interchange-schema-registry/Registry/FpML/5.0.0/confirmation/products/bond-options/cb-option.xml

A Global Schema Registry for Data Interchange formats

<?xml version="1.0" encoding="utf-8" ?>
<!--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
-->
<requestConfirmation
    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.partyA.com/coding-scheme/message-id">2342342</messageId>
    <sentBy>PARTYABIC1</sentBy>
    <sendTo>ABC</sendTo>
    <creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp>
  </header>
<!--5.0 Messaging: added
                <isCorrection>
                <correlationId>
                <sequenceNumber>
        -->
  <isCorrection>false</isCorrection>
  <correlationId correlationIdScheme="http://www.example.com/conversationId">CRR/2007/01/04/2342342</correlationId>
  <sequenceNumber>1</sequenceNumber>
  <trade>
    <tradeHeader>
      <partyTradeIdentifier>
        <partyReference href="Party1" />
        <tradeId tradeIdScheme="http://www.PartyA.com/coding-scheme/trade-id">Trade234</tradeId>
      </partyTradeIdentifier>
      <tradeDate id="TRADEDATE">2006-01-16</tradeDate>
    </tradeHeader>
    <bondOption>
      <buyerPartyReference href="Party2" />
      <sellerPartyReference href="Party1" />
      <optionType>Call</optionType>
      <americanExercise id="EXERCISE">
        <commencementDate>
          <adjustableDate>
            <unadjustedDate>2006-01-19</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>FOLLOWING</businessDayConvention>
              <businessCenters>
                <businessCenter>GBLO</businessCenter>
                <businessCenter>CHZU</businessCenter>
              </businessCenters>
            </dateAdjustments>
          </adjustableDate>
        </commencementDate>
        <expirationDate>
          <adjustableDate>
            <unadjustedDate>2010-08-05</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>FOLLOWING</businessDayConvention>
              <businessCenters>
                <businessCenter>GBLO</businessCenter>
                <businessCenter>CHZU</businessCenter>
              </businessCenters>
            </dateAdjustments>
          </adjustableDate>
        </expirationDate>
        <earliestExerciseTime>
          <hourMinuteTime>09:00:00</hourMinuteTime>
          <businessCenter>GBLO</businessCenter>
        </earliestExerciseTime>
        <expirationTime>
          <hourMinuteTime>16:00:00</hourMinuteTime>
          <businessCenter>GBLO</businessCenter>
        </expirationTime>
      </americanExercise>
      <exerciseProcedure>
        <manualExercise>
          <exerciseNotice>
            <partyReference href="Party1" />
            <businessCenter>GBLO</businessCenter>
          </exerciseNotice>
        </manualExercise>
        <followUpConfirmation>true</followUpConfirmation>
        <limitedRightToConfirm>false</limitedRightToConfirm>
        <splitTicket>true</splitTicket>
      </exerciseProcedure>
      <optionEntitlement>1100000</optionEntitlement>
      <entitlementCurrency>CHF</entitlementCurrency>
      <numberOfOptions>1</numberOfOptions>
      <settlementType>Physical</settlementType>
      <settlementDate>
        <relativeDate>
          <periodMultiplier>8</periodMultiplier>
          <period>D</period>
          <dayType>Business</dayType>
          <businessDayConvention>NONE</businessDayConvention>
          <businessCenters>
            <businessCenter>GBLO</businessCenter>
            <businessCenter>CHZU</businessCenter>
          </businessCenters>
          <dateRelativeTo href="EXERCISE" />
        </relativeDate>
      </settlementDate>
      <strike>
        <referenceSwapCurve>
          <swapUnwindValue>
            <floatingRateIndex>EUR-LIBOR-BBA</floatingRateIndex>
            <indexTenor>
              <periodMultiplier>6</periodMultiplier>
              <period>M</period>
            </indexTenor>
            <spread>85</spread>
            <side>Bid</side>
          </swapUnwindValue>
          <makeWholeAmount>
            <floatingRateIndex>EUR-LIBOR-BBA</floatingRateIndex>
            <spread>85</spread>
            <side>Bid</side>
            <interpolationMethod>LinearZeroYield</interpolationMethod>
            <earlyCallDate>2006-07-19</earlyCallDate>
          </makeWholeAmount>
        </referenceSwapCurve>
      </strike>
      <convertibleBond>
        <instrumentId instrumentIdScheme="ISIN">ExampleISIN1</instrumentId>
        <currency>CHF</currency>
        <clearanceSystem>Euroclear</clearanceSystem>
        <issuerName>ABC Finance</issuerName>
        <couponRate>0.0</couponRate>
        <maturity>2013-08-26</maturity>
        <parValue>1100000</parValue>
        <faceAmount>1100000</faceAmount>
        <paymentFrequency>
          <periodMultiplier>6</periodMultiplier>
          <period>M</period>
        </paymentFrequency>
        <redemptionDate>2010-08-26</redemptionDate>
      </convertibleBond>
    </bondOption>
    <calculationAgent>
      <calculationAgentPartyReference href="Party1" />
    </calculationAgent>
  </trade>
  <party id="Party1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
  </party>
  <party id="Party2">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId>
  </party>
</requestConfirmation>