interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
151 lines (150 loc) • 6.67 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
-->
<!--
== Example 13 Double Knockout Barrier FX Option
== Trade Date : 2002-01-03
== Expiry Date : 2002-03-04
== Expiry Time : 10:00
== Option Buyer : DB
== Option Seller : Party A
== Double Barrier Option : 2.5b JPY Put on 23,798,191.34 USD @ 105.05 strike w/ knockout at 102 & 115
== Option Premium : 192,765.35 USD (0.81% of USD)
== Premium Payment: 2002-01-07
== Value Date : 2002-03-06
== Business Center : New York
== Reference Spot : 106
-->
<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.db.com/coding-scheme/messageId">FX109876</messageId>
<sentBy messageAddressScheme="http://www.db.com/partyId">DEUTDEFF</sentBy>
<sendTo messageAddressScheme="http://www.db.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2002-01-03T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.db.com/coding-scheme/correlationId">FX01234</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1" />
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2" />
<tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-01-03</tradeDate>
</tradeHeader>
<fxOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DOUBLEBARRIER</productType>
<buyerPartyReference href="party2" />
<sellerPartyReference href="party1" />
<europeanExercise>
<expiryDate>2002-03-04</expiryDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter>USNY</businessCenter>
</expiryTime>
<valueDate>2002-03-06</valueDate>
</europeanExercise>
<putCurrencyAmount>
<currency>JPY</currency>
<amount>2500000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency>USD</currency>
<amount>23798191.34</amount>
</callCurrencyAmount>
<strike>
<rate>105.05</rate>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike>
<spotRate>106</spotRate>
<features>
<barrier>
<!--FpML 5-5, Deprecate 'ReverseKnockin' and 'ReverseKnockout' values for 'barrierType', and add 'direction'. -->
<barrierType>Knockout</barrierType>
<direction>Down</direction>
<quotedCurrencyPair>
<currency1>USD</currency1>
<currency2>JPY</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>102</triggerRate>
<informationSource>
<rateSource>Reuters</rateSource>
<rateSourcePage>JPY=</rateSourcePage>
</informationSource>
<!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule -->
<observationStartDate>2002-01-03</observationStartDate>
<observationEndDate>2002-03-04</observationEndDate>
<observationEndTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter>USNY</businessCenter>
</observationEndTime>
</barrier>
<barrier>
<barrierType>Knockout</barrierType>
<direction>Up</direction>
<quotedCurrencyPair>
<currency1>USD</currency1>
<currency2>JPY</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>115</triggerRate>
<informationSource>
<rateSource>Reuters</rateSource>
<rateSourcePage>JPY=</rateSourcePage>
</informationSource>
<!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule -->
<observationStartDate>2002-01-03</observationStartDate>
<observationEndDate>2002-03-04</observationEndDate>
<observationEndTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter>USNY</businessCenter>
</observationEndTime>
</barrier>
</features>
<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="party1" />
<receiverPartyReference href="party2" />
<paymentDate>
<adjustableDate>
<unadjustedDate>2002-01-07</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency>USD</currency>
<amount>192765.35</amount>
</paymentAmount>
<quote>
<value>0.0081</value>
<quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis>
</quote>
</premium>
</fxOption>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId>
</party>
</requestConfirmation>