interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
201 lines (200 loc) • 9.97 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
-->
<!-- Example 22 At the money straddle using strategy
== FX Option
== Trade Date : 2001-11-20
== Expiry Date : 2001-12-20
== Option Buyer : PARTY A US
== Option Seller : ABN Amro
== Option Steategy : 100m AUD Straddle (50m per Leg)
== Total Premium : 52,000 USD
== Strike Price : 0.5200
== Business Center : New York
== Cut Name : New York
== Product Type : Straddle
-->
<!--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>-->
<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.abn.com/coding-scheme/messageId">FX87654</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2001-11-20T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/conversationId">FX65432</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1" />
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2" />
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-20</tradeDate>
</tradeHeader>
<strategy>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">Straddle</productType>
<!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'-->
<fxOption>
<buyerPartyReference href="party1" />
<sellerPartyReference href="party2" />
<!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here-->
<europeanExercise>
<expiryDate>2001-12-20</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter>USNY</businessCenter>
</expiryTime>
<valueDate>2001-12-24</valueDate>
</europeanExercise>
<!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)-->
<!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise-->
<!--FpML-5-0 'valueDate' was moved inside exercise style type (e.g. europeanExercise)-->
<putCurrencyAmount>
<currency>AUD</currency>
<amount>50000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency>USD</currency>
<amount>26000000</amount>
</callCurrencyAmount>
<!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'-->
<strike>
<rate>0.5200</rate>
<strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis>
</strike>
<!--FpML-5-1 Removed from 'fxOption'-->
<!--<quotedAs>
<optionOnCurrency>AUD</optionOnCurrency>
<faceOnCurrency>USD</faceOnCurrency>
<quotedTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</quotedTenor>
</quotedAs>-->
<!--FpML-5-0 Renamed from 'fxOptionPremium' to 'premium'-->
<premium>
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'-->
<!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference-->
<paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'-->
<!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'-->
<paymentAmount>
<currency>USD</currency>
<amount>26000</amount>
</paymentAmount>
<!--FpML-5-0 Renamed from 'premiumQuote' to 'quote'-->
<quote>
<!--FpML-5-0 Renamed from 'premiumValue' to 'value'-->
<value>0.001</value>
<!--FpML-5-0 Renamed from 'premiumQuoteBasis' to 'quoteBasis'-->
<quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis>
</quote>
</premium>
</fxOption>
<!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'-->
<fxOption>
<buyerPartyReference href="party1" />
<sellerPartyReference href="party2" />
<!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here-->
<europeanExercise>
<expiryDate>2001-12-20</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter>USNY</businessCenter>
</expiryTime>
<cutName>NewYork</cutName>
<valueDate>2001-12-24</valueDate>
</europeanExercise>
<!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)-->
<!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise-->
<!--FpML-5-0 'valueDate' was moved inside exercise style type (e.g. europeanExercise)-->
<putCurrencyAmount>
<currency>USD</currency>
<amount>26000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency>AUD</currency>
<amount>50000000</amount>
</callCurrencyAmount>
<!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'-->
<strike>
<rate>0.5200</rate>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike>
<!--5-1 Removed quotedAs from FpML-->
<!--<quotedAs>
<optionOnCurrency>AUD</optionOnCurrency>
<faceOnCurrency>USD</faceOnCurrency>
<quotedTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</quotedTenor>
</quotedAs>-->
<!--FpML-5-0 Renamed from 'fxOptionPremium' to 'premium'-->
<premium>
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'-->
<!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference-->
<paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'-->
<!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'-->
<paymentAmount>
<currency>USD</currency>
<amount>26000</amount>
</paymentAmount>
<!--FpML-5-0 Renamed from 'premiumQuote' to 'quote'-->
<quote>
<!--FpML-5-0 Renamed from 'premiumValue' to 'value'-->
<value>0.001</value>
<!--FpML-5-0 Renamed from 'premiumQuoteBasis' to 'quoteBasis'-->
<quoteBasis>PercentageOfPutCurrencyAmount</quoteBasis>
</quote>
</premium>
</fxOption>
</strategy>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId>
<partyName>PARTYA</partyName>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId>
<partyName>ABN Amro</partyName>
</party>
</requestConfirmation>