interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
161 lines (160 loc) • 8.52 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
-->
<!--
== Example 10 Simple FX Option
== Trade Date : 2001-12-04
== Expiry Date : 2002-06-04
== Option Buyer : Party A
== Option Seller : ABN Amro
== American 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
==
-->
<!--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">FX109876</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo>
<creationTimestamp>2001-12-04T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/correlationId">FX01234</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1" />
<tradeId tradeIdScheme="http://partyA.com/trades">123456789</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2" />
<tradeId tradeIdScheme="http://adnamro.com/trade-ids">ABN1789</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-12-04</tradeDate>
</tradeHeader>
<!--FpML 5-1: As part of FX Product Refactoring work, Renamed from fxSimpleOption to fxOption-->
<fxOption>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">AmericanFXOption</productType>
<buyerPartyReference href="party1" />
<sellerPartyReference href="party2" />
<!--FpML 5-1: As part of FX Product Refactoring work, Instead of exerciseStyle Enum, created specific exercise type e.g. europeanExercise, americanExercise. expiryDateTime: expiryDate, expiryTime, cutName and valueDate was moved in here-->
<americanExercise>
<!--FpML 5-1: As part of FX Product Refactoring work, added new element commencementDate-->
<!--FpML 5-1: As part of FX Product Refactoring work, made commencementDate ofType AdjustableOrRelative instead of date -->
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-12-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<!--invalid rule fx-52: fxOption/americanExercise/expiryDate must be after tradeHeader/tradeDate. Correct value is <expiryDate>2002-06-04</expiryDate> -->
<expiryDate>2001-12-03</expiryDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter>USNY</businessCenter>
</expiryTime>
<cutName>NewYork</cutName>
<!--FpML 5-1: As part of FX Product Refactoring work, latestValueDate was renamed from valueDate moved inside exercise style type (e.g. americanExercise)-->
<latestValueDate>2002-06-06</latestValueDate>
</americanExercise>
<!--FpML 5-1: As part of FX Product Refactoring work, expiryDateTime: expiryDate, expiryTime, cutName was moved inside exercise style type (e.g. americanExercise)-->
<!--FpML 5-1: As part of FX Product Refactoring work, instead of exerciseStyle Enum, created specific exercise type e.g. europeanExercise, americanExercise-->
<!--FpML 5-1: As part of FX Product Refactoring work, valueDate was renamed to latestValueDate moved inside exercise style type (e.g. americanExercise)-->
<putCurrencyAmount>
<currency>AUD</currency>
<amount>75000000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency>USD</currency>
<amount>36900000</amount>
</callCurrencyAmount>
<!--FpML 5-1: As part of FX Product Refactoring work, renamed from fxStrikePrice to strike-->
<strike>
<rate>0.4920</rate>
<strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis>
</strike>
<!--FpML 5-1: As part of FX Product Refactoring work, removed from fxOption-->
<!--<quotedAs>
<optionOnCurrency>AUD</optionOnCurrency>
<faceOnCurrency>USD</faceOnCurrency>
<quotedTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</quotedTenor>
</quotedAs>-->
<!--FpML 5-1: As part of FX Product Refactoring work, renamed from fxOptionPremium to premium-->
<premium>
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<!--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>2001-12-06</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>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: As part of FX Product Refactoring work, renamed from premiumQuote to quote-->
<quote>
<!--FpML 5-1: As part of FX Product Refactoring work, renamed from premiumValue to value-->
<value>0.001</value>
<!--FpML 5-1: As part of FX Product Refactoring work, 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>PARTYA</partyName>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId>
<partyName>ABN Amro</partyName>
</party>
</requestConfirmation>