interchange-schema-registry/Registry/FpML/5.0.0/confirmation/validation/invalid-testcases/invalid-cd-41-01.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
-->
<!--5.0:Message type is a Root of the message-->
<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.swapswire.com/spec/2001/trade-id-1-0">37209</tradeId>
      </partyTradeIdentifier>
      <partyTradeIdentifier>
        <partyReference href="party2" />
        <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37209</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2002-12-04</tradeDate>
    </tradeHeader>
    <creditDefaultSwap>
      <generalTerms>
        <effectiveDate>
          <unadjustedDate>2002-12-05</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NONE</businessDayConvention>
          </dateAdjustments>
        </effectiveDate>
        <scheduledTerminationDate>
          <unadjustedDate>2007-12-05</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCenters>
              <businessCenter>GBLO</businessCenter>
              <businessCenter>USNY</businessCenter>
              <businessCenter>JPTO</businessCenter>
            </businessCenters>
          </dateAdjustments>
        </scheduledTerminationDate>
        <buyerPartyReference href="party2" />
        <sellerPartyReference href="party1" />
        <dateAdjustments>
          <businessDayConvention>MODFOLLOWING</businessDayConvention>
          <businessCenters>
            <businessCenter>GBLO</businessCenter>
            <businessCenter>USNY</businessCenter>
            <businessCenter>JPTO</businessCenter>
          </businessCenters>
        </dateAdjustments>
        <basketReferenceInformation>
          <referencePool>
            <referencePoolItem>
              <constituentWeight>
                <basketPercentage>0.60</basketPercentage>
              </constituentWeight>
              <referencePair>
                <referenceEntity id="agriumEntity">
                  <entityName>Agrium Inc.</entityName>
                  <entityId entityIdScheme="http://www.fpml.org/spec/2003/entity-id-RED-1-0">008HA7</entityId>
                </referenceEntity>
                <referenceObligation>
                  <bond>
                    <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-CUSIP-1-0">008916AB4</instrumentId>
                    <couponRate>0.077</couponRate>
                    <maturity>2017-02-01</maturity>
                  </bond>
                  <primaryObligorReference href="agriumEntity" />
                </referenceObligation>
                <entityType>NorthAmericanInvestmentGrade</entityType>
              </referencePair>
            </referencePoolItem>
            <referencePoolItem>
              <constituentWeight>
                <basketPercentage>0.30</basketPercentage>
              </constituentWeight>
              <referencePair>
                <referenceEntity id="tenetEntity">
                  <entityName>Tenet Healthcare Corporation</entityName>
                  <entityId entityIdScheme="http://www.fpml.org/spec/2003/entity-id-RED-1-0">8G836J</entityId>
                </referenceEntity>
                <referenceObligation>
                  <bond>
                    <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-CUSIP-1-0">88033GAT7</instrumentId>
                    <couponRate>0.06</couponRate>
                    <maturity>2011-12-01</maturity>
                  </bond>
                  <primaryObligorReference href="tenetEntity" />
                </referenceObligation>
                <entityType>NorthAmericanInvestmentGrade</entityType>
              </referencePair>
            </referencePoolItem>
          </referencePool>
          <nthToDefault>1</nthToDefault>
          <mthToDefault>5</mthToDefault>
        </basketReferenceInformation>
        <modifiedEquityDelivery>true</modifiedEquityDelivery>
      </generalTerms>
      <feeLeg>
        <periodicPayment>
          <paymentFrequency>
            <periodMultiplier>3</periodMultiplier>
            <period>M</period>
          </paymentFrequency>
          <firstPaymentDate>2003-03-05</firstPaymentDate>
          <rollConvention>5</rollConvention>
          <fixedAmountCalculation>
            <calculationAmount>
              <currency>JPY</currency>
              <amount>500000000</amount>
            </calculationAmount>
            <fixedRate>0.007</fixedRate>
            <dayCountFraction>ACT/360</dayCountFraction>
          </fixedAmountCalculation>
        </periodicPayment>
      </feeLeg>
      <protectionTerms>
        <calculationAmount>
          <currency>JPY</currency>
          <amount>500000000</amount>
        </calculationAmount>
      </protectionTerms>
      <physicalSettlementTerms>
        <settlementCurrency>JPY</settlementCurrency>
        <physicalSettlementPeriod>
          <businessDays>30</businessDays>
        </physicalSettlementPeriod>
        <deliverableObligations>
          <accruedInterest>false</accruedInterest>
          <category>BondOrLoan</category>
          <notSubordinated>true</notSubordinated>
          <specifiedCurrency>
            <applicable>true</applicable>
          </specifiedCurrency>
          <notContingent>true</notContingent>
          <assignableLoan>
            <applicable>true</applicable>
          </assignableLoan>
          <consentRequiredLoan>
            <applicable>true</applicable>
          </consentRequiredLoan>
          <transferable>true</transferable>
          <maximumMaturity>
            <periodMultiplier>30</periodMultiplier>
            <period>Y</period>
          </maximumMaturity>
          <notBearer>true</notBearer>
        </deliverableObligations>
        <escrow>true</escrow>
      </physicalSettlementTerms>
    </creditDefaultSwap>
    <calculationAgent>
      <calculationAgentPartyReference href="party1" />
    </calculationAgent>
    <calculationAgentBusinessCenter>GBLO</calculationAgentBusinessCenter>
    <documentation>
      <masterAgreement>
        <masterAgreementType>ISDA</masterAgreementType>
        <masterAgreementVersion>1992</masterAgreementVersion>
      </masterAgreement>
    </documentation>
  </trade>
  <party id="party1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">254900BIAQJIUV6DLE92</partyId>
    <partyName>XYZ Bank</partyName>
  </party>
  <party id="party2">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId>
    <partyName>ABC Bank</partyName>
  </party>
</dataDocument>