interchange-schema-registry/Registry/FpML/5.0.0/confirmation/products/repo/repo-ex03-repo-fixed-rate.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
  -->
<dataDocument
    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"
>
  <trade>
    <tradeHeader>
      <partyTradeIdentifier>
        <partyReference href="Party1" />
        <tradeId tradeIdScheme="http://www.party1.com/swaps/trade-id">Party19235</tradeId>
      </partyTradeIdentifier>
      <partyTradeIdentifier>
        <partyReference href="Party2" />
        <tradeId tradeIdScheme="http://www.party2.com/swaps/trade-id">Party22000</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2013-11-03</tradeDate>
    </tradeHeader>
    <repo>
      <fixedRateSchedule>
        <initialValue>0.80</initialValue>
      </fixedRateSchedule>
      <dayCountFraction>ACT/365.FIXED</dayCountFraction>
      <duration>Term</duration>
      <initialMargin>
        <marginType>Cash</marginType>
        <margin>
          <marginRatio>1.176471</marginRatio>
        </margin>
      </initialMargin>
      <nearLeg>
        <buyerPartyReference href="Party1" />
        <sellerPartyReference href="Party2" />
        <settlementDate>
          <adjustableDate>
            <unadjustedDate>2013-11-03</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
          </adjustableDate>
        </settlementDate>
        <settlementAmount>
          <currency>USD</currency>
          <amount>8336850.21</amount>
        </settlementAmount>
        <deliveryMethod>DeliveryVersusPayment</deliveryMethod>
        <collateral>
          <nominalAmount>
            <currency>USD</currency>
            <amount>9000000</amount>
          </nominalAmount>
          <cleanPrice>108.9784722</cleanPrice>
          <accruals>5.375000</accruals>
          <assetReference href="OPQ" />
        </collateral>
      </nearLeg>
      <farLeg id="forwardLeg">
        <buyerPartyReference href="Party2" />
        <sellerPartyReference href="Party1" />
        <settlementDate>
          <adjustableDate>
            <unadjustedDate>2013-11-10</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
          </adjustableDate>
        </settlementDate>
        <settlementCurrency>USD</settlementCurrency>
        <deliveryMethod>DeliveryVersusPayment</deliveryMethod>
        <collateral>
          <nominalAmount>
            <currency>USD</currency>
            <amount>9000000</amount>
          </nominalAmount>
          <cleanPrice>108.9784722</cleanPrice>
          <accruals>5.375000</accruals>
          <assetReference href="OPQ" />
        </collateral>
      </farLeg>
      <bond id="OPQ">
        <instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN-1-0">OPQ</instrumentId>
        <description>OPQ Corp Bond</description>
        <currency>USD</currency>
      </bond>
    </repo>
  </trade>
  <party id="Party1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party 1</partyId>
  </party>
  <party id="Party2">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party 2</partyId>
  </party>
</dataDocument>