interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
230 lines (229 loc) • 9.56 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
-->
<!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.-->
<!--5.0:Message type is a Root of the message-->
<!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>-->
<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="PRIMARY" />
<tradeId tradeIdScheme="http://www.primarybank.com/trade-id">CFD123456789</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="CROSS" />
<tradeId tradeIdScheme="http://www.crossbank.com/tradeId">CFD123456789</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate__CFD123456789">2009-09-30</tradeDate>
</tradeHeader>
<returnSwap>
<productType productTypeScheme="http://www.primarybank.com/productType">EQCFD</productType>
<returnLeg id="EQ__CFD123456789">
<payerPartyReference href="PRIMARY" />
<receiverPartyReference href="CROSS" />
<effectiveDate id="EffectiveDate__CFD123456789">
<adjustableDate>
<unadjustedDate>2009-10-07</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate id="TerminationDate__CFD123456789">
<adjustableDate>
<unadjustedDate>2019-10-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="RIC">XYZ.N</instrumentId>
<exchangeId exchangeIdScheme="MARKET_ID">NYSE</exchangeId>
</equity>
<openUnits>48000</openUnits>
<dividendPayout>
<dividendPayoutRatio>1.0</dividendPayoutRatio>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<commission>
<commissionDenomination>BPS</commissionDenomination>
<commissionAmount>0.0</commissionAmount>
<currency>USD</currency>
</commission>
<grossPrice>
<amount>80.000000</amount>
<priceExpression>PercentageOfNotional</priceExpression>
</grossPrice>
<netPrice>
<amount>80.000000</amount>
<priceExpression>PercentageOfNotional</priceExpression>
</netPrice>
<fxConversion>
<fxRate>
<quotedCurrencyPair>
<currency1>USD</currency1>
<currency2>USD</currency2>
<quoteBasis>Currency1PerCurrency2</quoteBasis>
</quotedCurrencyPair>
<rate>1.0</rate>
</fxRate>
</fxConversion>
</initialPrice>
<notionalReset>false</notionalReset>
<valuationPriceFinal>
<commission>
<commissionDenomination>BPS</commissionDenomination>
<commissionAmount>0.0</commissionAmount>
<currency>USD</currency>
</commission>
<determinationMethod>HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate__CFD123456789">
<adjustableDate>
<unadjustedDate>2019-10-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates>
<paymentDateFinal>
<adjustableDate>
<unadjustedDate>2019-10-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.example.com/cfd-calendars">US-USD</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount>
<currency>USD</currency>
<amount>3840000.000000</amount>
</notionalAmount>
</notional>
<amount>
<currency id="settlementCurrency">USD</currency>
<referenceAmount>StandardISDA</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
<dividendConditions>
<dividendReinvestment>false</dividendReinvestment>
<dividendEntitlement>ExDate</dividendEntitlement>
<dividendPaymentDate>
<dividendDateReference>AdHocDate</dividendDateReference>
</dividendPaymentDate>
<dividendPeriodEffectiveDate href="TradeDate__CFD123456789" />
<dividendPeriodEndDate href="FinalValuationDate__CFD123456789" />
<currency>USD</currency>
<dividendFxTriggerDate>
<dividendDateReference>ExDate</dividendDateReference>
</dividendFxTriggerDate>
</dividendConditions>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
<fxFeature>
<referenceCurrency id="ReferenceCurrency">USD</referenceCurrency>
<crossCurrency />
</fxFeature>
</returnLeg>
<interestLeg id="FI__CFD123456789">
<payerPartyReference href="CROSS" />
<receiverPartyReference href="PRIMARY" />
<interestLegCalculationPeriodDates id="InterestLegPeriodDates-1">
<effectiveDate>
<adjustableDate>
<unadjustedDate>2009-10-07</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<adjustableDate>
<unadjustedDate>2019-10-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="InterestLegPeriodDates-1" />
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<adjustableDates>
<unadjustedDate>2019-10-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.example.com/cfd-calendars">ZA-JNBE</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<notionalAmount>
<currency>USD</currency>
<amount>3840000.000000</amount>
</notionalAmount>
</notional>
<interestAmount>
<currency>USD</currency>
<referenceAmount>ISDA Standard</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>125.0</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction>ACT/360</dayCountFraction>
</interestCalculation>
</interestLeg>
</returnSwap>
<documentation>
<masterAgreement>
<masterAgreementType>ISDA</masterAgreementType>
</masterAgreement>
</documentation>
</trade>
<party id="PRIMARY">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">0987654321</partyId>
</party>
<party id="CROSS">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">1234567890</partyId>
</party>
</dataDocument>