interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
333 lines (332 loc) • 14.8 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: Removed "conversationId", replaced by "conversationId"-->
<!--conversationId conversationIdScheme="http://www.example.com/conversationId">CS/2006/07/02/32-09</conversationId-->
<messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</messageId>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header>
<!--5.0 Messaging: added
<isCorrection>
<correlationId>
<sequenceNumber>
-->
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/07/02/32-09</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<!--This is a single stock swap, that illustrates the case of an upfront fee as well a brokerage fee to be paid to a third party The initial price is not known on trade affirmation.-->
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1" />
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1934</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2" />
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5978</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-09-10</tradeDate>
</tradeHeader>
<returnSwap>
<productType>Equity:Swap:PriceReturnBasicPerformance:SingleName</productType>
<returnLeg>
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<effectiveDate id="EffectiveDate">
<adjustableDate>
<unadjustedDate>2002-09-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate" />
</relativeDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">2881.TW</instrumentId>
<description>Fubon Financial Holdings Co., Ltd.</description>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XTAI</exchangeId>
</equity>
<openUnits>18388000</openUnits>
<dividendPayout>
<dividendPayoutConditions>Dividend actually paid to and received by a non-resident of Taiwan holding</dividendPayoutConditions>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<commission>
<commissionDenomination>BPS</commissionDenomination>
<commissionAmount>30</commissionAmount>
</commission>
<!--EqdWG recommendation: Users SHOULD NOT use free text within this element. Users MAY provide their own over ride coding scheme.-->
<determinationMethod>CalculationAgent</determinationMethod>
<valuationRules>
<valuationDate id="InitialValuationDate">
<relativeDateSequence>
<dateRelativeTo href="TradeDate" />
<dateOffset>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateOffset>
</relativeDateSequence>
</valuationDate>
</valuationRules>
</initialPrice>
<notionalReset>false</notionalReset>
<valuationPriceFinal>
<commission>
<commissionDenomination>BPS</commissionDenomination>
<commissionAmount>30</commissionAmount>
</commission>
<!--EqdWG recommendation: Users SHOULD NOT use free text within this element. Users MAY provide their own over ride coding scheme.-->
<determinationMethod>CalculationAgent</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-03-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="PrimaryBusinessCenter" />
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="EquityPaymentDate">
<paymentDateFinal id="FinalEquityPaymentDate">
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="PrimaryBusinessCenter">
<businessCenter>USNY</businessCenter>
<businessCenter>TWTA</businessCenter>
</businessCenters>
<dateRelativeTo href="FinalValuationDate" />
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<!--EqdWG recommendation: Users SHOULD NOT use free text within this element. Users MAY provide their own over ride coding scheme.-->
<determinationMethod id="EquityNotionalAmount">CalculationAgent</determinationMethod>
</notional>
<amount>
<!--FpML 5-0: Renamed from <paymentCurrency href="ReferenceCurrency"/>-->
<currencyReference href="ReferenceCurrency" />
<referenceAmount>ISDA Standard</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
<dividendConditions>
<dividendReinvestment>false</dividendReinvestment>
<dividendEntitlement>ExDate</dividendEntitlement>
<dividendPaymentDate>
<dividendDateReference>ExDate</dividendDateReference>
</dividendPaymentDate>
<dividendPeriodEffectiveDate href="TradeDate" />
<dividendPeriodEndDate href="FinalValuationDate" />
<excessDividendAmount>PaidAmount</excessDividendAmount>
<!--FpML 5-0: Renamed from <paymentCurrency href="ReferenceCurrency"/>-->
<currencyReference href="ReferenceCurrency" />
</dividendConditions>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
<fxFeature>
<referenceCurrency id="ReferenceCurrency">USD</referenceCurrency>
<composite>
<determinationMethod>CalculationAgent</determinationMethod>
</composite>
</fxFeature>
</returnLeg>
<interestLeg>
<payerPartyReference href="party2" />
<receiverPartyReference href="party1" />
<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
<effectiveDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EffectiveDate" />
</relativeDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate" />
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="InterestLegPeriodDates" />
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<relativeDates>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="PrimaryBusinessCenter" />
<dateRelativeTo href="FinalValuationDate" />
</relativeDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeDeterminationMethod href="EquityNotionalAmount" />
</notional>
<interestAmount>
<!--FpML 5-0: Renamed from <paymentCurrency href="ReferenceCurrency"/>-->
<currencyReference href="ReferenceCurrency" />
<referenceAmount>Standard ISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction>ACT/360</dayCountFraction>
</interestCalculation>
</interestLeg>
<additionalPayment>
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<additionalPaymentAmount>
<formula>
<formulaDescription>18388000 * Reference Price * [6.5% (the upfront Fee) + 0.63% (taxes)]</formulaDescription>
<math>
<mn>18388000</mn>
<mo>*</mo>
<mi>ReferencePrice</mi>
<mo>*</mo>
<mo>(</mo>
<mn>6.5</mn>
<mo>%</mo>
<mo>+</mo>
<mn>0.63</mn>
<mo>%</mo>
<mo>)</mo>
</math>
<formulaComponent name="ReferencePrice">
<componentDescription>Volume-weighted average price per share of underlying security on Trade Date</componentDescription>
</formulaComponent>
</formula>
</additionalPaymentAmount>
<additionalPaymentDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EffectiveDate" />
</relativeDate>
</additionalPaymentDate>
<paymentType>Upfront fee</paymentType>
</additionalPayment>
<earlyTermination>
<partyReference href="party2" />
<startingDate>
<dateRelativeTo href="TradeDate" />
</startingDate>
</earlyTermination>
<!-- AP 2004.05.06 -->
<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>
</returnSwap>
<otherPartyPayment>
<payerPartyReference href="party1" />
<receiverPartyReference href="party3" />
<paymentAmount>
<currency>USD</currency>
<amount>1000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate id="BrokerageFeePaymentDate">2002-09-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</paymentDate>
<paymentType>BrokerageFee</paymentType>
</otherPartyPayment>
<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>
<party id="party3">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party C</partyId>
</party>
</requestConfirmation>