interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
117 lines (116 loc) • 4.82 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
-->
<!--
== This example describes an allocated client trade in its "short form" representation, i.e. not fully expanded for confirmation purposes - rather, stating the economics once and giving a proposed breakdown. Please note the short form representation is implicit for Fees in the block .
-->
<dataDocument
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"
>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1" />
<tradeId tradeIdScheme="http://www.PartyA.com/tradeId/OTC">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2005-07-13</tradeDate>
</tradeHeader>
<equityOptionTransactionSupplement>
<productType>Equity:Option:PriceReturnBasicPerformance:SingleName</productType>
<buyerPartyReference href="party2" />
<sellerPartyReference href="party1" />
<optionType>Put</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNSE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2005-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2005-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter>GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency>EUR</settlementCurrency>
<settlementPriceSource>OfficialClose</settlementPriceSource>
<settlementType>Physical</settlementType>
</equityExercise>
<strike>
<strikePrice>32.00</strikePrice>
</strike>
<spotPrice>30.00</spotPrice>
<numberOfOptions>10000</numberOfOptions>
<equityPremium>
<payerPartyReference href="party2" />
<receiverPartyReference href="party1" />
<paymentAmount>
<currency>EUR</currency>
<amount>405000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2005-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency>EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOptionTransactionSupplement>
<calculationAgent>
<calculationAgentPartyReference href="party1" />
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType>ISDA</masterAgreementType>
<masterAgreementVersion>2002</masterAgreementVersion>
</masterAgreement>
<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>
</dataDocument>