interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
260 lines (259 loc) • 10.1 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
-->
<!--5.0:Message type is a Root of the message-->
<!--5.0 Messaging: changed <RequestTradeConfirmation> -><requestConfirmation>-->
<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>2007-01-05T15:38:00Z</creationTimestamp>
</header>
<!--5.0 Messaging: added
<isCorrection>
<correlationId>
<sequenceNumber>
-->
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CORR/2007/01/02/2342322</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1" />
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">Trade234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TRADEDATE">2006-06-27</tradeDate>
</tradeHeader>
<creditDefaultSwapOption>
<buyerPartyReference href="Party1" />
<sellerPartyReference href="Party2" />
<optionType>Put</optionType>
<premium>
<payerPartyReference href="Party1" />
<receiverPartyReference href="Party2" />
<paymentAmount>
<currency>USD</currency>
<amount>65000</amount>
</paymentAmount>
<paymentDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter>USNY</businessCenter>
<businessCenter>GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="TRADEDATE" />
</relativeDate>
</paymentDate>
<premiumType>Fixed</premiumType>
</premium>
<europeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2006-09-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter>USNY</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter>USNY</businessCenter>
</expirationTime>
</europeanExercise>
<exerciseProcedure>
<manualExercise>
<fallbackExercise>false</fallbackExercise>
</manualExercise>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<feature>
<knock>
<knockOut>
<trigger>
<creditEventsReference href="CREDITEVENT" />
</trigger>
</knockOut>
</knock>
</feature>
<notionalReference href="NOTIONAL" />
<settlementType>Physical</settlementType>
<strike>
<strikeReference href="SPREAD" />
</strike>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2006-09-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2011-09-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="Party2" />
<sellerPartyReference href="Party1" />
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
<businessCenter>USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity>
<entityName>Entity1</entityName>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="CUSIP">ExampleCUSIP1</instrumentId>
<couponRate>0.07125</couponRate>
<maturity>2013-07-15</maturity>
</bond>
<primaryObligor>
<entityName>Entity1</entityName>
</primaryObligor>
</referenceObligation>
<allGuarantees>false</allGuarantees>
<referencePrice>1.0000000000</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2006-12-20</firstPaymentDate>
<lastRegularPaymentDate>2011-09-20</lastRegularPaymentDate>
<rollConvention>20</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency>USD</currency>
<amount>10000000</amount>
</calculationAmount>
<fixedRate id="SPREAD">0.085</fixedRate>
<dayCountFraction>ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount id="NOTIONAL">
<currency>USD</currency>
<amount>10000000</amount>
</calculationAmount>
<creditEvents id="CREDITEVENT">
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency>USD</currency>
<amount>1000000</amount>
</paymentRequirement>
</failureToPay>
<restructuring>
<applicable>true</applicable>
<restructuringType>ModR</restructuringType>
<multipleHolderObligation>true</multipleHolderObligation>
</restructuring>
<defaultRequirement>
<currency>USD</currency>
<amount>10000000</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="Party2" />
<sellerPartyReference href="Party1" />
</notifyingParty>
<publiclyAvailableInformation>
<publicSource>Standard Public Sources</publicSource>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BorrowedMoney</category>
<excluded>true</excluded>
<othReferenceEntityObligations>true</othReferenceEntityObligations>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<physicalSettlementPeriod>
<maximumBusinessDays>30</maximumBusinessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
<currency>USD</currency>
</specifiedCurrency>
<notContingent>true</notContingent>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<consentRequiredLoan>
<applicable>true</applicable>
</consentRequiredLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
<excluded>true</excluded>
<othReferenceEntityObligations>true</othReferenceEntityObligations>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
</creditDefaultSwapOption>
<calculationAgent>
<calculationAgentPartyReference href="Party1" />
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType>ISDA</masterAgreementType>
<masterAgreementVersion>1992</masterAgreementVersion>
<masterAgreementDate>1997-11-05</masterAgreementDate>
</masterAgreement>
<contractualDefinitions>ISDA2000</contractualDefinitions>
<contractualDefinitions>ISDA2003Credit</contractualDefinitions>
</documentation>
</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>