interchange-schema-registry/Registry/FpML/5.0.0/confirmation/validation/invalid-testcases/invalid-ref-3-01.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-->
<!--5.0 Messaging: changed <TradeCreated> -><TradeExecution> -><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.barclaysglobal.com/partners/schema/v1-1/schemes/messageID">GW:0EB40A0q</messageId>
    <sentBy>BGIAGB2L</sentBy>
    <sendTo>WSSOGB2L</sendTo>
    <creationTimestamp>2005-01-24T04:36:35-08:00</creationTimestamp>
  </header>
<!--5.0 Messaging: added
                <correlationId>
                <sequenceNumber>
        -->
  <isCorrection>false</isCorrection>
  <correlationId correlationIdScheme="http://www.barclaysglobal/conversationIdScheme">creditDefaultSwap0EB40A0q</correlationId>
  <sequenceNumber>3</sequenceNumber>
  <trade>
    <tradeHeader>
      <partyTradeIdentifier>
        <partyReference href="party2" />
        <tradeId id="tid1" tradeIdScheme="http://www.barclaysglobal.com/partners/schema/v1-1/schemes/tradeID">DJITRAXXUSDMS5Y</tradeId>
        <linkId id="lid1" linkIdScheme="http://www.barclaysglobal.com/partners/schema/v1-1/schemes/linkID">USDINDEX</linkId>
      </partyTradeIdentifier>
      <tradeDate>2004-01-24</tradeDate>
    </tradeHeader>
    <creditDefaultSwap>
      <generalTerms>
        <effectiveDate>
          <unadjustedDate>2004-03-23</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NONE</businessDayConvention>
          </dateAdjustments>
        </effectiveDate>
        <scheduledTerminationDate>
          <unadjustedDate>2009-03-20</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NONE</businessDayConvention>
          </dateAdjustments>
        </scheduledTerminationDate>
        <buyerPartyReference href="party2" />
        <sellerPartyReference href="party1" />
        <basketReferenceInformation>
          <basketName basketNameScheme="http://www.barclaysglobal.com/partners/coding-scheme/indexId">CDS Basket Sample</basketName>
          <basketId basketIdScheme="http://www.barclaysglobal.com/partners/coding-scheme/indexId">BASKET089</basketId>
          <referencePool>
            <referencePoolItem>
              <constituentWeight>
                <basketPercentage>0.40</basketPercentage>
              </constituentWeight>
              <referencePair>
                <referenceEntity id="agriumEntity">
                  <entityName>Agrium Inc.</entityName>
                  <entityId entityIdScheme="http://www.fpml.org/spec/2003/entity-id-RED-1-0">008HA7</entityId>
                </referenceEntity>
                <referenceObligation>
                  <bond>
                    <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-CUSIP-1-0">008916AB4</instrumentId>
                    <couponRate>0.077</couponRate>
                    <maturity>2017-02-01</maturity>
                  </bond>
                  <primaryObligorReference href="agriumEntity" />
                </referenceObligation>
                <entityType>NorthAmericanInvestmentGrade</entityType>
              </referencePair>
<!--ref-3 - The @href attribute is equal to the @id attribute of an element of type ProtectionTerms-->
              <protectionTermsReference href="creditEventOne" />
              <settlementTermsReference href="settlementTermsOne" />
            </referencePoolItem>
            <referencePoolItem>
              <constituentWeight>
                <basketPercentage>0.30</basketPercentage>
              </constituentWeight>
              <referencePair>
                <referenceEntity id="tenetEntity">
                  <entityName>Tenet Healthcare Corporation</entityName>
                  <entityId entityIdScheme="http://www.fpml.org/spec/2003/entity-id-RED-1-0">8G836J</entityId>
                </referenceEntity>
                <referenceObligation>
                  <bond>
                    <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-CUSIP-1-0">88033GAT7</instrumentId>
                    <couponRate>0.06</couponRate>
                    <maturity>2011-12-01</maturity>
                  </bond>
                  <primaryObligorReference href="tenetEntity" />
                </referenceObligation>
                <entityType>NorthAmericanInvestmentGrade</entityType>
              </referencePair>
<!--ref-3 - The @href attribute is equal to the @id attribute of an element of type ProtectionTerms-->
              <protectionTermsReference href="creditEventOne" />
              <settlementTermsReference href="settlementTermsOne" />
            </referencePoolItem>
            <referencePoolItem>
              <constituentWeight>
                <basketPercentage>0.30</basketPercentage>
              </constituentWeight>
              <referencePair>
                <referenceEntity id="telecoEntity">
                  <entityName>Teleco Corporation Europe</entityName>
                  <entityId entityIdScheme="http://www.fpml.org/spec/2003/entity-id-RED-1-0">8G8KT</entityId>
                </referenceEntity>
                <referenceObligation>
                  <bond>
                    <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-CUSIP-1-0">88033GAT7</instrumentId>
                    <couponRate>0.08</couponRate>
                    <maturity>2009-12-01</maturity>
                  </bond>
                  <primaryObligorReference href="tenetEntity" />
                </referenceObligation>
                <entityType>NorthAmericanInvestmentGrade</entityType>
              </referencePair>
              <protectionTermsReference href="creditEventTwo" />
              <settlementTermsReference href="settlementTermsTwo" />
            </referencePoolItem>
          </referencePool>
          <nthToDefault>1</nthToDefault>
        </basketReferenceInformation>
      </generalTerms>
      <feeLeg>
        <periodicPayment>
          <fixedAmountCalculation>
            <calculationAmount>
              <currency>USD</currency>
              <amount>25000000</amount>
            </calculationAmount>
            <fixedRate>0.0060</fixedRate>
            <dayCountFraction>ACT/ACT.ISDA</dayCountFraction>
          </fixedAmountCalculation>
        </periodicPayment>
      </feeLeg>
      <protectionTerms id="protectionTermsOne">
        <calculationAmount>
          <currency>USD</currency>
          <amount>25000000</amount>
        </calculationAmount>
        <creditEvents id="creditEventOne">
          <bankruptcy>true</bankruptcy>
          <failureToPay>
            <applicable>true</applicable>
            <gracePeriodExtension>
              <applicable>true</applicable>
              <gracePeriod>
                <periodMultiplier>0</periodMultiplier>
                <period>D</period>
              </gracePeriod>
            </gracePeriodExtension>
            <paymentRequirement>
              <currency>GBP</currency>
              <amount>1000000.00</amount>
            </paymentRequirement>
          </failureToPay>
          <creditEventNotice>
            <notifyingParty>
              <buyerPartyReference href="party2" />
              <sellerPartyReference href="party1" />
            </notifyingParty>
            <publiclyAvailableInformation>
              <standardPublicSources>true</standardPublicSources>
              <specifiedNumber>2</specifiedNumber>
            </publiclyAvailableInformation>
          </creditEventNotice>
        </creditEvents>
        <obligations>
          <category>BondOrLoan</category>
        </obligations>
      </protectionTerms>
      <protectionTerms id="protectionTermsTwo">
        <calculationAmount>
          <currency>EUR</currency>
          <amount>10000000</amount>
        </calculationAmount>
        <creditEvents id="creditEventTwo">
          <bankruptcy>true</bankruptcy>
          <failureToPay>
            <applicable>true</applicable>
            <gracePeriodExtension>
              <applicable>true</applicable>
              <gracePeriod>
                <periodMultiplier>1</periodMultiplier>
                <period>D</period>
                <dayType>Business</dayType>
              </gracePeriod>
            </gracePeriodExtension>
            <paymentRequirement>
              <currency>GBP</currency>
              <amount>1000000.00</amount>
            </paymentRequirement>
          </failureToPay>
          <creditEventNotice>
            <notifyingParty>
              <buyerPartyReference href="party2" />
              <sellerPartyReference href="party1" />
            </notifyingParty>
            <publiclyAvailableInformation>
              <standardPublicSources>true</standardPublicSources>
              <specifiedNumber>2</specifiedNumber>
            </publiclyAvailableInformation>
          </creditEventNotice>
        </creditEvents>
        <obligations>
          <category>BondOrLoan</category>
        </obligations>
      </protectionTerms>
      <cashSettlementTerms id="settlementTermsOne">
        <settlementCurrency>USD</settlementCurrency>
      </cashSettlementTerms>
      <cashSettlementTerms id="settlementTermsTwo">
        <settlementCurrency>EUR</settlementCurrency>
      </cashSettlementTerms>
    </creditDefaultSwap>
    <documentation>
      <contractualDefinitions>ISDA2003Credit</contractualDefinitions>
      <contractualTermsSupplement>
        <type>ISDA2003CreditMay2003</type>
      </contractualTermsSupplement>
    </documentation>
  </trade>
  <party id="party1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">I7331LVCZKQKX5T7XV54</partyId>
    <partyName>Morgan Stanley Captial Services</partyName>
  </party>
  <party id="party2">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800H14XVWOV87OI72</partyId>
    <partyName>Barclays Global Investors</partyName>
  </party>
</executionNotification>