interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
184 lines (183 loc) • 7.39 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
-->
<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/messsage-id">456a789b</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">msdw</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CORR/2000/08/01/456a779b</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1" />
<tradeId tradeIdScheme="http://www.partyA.com/">109257</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2" />
<tradeId tradeIdScheme="http://www.partyB.com/">1234567</tradeId>
</partyTradeIdentifier>
<tradeDate>2006-10-26</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2006-10-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2010-06-27</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>CompanyABC</entityName>
</referenceEntity>
<referenceObligation>
<loan>
<instrumentId instrumentIdScheme="http://www.partyA.com/coding-scheme/instrument-id">23490234</instrumentId>
<lien>FirstLienLoan</lien>
<facilityType>RevolvingLoan</facilityType>
<maturity>2011-01-22</maturity>
<creditAgreementDate>2005-11-04</creditAgreementDate>
<tranche>LN190325</tranche>
</loan>
<primaryObligor>
<entityName>CompanyABC</entityName>
</primaryObligor>
</referenceObligation>
<allGuarantees>false</allGuarantees>
<referencePrice>1.0000000000</referencePrice>
<securedList>false</securedList>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2006-12-20</firstPaymentDate>
<lastRegularPaymentDate>2010-06-20</lastRegularPaymentDate>
<rollConvention>20</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency>USD</currency>
<amount>10000000</amount>
</calculationAmount>
<fixedRate>0.013</fixedRate>
<dayCountFraction>ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency>USD</currency>
<amount>10000000</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency>USD</currency>
<amount>1000000</amount>
</paymentRequirement>
</failureToPay>
<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>
<notSubordinated>true</notSubordinated>
<excluded>true</excluded>
<othReferenceEntityObligations>true</othReferenceEntityObligations>
<designatedPriority>FirstLienLoan</designatedPriority>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<physicalSettlementPeriod>
<maximumBusinessDays>30</maximumBusinessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>Loan</category>
<notSubordinated>true</notSubordinated>
<notContingent>true</notContingent>
<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>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1" />
</calculationAgent>
<calculationAgentBusinessCenter>USNY</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType>ISDA</masterAgreementType>
<masterAgreementVersion>1992</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions>ISDA2003Credit</contractualDefinitions>
<contractualTermsSupplement>
<type>ISDA2003CreditMay2003</type>
</contractualTermsSupplement>
</documentation>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">254900BIAQJIUV6DLE92</partyId>
<partyName>XYZ Bank</partyName>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId>
<partyName>ABC Bank</partyName>
</party>
</requestConfirmation>