interchange-schema-registry/Registry/FpML/5.0.0/confirmation/validation/invalid-testcases/invalid-ref-12-01.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
-->
<!--5.0:Message type is a Root of the message-->
<dataDocument
    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"
>
  <trade>
    <tradeHeader>
      <partyTradeIdentifier>
        <partyReference href="partyA" />
        <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">86918</tradeId>
      </partyTradeIdentifier>
      <partyTradeIdentifier>
        <partyReference href="partyB" />
        <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">86918</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2007-04-19</tradeDate>
    </tradeHeader>
    <swap>
      <swapStream id="floatingLeg">
        <payerPartyReference href="partyB" />
        <receiverPartyReference href="partyA" />
        <calculationPeriodDates id="floatingLegCalcPeriodDates">
          <effectiveDate>
            <unadjustedDate>2007-04-18</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
          </effectiveDate>
          <terminationDate id="floatingLegTerminationDate">
            <unadjustedDate>2010-01-04</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>FOLLOWING</businessDayConvention>
              <businessCenters>
                <businessCenter>BRRJ</businessCenter>
                <businessCenter>BRSP</businessCenter>
                <businessCenter>BRBR</businessCenter>
              </businessCenters>
            </dateAdjustments>
          </terminationDate>
          <calculationPeriodDatesAdjustments>
            <businessDayConvention>FOLLOWING</businessDayConvention>
            <businessCenters>
              <businessCenter>BRRJ</businessCenter>
              <businessCenter>BRSP</businessCenter>
              <businessCenter>BRBR</businessCenter>
            </businessCenters>
          </calculationPeriodDatesAdjustments>
          <calculationPeriodFrequency>
            <periodMultiplier>1</periodMultiplier>
            <period>D</period>
            <rollConvention>NONE</rollConvention>
          </calculationPeriodFrequency>
        </calculationPeriodDates>
        <paymentDates>
          <valuationDatesReference href="floatingLegFxFixingDates" />
          <paymentFrequency>
            <periodMultiplier>1</periodMultiplier>
            <period>T</period>
          </paymentFrequency>
          <payRelativeTo>ValuationDate</payRelativeTo>
          <paymentDaysOffset>
            <periodMultiplier>1</periodMultiplier>
            <period>D</period>
            <dayType>Business</dayType>
          </paymentDaysOffset>
          <paymentDatesAdjustments>
            <businessDayConvention>FOLLOWING</businessDayConvention>
            <businessCenters>
              <businessCenter>USNY</businessCenter>
            </businessCenters>
          </paymentDatesAdjustments>
        </paymentDates>
        <resetDates id="floatingLegResetDates">
          <calculationPeriodDatesReference href="floatingLegCalcPeriodDates" />
          <fixingDates>
            <periodMultiplier>1</periodMultiplier>
            <period>D</period>
            <dayType>Calendar</dayType>
            <businessDayConvention>FOLLOWING</businessDayConvention>
            <businessCenters>
              <businessCenter>BRRJ</businessCenter>
              <businessCenter>BRSP</businessCenter>
              <businessCenter>BRBR</businessCenter>
            </businessCenters>
            <dateRelativeTo href="floatingLegResetDates" />
          </fixingDates>
          <resetFrequency>
            <periodMultiplier>1</periodMultiplier>
            <period>D</period>
          </resetFrequency>
          <resetDatesAdjustments>
            <businessDayConvention>FOLLOWING</businessDayConvention>
            <businessCenters>
              <businessCenter>BRRJ</businessCenter>
              <businessCenter>BRSP</businessCenter>
              <businessCenter>BRBR</businessCenter>
            </businessCenters>
          </resetDatesAdjustments>
        </resetDates>
        <calculationPeriodAmount>
          <calculation>
            <notionalSchedule>
              <notionalStepSchedule>
                <initialValue>10000000.0</initialValue>
                <currency>BRL</currency>
              </notionalStepSchedule>
            </notionalSchedule>
            <floatingRateCalculation>
              <floatingRateIndex>BRL-CDI</floatingRateIndex>
              <indexTenor>
                <periodMultiplier>1</periodMultiplier>
                <period>D</period>
              </indexTenor>
            </floatingRateCalculation>
            <dayCountFraction>BUS/252</dayCountFraction>
            <compoundingMethod>Flat</compoundingMethod>
          </calculation>
        </calculationPeriodAmount>
        <settlementProvision>
          <settlementCurrency>USD</settlementCurrency>
          <nonDeliverableSettlement>
            <referenceCurrency>BRL</referenceCurrency>
            <fxFixingDate id="floatingLegFxFixingDates">
              <periodMultiplier>-1</periodMultiplier>
              <period>D</period>
              <businessDayConvention>PRECEDING</businessDayConvention>
              <businessCenters>
                <businessCenter>BRRJ</businessCenter>
                <businessCenter>BRSP</businessCenter>
                <businessCenter>BRBR</businessCenter>
                <businessCenter>USNY</businessCenter>
              </businessCenters>
              <dateRelativeToCalculationPeriodDates>
                <calculationPeriodDatesReference href="floatingLegTerminationDate" />
              </dateRelativeToCalculationPeriodDates>
            </fxFixingDate>
            <settlementRateOption>BRL.PTAX/BRL09</settlementRateOption>
          </nonDeliverableSettlement>
        </settlementProvision>
      </swapStream>
      <swapStream id="fixedLeg">
        <payerPartyReference href="partyA" />
        <receiverPartyReference href="partyB" />
        <calculationPeriodDates id="fixedLegCalcPeriodDates">
          <effectiveDate>
            <unadjustedDate>2007-04-18</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
          </effectiveDate>
          <terminationDate id="fixedLegTerminationDate">
            <unadjustedDate>2010-01-04</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>FOLLOWING</businessDayConvention>
              <businessCenters>
                <businessCenter>BRRJ</businessCenter>
                <businessCenter>BRSP</businessCenter>
                <businessCenter>BRBR</businessCenter>
              </businessCenters>
            </dateAdjustments>
          </terminationDate>
          <calculationPeriodDatesAdjustments>
            <businessDayConvention>NONE</businessDayConvention>
          </calculationPeriodDatesAdjustments>
          <calculationPeriodFrequency>
            <periodMultiplier>1</periodMultiplier>
            <period>T</period>
            <rollConvention>NONE</rollConvention>
          </calculationPeriodFrequency>
        </calculationPeriodDates>
        <paymentDates>
          <resetDatesReference href="fixedLegFxFixingDates" />
          <paymentFrequency>
            <periodMultiplier>1</periodMultiplier>
            <period>T</period>
          </paymentFrequency>
          <payRelativeTo>ValuationDate</payRelativeTo>
          <paymentDaysOffset>
            <periodMultiplier>1</periodMultiplier>
            <period>D</period>
            <dayType>Business</dayType>
          </paymentDaysOffset>
          <paymentDatesAdjustments>
            <businessDayConvention>FOLLOWING</businessDayConvention>
            <businessCenters>
              <businessCenter>USNY</businessCenter>
            </businessCenters>
          </paymentDatesAdjustments>
        </paymentDates>
        <calculationPeriodAmount>
          <calculation>
            <notionalSchedule>
              <notionalStepSchedule>
                <initialValue>10000000.0</initialValue>
                <currency>BRL</currency>
              </notionalStepSchedule>
            </notionalSchedule>
            <fixedRateSchedule>
              <initialValue>0.1</initialValue>
            </fixedRateSchedule>
            <dayCountFraction>BUS/252</dayCountFraction>
          </calculation>
        </calculationPeriodAmount>
        <settlementProvision>
          <settlementCurrency>USD</settlementCurrency>
          <nonDeliverableSettlement>
            <referenceCurrency>BRL</referenceCurrency>
            <fxFixingDate id="fixedLegFxFixingDates">
              <periodMultiplier>-1</periodMultiplier>
              <period>D</period>
              <businessDayConvention>PRECEDING</businessDayConvention>
              <businessCenters>
                <businessCenter>BRRJ</businessCenter>
                <businessCenter>BRSP</businessCenter>
                <businessCenter>BRBR</businessCenter>
                <businessCenter>USNY</businessCenter>
              </businessCenters>
              <dateRelativeToCalculationPeriodDates>
                <calculationPeriodDatesReference href="fixedLegTerminationDate" />
              </dateRelativeToCalculationPeriodDates>
            </fxFixingDate>
            <settlementRateOption>BRL.PTAX/BRL09</settlementRateOption>
          </nonDeliverableSettlement>
        </settlementProvision>
      </swapStream>
    </swap>
    <calculationAgent>
      <calculationAgentPartyReference href="partyA" />
    </calculationAgent>
    <calculationAgentBusinessCenter>USNY</calculationAgentBusinessCenter>
    <documentation>
      <masterAgreement>
        <masterAgreementType>ISDA</masterAgreementType>
      </masterAgreement>
      <contractualDefinitions>ISDA2000</contractualDefinitions>
    </documentation>
  </trade>
  <party id="partyA">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">DELTA123</partyId>
    <partyName>Delta Bank Ltd</partyName>
  </party>
  <party id="partyB">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">METRO123</partyId>
    <partyName>Metro Bank Ltd</partyName>
  </party>
</dataDocument>