interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
250 lines (249 loc) • 10.8 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/documents/license
-->
<tradeChangeAdvice
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.imgr.com/schemes/message-id">IM/75</messageId>
<sentBy>IMGRUS6S</sentBy>
<sendTo>CUSTUS3T</sendTo>
<creationTimestamp>2009-09-20T11:33:09.000-08:00</creationTimestamp>
</header>
<isCorrection>true</isCorrection>
<correlationId correlationIdScheme="http://www.imgr.com/schemes/correlation-id">IM/F003</correlationId>
<sequenceNumber>2</sequenceNumber>
<change>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1" />
<tradeId tradeIdScheme="http://www.swift.com/coding-scheme/contract-id">CONTR3456</tradeId>
</partyTradeIdentifier>
<tradeDate>2009-09-08</tradeDate>
</tradeHeader>
<equitySwapTransactionSupplement>
<interestLeg id="interestLeg">
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<interestLegCalculationPeriodDates id="interestCalcPeriodDates">
<effectiveDate>
<adjustableDate>
<unadjustedDate>2008-06-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<adjustableDate>
<unadjustedDate>2009-06-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="interestCalcPeriodDates" />
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</resetFrequency>
</interestLegResetDates>
<!-- begin: Example use of suggested FpML change re roll convention in interestLeg -->
<interestLegPaymentDates id="interestLegPaymentDates">
<periodicDates>
<calculationStartDate>
<adjustableDate>
<unadjustedDate>2008-06-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</calculationStartDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>4</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</interestLegPaymentDates>
<!-- end: Example use of suggested FpML change re roll convention in interestLeg -->
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="equityNotionalAmount" />
</notional>
<interestAmount>
<currencyReference href="equityPaymentCurrency" />
<referenceAmount>StandardISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex>EUR-EURIBOR-Reuters</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction>ACT/360</dayCountFraction>
</interestCalculation>
</interestLeg>
<returnLeg>
<payerPartyReference href="party2" />
<receiverPartyReference href="party1" />
<effectiveDate>
<adjustableDate>
<unadjustedDate>2008-06-02</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<adjustableDate>
<unadjustedDate>2008-06-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-Reuters-RIC-1-0">PHGe.AS</instrumentId>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-ISIN-1-0">NL0000009322</instrumentId>
<description>PHILIPS BUY BACK ORD</description>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XAMS</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency>EUR</currency>
<amount>10.0</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod>ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="interimValuationDate">
<relativeDateSequence>
<dateRelativeTo href="interestLegPaymentDates" />
<dateOffset>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
</dateOffset>
</relativeDateSequence>
</valuationDates>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod>HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="finalValuationDate">
<adjustableDate>
<unadjustedDate>2009-06-02</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates>
<paymentDatesInterim>
<relativeDates>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="interimValuationDate" />
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="finalValuationDate" />
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="equityNotionalAmount">
<currency>EUR</currency>
<amount>300000.0</amount>
</notionalAmount>
</notional>
<amount>
<currency id="equityPaymentCurrency">EUR</currency>
<referenceAmount>StandardISDA</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Price</returnType>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
</returnLeg>
</equitySwapTransactionSupplement>
</trade>
<effectiveDate>2009-10-20</effectiveDate>
<corporateAction />
</change>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">959800NKRMZ8NEKQ0A23</partyId>
<partyName>INVEST MGR</partyName>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300E4CDNNLJRBKF36</partyId>
<partyName>BROKER 33</partyName>
</party>
<party id="_cust">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300FNRNXH6KYKUK07</partyId>
<partyName>Custodian</partyName>
</party>
<account id="_FUNDACCT">
<accountId accountIdScheme="http://www.imgr.com/schemes/account-id">FUND100</accountId>
<accountBeneficiary href="party1" />
</account>
<account id="_CUSTACCT">
<accountId accountIdScheme="http://www.custodian.com/account-id">98765</accountId>
<accountBeneficiary href="_cust" />
</account>
</tradeChangeAdvice>