interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
165 lines (164 loc) • 7.2 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>
<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 id="Trade1-USI">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">1037777777</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">01234567890123456789012345678913</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier id="Trade1-UTI">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/issuer-identifier">1037777777</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">01234567890123456789012345678913</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier id="Trade2-USI">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">1037777777</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">01234567890123456789012345678914</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier id="Trade2-UTI">
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/issuer-identifier">1037777777</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">01234567890123456789012345678914</tradeId>
</partyTradeIdentifier>
<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>
<strategyComponentIdentifier>
<tradeIdentifierReference href="Trade1-USI" />
<tradeIdentifierReference href="Trade1-UTI" />
<componentReference href="Option1" />
</strategyComponentIdentifier>
<strategyComponentIdentifier>
<tradeIdentifierReference href="Trade2-USI" />
<tradeIdentifierReference href="Trade2-UTI" />
<componentReference href="Option2" />
</strategyComponentIdentifier>
<fxOption id="Option1">
<buyerPartyReference href="party1" />
<sellerPartyReference href="party2" />
<europeanExercise>
<expiryDate>2001-12-20</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter>USNY</businessCenter>
</expiryTime>
<valueDate>2001-12-24</valueDate>
</europeanExercise>
<putCurrencyAmount>
<currency>AUD</currency>
<amount>50000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency>USD</currency>
<amount>26000000</amount>
</callCurrencyAmount>
<strike>
<rate>0.5200</rate>
<strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis>
</strike>
<premium>
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency>USD</currency>
<amount>26000</amount>
</paymentAmount>
<quote>
<value>0.001</value>
<quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis>
</quote>
</premium>
</fxOption>
<fxOption id="Option2">
<buyerPartyReference href="party1" />
<sellerPartyReference href="party2" />
<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>
<putCurrencyAmount>
<currency>USD</currency>
<amount>26000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency>AUD</currency>
<amount>50000000</amount>
</callCurrencyAmount>
<strike>
<rate>0.5200</rate>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike>
<premium>
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency>USD</currency>
<amount>26000</amount>
</paymentAmount>
<quote>
<value>0.001</value>
<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>