interchange-schema-registry/Registry/FpML/5.0.0/confirmation/products/dividend-swaps/div-ex01-dividend-swap.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
-->
<!--5.0:Message type is a Root of the message-->
<!--5.0 Messaging: changed <tradeConfirmed> -><confirmationAgreed>-->
<confirmationAgreed
    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.example.com/messageId">MS/2006/07/04/15-99</messageId>
    <inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</inReplyTo>
    <sentBy>PARTYABICXXX</sentBy>
    <sendTo>PARTYBBICXXX</sendTo>
    <creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
  </header>
<!--5.0 Messaging: added
                <correlationId>
                <sequenceNumber>
        -->
  <correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2006/07/02/123</correlationId>
  <sequenceNumber>1</sequenceNumber>
  <trade>
    <tradeHeader>
      <partyTradeIdentifier>
        <partyReference href="kom722" />
        <tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
      </partyTradeIdentifier>
      <partyTradeIdentifier>
        <partyReference href="kow029" />
        <tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
      </partyTradeIdentifier>
      <tradeDate id="TradeDate">2002-07-19</tradeDate>
    </tradeHeader>
<!-- as per final dividend index swap master confirm ISDA -->
    <dividendSwapTransactionSupplement>
      <dividendLeg>
        <payerPartyReference href="kom722" />
        <receiverPartyReference href="kow029" />
        <underlyer>
          <singleUnderlyer>
            <index>
              <instrumentId instrumentIdScheme="http://example.com/instrumentId">.FCHI</instrumentId>
              <description>France CAC 40 Index</description>
              <currency>EUR</currency>
              <exchangeId>XPAR</exchangeId>
              <relatedExchangeId>XMAT</relatedExchangeId>
              <relatedExchangeId>XMON</relatedExchangeId>
            </index>
            <openUnits>1000</openUnits>
          </singleUnderlyer>
        </underlyer>
        <settlementType>Cash</settlementType>
        <settlementCurrency>USD</settlementCurrency>
        <declaredCashDividendPercentage>1.0</declaredCashDividendPercentage>
        <declaredCashEquivalentDividendPercentage>1.0</declaredCashEquivalentDividendPercentage>
        <dividendPeriod id="d1">
          <unadjustedStartDate>2010-12-20</unadjustedStartDate>
          <unadjustedEndDate id="e1">2011-12-19</unadjustedEndDate>
          <dateAdjustments>
            <businessDayConvention>FOLLOWING</businessDayConvention>
            <businessCenters>
              <businessCenter>EUTA</businessCenter>
            </businessCenters>
          </dateAdjustments>
          <fixedStrike>0.045</fixedStrike>
          <paymentDate id="p1">
            <relativeDate>
              <periodMultiplier>3</periodMultiplier>
              <period>D</period>
              <dayType>Calendar</dayType>
              <businessDayConvention>FOLLOWING</businessDayConvention>
              <dateRelativeTo href="e1" />
            </relativeDate>
          </paymentDate>
        </dividendPeriod>
        <dividendPeriod id="d2">
          <unadjustedStartDate>2011-12-20</unadjustedStartDate>
          <unadjustedEndDate id="e2">2012-12-19</unadjustedEndDate>
          <dateAdjustments>
            <businessDayConvention>FOLLOWING</businessDayConvention>
            <businessCenters>
              <businessCenter>EUTA</businessCenter>
            </businessCenters>
          </dateAdjustments>
          <fixedStrike>0.045</fixedStrike>
          <paymentDate id="p2">
            <relativeDate>
              <periodMultiplier>3</periodMultiplier>
              <period>D</period>
              <dayType>Calendar</dayType>
              <businessDayConvention>FOLLOWING</businessDayConvention>
              <dateRelativeTo href="e2" />
            </relativeDate>
          </paymentDate>
        </dividendPeriod>
      </dividendLeg>
      <fixedLeg>
        <payerPartyReference href="kow029" />
        <receiverPartyReference href="kom722" />
        <fixedPayment>
          <paymentAmount>
            <currency>USD</currency>
            <amount>50000</amount>
          </paymentAmount>
          <paymentDate>
            <periodMultiplier>0</periodMultiplier>
            <period>D</period>
            <businessDayConvention>NONE</businessDayConvention>
            <dateRelativeTo href="p1" />
          </paymentDate>
        </fixedPayment>
        <fixedPayment>
          <paymentAmount>
            <currency>USD</currency>
            <amount>56000</amount>
          </paymentAmount>
          <paymentDate>
            <periodMultiplier>0</periodMultiplier>
            <period>D</period>
            <businessDayConvention>NONE</businessDayConvention>
            <dateRelativeTo href="p1" />
          </paymentDate>
        </fixedPayment>
      </fixedLeg>
    </dividendSwapTransactionSupplement>
  </trade>
  <party id="kom722">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
  </party>
  <party id="kow029">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId>
  </party>
</confirmationAgreed>