interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
158 lines (157 loc) • 6.22 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/message-id">2342342</messageId>
<sentBy>PARTYABIC1</sentBy>
<sendTo>ABC</sendTo>
<creationTimestamp>2007-01-05T15:38:00Z</creationTimestamp>
</header>
<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/coding-scheme/trade-id">Trade234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TRADEDATE">2006-01-16</tradeDate>
</tradeHeader>
<creditDefaultSwapOption>
<buyerPartyReference href="Party2" />
<sellerPartyReference href="Party1" />
<optionType>Payer</optionType>
<premium>
<payerPartyReference href="Party2" />
<receiverPartyReference href="Party1" />
<paymentAmount>
<currency>USD</currency>
<amount>45000</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>2006-08-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter>USNY</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter>USNY</businessCenter>
</expirationTime>
<partialExercise>
<notionalReference href="NOTIONAL" />
<integralMultipleAmount>1</integralMultipleAmount>
<minimumNotionalAmount>1</minimumNotionalAmount>
</partialExercise>
</europeanExercise>
<exerciseProcedure>
<manualExercise>
<fallbackExercise>false</fallbackExercise>
</manualExercise>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<notionalReference href="NOTIONAL" />
<settlementType>Physical</settlementType>
<strike>
<spread>0.0225</spread>
</strike>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2006-03-21</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2011-06-20</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="Party2" />
<sellerPartyReference href="Party1" />
<indexReferenceInformation>
<indexName>Dow Jones CDX NA IG.2</indexName>
<indexSeries>2</indexSeries>
<indexAnnexDate>2005-07-06</indexAnnexDate>
<indexAnnexSource>Publisher</indexAnnexSource>
</indexReferenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2006-06-20</firstPaymentDate>
<lastRegularPaymentDate>2011-03-20</lastRegularPaymentDate>
<rollConvention>20</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency>USD</currency>
<amount>50000000</amount>
</calculationAmount>
<fixedRate>0.019</fixedRate>
<dayCountFraction>ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount id="NOTIONAL">
<currency>USD</currency>
<amount>50000000</amount>
</calculationAmount>
</protectionTerms>
</creditDefaultSwap>
</creditDefaultSwapOption>
<documentation>
<masterAgreement>
<masterAgreementType>ISDA</masterAgreementType>
<masterAgreementVersion>1992</masterAgreementVersion>
<masterAgreementDate>1997-11-05</masterAgreementDate>
</masterAgreement>
<masterConfirmation>
<masterConfirmationType>DJ.CDX.NA</masterConfirmationType>
<masterConfirmationDate>2004-09-20</masterConfirmationDate>
</masterConfirmation>
<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>