About Sending Multiple Leg Accounting Trade Examples
- Natalie Gesin (Deactivated)
- Dmitry Donosiyan (Unlicensed)
Before sending a Multiple Leg Accounting Trade example, you should load the Entity and Entity Xref, Calendar and the Swap Securities for each Processing Security Type (SWCOIR/ SWCOCR/ SWCOTR).
To load, copy the code, save it as a file, and send to the following corresponding streams:
Entity file to Â
 ‘eagle_ml-2-0_default_in_xml_entity’ stream (click to expand)<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
 ‘eagle_ml-2-0_default_in_xml_reference’ stream (click to expand)<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)
 Interest Rate Swap - SWCOIR (click to expand)<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>
 Currency Swap - SWCOCR (click to expand)<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>
 Total Return Swap - SWCOTR (click to expand)<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
 Entity Xref file (click to expand)<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.Â
Only after performing the above steps, you can send a Multiple Leg Accounting Trade example to eagle_ml-2-0_default_in_xml_acct_trades stream:
Open Multiple Leg Accounting Trade Currency Swap (SWCOCR/Buy) Example
Close Multiple Leg Accounting Trade Currency Swap (SWCOCR/Sell) Example
Open Multiple Leg Accounting Trade Interest Rate Swap (SWCOIR/Buy) Example
Close Multiple Leg Accounting Trade Interest Rate Swap (SWCOIR/Sell) Example
Open Multiple Leg Accounting Trade Total Return Swap (SWCOTR/Buy) Example
Close Multiple Leg Accounting Trade Total Return Swap (SWCOTR/Sell) Example
Perform the following SQL request to check that the incoming record has been populated into the ESTAR.ESTAR_FINANCIAL_EVENT table:
SELECT * FROM ESTAR.ESTAR_FINANCIAL_EVENT WHERE PORTFOLIO_ACCT= ‘enter your entityId value here’ AND ASSET_ID= (SELECT SECURITY_ALIAS FROM SECURITYDBO.SECURITY_MASTER WHERE PRIMARY_ASSET_ID LIKE ‘enter your primaryAssetId value here’) AND (MESSAGE_SUBTYPE='CLOSESWAP' OR MESSAGE_SUBTYPE='OPENSWAP')