interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
275 lines (274 loc) • 11.2 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
-->
<!--5.0:Message type is a Root of the message-->
<!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>-->
<requestConfirmation
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>
<!--FpML 5.0: Removed "conversationId", replaced by "conversationId"-->
<!--conversationId conversationIdScheme="http://www.abc.com/coding-scheme/conversation-id">234239</conversationId-->
<messageId messageIdScheme="http://www.abc.com/coding-scheme/message-id">283920</messageId>
<sentBy messageAddressScheme="http://www.abc.com/coding-scheme/party-id">ABC290</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header>
<!--5.0 Messaging: added
<isCorrection>
<correlationId>
<sequenceNumber>
-->
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">234239</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1" />
<tradeId tradeIdScheme="http://www.xyz.com/coding-scheme/trade-id">280234089</tradeId>
</partyTradeIdentifier>
<tradeDate id="td">2000-06-28</tradeDate>
</tradeHeader>
<!-- Annex DVS ( Dispersion Variance Swap ) -->
<varianceSwap>
<extraordinaryEvents>
<!-- consequence of merger events: -->
<mergerEvents>
<shareForShare>CalculationAgent</shareForShare>
<shareForOther>CalculationAgent</shareForOther>
<shareForCombined>CalculationAgent</shareForCombined>
</mergerEvents>
<!-- tender offer: applicable -->
<tenderOffer>true</tenderOffer>
<!-- tender offer events: -->
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<!-- composition of combined consideration: not applicable -->
<compositionOfCombinedConsideration>false</compositionOfCombinedConsideration>
<!-- index adjustment events: -->
<indexAdjustmentEvents>
<indexModification>RelatedExchange</indexModification>
<indexCancellation>CalculationAgentAdjustment</indexCancellation>
<indexDisruption>CalculationAgentAdjustment</indexDisruption>
</indexAdjustmentEvents>
<!-- additional disruption events: -->
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1" />
</additionalDisruptionEvents>
<!-- additional representations, agreements, acknowledgements -->
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<!-- Nationalisation, Insolvency or Delisting -->
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<!-- IVS -->
<varianceLeg>
<legIdentifier>
<legId legIdScheme="http://www.xyz.com/coding-scheme/leg-id">234234234</legId>
<version>1</version>
</legIdentifier>
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<!-- effective date: observation start date -->
<effectiveDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="osd" />
</relativeDate>
</effectiveDate>
<!-- termination date: cash settlement payment date -->
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="csd" />
</relativeDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.dowjones.com/coding-scheme/instrument-id">STOXX50E</instrumentId>
</index>
</singleUnderlyer>
</underlyer>
<!-- cash settlement: -->
<settlementType>Cash</settlementType>
<!-- cash settlement payment date: 2 currency business days following the valuation date -->
<settlementDate>
<relativeDate id="csd">
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="vd" />
</relativeDate>
</settlementDate>
<!-- settlement currency: -->
<settlementCurrency>EUR</settlementCurrency>
<valuation>
<!-- valuation date: -->
<valuationDate>
<adjustableDate id="vd">
<unadjustedDate>2008-10-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<!-- valuation time: -->
<valuationTimeType>Close</valuationTimeType>
<!-- futures price valuation: applicable -->
<futuresPriceValuation>true</futuresPriceValuation>
</valuation>
<amount>
<!-- observation start date: as specified in the relevant transaction supplement, or the trade date -->
<observationStartDate>
<relativeDate id="osd">
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="td" />
</relativeDate>
</observationStartDate>
<!-- observation end date: we have so far used expectedN ( expected number of trading days ) -->
<variance>
<initialLevel>0.80</initialLevel>
<varianceAmount>
<currency>EUR</currency>
<amount>1000000</amount>
</varianceAmount>
<!-- variance strike price: -->
<varianceStrikePrice>0.30</varianceStrikePrice>
<!-- variance cap amount: optional at this point -->
</variance>
</amount>
</varianceLeg>
<!-- EVS 1 -->
<varianceLeg>
<legIdentifier>
<legId legIdScheme="http://www.xyz.com/coding-scheme/leg-id">93949033</legId>
<version>1</version>
</legIdentifier>
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="uri:ticker">AH.AS</instrumentId>
<description>Ahold</description>
<currency>EUR</currency>
<exchangeId>XASE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<!-- valuation as per IVS -->
<valuation />
<amount>
<allDividends>true</allDividends>
<variance>
<initialLevel>0.80</initialLevel>
<varianceAmount>
<currency>EUR</currency>
<amount>1000000</amount>
</varianceAmount>
<!-- variance strike price: -->
<varianceStrikePrice>0.35</varianceStrikePrice>
<!-- variance cap amount: optional at this point -->
</variance>
</amount>
</varianceLeg>
<!-- EVS 2 -->
<varianceLeg>
<legIdentifier>
<legId legIdScheme="http://www.xyz.com/coding-scheme/leg-id">839274939</legId>
<version>1</version>
</legIdentifier>
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="uri:ticker">RDSA.AS</instrumentId>
<description>Royal Dutch Shell A</description>
<currency>EUR</currency>
<exchangeId>XASE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<!-- valuation as per IVS -->
<valuation />
<amount>
<allDividends>true</allDividends>
<variance>
<initialLevel>0.80</initialLevel>
<varianceAmount>
<currency>EUR</currency>
<amount>1000000</amount>
</varianceAmount>
<!-- variance strike price: -->
<varianceStrikePrice>0.40</varianceStrikePrice>
<!-- variance cap amount: optional at this point -->
</variance>
</amount>
</varianceLeg>
</varianceSwap>
<!-- calculation agent: -->
<calculationAgent>
<calculationAgentPartyReference href="party1" />
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType>ISDA</masterAgreementType>
<masterAgreementVersion>2002</masterAgreementVersion>
<masterAgreementDate>2002-03-15</masterAgreementDate>
</masterAgreement>
</documentation>
<governingLaw>GBEN</governingLaw>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">BAQ892</partyId>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">COP902</partyId>
</party>
</requestConfirmation>