interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
163 lines (162 loc) • 6.88 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>
<!--FpML 5.0 conversationId is removed. correlationId is to be used instead-->
<messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/02/15-05</messageId>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-04-02T15:38:00Z</creationTimestamp>
</header>
<!--5.0 Messaging: added
<isCorrection>
<correlationId>
<sequenceNumber>
-->
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2006/04/02/32-02</correlationId>
<sequenceNumber>2</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1" />
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-06-28</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="party2" />
<sellerPartyReference href="party1" />
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.N225</instrumentId>
<description>NIKKEI 225 INDEX</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XTKS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XOSE</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2002-07-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>Close</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency>EUR</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<!--FpML 5.0: Use this "feature", as "equityFeatures" ofType "OptionFeatures" was removed because Option Features content is accessible in the complex type EquityDerivativeBase through the model group Feature.model. -->
<feature>
<asian>
<averagingInOut>In</averagingInOut>
<averagingPeriodIn>
<averagingDateTimes>
<dateTime>2000-08-01T08:57:00</dateTime>
<dateTime>2000-09-01T08:57:00</dateTime>
<dateTime>2000-10-01T08:57:00</dateTime>
<dateTime>2000-11-01T08:57:00</dateTime>
<dateTime>2000-12-01T08:57:00</dateTime>
<dateTime>2001-01-04T08:57:00</dateTime>
<dateTime>2001-02-01T08:57:00</dateTime>
<dateTime>2001-03-01T08:57:00</dateTime>
</averagingDateTimes>
<marketDisruption>ModifiedPostponement</marketDisruption>
</averagingPeriodIn>
</asian>
</feature>
<fxFeature>
<referenceCurrency>JPY</referenceCurrency>
<composite />
</fxFeature>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<indexAdjustmentEvents>
<indexModification>CalculationAgentAdjustment</indexModification>
<indexCancellation>CancellationAndPayment</indexCancellation>
<indexDisruption>CalculationAgentAdjustment</indexDisruption>
</indexAdjustmentEvents>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1" />
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<indexDisclaimer>true</indexDisclaimer>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
</extraordinaryEvents>
<strike>
<strikePrice>17475.90</strikePrice>
</strike>
<numberOfOptions>79.099093</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2" />
<receiverPartyReference href="party1" />
<paymentAmount>
<currency>EUR</currency>
<amount>213.5675511</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-07-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency>EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1" />
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType>ISDA</masterAgreementType>
<masterAgreementVersion>2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions>ISDA2000</contractualDefinitions>
<contractualDefinitions>ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw>GBEN</governingLaw>
</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>