interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
162 lines (161 loc) • 7.33 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>147058.82</initialValue>
<currency>EUR</currency>
</notionalAmount>
<target>
<accumulationRegion>
<upperBound>
<condition>Below</condition>
<strikeReference href="s1" />
</upperBound>
</accumulationRegion>
<knockoutCount>
<conditionalFixings>5</conditionalFixings>
<settlementAtKnockout>true</settlementAtKnockout>
</knockoutCount>
</target>
<expirySchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2017-01-18</adjustedDate>
<adjustedDate>2017-02-16</adjustedDate>
<adjustedDate>2017-03-16</adjustedDate>
<adjustedDate>2017-04-18</adjustedDate>
<adjustedDate>2017-05-18</adjustedDate>
<adjustedDate>2017-06-16</adjustedDate>
<adjustedDate>2017-07-18</adjustedDate>
<adjustedDate>2017-08-17</adjustedDate>
<adjustedDate>2017-09-18</adjustedDate>
<adjustedDate>2017-10-19</adjustedDate>
<adjustedDate>2017-11-16</adjustedDate>
<adjustedDate>2017-12-18</adjustedDate>
<finalExpiryDate>2017-12-18</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>EUTA</businessCenter>
<businessCenter>USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2017-01-29</adjustedDate>
<adjustedDate>2017-02-21</adjustedDate>
<adjustedDate>2017-03-20</adjustedDate>
<adjustedDate>2017-04-20</adjustedDate>
<adjustedDate>2017-05-22</adjustedDate>
<adjustedDate>2017-06-20</adjustedDate>
<adjustedDate>2017-07-20</adjustedDate>
<adjustedDate>2017-08-21</adjustedDate>
<adjustedDate>2017-09-20</adjustedDate>
<adjustedDate>2017-10-23</adjustedDate>
<adjustedDate>2017-11-20</adjustedDate>
<adjustedDate>2017-12-20</adjustedDate>
<finalSettlementDate>2017-12-20</finalSettlementDate>
</settlementSchedule>
<fixingInformationSource>
<rateSource>Reuters</rateSource>
<rateSourcePage>ECB37</rateSourcePage>
<fixingTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter>DEFR</businessCenter>
</fixingTime>
</fixingInformationSource>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyB" />
<receiverPartyReference href="ptyA" />
<currency>EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyA" />
<receiverPartyReference href="ptyB" />
<currency>USD</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>1.3600</initialValue>
</strike>
<counterCurrencyAmount>
<initialValue>200000.00</initialValue>
<currency>USD</currency>
</counterCurrencyAmount>
<leverage>
<condition>AtOrAbove</condition>
<barrierReference href="barrier" />
<ratio>
<initialValue>2</initialValue>
</ratio>
</leverage>
</linearPayoffRegion>
<constantPayoffRegion>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1" />
</lowerBound>
<upperBound>
<condition>Below</condition>
<barrierReference href="barrier" />
</upperBound>
</constantPayoffRegion>
<barrier id="barrier">
<barrierType>Knockin</barrierType>
<style>European</style>
<scope>PerExpiry</scope>
<condition>AtOrAbove</condition>
<triggerRate>
<initialValue>1.3900</initialValue>
</triggerRate>
</barrier>
</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>