interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
214 lines (213 loc) • 8.1 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>2013-07-04</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<quotedCurrencyPair>
<currency1>EUR</currency1>
<currency2>USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<notionalAmount>
<initialValue>500000.00</initialValue>
<currency>EUR</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1" />
</lowerBound>
</accumulationRegion>
<knockoutLevel>
<intrinsicValue>0.10</intrinsicValue>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<startDate>2014-06-30</startDate>
<endDate>2014-07-03</endDate>
<observationFrequency>
<periodMultiplier>2</periodMultiplier>
<period>W</period>
<periodConvention>MON</periodConvention>
</observationFrequency>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-06-30</adjustedDate>
<adjustedDate>2014-07-14</adjustedDate>
<adjustedDate>2014-07-28</adjustedDate>
<adjustedDate>2014-08-11</adjustedDate>
<adjustedDate>2014-08-25</adjustedDate>
<adjustedDate>2014-09-08</adjustedDate>
<adjustedDate>2014-09-22</adjustedDate>
<finalExpiryDate>2014-09-22</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>EUTA</businessCenter>
<businessCenter>USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-07-02</adjustedDate>
<adjustedDate>2014-07-16</adjustedDate>
<adjustedDate>2014-07-30</adjustedDate>
<adjustedDate>2014-08-13</adjustedDate>
<adjustedDate>2014-08-27</adjustedDate>
<adjustedDate>2014-09-10</adjustedDate>
<adjustedDate>2014-09-24</adjustedDate>
<finalSettlementDate>2014-09-24</finalSettlementDate>
</settlementSchedule>
<fixingInformationSource>
<rateSource>Reuters</rateSource>
<rateSourcePage>ECB37</rateSourcePage>
<fixingTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter>DEFR</businessCenter>
</fixingTime>
</fixingInformationSource>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyA" />
<receiverPartyReference href="ptyB" />
<currency>EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB" />
<receiverPartyReference href="ptyA" />
<currency>USD</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>1.3235</initialValue>
</strike>
<counterCurrencyAmount>
<initialValue>661750.00</initialValue>
<currency>USD</currency>
</counterCurrencyAmount>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1" />
</lowerBound>
</linearPayoffRegion>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyA" />
<receiverPartyReference href="ptyB" />
<currency>EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB" />
<receiverPartyReference href="ptyA" />
<currency>USD</currency>
</exchangedCurrency2>
<strike id="s2">
<initialValue>1.3035</initialValue>
</strike>
<upperBound>
<condition>Below</condition>
<strikeReference href="s2" />
</upperBound>
<leverage>
<condition>Below</condition>
<strikeReference href="s2" />
<notionalAmount>
<initialValue>1000000.00</initialValue>
<currency>EUR</currency>
</notionalAmount>
<counterCurrencyAmount>
<initialValue>1303500.00</initialValue>
<currency>USD</currency>
</counterCurrencyAmount>
</leverage>
</linearPayoffRegion>
<constantPayoffRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<strikeReference href="s2" />
</lowerBound>
<upperBound>
<condition>AtOrBelow</condition>
<strikeReference href="s1" />
</upperBound>
<payoff>
<!--<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>-->
<!-- New fixing adjustment element to express the Bonus-->
<fixingAdjustment>0.0150</fixingAdjustment>
</payoff>
<physicalSettlement>
<exchangedCurrency1>
<payerPartyReference href="ptyA" />
<receiverPartyReference href="ptyB" />
<currency>EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB" />
<receiverPartyReference href="ptyA" />
<currency>USD</currency>
</exchangedCurrency2>
<settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle>
</physicalSettlement>
</constantPayoffRegion>
<additionalPayment>
<payerPartyReference href="ptyA" />
<receiverPartyReference href="ptyB" />
<paymentAmount>
<currency>USD</currency>
<amount>91000.00</amount>
</paymentAmount>
<paymentDate>
<adjustableDate>
<unadjustedDate>2014-06-18</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
</additionalPayment>
</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>