interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
208 lines (207 loc) • 8.79 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/documents/license
-->
<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.partyA.com/coding-scheme/message-id">2342340099</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">PARTYAC0902</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header>
<!--5.0 Messaging: added
<isCorrection>
<correlationId>
<sequenceNumber>
-->
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2000/08/01/2342340099</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1" />
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="party2" />
<sellerPartyReference href="party1" />
<optionType>Call</optionType>
<!-- Illustrate nested basket underlyer -->
<underlyer>
<basket>
<basketConstituent>
<index>
<instrumentId instrumentIdScheme="http://www.ftse.com/coding-scheme/instrument-id">FXI</instrumentId>
<description>FTSE/Xinhua China 25 Index</description>
</index>
<!-- 50% china equity index -->
<constituentWeight>
<basketPercentage>0.50</basketPercentage>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<basket>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.kse.or.kr/coding-scheme/instrument-id">005440.KS</instrumentId>
<description>HYUNDAI MOTOR COMPANY</description>
<currency>KRW</currency>
<exchangeId>XKHA</exchangeId>
</equity>
<constituentWeight>
<basketPercentage>0.50</basketPercentage>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.kse.or.kr/coding-scheme/instrument-id">000270.KS</instrumentId>
<description>KIA MOTORS CORPORATION</description>
<currency>KRW</currency>
<exchangeId>XKHA</exchangeId>
</equity>
<constituentWeight>
<basketPercentage>0.50</basketPercentage>
</constituentWeight>
</basketConstituent>
</basket>
<!-- 50% custom equity basket -->
<constituentWeight>
<basketPercentage>0.50</basketPercentage>
</constituentWeight>
</basketConstituent>
</basket>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</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>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>150000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency>EUR</settlementCurrency>
<settlementPriceSource>OfficialClose</settlementPriceSource>
<settlementType>Election</settlementType>
<settlementMethodElectionDate>
<adjustableDate>
<unadjustedDate>2004-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementMethodElectionDate>
<settlementMethodElectingPartyReference href="party1" />
</equityExercise>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<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>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<!-- start of distinct -->
<strike>
<strikePrice>32.00</strikePrice>
</strike>
<numberOfOptions>150000</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2" />
<receiverPartyReference href="party1" />
<paymentAmount>
<currency>EUR</currency>
<amount>405000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2001-07-17</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>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>