interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
190 lines (189 loc) • 7.18 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
-->
<!-- 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>2010-11-07</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<quotedCurrencyPair>
<currency1>USD</currency1>
<currency2>CAD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<notionalAmount>
<initialValue>500000.00</initialValue>
<currency>USD</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1" />
</lowerBound>
</accumulationRegion>
<knockoutLevel>
<amount>
<currency>CAD</currency>
<amount>40000.00</amount>
</amount>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-11-20</adjustedDate>
<adjustedDate>2014-12-04</adjustedDate>
<adjustedDate>2014-12-18</adjustedDate>
<adjustedDate>2015-01-02</adjustedDate>
<adjustedDate>2015-01-15</adjustedDate>
<adjustedDate>2015-01-29</adjustedDate>
<adjustedDate>2015-02-12</adjustedDate>
<adjustedDate>2015-02-26</adjustedDate>
<adjustedDate>2015-03-12</adjustedDate>
<adjustedDate>2015-03-26</adjustedDate>
<adjustedDate>2015-04-09</adjustedDate>
<adjustedDate>2015-04-23</adjustedDate>
<adjustedDate>2015-05-07</adjustedDate>
<adjustedDate>2015-05-21</adjustedDate>
<adjustedDate>2015-06-04</adjustedDate>
<finalExpiryDate>2015-06-04</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>CATO</businessCenter>
<businessCenter>USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-11-21</adjustedDate>
<adjustedDate>2014-12-05</adjustedDate>
<adjustedDate>2014-12-19</adjustedDate>
<adjustedDate>2015-01-05</adjustedDate>
<adjustedDate>2015-01-16</adjustedDate>
<adjustedDate>2015-01-30</adjustedDate>
<adjustedDate>2015-02-13</adjustedDate>
<adjustedDate>2015-02-27</adjustedDate>
<adjustedDate>2015-03-13</adjustedDate>
<adjustedDate>2015-03-27</adjustedDate>
<adjustedDate>2015-04-10</adjustedDate>
<adjustedDate>2015-04-24</adjustedDate>
<adjustedDate>2015-05-08</adjustedDate>
<adjustedDate>2015-05-22</adjustedDate>
<adjustedDate>2015-06-05</adjustedDate>
<finalSettlementDate>2015-06-05</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>1.0100</initialValue>
<step>
<stepDate>2014-12-04</stepDate>
<stepValue>1.0200</stepValue>
</step>
<step>
<stepDate>2015-01-02</stepDate>
<stepValue>1.0400</stepValue>
</step>
<step>
<stepDate>2015-03-12</stepDate>
<stepValue>1.0900</stepValue>
</step>
<step>
<stepDate>2015-05-07</stepDate>
<stepValue>1.1400</stepValue>
</step>
</strike>
<counterCurrencyAmount>
<initialValue>505000.00</initialValue>
<step>
<stepDate>2014-12-04</stepDate>
<stepValue>510000.00</stepValue>
</step>
<step>
<stepDate>2015-01-02</stepDate>
<stepValue>520000.00</stepValue>
</step>
<!-- Steps to be completed -->
<currency>CAD</currency>
</counterCurrencyAmount>
<leverage>
<condition>Below</condition>
<strikeReference href="s1" />
<ratio>
<initialValue>2.5</initialValue>
<step>
<stepDate>2015-01-02</stepDate>
<stepValue>1.5</stepValue>
</step>
<step>
<stepDate>2015-03-12</stepDate>
<stepValue>1.0</stepValue>
</step>
<step>
<stepDate>2015-05-07</stepDate>
<stepValue>0.5</stepValue>
</step>
</ratio>
</leverage>
</linearPayoffRegion>
</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>