interchange-schema-registry/Registry/FpML/5.0.0/confirmation/validation/invalid-testcases/invalid-fx-22-01.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
-->
<!-- 
        == Example 9 Simple FX Option
        ==              Trade Date      : 2001-12-04
        ==              Expiry Date     : 2002-06-04
        ==              Option Buyer    : PARTY A
        ==              Option Seller   : ABN Amro
        ==              European Option : 75m AUD Put on 36.9m USD @ 0.4920
        ==              Option Premium  : 36,900 USD
        ==              Business Center : New York
        ==              Cut Name        : New York
        ==              Product Type    : Delta Put FX Option executed on the Reuters/ICor Trading System
        == Notes:
        == Overides business center and product type schemes with values defined by Reuters. 
        == Uses single unique trade-id generated by Reuters STP Solution.
        == IBFXO within the tradeId represents ICor Brokerage FX Options Trading System 
-->
<!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.-->
<!--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>
    <messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX098765</messageId>
    <sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
    <sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo>
    <creationTimestamp>2002-01-04T08:57:00Z</creationTimestamp>
  </header>
  <isCorrection>false</isCorrection>
  <correlationId correlationIdScheme="http://www.abn.com/coding-scheme/correlationId">FX12345</correlationId>
  <sequenceNumber>1</sequenceNumber>
  <trade>
    <tradeHeader>
      <partyTradeIdentifier>
        <partyReference href="party1" />
        <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId>
      </partyTradeIdentifier>
      <partyTradeIdentifier>
        <partyReference href="party2" />
        <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2002-01-04</tradeDate>
    </tradeHeader>
<!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'-->
    <fxOption>
      <productType productTypeScheme="http://www.markets.Reuters.com/rss/spec/2001/product-type-1-0">Delta-Put-FX-Option</productType>
      <buyerPartyReference href="party1" />
      <sellerPartyReference href="party2" />
<!--FpML-5-0 Instead of  'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate',  'expiryTime', 'cutName' and  'valueDate' was moved in here-->
      <europeanExercise>
        <expiryDate>2002-06-04</expiryDate>
        <expiryTime>
          <hourMinuteTime>14:00:00</hourMinuteTime>
          <businessCenter id="primarybusinesscenter">USNY</businessCenter>
        </expiryTime>
        <cutName>NewYork</cutName>
        <valueDate>2002-06-06</valueDate>
      </europeanExercise>
<!--FpML-5-1 'expiryDateTime': 'expiryDate',  'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)-->
<!--FpML-5-1 Instead of  'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise-->
<!--FpML-5-1 'valueDate' was moved inside exercise style type (e.g. europeanExercise)-->
      <putCurrencyAmount>
        <currency>AUD</currency>
        <amount>75000000</amount>
      </putCurrencyAmount>
      <callCurrencyAmount>
        <currency>USD</currency>
        <amount>36900000</amount>
      </callCurrencyAmount>
<!--FpML-5-1 Renamed from 'fxStrikePrice' to 'strike'-->
      <strike>
        <rate>0.4920</rate>
        <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis>
      </strike>
<!--FpML-5-1 remove 'quotedAs' component from FpML-->
<!--quotedAs>
                                <optionOnCurrency>AUD</optionOnCurrency>
                                <faceOnCurrency>USD</faceOnCurrency>
                                <quotedTenor>
                                        <periodMultiplier>6</periodMultiplier>
                                        <period>M</period>
                                </quotedTenor>
                        </quotedAs-->
      <premium>
<!--invalid rule fx-22:buyerPartyReference/@href must be equal to fxOptionPremiumpremium/payerPartyReference/@href and sellerPartyReference/@href must be equal to fxOptionPremiumpremium/receiverPartyReference/@href. valid values should be: payerPartyReference =party1 and receiverPartyReference = party2-->
        <payerPartyReference href="party2" />
        <receiverPartyReference href="party1" />
<!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'-->
<!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference-->
        <paymentDate>
          <adjustableDate>
            <unadjustedDate>2001-12-06</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
          </adjustableDate>
        </paymentDate>
<!--FpML-5-0 Renamed from 'premiumAmount' to 'amount'-->
<!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'-->
        <paymentAmount>
          <currency>USD</currency>
          <amount>36900</amount>
        </paymentAmount>
        <settlementInformation>
          <settlementInstruction>
            <correspondentInformation>
              <routingIds>
                <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">PARTYAUS33</routingId>
              </routingIds>
            </correspondentInformation>
            <beneficiary>
              <routingIds>
                <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId>
              </routingIds>
            </beneficiary>
          </settlementInstruction>
        </settlementInformation>
<!--FpML-5-1 Renamed from 'premiumQuote' to 'quote'-->
        <quote>
<!--FpML-5-1 Renamed from 'premiumValue' to 'value'-->
          <value>0.001</value>
<!--FpML-5-1 Renamed from 'premiumQuoteBasis' to 'quoteBasis'-->
          <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis>
        </quote>
      </premium>
    </fxOption>
  </trade>
  <party id="party1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId>
    <partyName>Party A</partyName>
  </party>
  <party id="party2">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId>
    <partyName>ABN Amro</partyName>
  </party>
</requestConfirmation>