interchange-schema-registry/Registry/FpML/5.0.0/confirmation/validation/invalid-testcases/invalid-fx-48-01.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
-->
<!--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">FX87654</messageId>
    <sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy>
    <sendTo messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sendTo>
    <creationTimestamp>2010-11-05T12:34:56-05:00</creationTimestamp>
  </header>
  <isCorrection>false</isCorrection>
  <correlationId correlationIdScheme="http://www.example.com/conversationId">CRR/2007/01/04/2342342</correlationId>
  <sequenceNumber>1</sequenceNumber>
  <trade>
    <tradeHeader>
      <partyTradeIdentifier>
        <partyReference href="party1" />
        <tradeId tradeIdScheme="http://www.chase.com/fx/trade-id">CH-23948</tradeId>
      </partyTradeIdentifier>
      <partyTradeIdentifier>
        <partyReference href="party2" />
        <tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB-89080</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2010-08-16</tradeDate>
    </tradeHeader>
    <fxOption>
      <buyerPartyReference href="party2" />
      <sellerPartyReference href="party1" />
      <europeanExercise>
        <expiryDate>2010-11-30</expiryDate>
        <expiryTime>
          <hourMinuteTime>12:30:00</hourMinuteTime>
          <businessCenter>MXMC</businessCenter>
        </expiryTime>
        <valueDate>2010-12-04</valueDate>
      </europeanExercise>
      <putCurrencyAmount>
        <currency>MXN</currency>
        <amount>5750000</amount>
      </putCurrencyAmount>
      <callCurrencyAmount>
        <currency>USD</currency>
        <amount>463709.68</amount>
      </callCurrencyAmount>
      <strike>
        <rate>12.40</rate>
        <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
      </strike>
      <features>
        <asian>
          <primaryRateSource>
            <rateSource>Reuters</rateSource>
            <rateSourcePage>BNBX</rateSourcePage>
          </primaryRateSource>
          <fixingTime>
            <hourMinuteTime>18:00:00</hourMinuteTime>
            <businessCenter>MXMC</businessCenter>
          </fixingTime>
          <observationSchedule>
            <startDate>2010-11-01</startDate>
            <endDate>2010-11-30</endDate>
            <calculationPeriodFrequency>
              <periodMultiplier>1</periodMultiplier>
              <period>D</period>
              <rollConvention>NONE</rollConvention>
            </calculationPeriodFrequency>
          </observationSchedule>
          <rateObservation>
            <date>2010-11-01</date>
            <averageRateWeightingFactor>1</averageRateWeightingFactor>
            <rate>12.34527</rate>
          </rateObservation>
          <rateObservation>
            <date>2010-11-02</date>
            <averageRateWeightingFactor>1</averageRateWeightingFactor>
            <rate>12.34527</rate>
          </rateObservation>
          <rateObservation>
            <date>2010-11-03</date>
            <averageRateWeightingFactor>1</averageRateWeightingFactor>
            <rate>12.26109</rate>
          </rateObservation>
          <rateObservation>
            <date>2010-11-04</date>
            <averageRateWeightingFactor>1</averageRateWeightingFactor>
            <rate>12.21616</rate>
          </rateObservation>
          <rateObservation>
            <date>2010-11-05</date>
            <averageRateWeightingFactor>3</averageRateWeightingFactor>
            <rate>12.24930</rate>
          </rateObservation>
<!--rule fx-48: If one rateObsevation/rate exists, then rateObservationQuoteBasis must exist. -->
<!--<rateObservationQuoteBasis>PutCurrencyPerCallCurrency</rateObservationQuoteBasis>-->
        </asian>
      </features>
      <premium>
        <payerPartyReference href="party2" />
        <receiverPartyReference href="party1" />
<!--FpML 5-1: As part of FX Product Refactoring work, Renamed from premiumSettlementDate to settlementDate-->
<!--FpML 5-1: As part of FX Product Refactoring work, renamed from settlementDate to paymentDate/adjustableDate/unadjustedDate; moved before paymentAmount; allows dateAdjustments and relativeDate reference-->
        <paymentDate>
          <adjustableDate>
            <unadjustedDate>2010-08-18</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
          </adjustableDate>
        </paymentDate>
<!--FpML 5-1: As part of FX Product Refactoring work, Renamed from premiumAmount to amount-->
<!--FpML 5-1: As part of FX Product Refactoring work, renamed from amount to paymentAmount; moved after paymentDate-->
        <paymentAmount>
          <currency>USD</currency>
          <amount>1750</amount>
        </paymentAmount>
      </premium>
    </fxOption>
  </trade>
  <party id="party1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">7H6GLXDRUGQFU57RNE97</partyId>
  </party>
  <party id="party2">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId>
  </party>
</requestConfirmation>