interchange-schema-registry/Registry/FpML/5.0.0/confirmation/validation/invalid-testcases/invalid-ird-2-02.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
-->
<!--5.0:Message type is a Root of the message-->
<!--5.0 Messaging: changed <TradeAffirmation> -><executionNotification>-->
<executionNotification
    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>
<!--FpML 5.0: Removed "conversationId", replaced by "correlationId"-->
    <messageId messageIdScheme="http://www.ibm.com/MessageScheme">M#101</messageId>
    <sentBy>IBM</sentBy>
    <sendTo>ISDA</sendTo>
    <creationTimestamp>2002-09-24T08:57:00Z</creationTimestamp>
  </header>
<!--5.0 Messaging: added
                <correlationId>
                <sequenceNumber>
        -->
  <isCorrection>false</isCorrection>
  <correlationId correlationIdScheme="http://www.ibm.com/conversationIdScheme">swapStream101</correlationId>
  <sequenceNumber>1</sequenceNumber>
  <trade>
    <tradeHeader>
      <partyTradeIdentifier>
        <partyReference href="party1" />
        <tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
      </partyTradeIdentifier>
      <partyTradeIdentifier>
        <partyReference href="party2" />
        <tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2001-04-29</tradeDate>
    </tradeHeader>
    <capFloor>
      <capFloorStream>
        <payerPartyReference href="party1" />
        <receiverPartyReference href="party2" />
        <calculationPeriodDates id="CalcPeriodDates0">
          <effectiveDate>
            <unadjustedDate>2001-06-30</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
          </effectiveDate>
          <terminationDate>
            <unadjustedDate>2006-06-30</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCenters id="accrualBusinessCenters0">
                <businessCenter>GBLO</businessCenter>
                <businessCenter>EUTA</businessCenter>
              </businessCenters>
            </dateAdjustments>
          </terminationDate>
          <calculationPeriodDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCentersReference href="accrualBusinessCenters0" />
          </calculationPeriodDatesAdjustments>
          <calculationPeriodFrequency>
<!-- CHANGE, Modified by: Christian Date: 13/05/2003
     Changed from 6 
-->
            <periodMultiplier>7</periodMultiplier>
<!-- CHANGE, Modified by: Christian Date: 13/05/2003
     Changed from M
-->
            <period>D</period>
            <rollConvention>30</rollConvention>
          </calculationPeriodFrequency>
        </calculationPeriodDates>
        <paymentDates>
          <calculationPeriodDatesReference href="CalcPeriodDates0" />
          <paymentFrequency>
<!-- CHANGE, Modified by: Christian Date: 13/05/2003
     Changed from 6 
-->
            <periodMultiplier>1</periodMultiplier>
            <period>M</period>
          </paymentFrequency>
          <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
          <paymentDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCenters id="paymentBusinessCenters0">
              <businessCenter>GBLO</businessCenter>
              <businessCenter>EUTA</businessCenter>
            </businessCenters>
          </paymentDatesAdjustments>
        </paymentDates>
        <resetDates id="resetDates0">
          <calculationPeriodDatesReference href="CalcPeriodDates0" />
          <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
          <fixingDates>
            <periodMultiplier>-2</periodMultiplier>
            <period>D</period>
            <dayType>Business</dayType>
            <businessDayConvention>NONE</businessDayConvention>
            <businessCenters id="resetBusinessCenters0">
              <businessCenter>EUTA</businessCenter>
            </businessCenters>
            <dateRelativeTo href="resetDates0" />
          </fixingDates>
          <resetFrequency>
<!--  C24 (http://www.c24.biz) Simon Heinrich: changed periodMultiplier from 6 to 1 -->
            <periodMultiplier>1</periodMultiplier>
<!--  C24 (http://www.c24.biz) Simon Heinrich: changed period from M to D -->
            <period>D</period>
          </resetFrequency>
          <resetDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCentersReference href="resetBusinessCenters0" />
          </resetDatesAdjustments>
        </resetDates>
        <calculationPeriodAmount>
          <calculation>
            <notionalSchedule>
              <notionalStepSchedule>
                <initialValue>100000000</initialValue>
                <currency>EUR</currency>
              </notionalStepSchedule>
            </notionalSchedule>
            <floatingRateCalculation>
              <floatingRateIndex>EUR-EURIBOR-Telerate</floatingRateIndex>
              <indexTenor>
                <periodMultiplier>6</periodMultiplier>
                <period>M</period>
              </indexTenor>
              <floorRateSchedule>
                <initialValue>0.04</initialValue>
                <step>
                  <stepDate>2002-06-30</stepDate>
                  <stepValue>0.0425</stepValue>
                </step>
                <step>
                  <stepDate>2003-06-30</stepDate>
                  <stepValue>0.045</stepValue>
                </step>
                <step>
                  <stepDate>2004-06-30</stepDate>
                  <stepValue>0.0475</stepValue>
                </step>
                <step>
                  <stepDate>2005-06-30</stepDate>
                  <stepValue>0.05</stepValue>
                </step>
                <buyer>Receiver</buyer>
                <seller>Payer</seller>
              </floorRateSchedule>
            </floatingRateCalculation>
            <dayCountFraction>ACT/360</dayCountFraction>
            <compoundingMethod>Flat</compoundingMethod>
          </calculation>
        </calculationPeriodAmount>
      </capFloorStream>
    </capFloor>
  </trade>
  <party id="party1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
  </party>
  <party id="party2">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId>
  </party>
</executionNotification>