Multileg SMF Example

<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>
            <asOfEffectiveDate>2013-09-30</asOfEffectiveDate>
            <contractLeg>
                <primaryAssetId>JITSTv0t0c102</primaryAssetId>
                <primaryAssetType>INTERNAL</primaryAssetType>
                <altAssetIdAndType>
                    <instrumentId>JITSTv1t1c102</instrumentId>
                    <instrumentIdType>SEDOL</instrumentIdType>
                </altAssetIdAndType>
                <issueName>TESTISSUENAME1</issueName>
                <issueDescription>TESTISSUENAME1</issueDescription>
                <uniqueProductId>JITSTv121c102</uniqueProductId>
                <uniqueSwapId>JITSTv1t3c102</uniqueSwapId>
                <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>1</dualCurConvFactor>
                    <principalCurrencyDc>136</principalCurrencyDc>
                    <settlementRateOption>FWDCOMP</settlementRateOption>
                    <fxRateType>A</fxRateType>
                    <fxFixingPeriod>D</fxFixingPeriod>
                    <fxFixingPeriodMultiplier>1.01</fxFixingPeriodMultiplier>
                    <fxFixingPeriodDateType>C</fxFixingPeriodDateType>
                    <fxFixingBusDayConvention>F</fxFixingBusDayConvention>
                    <fxFixingDtRelativeTo>CE</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>JITSTv0t0c102</primaryAssetId>
                <primaryAssetType>INTERNAL</primaryAssetType>
                <altAssetIdAndType>
                    <instrumentId>JITSTv2t1c102</instrumentId>
                    <instrumentIdType>SEDOL</instrumentIdType>
                </altAssetIdAndType>
                <issueName>TESTISSUENAME1</issueName>
                <issueDescription>TESTISSUENAME1</issueDescription>
                <uniqueProductId>JITSTv221c102</uniqueProductId>
                <uniqueSwapId>JITSTv2t3c102</uniqueSwapId>
                <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>
                <underlyingCusip>CCSTGVFERTRF</underlyingCusip>
                <underlyingSecurity>TEST1A</underlyingSecurity>
                <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>X</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>
                    <timeSensitiveIndicator>Y</timeSensitiveIndicator>
                    <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>
                <UnderlyingModel>
                    <underlyingType>RETURN</underlyingType>
                </UnderlyingModel>
                <MultipleLegSwapModel>
                    <calculateValidateLastPaymentDate>N</calculateValidateLastPaymentDate>
                </MultipleLegSwapModel>
            </payLeg>
            <receiveLeg>
                <primaryAssetId>JITSTv0t0c102</primaryAssetId>
                <primaryAssetType>INTERNAL</primaryAssetType>
                <altAssetIdAndType>
                    <instrumentId>JITSTv3t1c102</instrumentId>
                    <instrumentIdType>SEDOL</instrumentIdType>
                </altAssetIdAndType>
                <issueName>TESTISSUENAME1</issueName>
                <issueDescription>TESTISSUENAME1</issueDescription>
                <uniqueProductId>JITSTv321c102</uniqueProductId>
                <uniqueSwapId>JITSTv3t3c102</uniqueSwapId>
                <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>
                    <timeSensitiveIndicator>Y</timeSensitiveIndicator>
                    <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</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>