interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
261 lines (260 loc) • 11.6 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 <tradeConfirmed > -><confirmationAgreed>-->
<confirmationAgreed
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>
<inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header>
<!--5.0 Messaging: added
<correlationId>
<sequenceNumber>
-->
<correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/07/02/32-09</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1" />
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2" />
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-19</tradeDate>
</tradeHeader>
<returnSwap>
<productType>Equity:Swap:PriceReturnBasicPerformance:SingleIndex</productType>
<returnLeg>
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<effectiveDate id="EffectiveDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate" />
</relativeDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate" />
</relativeDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.example.com/instrumentId">.FCHI</instrumentId>
<description>France CAC 40 Index</description>
<currency>EUR</currency>
<exchangeId exchangeIdScheme="http://www.example.com/exchange-id">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.example.com/exchange-id">XMAT</relatedExchangeId>
<relatedExchangeId exchangeIdScheme="http://www.example.com/exchange-id">XMON</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency>EUR</currency>
<amount>5591987.41</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod>ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="InterimValuationDate">
<adjustableDates>
<unadjustedDate>2002-10-21</unadjustedDate>
<unadjustedDate>2004-01-20</unadjustedDate>
<unadjustedDate>2004-04-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</valuationDates>
<valuationTimeType>Close</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod>HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-07-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="EquityPaymentDate">
<paymentDatesInterim id="InterimEquityPaymentDate">
<relativeDates>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="PrimaryBusinessCenter">
<businessCenter>EUTA</businessCenter>
<businessCenter>HKHK</businessCenter>
</businessCenters>
<dateRelativeTo href="InterimValuationDate" />
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal id="FinalEquityPaymentDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="PrimaryBusinessCenter" />
<dateRelativeTo href="FinalValuationDate" />
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="EquityNotionalAmount">
<currency>USD</currency>
<amount>5591987.41</amount>
</notionalAmount>
</notional>
<amount>
<!--FpML 5-0: Renamed from <paymentCurrency id="EquityPaymentCurrency"><currency>EUR</currency>-->
<currency id="EquityPaymentCurrency">EUR</currency>
<referenceAmount>Standard ISDA</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Price</returnType>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
</returnLeg>
<interestLeg>
<payerPartyReference href="party2" />
<receiverPartyReference href="party1" />
<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
<effectiveDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate" />
</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>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EquityPaymentDate" />
</relativeDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="EquityNotionalAmount" />
</notional>
<interestAmount>
<!--FpML 5-0: Renamed from <paymentCurrency href="EquityPaymentCurrency"/>-->
<currencyReference href="EquityPaymentCurrency" />
<referenceAmount>Standard ISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex>EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0050</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction>ACT/360</dayCountFraction>
</interestCalculation>
</interestLeg>
<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>
</returnSwap>
<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>
</confirmationAgreed>