interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
179 lines (178 loc) • 7.36 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-->
<!--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/2006/07/02/15-99</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/2006/07/02/133</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://www.fpml.org/schemes/4-1/instrumentId">.FCHI</instrumentId>
<description>France CAC 40 Index</description>
<currency>EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">XMAT</relatedExchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">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 id="s1">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 id="s2">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>
<collateral>
<independentAmount>
<!-- collateral per period posted by fixed payer in dividend swap -->
<payerPartyReference href="kow029" />
<receiverPartyReference href="kom722" />
<paymentDetail>
<!-- pay at start of first dividend period -->
<paymentDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="s1" />
</relativeDate>
</paymentDate>
<paymentAmount>
<currency>USD</currency>
<amount>25000</amount>
</paymentAmount>
</paymentDetail>
<paymentDetail>
<!-- pay at start of second dividend period -->
<paymentDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="s1" />
</relativeDate>
</paymentDate>
<paymentAmount>
<currency>USD</currency>
<amount>28000</amount>
</paymentAmount>
</paymentDetail>
</independentAmount>
</collateral>
</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>