About Sending Multiple Leg Accounting Trade Examples

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:

1. Entity stream to  

    ‘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>

2. 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>

3. 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.
   
   

4. 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. 

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')