interchange-schema-registry/Registry/FpML/5.0.0/confirmation/products/fx-derivatives/fx-ex34-target-digital.xml

A Global Schema Registry for Data Interchange formats

<?xml version="1.0" encoding="utf-8" ?>
<!--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
  -->
<!-- Pivot Tarf example.docx -->
<executionNotification
    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.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId>
    <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy>
    <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo>
    <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp>
  </header>
  <isCorrection>false</isCorrection>
  <trade>
    <tradeHeader>
      <partyTradeIdentifier>
        <partyReference href="ptyA" />
        <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2013-06-23</tradeDate>
    </tradeHeader>
    <fxTargetKnockoutForward>
      <quotedCurrencyPair>
        <currency1>USD</currency1>
        <currency2>CAD</currency2>
        <quoteBasis>Currency2PerCurrency1</quoteBasis>
      </quotedCurrencyPair>
      <notionalAmount>
        <initialValue>1000000.00</initialValue>
        <currency>USD</currency>
      </notionalAmount>
      <target>
        <accumulationRegion>
          <lowerBound>
            <condition>AtOrAbove</condition>
            <strikeReference href="s1" />
          </lowerBound>
        </accumulationRegion>
        <knockoutCount>
          <conditionalFixings>4</conditionalFixings>
          <settlementAtKnockout>true</settlementAtKnockout>
        </knockoutCount>
      </target>
      <expirySchedule>
        <dateAdjustments>
          <businessDayConvention>MODFOLLOWING</businessDayConvention>
          <businessCenters>
            <businessCenter>USNY</businessCenter>
          </businessCenters>
        </dateAdjustments>
        <adjustedDate>2014-12-23</adjustedDate>
        <adjustedDate>2014-01-27</adjustedDate>
        <adjustedDate>2014-02-25</adjustedDate>
        <adjustedDate>2014-03-26</adjustedDate>
        <adjustedDate>2014-04-27</adjustedDate>
        <adjustedDate>2014-05-27</adjustedDate>
        <finalExpiryDate>2015-05-27</finalExpiryDate>
      </expirySchedule>
      <settlementSchedule>
        <dateAdjustments>
          <businessDayConvention>MODFOLLOWING</businessDayConvention>
          <businessCenters>
            <businessCenter>USNY</businessCenter>
          </businessCenters>
        </dateAdjustments>
        <adjustedDate>2014-12-24</adjustedDate>
        <adjustedDate>2014-01-28</adjustedDate>
        <adjustedDate>2014-02-26</adjustedDate>
        <adjustedDate>2014-03-27</adjustedDate>
        <adjustedDate>2014-04-28</adjustedDate>
        <adjustedDate>2014-05-28</adjustedDate>
        <finalSettlementDate>2015-05-28</finalSettlementDate>
      </settlementSchedule>
      <fixingInformationSource>
        <rateSource>Reuters</rateSource>
        <rateSourcePage>WMRSPOT09</rateSourcePage>
        <fixingTime>
          <hourMinuteTime>10:00:00</hourMinuteTime>
          <businessCenter>USNY</businessCenter>
        </fixingTime>
      </fixingInformationSource>
      <linearPayoffRegion>
        <exchangedCurrency1>
          <payerPartyReference href="ptyA" />
          <receiverPartyReference href="ptyB" />
          <currency>USD</currency>
        </exchangedCurrency1>
        <exchangedCurrency2>
          <payerPartyReference href="ptyB" />
          <receiverPartyReference href="ptyA" />
          <currency>CAD</currency>
        </exchangedCurrency2>
        <strike id="s1">
          <initialValue>1.0450</initialValue>
        </strike>
        <counterCurrencyAmount>
          <initialValue>1045000.00</initialValue>
          <currency>CAD</currency>
        </counterCurrencyAmount>
        <lowerBound>
          <condition>AtOrAbove</condition>
          <strikeReference href="s1" />
        </lowerBound>
      </linearPayoffRegion>
      <constantPayoffRegion>
        <upperBound>
          <condition>Below</condition>
          <strikeReference href="s1" />
        </upperBound>
        <payoff>
          <payerPartyReference href="ptyB" />
          <receiverPartyReference href="ptyA" />
          <payment>
            <currency>USD</currency>
            <amount>40000.00</amount>
          </payment>
        </payoff>
      </constantPayoffRegion>
    </fxTargetKnockoutForward>
    <calculationAgent>
      <calculationAgentPartyReference href="ptyA" />
    </calculationAgent>
  </trade>
  <party id="ptyA">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
  </party>
  <party id="ptyB">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId>
  </party>
</executionNotification>