interchange-schema-registry/Registry/FpML/5.0.0/confirmation/products/credit-derivatives/cds-ELCDS-ReferenceObligation.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="www.dtcc.com">123456-002700000000001</messageId>
    <sentBy>DTCCPty1</sentBy>
    <sendTo>DTCCPty2</sendTo>
    <creationTimestamp>2007-10-31T18:08:40.335-05:00</creationTimestamp>
  </header>
  <isCorrection>false</isCorrection>
  <correlationId correlationIdScheme="http://www.example.com/correlationId">CORR/2007/10/30/002400000000001</correlationId>
  <sequenceNumber>1</sequenceNumber>
  <trade>
    <tradeHeader>
      <partyTradeIdentifier>
        <partyReference href="DTCCPty1" />
        <tradeId tradeIdScheme="TradeRefNbr">TW9236</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2007-10-31</tradeDate>
    </tradeHeader>
    <creditDefaultSwap>
      <generalTerms>
        <effectiveDate>
          <unadjustedDate>2007-11-01</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NotApplicable</businessDayConvention>
          </dateAdjustments>
        </effectiveDate>
        <scheduledTerminationDate>
          <unadjustedDate>2010-06-17</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NotApplicable</businessDayConvention>
          </dateAdjustments>
        </scheduledTerminationDate>
        <buyerPartyReference href="DTCCPty2" />
        <sellerPartyReference href="DTCCPty1" />
        <referenceInformation>
          <referenceEntity>
            <entityName>CompanyDEF</entityName>
            <entityId entityIdScheme="http://www.fpml.org/spec/2003/entity-id-Bloomberg">BLMBERGID</entityId>
          </referenceEntity>
          <referenceObligation>
            <loan>
              <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-CUSIP">64352VNC1</instrumentId>
              <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-ISIN">ISIN00000000</instrumentId>
              <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-Bloomberg">BLMBERGID</instrumentId>
              <borrower>
                <entityName>BorrowerName1</entityName>
              </borrower>
              <borrower>
                <entityName>BorrowerName2</entityName>
              </borrower>
              <facilityType facilityTypeScheme="http://www.fpml.org/coding-scheme/facility-type">RevolvingLoan</facilityType>
              <creditAgreementDate>2005-11-04</creditAgreementDate>
            </loan>
          </referenceObligation>
          <securedList>false</securedList>
        </referenceInformation>
      </generalTerms>
      <feeLeg>
        <periodicPayment>
          <paymentFrequency>
            <periodMultiplier>3</periodMultiplier>
            <period>M</period>
          </paymentFrequency>
          <firstPaymentDate>2007-12-20</firstPaymentDate>
          <rollConvention>25</rollConvention>
          <fixedAmountCalculation>
            <fixedRate>0.013</fixedRate>
          </fixedAmountCalculation>
        </periodicPayment>
      </feeLeg>
      <protectionTerms>
        <calculationAmount id="calculationAmount">
          <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
          <amount>10000000</amount>
        </calculationAmount>
        <obligations>
          <category>Loan</category>
          <fullFaithAndCreditObLiability>true</fullFaithAndCreditObLiability>
          <designatedPriority lienScheme="http://www.fpml.org/coding-scheme/lien">FirstLienLoan</designatedPriority>
          <cashSettlementOnly>true</cashSettlementOnly>
          <deliveryOfCommitments>true</deliveryOfCommitments>
          <continuity>true</continuity>
        </obligations>
      </protectionTerms>
    </creditDefaultSwap>
    <calculationAgent>
      <calculationAgentPartyReference href="DTCCPty1" />
    </calculationAgent>
    <collateral>
      <independentAmount>
        <payerPartyReference href="DTCCPty2" />
        <receiverPartyReference href="DTCCPty1" />
        <paymentDetail>
          <paymentRule xsi:type="PercentageRule">
            <paymentPercent>.02</paymentPercent>
            <notionalAmountReference href="calculationAmount" />
          </paymentRule>
        </paymentDetail>
      </independentAmount>
    </collateral>
    <documentation>
      <masterAgreement>
        <masterAgreementType>ISDA</masterAgreementType>
        <masterAgreementVersion>1992</masterAgreementVersion>
        <masterAgreementDate>2007-12-12</masterAgreementDate>
      </masterAgreement>
      <contractualTermsSupplement>
        <type>StandardLCDS</type>
        <publicationDate>2007-12-12</publicationDate>
      </contractualTermsSupplement>
    </documentation>
  </trade>
  <party id="DTCCPty1">
    <partyId partyIdScheme="DTCC">Party1</partyId>
  </party>
  <party id="DTCCPty2">
    <partyId partyIdScheme="DTCC">Party2</partyId>
  </party>
</requestConfirmation>