interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
161 lines (160 loc) • 6.43 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
-->
<dataDocument
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"
>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA" />
<tradeId tradeIdScheme="http://www.PartyA.com/com-trade-id">1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB" />
<tradeId tradeIdScheme="http://www.PartyB.com/com-trade-id">2345</tradeId>
</partyTradeIdentifier>
<tradeDate>2012-04-04</tradeDate>
</tradeHeader>
<commodityOption>
<primaryAssetClass>Commodity</primaryAssetClass>
<buyerPartyReference href="partyB" />
<sellerPartyReference href="partyA" />
<optionType>Put</optionType>
<effectiveDate>
<adjustableDate>
<unadjustedDate>2012-11-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<weatherCalculationPeriods id="weatherCalculationPeriods">
<calculationPeriod>
<calculationPeriodFirstDay>2012-11-01</calculationPeriodFirstDay>
<calculationPeriodEndDay>2012-11-30</calculationPeriodEndDay>
</calculationPeriod>
<calculationPeriod>
<calculationPeriodFirstDay>2012-12-01</calculationPeriodFirstDay>
<calculationPeriodEndDay>2012-12-31</calculationPeriodEndDay>
</calculationPeriod>
<calculationPeriod>
<calculationPeriodFirstDay>2013-01-01</calculationPeriodFirstDay>
<calculationPeriodEndDay>2013-01-31</calculationPeriodEndDay>
</calculationPeriod>
<calculationPeriod>
<calculationPeriodFirstDay>2013-02-01</calculationPeriodFirstDay>
<calculationPeriodEndDay>2013-02-28</calculationPeriodEndDay>
</calculationPeriod>
<calculationPeriod>
<calculationPeriodFirstDay>2013-03-01</calculationPeriodFirstDay>
<calculationPeriodEndDay>2013-03-31</calculationPeriodEndDay>
</calculationPeriod>
</weatherCalculationPeriods>
<weatherNotionalAmount>
<currency>USD</currency>
<amount>150000.00</amount>
</weatherNotionalAmount>
<exercise>
<europeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2013-03-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
</europeanExercise>
<settlementCurrency>USD</settlementCurrency>
<paymentDates>
<relativeDate>
<periodMultiplier>5</periodMultiplier>
<period>D</period>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="weatherCalculationPeriods" />
</relativeDate>
</paymentDates>
</exercise>
<weatherIndexStrikeLevel>
<quantity>3.5</quantity>
<unit>Inches</unit>
</weatherIndexStrikeLevel>
<calculation>
<settlementLevel>Average</settlementLevel>
<referenceLevelEqualsZero>true</referenceLevelEqualsZero>
<calculationDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
</calculationDate>
<businessDays>USNY</businessDays>
<dataCorrection>false</dataCorrection>
</calculation>
<weatherIndexData>
<referenceLevel>
<amount>0.00</amount>
<referenceLevelUnit>Inches</referenceLevelUnit>
</referenceLevel>
<dataProvider>US-NOAA</dataProvider>
<finalEditedData>false</finalEditedData>
<weatherStation>
<weatherStationWBAN>93086</weatherStationWBAN>
</weatherStation>
<weatherStationFallback>
<weatherStationWBAN>93073</weatherStationWBAN>
</weatherStationFallback>
<weatherStationSecondFallback>
<weatherStationWBAN>93003</weatherStationWBAN>
</weatherStationSecondFallback>
<alternativeDataProvider>false</alternativeDataProvider>
<synopticDataFallback>false</synopticDataFallback>
</weatherIndexData>
<premium>
<payerPartyReference href="partyB" />
<receiverPartyReference href="partyA" />
<paymentDate>
<adjustableDate>
<unadjustedDate>2012-11-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency>USD</currency>
<amount>5000.00</amount>
</paymentAmount>
</premium>
<marketDisruption>
<marketDisruptionEvents>AsSpecifiedInMasterAgreement</marketDisruptionEvents>
<disruptionFallbacks>AsSpecifiedInMasterAgreement</disruptionFallbacks>
</marketDisruption>
</commodityOption>
<documentation>
<masterAgreement>
<masterAgreementType>ISDA</masterAgreementType>
</masterAgreement>
<contractualDefinitions>ISDA2005Commodity</contractualDefinitions>
</documentation>
</trade>
<party id="partyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5299000NIGT14YW8ZD26</partyId>
<partyName>ART Reinsurance LLC</partyName>
</party>
<party id="partyB">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">969500QCC36R89FI3U25</partyId>
<partyName>Mountain Ski Resorts Inc.</partyName>
</party>
</dataDocument>