interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
202 lines (201 loc) • 8.99 kB
text/xml
<!--View is confirmation-->
<!--Version is 5-10-->
<!--NS is http://www.fpml.org/FpML-5/confirmation-->
<!--
== Copyright (c) 2014-2018 All rights reserved.
== Financial Products Markup Language is subject to the FpML public license.
== A copy of this license is available at http://www.fpml.org/license/license.html
-->
<!--
Describes a trade that was removed because of a netting operation
-->
<executionNotification
xmlns="http://www.fpml.org/FpML-5/confirmation"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
fpmlVersion="5-10"
xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"
>
<header>
<messageId messageIdScheme="http://www.bankb.com/coding-scheme/message-id">11111</messageId>
<sentBy>BANKB</sentBy>
<sendTo>CCSTUS6S</sendTo>
<creationTimestamp>2010-01-04T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.rbs.com/coding-scheme/trade-id">TRD0001</correlationId>
<sequenceNumber>2</sequenceNumber>
<optionExercise>
<tradeIdentifier>
<partyReference href="party2" />
<tradeId tradeIdScheme="http://www.bankb.com/trade-id">123</tradeId>
</tradeIdentifier>
<exerciseDate>2011-08-28</exerciseDate>
<exerciseTime>10:36:00Z</exerciseTime>
<exerciseAction>FullExercise</exerciseAction>
<physicalSettlement>
<resultingTrade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party2" />
<tradeId tradeIdScheme="http://www.bankb.com/trade-id">124</tradeId>
<!-- ID of the new swap -->
</partyTradeIdentifier>
<tradeDate>2011-08-28</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2011-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2016-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter>EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0" />
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0" />
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter>EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency>EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction>30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2" />
<receiverPartyReference href="party1" />
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2011-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2016-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter>EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1" />
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1" />
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter>EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1" />
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter>EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0" />
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1" />
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency>EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex>EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction>ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
</swap>
</resultingTrade>
</physicalSettlement>
<!-- uses FpML enumeration: SettlementTypeEnum -->
</optionExercise>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">969500T86SHG919ON888</partyId>
<partyName>International Bank Asset Management</partyName>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300LUNDEBM31POD20</partyId>
</party>
</executionNotification>