interchange-schema-registry/Registry/FpML/5.0.0/confirmation/products/fx-derivatives/fx-ex44-accrual-forward.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
  -->
<!--
see template: fx-ex44-fx-accrual-forward.pdf

-->
<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>2011-03-24T08:57:00Z</creationTimestamp>
  </header>
  <isCorrection>false</isCorrection>
  <trade>
    <tradeHeader>
      <partyTradeIdentifier>
        <partyReference href="partyA" />
        <tradeId tradeIdScheme="#partyA">12345</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2011-03-26</tradeDate>
    </tradeHeader>
    <fxAccrualForward>
      <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType>
      <notionalAmount>
        <initialValue>252000.00</initialValue>
        <currency>USD</currency>
      </notionalAmount>
      <accrual>
        <observable id="ob1">
          <quotedCurrencyPair>
            <currency1>EUR</currency1>
            <currency2>USD</currency2>
            <quoteBasis>Currency2PerCurrency1</quoteBasis>
          </quotedCurrencyPair>
          <informationSource>
            <rateSource>Reuters</rateSource>
            <rateSourcePage>ECB37</rateSourcePage>
            <fixingTime>
              <hourMinuteTime>14:15:00</hourMinuteTime>
              <businessCenter>EUTA</businessCenter>
            </fixingTime>
          </informationSource>
        </observable>
        <accrualRegion>
          <observableReference href="ob1" />
          <lowerBound>
            <condition>Above</condition>
            <level>
              <initialValue>1.3</initialValue>
            </level>
          </lowerBound>
        </accrualRegion>
        <fixingSchedule>
          <fixingDate>2011-09-28</fixingDate>
          <fixingDate>2011-09-29</fixingDate>
          <fixingDate>2011-09-30</fixingDate>
          <fixingDate>2011-10-03</fixingDate>
          <fixingDate>2011-10-04</fixingDate>
          <fixingDate>2011-10-05</fixingDate>
          <fixingDate>2011-10-06</fixingDate>
          <fixingDate>2011-10-07</fixingDate>
          <fixingDate>2011-10-11</fixingDate>
          <fixingDate>2011-10-12</fixingDate>
          <fixingDate>2011-10-13</fixingDate>
          <fixingDate>2011-10-14</fixingDate>
          <fixingDate>2011-10-17</fixingDate>
          <fixingDate>2011-10-18</fixingDate>
          <fixingDate>2011-10-19</fixingDate>
          <fixingDate>2011-10-20</fixingDate>
          <fixingDate>2011-10-21</fixingDate>
          <fixingDate>2011-10-24</fixingDate>
          <fixingDate>2011-10-25</fixingDate>
          <fixingDate>2011-10-26</fixingDate>
          <fixingDate>2011-10-27</fixingDate>
          <fixingDate>2011-10-28</fixingDate>
          <fixingDate>2011-10-31</fixingDate>
          <fixingDate>2011-11-01</fixingDate>
          <fixingDate>2011-11-02</fixingDate>
          <fixingDate>2011-11-03</fixingDate>
          <fixingDate>2011-11-04</fixingDate>
          <fixingDate>2011-11-07</fixingDate>
          <fixingDate>2011-11-08</fixingDate>
          <fixingDate>2011-11-09</fixingDate>
          <fixingDate>2011-11-10</fixingDate>
          <fixingDate>2011-11-14</fixingDate>
          <fixingDate>2011-11-15</fixingDate>
          <fixingDate>2011-11-16</fixingDate>
          <fixingDate>2011-11-17</fixingDate>
          <fixingDate>2011-11-18</fixingDate>
        </fixingSchedule>
      </accrual>
      <expiryDate>
<!--If there is no date adjustments provided here, then they it is provided elsewhere e.g. in the documentation-->
        <adjustedDate>2011-11-18</adjustedDate>
      </expiryDate>
      <settlementDate>
<!--If there is no date adjustments provided here, then they it is provided elsewhere e.g. in the documentation-->
        <adjustedDate>2011-11-22</adjustedDate>
      </settlementDate>
      <linearPayoffRegion>
        <exchangedCurrency1>
          <payerPartyReference href="partyB" />
          <receiverPartyReference href="partyA" />
          <currency>EUR</currency>
        </exchangedCurrency1>
        <exchangedCurrency2>
          <payerPartyReference href="partyA" />
          <receiverPartyReference href="partyB" />
          <currency>USD</currency>
        </exchangedCurrency2>
        <strike>
          <initialValue>1.40</initialValue>
          <quoteBasis>Currency2PerCurrency1</quoteBasis>
        </strike>
      </linearPayoffRegion>
      <additionalPayment>
        <payerPartyReference href="partyA" />
        <receiverPartyReference href="partyB" />
        <paymentAmount>
          <currency>EUR</currency>
          <amount>3736.00</amount>
        </paymentAmount>
        <paymentDate>
          <adjustableDate>
            <unadjustedDate>2011-03-30</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
          </adjustableDate>
        </paymentDate>
      </additionalPayment>
    </fxAccrualForward>
    <calculationAgent>
      <calculationAgentPartyReference href="partyA" />
    </calculationAgent>
  </trade>
  <party id="partyA">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId>
  </party>
  <party id="partyB">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId>
  </party>
</executionNotification>