interchange-schema-registry/Registry/FpML/5.0.0/confirmation/products/repo/repo-ex07-repo-triparty-float-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="PartyA" />
        <tradeId tradeIdScheme="http://www.partya.com">12345678</tradeId>
      </partyTradeIdentifier>
      <partyTradeIdentifier>
        <partyReference href="PartyB" />
        <tradeId tradeIdScheme="http://www.partyb.com">8745632</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2012-08-05</tradeDate>
    </tradeHeader>
    <repo>
      <floatingRateCalculation>
        <floatingRateIndex>USD-Federal Funds-H.15</floatingRateIndex>
        <spreadSchedule>
          <initialValue>0.0030</initialValue>
        </spreadSchedule>
      </floatingRateCalculation>
      <dayCountFraction>ACT/360</dayCountFraction>
      <duration>Term</duration>
      <nearLeg>
        <buyerPartyReference href="PartyB" />
        <sellerPartyReference href="PartyA" />
        <settlementDate>
          <adjustableDate>
            <unadjustedDate>2012-08-05</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>FOLLOWING</businessDayConvention>
              <businessCenters>
                <businessCenter>USNY</businessCenter>
              </businessCenters>
            </dateAdjustments>
          </adjustableDate>
        </settlementDate>
        <settlementAmount>
          <currency>USD</currency>
          <amount>250000000</amount>
        </settlementAmount>
      </nearLeg>
      <farLeg>
        <buyerPartyReference href="PartyA" />
        <sellerPartyReference href="PartyB" />
        <settlementDate>
          <adjustableDate>
            <unadjustedDate>2012-11-08</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>FOLLOWING</businessDayConvention>
              <businessCenters>
                <businessCenter>USNY</businessCenter>
              </businessCenters>
            </dateAdjustments>
          </adjustableDate>
        </settlementDate>
        <settlementCurrency>USD</settlementCurrency>
      </farLeg>
      <triParty>
        <triPartyAgent href="PartyC" />
        <collateralProfile collateralProfileScheme="http://www.partyC.com">DEF</collateralProfile>
      </triParty>
    </repo>
  </trade>
  <party id="PartyA">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
  </party>
  <party id="PartyB">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId>
  </party>
  <party id="PartyC">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">TriParty Agent</partyId>
  </party>
</dataDocument>