCountryCode> <countryOfRisk>American Samoa</countryOfRisk> <countryOfRiskCode>AS</countryOfRiskCode> <issueTaxType>EQ</issueTaxType> <region>REGIONNAME</region> <lookThroughIndicator>ALL</lookThroughIndicator> <lookThroughValue>S_ENTITY</lookThroughValue> <payLegCompoundingIndicator>N</payLegCompoundingIndicator> <tradingFlat>Y</tradingFlat> <offset>103</offset> <rCouponType>F</rCouponType> <swapMaturity>2015-06-22</swapMaturity> <rCalcMethod>R</rCalcMethod> <clearedSecurity>N</clearedSecurity> <finalExchangeOfPrincipal>Y</finalExchangeOfPrincipal> <initialExchangeOfPrincipal>N</initialExchangeOfPrincipal> <legMultiplier>358.158</legMultiplier> <notionalResetType>R</notionalResetType> <maturityDate>2015-07-01</maturityDate> <riskClassificationType>R</riskClassificationType> <delayDaysType>B</delayDaysType> <EquityModel> <costBasisRuleType>COST BAS R TYP</costBasisRuleType> </EquityModel> <FixedIncomeModel> <coupon>318.218</coupon> <couponTypeCode>F</couponTypeCode> <dayCountBasis>30/360</dayCountBasis> <paymentFrequency>49 Days</paymentFrequency> <paymentFrequencyCode>49_D</paymentFrequencyCode> <issueDate>2015-06-21</issueDate> <datedDate>2015-06-21</datedDate> <firstCouponDate>2015-06-28</firstCouponDate> <lastCouponDate>2015-07-01</lastCouponDate> <defaultIndicator>N</defaultIndicator> <defaultDate>2014-09-30</defaultDate> <firstRateResetDate>2014-09-30</firstRateResetDate> <resetFrequency>49 Day</resetFrequency> <resetLookBackDaysType>C</resetLookBackDaysType> <periodicCap>321.221</periodicCap> <periodicFloor>322.222</periodicFloor> <lifetimeCap>323.223</lifetimeCap> <lifetimeFloor>320.224</lifetimeFloor> <datedDateCPI>330.230</datedDateCPI> <iLBCalculationType>AVG_6M (New Zealand (Average CPI Values))</iLBCalculationType> <iLBIndexPrecision>340</iLBIndexPrecision> <iLBDeflationProtectedMaturity>N</iLBDeflationProtectedMaturity> <compoundingMethod>FLAT</compoundingMethod> <compoundingFrequency>1_M</compoundingFrequency> <firstCompoundingDate>2015-06-21</firstCompoundingDate> <lastCompoundingDate>2015-06-28</lastCompoundingDate> <delayDays>33</delayDays> <couponDayOfMonth>30</couponDayOfMonth> <businessDayConvention>FWD</businessDayConvention> <businessCalendarName>WCUSD</businessCalendarName> <interestPaymentTiming>LDM</interestPaymentTiming> <resetLagDays>3</resetLagDays> <variableRateAdj>334.234</variableRateAdj> <floaterMultiple>171717</floaterMultiple> <resetLagBusinessDays>RST LAG BSN DAYS</resetLagBusinessDays> <maturityDelayDays>35</maturityDelayDays> <maturityDelayDaysType>M</maturityDelayDaysType> </FixedIncomeModel> <FixedIncomeExtension> <cpnDelayDays>33</cpnDelayDays> <cpnDelayDaysType>C</cpnDelayDaysType> </FixedIncomeExtension> <SMExtension> <granularityCategory>GRANULARITY CATEGORY</granularityCategory> </SMExtension> <MultipleLegSwapModel> <calculateValidateLastPaymentDate>N</calculateValidateLastPaymentDate> </MultipleLegSwapModel> </receiveLeg> </multilegSMF> </referenceTransaction> </EagleML>
Expand title Currency Swap - SWCOCR (click to expand) Code Block language xml <EagleML xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" eaglemlVersion="2-0" eaglemlType="ReferenceTransactionMessage" xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd" xsi:type="ReferenceTransactionMessage"> <referenceTransaction> <header> <objectType>MultilegSMF</objectType> </header> <multilegSMF> <objectType>MultilegSMF</objectType> <objectId>MultilegSMF</objectId> <objectDescription>MultilegSMF</objectDescription> <sourceName>EAGLE PACE</sourceName> <updateSource>MCADMIN</updateSource> <effectiveDate>2014-09-30</effectiveDate> <noLoadValidationFlag>N</noLoadValidationFlag> <accountingValidationFlag>N</accountingValidationFlag> <contractLeg> <primaryAssetId>DKTESTCR001</primaryAssetId> <primaryAssetType>INTERNAL</primaryAssetType> <issueName>TESTISSUENAME1</issueName> <issueDescription>TESTISSUENAME1</issueDescription> <primaryExchangeCode>US</primaryExchangeCode> <assetCurrency>USD</assetCurrency> <investmentType>DERV</investmentType> <processingSecurityType>SWCOCR</processingSecurityType> <securityType>001</securityType> <securitySubType>10</securitySubType> <settlementCurrency>USD</settlementCurrency> <incomeCurrency>USD</incomeCurrency> <quantityType>PAR</quantityType> <priceMultiplier>1.10</priceMultiplier> <quantityScale>1</quantityScale> <issueCountry>AFGHANISTAN</issueCountry> <issueCountryCode>AF</issueCountryCode> <countryOfRisk>ALBANIA</countryOfRisk> <countryOfRiskCode>AL</countryOfRiskCode> <issueTaxType>EQ</issueTaxType> <region>REGIONNAME</region> <lookThroughIndicator>ALL</lookThroughIndicator> <lookThroughValue>S_ENTITY</lookThroughValue> <payLegCompoundingIndicator>N</payLegCompoundingIndicator> <tradingFlat>Y</tradingFlat> <offset>101</offset> <rCouponType>F</rCouponType> <swapMaturity>2015-06-22</swapMaturity> <rCalcMethod>R</rCalcMethod> <clearedSecurity>N</clearedSecurity> <finalExchangeOfPrincipal>Y</finalExchangeOfPrincipal> <initialExchangeOfPrincipal>N</initialExchangeOfPrincipal> <legMultiplier>158.158</legMultiplier> <notionalResetType>R</notionalResetType> <maturityDate>2015-07-01</maturityDate> <riskClassificationType>R</riskClassificationType> <delayDaysType>B</delayDaysType> <EquityModel> <costBasisRuleType>COST BAS R TYP</costBasisRuleType> </EquityModel> <FixedIncomeModel> <coupon>118.218</coupon> <couponTypeCode>F</couponTypeCode> <dayCountBasis>30/360</dayCountBasis> <paymentFrequency>At Maturity</paymentFrequency> <paymentFrequencyCode>MAT</paymentFrequencyCode> <issueDate>2015-06-21</issueDate> <datedDate>2015-06-21</datedDate> <firstCouponDate>2015-07-01</firstCouponDate> <lastCouponDate>2015-07-01</lastCouponDate> <defaultIndicator>N</defaultIndicator> <defaultDate>2014-09-30</defaultDate> <firstRateResetDate>2014-09-30</firstRateResetDate> <resetFrequency>RESET FREQUENCY</resetFrequency> <periodicCap>121.221</periodicCap> <periodicFloor>122.222</periodicFloor> <lifetimeCap>123.223</lifetimeCap> <lifetimeFloor>120.224</lifetimeFloor> <datedDateCPI>130.230</datedDateCPI> <iLBCalculationType>I_1L30B</iLBCalculationType> <iLBIndexPrecision>135</iLBIndexPrecision> <iLBDeflationProtectedMaturity>Y</iLBDeflationProtectedMaturity> <compoundingMethod>FLAT</compoundingMethod> <compoundingFrequency>1_M</compoundingFrequency> <firstCompoundingDate>2015-06-21</firstCompoundingDate> <lastCompoundingDate>2015-06-28</lastCompoundingDate> <delayDays>13</delayDays> <couponDayOfMonth>10</couponDayOfMonth> <businessCalendarName>WCUSD</businessCalendarName> <interestPaymentTiming>LDM</interestPaymentTiming> <resetLagDays>1</resetLagDays> <variableRateAdj>134.234</variableRateAdj> <varRateFreqCode>4_M</varRateFreqCode> <floaterMultiple>17</floaterMultiple> <resetLagBusinessDays>RST LAG BSN DAYS</resetLagBusinessDays> <maturityDelayDays>15</maturityDelayDays> <maturityDelayDaysType>M</maturityDelayDaysType> <dualCurrencyIndicator>Y</dualCurrencyIndicator> <dualCurConvFactor>Factor</dualCurConvFactor> <principalCurrencyDc>136</principalCurrencyDc> <settlementRateOption>FWDCOMP</settlementRateOption> <fxRateType>Ask</fxRateType> <fxFixingPeriod>Day</fxFixingPeriod> <fxFixingPeriodMultiplier>1.01</fxFixingPeriodMultiplier> <fxFixingPeriodDateType>C</fxFixingPeriodDateType> <fxFixingBusDayConvention>Following</fxFixingBusDayConvention> <fxFixingDtRelativeTo>Calculation End Date</fxFixingDtRelativeTo> </FixedIncomeModel> <FixedIncomeExtension> <cpnDelayDays>13</cpnDelayDays> <cpnDelayDaysType>C</cpnDelayDaysType> </FixedIncomeExtension> <SMExtension> <granularityCategory>GRANULARITY CATEGORY</granularityCategory> </SMExtension> <UnderlyingModel> <underlyingType>PRIMARY</underlyingType> </UnderlyingModel> <MultipleLegSwapModel> <calculateValidateLastPaymentDate>N</calculateValidateLastPaymentDate> </MultipleLegSwapModel> </contractLeg> <payLeg> <primaryAssetId>DKTESTCR001</primaryAssetId> <primaryAssetType>INTERNAL</primaryAssetType> <issueName>TESTISSUENAME1</issueName> <issueDescription>TESTISSUENAME1</issueDescription> <primaryExchangeCode>US</primaryExchangeCode> <assetCurrency>USD</assetCurrency> <investmentType>DERV</investmentType> <processingSecurityType>SWLEAC</processingSecurityType> <securityType>001</securityType> <securitySubType>10</securitySubType> <settlementCurrency>USD</settlementCurrency> <incomeCurrency>USD</incomeCurrency> <quantityType>PAR</quantityType> <priceMultiplier>2.10</priceMultiplier> <quantityScale>2</quantityScale> <issueCountry>Antigua and Barbuda</issueCountry> <issueCountryCode>AG</issueCountryCode> <countryOfRisk>American Samoa</countryOfRisk> <countryOfRiskCode>AS</countryOfRiskCode> <issueTaxType>EQ</issueTaxType> <region>REGIONNAME</region> <lookThroughIndicator>ALL</lookThroughIndicator> <lookThroughValue>S_ENTITY</lookThroughValue> <payLegCompoundingIndicator>N</payLegCompoundingIndicator> <tradingFlat>Y</tradingFlat> <offset>101</offset> <rCouponType>F</rCouponType> <swapMaturity>2015-06-22</swapMaturity> <rCalcMethod>R</rCalcMethod> <clearedSecurity>N</clearedSecurity> <finalExchangeOfPrincipal>Y</finalExchangeOfPrincipal> <initialExchangeOfPrincipal>N</initialExchangeOfPrincipal> <legMultiplier>258.158</legMultiplier> <notionalResetType>R</notionalResetType> <maturityDate>2015-07-01</maturityDate> <riskClassificationType>R</riskClassificationType> <delayDaysType>B</delayDaysType> <EquityModel> <costBasisRuleType>COST BAS R TYP</costBasisRuleType> </EquityModel> <FixedIncomeModel> <coupon>218.218</coupon> <couponTypeCode>F</couponTypeCode> <dayCountBasis>30/360</dayCountBasis> <paymentFrequency>91 Days</paymentFrequency> <paymentFrequencyCode>91_D</paymentFrequencyCode> <issueDate>2015-06-21</issueDate> <datedDate>2015-06-21</datedDate> <firstCouponDate>2015-06-29</firstCouponDate> <lastCouponDate>2015-07-01</lastCouponDate> <defaultIndicator>N</defaultIndicator> <defaultDate>2014-09-30</defaultDate> <firstRateResetDate>2014-09-30</firstRateResetDate> <resetFrequency>49 DAY</resetFrequency> <periodicCap>221.221</periodicCap> <periodicFloor>222.222</periodicFloor> <lifetimeCap>223.223</lifetimeCap> <lifetimeFloor>220.224</lifetimeFloor> <datedDateCPI>230.230</datedDateCPI> <iLBCalculationType>I_1L30B</iLBCalculationType> <iLBIndexPrecision>464646</iLBIndexPrecision> <iLBDeflationProtectedMaturity>Y</iLBDeflationProtectedMaturity> <compoundingMethod>FLAT</compoundingMethod> <compoundingFrequency>1_M</compoundingFrequency> <firstCompoundingDate>2015-06-21</firstCompoundingDate> <lastCompoundingDate>2015-06-28</lastCompoundingDate> <delayDays>23</delayDays> <couponDayOfMonth>20</couponDayOfMonth> <businessDayConvention>FWD</businessDayConvention> <businessCalendarName>WCUSD</businessCalendarName> <interestPaymentTiming>LDM</interestPaymentTiming> <resetLagDays>2</resetLagDays> <variableRateAdj>234.234</variableRateAdj> <varRateFreqCode>4_M</varRateFreqCode> <floaterMultiple>27</floaterMultiple> <resetLagBusinessDays>RST LAG BSN DAYS</resetLagBusinessDays> <maturityDelayDays>25</maturityDelayDays> <maturityDelayDaysType>M</maturityDelayDaysType> </FixedIncomeModel> <FixedIncomeExtension> <cpnDelayDays>23</cpnDelayDays> <cpnDelayDaysType>C</cpnDelayDaysType> </FixedIncomeExtension> <SMExtension> <granularityCategory>GRANULARITY CATEGORY</granularityCategory> </SMExtension> <MultipleLegSwapModel> <calculateValidateLastPaymentDate>N</calculateValidateLastPaymentDate> </MultipleLegSwapModel> </payLeg> <receiveLeg> <primaryAssetId>DKTESTCR001</primaryAssetId> <primaryAssetType>INTERNAL</primaryAssetType> <issueName>TESTISSUENAME1</issueName> <issueDescription>TESTISSUENAME1</issueDescription> <primaryExchangeCode>US</primaryExchangeCode> <assetCurrency>USD</assetCurrency> <investmentType>DERV</investmentType> <processingSecurityType>SWLEAC</processingSecurityType> <securityType>001</securityType> <securitySubType>10</securitySubType> <settlementCurrency>USD</settlementCurrency> <incomeCurrency>USD</incomeCurrency> <quantityType>PAR</quantityType> <priceMultiplier>3.10</priceMultiplier> <quantityScale>3</quantityScale> <issueCountry>Antigua and Barbuda</issueCountry> <issueCountryCode>AG</issueCountryCode> <countryOfRisk>American Samoa</countryOfRisk> <countryOfRiskCode>AS</countryOfRiskCode> <issueTaxType>EQ</issueTaxType> <region>REGIONNAME</region> <lookThroughIndicator>ALL</lookThroughIndicator> <lookThroughValue>S_ENTITY</lookThroughValue> <payLegCompoundingIndicator>N</payLegCompoundingIndicator> <tradingFlat>Y</tradingFlat> <offset>103</offset> <rCouponType>F</rCouponType> <swapMaturity>2015-06-22</swapMaturity> <rCalcMethod>R</rCalcMethod> <clearedSecurity>N</clearedSecurity> <finalExchangeOfPrincipal>Y</finalExchangeOfPrincipal> <initialExchangeOfPrincipal>N</initialExchangeOfPrincipal> <legMultiplier>358.158</legMultiplier> <notionalResetType>R</notionalResetType> <maturityDate>2015-07-01</maturityDate> <riskClassificationType>R</riskClassificationType> <delayDaysType>B</delayDaysType> <EquityModel> <costBasisRuleType>COST BAS R TYP</costBasisRuleType> </EquityModel> <FixedIncomeModel> <coupon>318.218</coupon> <couponTypeCode>F</couponTypeCode> <dayCountBasis>30/360</dayCountBasis> <paymentFrequency>49 Days</paymentFrequency> <paymentFrequencyCode>49_D</paymentFrequencyCode> <issueDate>2015-06-21</issueDate> <datedDate>2015-06-21</datedDate> <firstCouponDate>2015-06-28</firstCouponDate> <lastCouponDate>2015-07-01</lastCouponDate> <defaultIndicator>N</defaultIndicator> <defaultDate>2014-09-30</defaultDate> <firstRateResetDate>2014-09-30</firstRateResetDate> <resetFrequency>49 Day</resetFrequency> <resetLookBackDaysType>C</resetLookBackDaysType> <periodicCap>321.221</periodicCap> <periodicFloor>322.222</periodicFloor> <lifetimeCap>323.223</lifetimeCap> <lifetimeFloor>320.224</lifetimeFloor> <datedDateCPI>330.230</datedDateCPI> <iLBCalculationType>AVG_6M (New Zealand (Average CPI Values))</iLBCalculationType> <iLBIndexPrecision>340</iLBIndexPrecision> <iLBDeflationProtectedMaturity>N</iLBDeflationProtectedMaturity> <compoundingMethod>FLAT</compoundingMethod> <compoundingFrequency>1_M</compoundingFrequency> <firstCompoundingDate>2015-06-21</firstCompoundingDate> <lastCompoundingDate>2015-06-28</lastCompoundingDate> <delayDays>33</delayDays> <couponDayOfMonth>30</couponDayOfMonth> <businessDayConvention>FWD</businessDayConvention> <businessCalendarName>WCUSD</businessCalendarName> <interestPaymentTiming>LDM</interestPaymentTiming> <resetLagDays>3</resetLagDays> <variableRateAdj>334.234</variableRateAdj> <floaterMultiple>171717</floaterMultiple> <resetLagBusinessDays>RST LAG BSN DAYS</resetLagBusinessDays> <maturityDelayDays>35</maturityDelayDays> <maturityDelayDaysType>M</maturityDelayDaysType> </FixedIncomeModel> <FixedIncomeExtension> <cpnDelayDays>33</cpnDelayDays> <cpnDelayDaysType>C</cpnDelayDaysType> </FixedIncomeExtension> <SMExtension> <granularityCategory>GRANULARITY CATEGORY</granularityCategory> </SMExtension> <MultipleLegSwapModel> <calculateValidateLastPaymentDate>N</calculateValidateLastPaymentDate> </MultipleLegSwapModel> </receiveLeg> </multilegSMF> </referenceTransaction> </EagleML>
Expand title Total Return Swap - SWCOTR (click to expand) Code Block language xml <EagleML xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" eaglemlVersion="2-0" eaglemlType="ReferenceTransactionMessage" xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd" xsi:type="ReferenceTransactionMessage"> <referenceTransaction> <header> <objectType>MultilegSMF</objectType> </header> <multilegSMF> <objectType>MultilegSMF</objectType> <objectId>MultilegSMF</objectId> <sourceName>EAGLE PACE</sourceName> <updateSource>MCADMIN</updateSource> <effectiveDate>2014-09-30</effectiveDate> <noLoadValidationFlag>N</noLoadValidationFlag> <accountingValidationFlag>N</accountingValidationFlag> <contractLeg> <primaryAssetId>DKTESTTR001</primaryAssetId> <primaryAssetType>INTERNAL</primaryAssetType> <issueName>TESTISSUENAME1</issueName> <issueDescription>TESTISSUENAME1</issueDescription> <uniqueProductId>DKTESTTR001_pr</uniqueProductId> <uniqueSwapId>DKTESTTR001_sw</uniqueSwapId> <primaryExchangeCode>US</primaryExchangeCode> <assetCurrency>USD</assetCurrency> <investmentType>DERV</investmentType>f <processingSecurityType>SWCOTR</processingSecurityType> <securityType>001</securityType> <securitySubType>10</securitySubType> <settlementCurrency>USD</settlementCurrency> <incomeCurrency>USD</incomeCurrency> <quantityType>PAR</quantityType> <priceMultiplier>1.10</priceMultiplier> <quantityScale>1</quantityScale> <issueCountry>AFGHANISTAN</issueCountry> <issueCountryCode>AF</issueCountryCode> <countryOfRisk>ALBANIA</countryOfRisk> <countryOfRiskCode>AL</countryOfRiskCode> <issueTaxType>EQ</issueTaxType> <region>REGIONNAME</region> <lookThroughIndicator>ALL</lookThroughIndicator> <lookThroughValue>S_ENTITY</lookThroughValue> <payLegCompoundingIndicator>N</payLegCompoundingIndicator> <tradingFlat>Y</tradingFlat> <offset>101</offset> <rCouponType>F</rCouponType> <swapMaturity>2015-06-22</swapMaturity> <rCalcMethod>R</rCalcMethod> <clearedSecurity>N</clearedSecurity> <finalExchangeOfPrincipal>Y</finalExchangeOfPrincipal> <initialExchangeOfPrincipal>N</initialExchangeOfPrincipal> <legMultiplier>158.158</legMultiplier> <notionalResetType>R</notionalResetType> <maturityDate>2015-07-01</maturityDate> <riskClassificationType>R</riskClassificationType> <delayDaysType>B</delayDaysType> <EquityModel> <costBasisRuleType>COST BAS R TYP</costBasisRuleType> </EquityModel> <FixedIncomeModel> <coupon>118.218</coupon> <couponTypeCode>F</couponTypeCode> <dayCountBasis>30/360</dayCountBasis> <paymentFrequency>At Maturity</paymentFrequency> <paymentFrequencyCode>MAT</paymentFrequencyCode> <issueDate>2015-06-21</issueDate> <datedDate>2015-06-21</datedDate> <firstCouponDate>2015-07-01</firstCouponDate> <lastCouponDate>2015-07-01</lastCouponDate> <defaultIndicator>N</defaultIndicator> <defaultDate>2014-09-30</defaultDate> <firstRateResetDate>2014-09-30</firstRateResetDate> <resetFrequency>RESET FREQUENCY</resetFrequency> <periodicCap>121.221</periodicCap> <periodicFloor>122.222</periodicFloor> <lifetimeCap>123.223</lifetimeCap> <lifetimeFloor>120.224</lifetimeFloor> <datedDateCPI>130.230</datedDateCPI> <iLBCalculationType>I_1L30B</iLBCalculationType> <iLBIndexPrecision>135</iLBIndexPrecision> <iLBDeflationProtectedMaturity>Y</iLBDeflationProtectedMaturity> <compoundingMethod>FLAT</compoundingMethod> <compoundingFrequency>1_M</compoundingFrequency> <firstCompoundingDate>2015-06-21</firstCompoundingDate> <lastCompoundingDate>2015-06-28</lastCompoundingDate> <delayDays>13</delayDays> <couponDayOfMonth>10</couponDayOfMonth> <businessCalendarName>WCUSD</businessCalendarName> <interestPaymentTiming>LDM</interestPaymentTiming> <resetLagDays>1</resetLagDays> <variableRateAdj>134.234</variableRateAdj> <varRateFreqCode>4_M</varRateFreqCode> <floaterMultiple>17</floaterMultiple> <resetLagBusinessDays>RST LAG BSN DAYS</resetLagBusinessDays> <maturityDelayDays>15</maturityDelayDays> <maturityDelayDaysType>M</maturityDelayDaysType> <dualCurrencyIndicator>Y</dualCurrencyIndicator> <dualCurConvFactor>Factor</dualCurConvFactor> <principalCurrencyDc>136</principalCurrencyDc> <settlementRateOption>FWDCOMP</settlementRateOption> <fxRateType>Ask</fxRateType> <fxFixingPeriod>Day</fxFixingPeriod> <fxFixingPeriodMultiplier>1.01</fxFixingPeriodMultiplier> <fxFixingPeriodDateType>C</fxFixingPeriodDateType> <fxFixingBusDayConvention>Following</fxFixingBusDayConvention> <fxFixingDtRelativeTo>Calculation End Date</fxFixingDtRelativeTo> </FixedIncomeModel> <FixedIncomeExtension> <cpnDelayDays>13</cpnDelayDays> <cpnDelayDaysType>C</cpnDelayDaysType> </FixedIncomeExtension> <SMExtension> <granularityCategory>GRANULARITY CATEGORY</granularityCategory> </SMExtension> <MultipleLegSwapModel> <calculateValidateLastPaymentDate>N</calculateValidateLastPaymentDate> </MultipleLegSwapModel> </contractLeg> <payLeg> <primaryAssetId>DKTESTTR001</primaryAssetId> <primaryAssetType>INTERNAL</primaryAssetType> <issueName>TESTISSUENAME1</issueName> <issueDescription>TESTISSUENAME1</issueDescription> <primaryExchangeCode>US</primaryExchangeCode> <assetCurrency>USD</assetCurrency> <investmentType>DERV</investmentType> <processingSecurityType>SWLEAC</processingSecurityType> <securityType>001</securityType> <securitySubType>10</securitySubType> <settlementCurrency>USD</settlementCurrency> <incomeCurrency>USD</incomeCurrency> <quantityType>PAR</quantityType> <priceMultiplier>2.10</priceMultiplier> <quantityScale>2</quantityScale> <issueCountry>Antigua and Barbuda</issueCountry> <issueCountryCode>AG</issueCountryCode> <countryOfRisk>American Samoa</countryOfRisk> <countryOfRiskCode>AS</countryOfRiskCode> <issueTaxType>EQ</issueTaxType> <region>REGIONNAME</region> <lookThroughIndicator>ALL</lookThroughIndicator> <lookThroughValue>S_ENTITY</lookThroughValue> <payLegCompoundingIndicator>N</payLegCompoundingIndicator> <tradingFlat>Y</tradingFlat> <offset>101</offset> <rCouponType>F</rCouponType> <swapMaturity>2015-06-22</swapMaturity> <rCalcMethod>R</rCalcMethod> <clearedSecurity>N</clearedSecurity> <finalExchangeOfPrincipal>Y</finalExchangeOfPrincipal> <initialExchangeOfPrincipal>N</initialExchangeOfPrincipal> <legMultiplier>258.158</legMultiplier> <notionalResetType>R</notionalResetType> <maturityDate>2015-07-01</maturityDate> <riskClassificationType>R</riskClassificationType> <delayDaysType>B</delayDaysType> <EquityModel> <costBasisRuleType>COST BAS R TYP</costBasisRuleType> </EquityModel> <FixedIncomeModel> <coupon>218.218</coupon> <couponTypeCode>F</couponTypeCode> <dayCountBasis>30/360</dayCountBasis> <paymentFrequency>91 Days</paymentFrequency> <paymentFrequencyCode>91_D</paymentFrequencyCode> <issueDate>2015-06-21</issueDate> <datedDate>2015-06-21</datedDate> <firstCouponDate>2015-06-29</firstCouponDate> <lastCouponDate>2015-07-01</lastCouponDate> <defaultIndicator>N</defaultIndicator> <defaultDate>2014-09-30</defaultDate> <firstRateResetDate>2014-09-30</firstRateResetDate> <resetFrequency>49 DAY</resetFrequency> <periodicCap>221.221</periodicCap> <periodicFloor>222.222</periodicFloor> <lifetimeCap>223.223</lifetimeCap> <lifetimeFloor>220.224</lifetimeFloor> <datedDateCPI>230.230</datedDateCPI> <iLBCalculationType>I_1L30B</iLBCalculationType> <iLBIndexPrecision>464646</iLBIndexPrecision> <iLBDeflationProtectedMaturity>Y</iLBDeflationProtectedMaturity> <compoundingMethod>FLAT</compoundingMethod> <compoundingFrequency>1_M</compoundingFrequency> <firstCompoundingDate>2015-06-21</firstCompoundingDate> <lastCompoundingDate>2015-06-28</lastCompoundingDate> <delayDays>23</delayDays> <couponDayOfMonth>20</couponDayOfMonth> <businessDayConvention>FWD</businessDayConvention> <businessCalendarName>WCUSD</businessCalendarName> <interestPaymentTiming>LDM</interestPaymentTiming> <resetLagDays>2</resetLagDays> <variableRateAdj>234.234</variableRateAdj> <varRateFreqCode>4_M</varRateFreqCode> <floaterMultiple>27</floaterMultiple> <resetLagBusinessDays>RST LAG BSN DAYS</resetLagBusinessDays> <maturityDelayDays>25</maturityDelayDays> <maturityDelayDaysType>M</maturityDelayDaysType> </FixedIncomeModel> <FixedIncomeExtension> <cpnDelayDays>23</cpnDelayDays> <cpnDelayDaysType>C</cpnDelayDaysType> </FixedIncomeExtension> <SMExtension> <granularityCategory>GRANULARITY CATEGORY</granularityCategory> </SMExtension> <MultipleLegSwapModel> <calculateValidateLastPaymentDate>N</calculateValidateLastPaymentDate> </MultipleLegSwapModel> </payLeg> <receiveLeg> <primaryAssetId>DKTESTTR001</primaryAssetId> <primaryAssetType>INTERNAL</primaryAssetType> <issueName>TESTISSUENAME1</issueName> <issueDescription>TESTISSUENAME1</issueDescription> <primaryExchangeCode>US</primaryExchangeCode> <assetCurrency>USD</assetCurrency> <investmentType>DERV</investmentType> <processingSecurityType>SWLXEQ</processingSecurityType> <securityType>001</securityType> <securitySubType>10</securitySubType> <settlementCurrency>USD</settlementCurrency> <incomeCurrency>USD</incomeCurrency> <quantityType>PAR</quantityType> <priceMultiplier>3.10</priceMultiplier> <quantityScale>3</quantityScale> <issueCountry>Antigua and Barbuda</issueCountry> <issueCountryCode>AG</issueCountryCode> <countryOfRisk>American Samoa</countryOfRisk> <countryOfRiskCode>AS</countryOfRiskCode> <issueTaxType>EQ</issueTaxType> <region>REGIONNAME</region> <lookThroughIndicator>ALL</lookThroughIndicator> <lookThroughValue>S_ENTITY</lookThroughValue> <payLegCompoundingIndicator>N</payLegCompoundingIndicator> <tradingFlat>Y</tradingFlat> <offset>103</offset> <rCouponType>F</rCouponType> <swapMaturity>2015-06-22</swapMaturity> <rCalcMethod>R</rCalcMethod> <clearedSecurity>N</clearedSecurity> <finalExchangeOfPrincipal>Y</finalExchangeOfPrincipal> <initialExchangeOfPrincipal>N</initialExchangeOfPrincipal> <legMultiplier>358.158</legMultiplier> <notionalResetType>R</notionalResetType> <maturityDate>2015-07-01</maturityDate> <riskClassificationType>R</riskClassificationType> <delayDaysType>B</delayDaysType> <EquityModel> <costBasisRuleType>COST BAS R TYP</costBasisRuleType> </EquityModel> <FixedIncomeModel> <coupon>318.218</coupon> <couponTypeCode>F</couponTypeCode> <dayCountBasis>30/360</dayCountBasis> <paymentFrequency>49 Days</paymentFrequency> <paymentFrequencyCode>49_D</paymentFrequencyCode> <issueDate>2015-06-21</issueDate> <datedDate>2015-06-21</datedDate> <firstCouponDate>2015-06-28</firstCouponDate> <lastCouponDate>2015-07-01</lastCouponDate> <defaultIndicator>N</defaultIndicator> <defaultDate>2014-09-30</defaultDate> <firstRateResetDate>2014-09-30</firstRateResetDate> <resetFrequency>49 Day</resetFrequency> <resetLookBackDaysType>C</resetLookBackDaysType> <periodicCap>321.221</periodicCap> <periodicFloor>322.222</periodicFloor> <lifetimeCap>323.223</lifetimeCap> <lifetimeFloor>320.224</lifetimeFloor> <datedDateCPI>330.230</datedDateCPI> <iLBCalculationType>AVG_6M (New Zealand (Average CPI Values))</iLBCalculationType> <iLBIndexPrecision>340</iLBIndexPrecision> <iLBDeflationProtectedMaturity>N</iLBDeflationProtectedMaturity> <compoundingMethod>FLAT</compoundingMethod> <compoundingFrequency>1_M</compoundingFrequency> <firstCompoundingDate>2015-06-21</firstCompoundingDate> <lastCompoundingDate>2015-06-28</lastCompoundingDate> <delayDays>33</delayDays> <couponDayOfMonth>30</couponDayOfMonth> <businessDayConvention>FWD</businessDayConvention> <businessCalendarName>WCUSD</businessCalendarName> <interestPaymentTiming>LDM</interestPaymentTiming> <resetLagDays>3</resetLagDays> <variableRateAdj>334.234</variableRateAdj> <floaterMultiple>171717</floaterMultiple> <resetLagBusinessDays>RST LAG BSN DAYS</resetLagBusinessDays> <maturityDelayDays>35</maturityDelayDays> <maturityDelayDaysType>M</maturityDelayDaysType> </FixedIncomeModel> <FixedIncomeExtension> <cpnDelayDays>33</cpnDelayDays> <cpnDelayDaysType>C</cpnDelayDaysType> </FixedIncomeExtension> <SMExtension> <granularityCategory>GRANULARITY CATEGORY</granularityCategory> </SMExtension> <MultipleLegSwapModel> <calculateValidateLastPaymentDate>N</calculateValidateLastPaymentDate> </MultipleLegSwapModel> </receiveLeg> </multilegSMF> </referenceTransaction> </EagleML>
to eagle_ml-2-0_default_in_xml_smf_generic stream.
Optional step - if you want to use Entity Xrefs in your data files, you have to send the Entity Xref file
Expand title Entity Xref file (click to expand) Code Block language xml <EagleML xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" eaglemlVersion="2-0" eaglemlType="EntityTransactionMessage" xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd" xsi:type="EntityTransactionMessage"> <entityTransaction> <header> <objectType>EntityXref</objectType> <action>ADD</action> </header> <entityXref> <objectType>EntityXref</objectType> <objectId>EntityXref</objectId> <updateSource>MCADMIN</updateSource> <accountingValidationFlag>N</accountingValidationFlag> <entityId>ENTTST12</entityId> <entityName>ENTTST12_NAME</entityName> <entityType>PORT</entityType> <xrefAccountId>ENTTST_12_XREF_ID1</xrefAccountId> <xrefAccountIdType>XREF_ID_TYPE</xrefAccountIdType> <xrefClassCode>TF</xrefClassCode> </entityXref> </entityTransaction> </EagleML>
to eagle_ml-2-0_default_in_xml_entity stream first.
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