interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
211 lines (210 loc) • 8.83 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 <requestTradeConfirmation> -><requestConfirmation>-->
<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.fpml.org/msg-id">123</messageId>
<sentBy>GS</sentBy>
<sendTo>CPTY</sendTo>
<creationTimestamp>2012-01-27T15:38:00-00:00</creationTimestamp>
</header>
<!--5.0 Messaging: added
<isCorrection>
<correlationId>
<sequenceNumber>
-->
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2012/01/27/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA" />
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB" />
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
</partyTradeIdentifier>
<tradeDate>2012-01-27</tradeDate>
</tradeHeader>
<dividendSwapOptionTransactionSupplement>
<buyerPartyReference href="partyA" />
<sellerPartyReference href="partyB" />
<optionType>Call</optionType>
<equityPremium>
<payerPartyReference href="partyA" />
<receiverPartyReference href="partyB" />
<paymentAmount>
<currency>EUR</currency>
<amount>1500000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2012-01-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</paymentDate>
</equityPremium>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2015-03-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>OSP</equityExpirationTimeType>
<equityExpirationTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter>EUTA</businessCenter>
</equityExpirationTime>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="valuationDate">
<valuationDate>
<adjustableDate>
<unadjustedDate>2015-03-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<valuationTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter>EUTA</businessCenter>
</valuationTime>
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementCurrency>EUR</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<dividendSwapTransactionSupplement>
<dividendLeg>
<payerPartyReference href="partyB" />
<receiverPartyReference href="partyA" />
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-Bloomberg-1-0">.STOX50E</instrumentId>
<description>STOXX 50 Euro</description>
<currency>EUR</currency>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XEUR</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter>EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="valuationDate" />
</relativeDate>
</settlementDate>
<settlementCurrency>EUR</settlementCurrency>
<declaredCashDividendPercentage>1.0</declaredCashDividendPercentage>
<declaredCashEquivalentDividendPercentage>1.0</declaredCashEquivalentDividendPercentage>
<dividendPeriod id="d1">
<unadjustedStartDate>2015-12-20</unadjustedStartDate>
<unadjustedEndDate id="e1">2016-03-19</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>2016-03-19</unadjustedStartDate>
<unadjustedEndDate id="e2">2016-06-20</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="partyA" />
<receiverPartyReference href="partyB" />
<fixedPayment>
<paymentAmount>
<currency>EUR</currency>
<amount>50000</amount>
</paymentAmount>
<paymentDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="p1" />
</paymentDate>
</fixedPayment>
<fixedPayment>
<paymentAmount>
<currency>EUR</currency>
<amount>56000</amount>
</paymentAmount>
<paymentDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="p1" />
</paymentDate>
</fixedPayment>
</fixedLeg>
<!-- Equity underlyer provisions, disruption events, etc. not reviewed in detail ... these may need to be adjusted for confirmation purposes -->
<!-- determining party may need to be added -->
<!-- this, however, may be handled by the MCA -->
</dividendSwapTransactionSupplement>
</dividendSwapOptionTransactionSupplement>
</trade>
<party id="partyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">CPTY</partyId>
<partyName>Counterparty Inc.</partyName>
</party>
<party id="partyB">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">S81F8KH474EY7PUWI149</partyId>
<partyName>Goldman Sachs International</partyName>
</party>
</requestConfirmation>