interchange-schema-registry

Version:
A Global Schema Registry for Data Interchange formats
142 lines (141 loc) • 5.52 kB
text/xml
<?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
-->
<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.swapswire.com/spec/2001/trade-id-1-0">163476</tradeId>
      </partyTradeIdentifier>
      <partyTradeIdentifier>
        <partyReference href="partyB" />
        <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">163476</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2008-10-27</tradeDate>
    </tradeHeader>
    <commodityOption>
      <buyerPartyReference href="partyA" />
      <sellerPartyReference href="partyB" />
      <optionType>Put</optionType>
      <commodity>
        <instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/commodity-reference-price-1-0">OIL-BRENT-IPE</instrumentId>
        <commodityBase>OIL</commodityBase>
        <commodityDetails>BRENT</commodityDetails>
        <unit>BBL</unit>
        <currency>USD</currency>
        <exchangeId>IFEU</exchangeId>
        <specifiedPrice>Settlement</specifiedPrice>
        <deliveryDates>SecondNearby</deliveryDates>
        <deliveryDateRollConvention>
          <periodMultiplier>1</periodMultiplier>
          <period>D</period>
          <dayType>CommodityBusiness</dayType>
        </deliveryDateRollConvention>
      </commodity>
      <notionalQuantity>
        <quantityUnit>BBL</quantityUnit>
        <quantityFrequency>PerCalculationPeriod</quantityFrequency>
        <quantity>12000</quantity>
      </notionalQuantity>
      <totalNotionalQuantity>12000</totalNotionalQuantity>
      <exercise>
        <americanExercise id="exerciseDate">
          <exercisePeriod>
            <commencementDate>
              <adjustableDate>
                <unadjustedDate>2008-10-27</unadjustedDate>
                <dateAdjustments>
                  <businessDayConvention>NotApplicable</businessDayConvention>
                </dateAdjustments>
              </adjustableDate>
            </commencementDate>
            <expirationDate id="expirationDate">
              <adjustableDate>
                <unadjustedDate>2009-01-12</unadjustedDate>
                <dateAdjustments>
                  <businessDayConvention>NotApplicable</businessDayConvention>
                </dateAdjustments>
              </adjustableDate>
            </expirationDate>
          </exercisePeriod>
        </americanExercise>
        <automaticExercise>true</automaticExercise>
        <writtenConfirmation>false</writtenConfirmation>
        <settlementCurrency>USD</settlementCurrency>
        <paymentDates>
          <relativeDate>
            <periodMultiplier>5</periodMultiplier>
            <period>D</period>
            <dayType>Business</dayType>
            <businessDayConvention>NONE</businessDayConvention>
            <businessCenters>
              <businessCenter>USNY</businessCenter>
            </businessCenters>
            <dateRelativeTo href="exerciseDate" />
          </relativeDate>
        </paymentDates>
      </exercise>
      <strikePricePerUnit>
        <currency>USD</currency>
        <amount>78.0</amount>
      </strikePricePerUnit>
      <premium>
        <payerPartyReference href="partyA" />
        <receiverPartyReference href="partyB" />
        <paymentDate>
          <adjustableDate>
            <unadjustedDate>2008-10-29</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>NotApplicable</businessDayConvention>
            </dateAdjustments>
          </adjustableDate>
        </paymentDate>
        <paymentAmount>
          <currency>USD</currency>
          <amount>72000.0</amount>
        </paymentAmount>
        <premiumPerUnit>
          <currency>USD</currency>
          <amount>6.0</amount>
        </premiumPerUnit>
      </premium>
      <marketDisruption>
        <marketDisruptionEvents>AsSpecifiedInMasterAgreement</marketDisruptionEvents>
        <disruptionFallbacks>AsSpecifiedInMasterAgreement</disruptionFallbacks>
      </marketDisruption>
      <rounding>
        <roundingDirection>Nearest</roundingDirection>
        <precision>3</precision>
      </rounding>
    </commodityOption>
    <calculationAgent>
      <calculationAgentParty>AsSpecifiedInMasterAgreement</calculationAgentParty>
    </calculationAgent>
    <documentation>
      <masterAgreement>
        <masterAgreementType>ISDA</masterAgreementType>
      </masterAgreement>
      <contractualDefinitions>ISDA2005Commodity</contractualDefinitions>
    </documentation>
  </trade>
  <party id="partyA">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">ABC6</partyId>
    <partyName>Rusty</partyName>
  </party>
  <party id="partyB">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">ABC1</partyId>
    <partyName>SwapsWire Ltd (LE)</partyName>
  </party>
</dataDocument>