interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
100 lines (99 loc) • 4.25 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
-->
<!-- This example is an FX OTC Euro Binary Option
== UBS buys a two week GBP/USD European binary option and pays a premium.
== At expiry, if the spot rate is above the trigger rate, UBS receives a payout.
-->
<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.citi.com/coding-scheme/messageId">FX109876</messageId>
<sentBy messageAddressScheme="http://www.citi.com/partyId">CITIUS33</sentBy>
<sendTo messageAddressScheme="http://www.citi.com/partyId">UBSWGB2L</sendTo>
<creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.citi.com/coding-scheme/correlationId">FX01234</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1" />
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10014</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2" />
<tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20014</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-11-12</tradeDate>
</tradeHeader>
<fxDigitalOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">EuroBinary</productType>
<buyerPartyReference href="party2" />
<sellerPartyReference href="party1" />
<europeanExercise>
<!--invalid rule fx-36: fxDigitalOption/europeanExercise/expiryDate must be after tradeHeader/tradeDate. Correct value is <expiryDate>2001-11-26</expiryDate> -->
<expiryDate>2001-11-12</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter>GBLO</businessCenter>
</expiryTime>
<cutName>LondonEveningPgm</cutName>
<valueDate>2001-11-26</valueDate>
</europeanExercise>
<trigger>
<!--FpML-5-5 'triggerCondition': add values 'AtOrAbove' and 'atOrBelow', deprecate 'Above' and 'Below'. -->
<triggerCondition>AtOrAbove</triggerCondition>
<quotedCurrencyPair>
<currency1>GBP</currency1>
<currency2>USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<triggerRate>1.4800</triggerRate>
<spotRate>1.4800</spotRate>
<informationSource>
<rateSource>Reuters</rateSource>
<rateSourcePage>GBP=</rateSourcePage>
</informationSource>
</trigger>
<payout>
<currency>GBP</currency>
<amount>750000</amount>
<payoutStyle>Immediate</payoutStyle>
</payout>
<premium>
<payerPartyReference href="party2" />
<receiverPartyReference href="party1" />
<paymentDate>
<adjustableDate>
<unadjustedDate>2001-11-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency>GBP</currency>
<amount>53000</amount>
</paymentAmount>
</premium>
</fxDigitalOption>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFM8T61CT2L1QCEMIK50</partyId>
</party>
</requestConfirmation>