interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
101 lines (100 loc) • 4.52 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
-->
<!--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.partyA.com/coding-scheme/messageId">09876</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy>
<sendTo messageAddressScheme="http://www.partyA.com/partyId">CSFBUS33</sendTo>
<creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="hhttp://www.partyA.com/coding-scheme/correlationId">1234</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1" />
<tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">PARTYA345</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2" />
<tradeId tradeIdScheme="http://www.csfb.com/fx/trade-id">CSFB9842</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-01-09</tradeDate>
</tradeHeader>
<fxSingleLeg>
<exchangedCurrency1>
<payerPartyReference href="party2" />
<receiverPartyReference href="party1" />
<paymentAmount>
<currency>USD</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<paymentAmount>
<currency>INR</currency>
<amount>434000000</amount>
</paymentAmount>
</exchangedCurrency2>
<valueDate>2002-04-11</valueDate>
<exchangeRate>
<quotedCurrencyPair>
<currency1>USD</currency1>
<currency2>INR</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<!-- Invalid fx-3 rule: if forwardPoints exists, [rate = 9 spotRate + forwardPoints)] The correct value <rate>43.40</rate> -->
<rate>54.56</rate>
<spotRate>43.35</spotRate>
<forwardPoints>0.05</forwardPoints>
</exchangeRate>
<!--FX Refactoring- renamed from nonDeliverableForward to nonDeliverableSettlement-->
<nonDeliverableSettlement>
<settlementCurrency>USD</settlementCurrency>
<fixing>
<quotedCurrencyPair>
<currency1>USD</currency1>
<currency2>INR</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<fixingDate>2002-02-09</fixingDate>
<!--FX Refactoring - instead of extending "FxSpotRateSource" complex type, added an optional element "fxSpotRateSource" of Type "FxSpotRateSource" that way eliminating dependency on the rate source-->
<fxSpotRateSource>
<primaryRateSource>
<rateSource>Reuters</rateSource>
<rateSourcePage>RBIB</rateSourcePage>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>14:30:00</hourMinuteTime>
<businessCenter>INMU</businessCenter>
</fixingTime>
</fxSpotRateSource>
</fixing>
</nonDeliverableSettlement>
</fxSingleLeg>
</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">391200ZGI3FROE0WYF22</partyId>
</party>
</requestConfirmation>