interchange-schema-registry

Version:
A Global Schema Registry for Data Interchange formats
134 lines (133 loc) • 5.04 kB
text/xml
<?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: Rrange-Accrual-European2-anonymized.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>2012-12-08T08:57:00Z</creationTimestamp>
  </header>
  <isCorrection>false</isCorrection>
  <trade>
    <tradeHeader>
      <partyTradeIdentifier>
        <partyReference href="partyA" />
        <tradeId tradeIdScheme="#partyA">12345</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2012-12-08</tradeDate>
    </tradeHeader>
    <fxRangeAccrual>
      <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxRangeAccrual</productType>
      <payerPartyReference href="partyB" />
      <receiverPartyReference href="partyA" />
      <notionalAmount>
        <initialValue>420000.00</initialValue>
        <currency>EUR</currency>
      </notionalAmount>
<!--Accrual Period - describes the accrual process-->
      <accrual>
        <observable id="ob1">
          <quotedCurrencyPair>
<!--what it is you are measuring. -->
            <currency1>EUR</currency1>
            <currency2>USD</currency2>
            <quoteBasis>Currency2PerCurrency1</quoteBasis>
          </quotedCurrencyPair>
          <informationSource>
<!--Describes the source the accrual event based on-->
            <rateSource>Reuters</rateSource>
            <rateSourcePage>ECB37</rateSourcePage>
            <fixingTime>
              <hourMinuteTime>14:15:00</hourMinuteTime>
              <businessCenter>EUTA</businessCenter>
            </fixingTime>
          </informationSource>
        </observable>
<!--  Range accrual -->
        <accrualRegion>
          <observableReference href="ob1" />
          <lowerBound>
            <condition>AtOrAbove</condition>
            <level>
              <initialValue>1.30</initialValue>
            </level>
          </lowerBound>
          <upperBound>
            <condition>AtOrBelow</condition>
            <level>
              <initialValue>1.35</initialValue>
            </level>
          </upperBound>
        </accrualRegion>
        <fixingSchedule>
          <startDate>2012-12-08</startDate>
          <endDate>2013-01-07</endDate>
          <dayType>Business</dayType>
          <businessCenters>
            <businessCenter>EUTA</businessCenter>
          </businessCenters>
          <numberOfFixings>21</numberOfFixings>
        </fixingSchedule>
      </accrual>
      <expiryDate>
<!--dateAdjustments defer back to the definition-->
        <adjustedDate>2013-01-07</adjustedDate>
        <expiryTime>
          <hourMinuteTime>10:00:00</hourMinuteTime>
          <businessCenter>USNY</businessCenter>
        </expiryTime>
      </expiryDate>
      <settlementDate>
        <dateAdjustments>
          <businessDayConvention>FOLLOWING</businessDayConvention>
          <businessCenters>
            <businessCenter>EUTA</businessCenter>
          </businessCenters>
        </dateAdjustments>
        <adjustedDate>2013-01-09</adjustedDate>
      </settlementDate>
<!--There is no strike here -->
<!--There is no counterCurrencyAmount in range accruals-->
      <premium>
        <payerPartyReference href="partyB" />
        <receiverPartyReference href="partyA" />
        <paymentDate>
          <adjustableDate>
            <unadjustedDate>2012-12-10</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
          </adjustableDate>
        </paymentDate>
        <paymentAmount>
          <currency>EUR</currency>
          <amount>50000.00</amount>
        </paymentAmount>
      </premium>
    </fxRangeAccrual>
    <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>