interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
131 lines (130 loc) • 6.42 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">FX87654</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy>
<sendTo messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sendTo>
<creationTimestamp>2001-08-16T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.partyA.com/coding-scheme/conversationId">FX65432</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1" />
<tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">PA-12345</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2" />
<tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB-98765</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-08-16</tradeDate>
</tradeHeader>
<!--FpML 5-1 - fxAverageRateOption is part of 'fxOption' - 'features'-->
<fxOption>
<buyerPartyReference href="party2" />
<sellerPartyReference href="party1" />
<!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here-->
<europeanExercise>
<expiryDate>2001-11-30</expiryDate>
<expiryTime>
<hourMinuteTime>12:30:00</hourMinuteTime>
<businessCenter>MXMC</businessCenter>
</expiryTime>
<valueDate>2001-12-04</valueDate>
</europeanExercise>
<!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)-->
<!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise-->
<!--FpML-5-0 'valueDate' moved inside exercise style type (e.g. europeanExercise)-->
<!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'-->
<putCurrencyAmount>
<currency>MXN</currency>
<amount>5750000</amount>
</putCurrencyAmount>
<callCurrencyAmount>
<currency>USD</currency>
<amount>585539.71</amount>
</callCurrencyAmount>
<!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'-->
<strike>
<rate>9.82</rate>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike>
<!--FpML 5-1 fxSimpleOption product, added new 'feature' structure-->
<!--FpML 5-1 fxAverageRateOption product, added 'feature/asian' level to the existing structure-->
<features>
<asian>
<primaryRateSource>
<rateSource>Reuters</rateSource>
<rateSourcePage>BNBX</rateSourcePage>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>18:00:00</hourMinuteTime>
<businessCenter>MXMC</businessCenter>
</fixingTime>
<!--FpML 5-1 fxAverageRateOption product, Renamed 'averageRateObservationSchedule' to 'observationSchedule'-->
<observationSchedule>
<!--FpML 5-1 fxAverageRateOption product, Renamed 'observationStartDate' to 'startDate'-->
<!-- Invalid rule fx-9: startDate must be before endDate. The correct value should be <startDate>2001-11-01</startDate> and <endDate>2001-11-30</endDate>-->
<startDate>2001-11-30</startDate>
<!--FpML 5-1 fxAverageRateOption product, Renamed 'observationEndDate' to 'endDate'-->
<endDate>2001-11-01</endDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</observationSchedule>
</asian>
</features>
<!--FpML-5-0 Renamed from 'fxOptionPremium' to 'premium'-->
<premium>
<payerPartyReference href="party2" />
<receiverPartyReference href="party1" />
<!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'-->
<!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference-->
<paymentDate>
<adjustableDate>
<unadjustedDate>2001-08-18</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'-->
<!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'-->
<paymentAmount>
<currency>USD</currency>
<amount>1750</amount>
</paymentAmount>
</premium>
<!--
<payoutCurrency>USD</payoutCurrency>
<averageRateQuoteBasis>PutCurrencyPerCallCurrency</averageRateQuoteBasis>
-->
</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>