interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
82 lines (81 loc) • 3.15 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-->
<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="party1" />
<tradeId tradeIdScheme="http://www.newbank.com/trade-id">ITRAXX1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2" />
<tradeId tradeIdScheme="http://www.massivebank.com/trade-id">1234B6</tradeId>
</partyTradeIdentifier>
<tradeDate>2004-11-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<scheduledTerminationDate>
<unadjustedDate>2010-03-20</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1" />
<sellerPartyReference href="party2" />
<indexReferenceInformation>
<indexName>Dow Jones iTraxx Europe Consumers Series 2 Version 1</indexName>
<indexSeries>2</indexSeries>
<indexAnnexVersion>1</indexAnnexVersion>
<tranche>
<attachmentPoint>0.03</attachmentPoint>
<exhaustionPoint>0.07</exhaustionPoint>
</tranche>
<settledEntityMatrix>
<matrixSource>NotApplicable</matrixSource>
</settledEntityMatrix>
</indexReferenceInformation>
</generalTerms>
<feeLeg>
<initialPayment>
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<paymentAmount>
<currency>EUR</currency>
<amount>17000</amount>
</paymentAmount>
</initialPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency>USD</currency>
<amount>25000000</amount>
</calculationAmount>
</protectionTerms>
</creditDefaultSwap>
<documentation>
<masterConfirmation>
<masterConfirmationType>DJ.iTraxx.Europe</masterConfirmationType>
<masterConfirmationDate>2004-10-11</masterConfirmationDate>
</masterConfirmation>
</documentation>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-person-id">549300X5I608U02HAI25</partyId>
<partyName>New Bank, New York</partyName>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-person-id">VMPORTIB1LEXNX832U55</partyId>
<partyName>Massive Bank, New York</partyName>
</party>
</dataDocument>