interchange-schema-registry/Registry/FpML/5.0.0/confirmation/validation/invalid-testcases/invalid-ref-30-01.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 <FpML xsi:type="RequestValuationReport" ..> -><requestValuationReport>-->
<valuationDocument
    xmlns="http://www.fpml.org/FpML-5/confirmation"
    fpmlVersion="5-10"
>56323 56990 2000-04-25Z 2001-08-30Z NONE 2006-08-30Z MODFOLLOWING EUTA MODFOLLOWING 1 Y 30 1 Y CalculationPeriodEndDate MODFOLLOWING EUTA 100000000 EUR 0.05 30/360 true 2002-08-20 2001-08-30Z 2002-08-30Z 100000000 0.05 2003-08-29Z 2002-08-28Z 2003-08-29Z 100000000 0.05 2004-08-30Z 2003-08-29Z 2005-08-30Z 100000000 0.05 2005-08-30Z 2004-08-30Z 2005-08-30Z 100000000 0.05 2006-08-30Z 2005-08-30Z 2006-08-30Z 100000000 0.05 2001-08-30Z NONE 2006-08-30Z MODFOLLOWING EUTA MODFOLLOWING 6 M 30 6 M CalculationPeriodEndDate MODFOLLOWING EUTA CalculationPeriodStartDate -2 D Business NONE EUTA 6 M MODFOLLOWING 100000000 EUR EUR-EURIBOR-Telerate 6 M ACT/360 true 2002-02-28Z 2001-08-30Z 2002-02-28Z 100000000 2001-08-28Z 1 2002-08-30Z 2002-02-28Z 2002-08-30Z 100000000 2002-02-26Z 1 2003-02-28Z 2002-08-30Z 2003-02-28Z 100000000 2002-08-28Z 1 2003-08-29Z 2003-02-28Z 2003-08-29Z 100000000 2003-02-26Z 1 2004-02-27Z 2003-08-29Z 2004-02-27Z 100000000 2003-08-27Z 1 2004-08-30Z 2004-02-27Z 2005-08-30Z 100000000 2004-02-25Z 1 2005-02-28Z 2004-08-30Z 2005-02-28Z 100000000 2004-08-27Z 1 2005-08-30Z 2005-02-28Z 2005-08-30Z 100000000 2005-02-24Z 1 2006-02-28Z 2005-08-30Z 2006-02-28Z 100000000 2005-08-26Z 1 2006-08-30Z 2006-02-28Z 2006-08-30Z 100000000 2006-02-24Z 1 -5 D Business NONE EUTA GBLO 0 D NONE 09:00:00 BEBR 11:00:00 BEBR GBLO true NonExercisingParty 11:00:00 EUTA -2 D Business NONE GBLO EUTA 2003-08-30Z 2004-08-30Z FOLLOWING GBLO EUTA EUR Mid 2003-08-25Z 2003-09-01Z 2003-08-28Z 2003-09-01Z 2003-08-23Z 2004-08-30Z 2004-08-26Z 2004-08-30Z EUR 10000000 USD 1000000 Party A PQRXYZ someMarket GBLO 2014-02-19 EUR INR USD Currency1PerCurrency2 2013-02-19 
<header>
  <messageId messageIdScheme="http://www.fpml.org/msg-id">123</messageId>
  <sentBy>DEF</sentBy>
  <sendTo>ABC</sendTo>
  <creationTimestamp>2007-04-02T15:38:00-00:00</creationTimestamp>
</header>
<validation validationScheme="http://www.someURL.com/code" />
<trade>
  <tradeHeader>
    <partyTradeIdentifier>
      <partyReference href="party1" />
      <tradeId tradeIdScheme="http://www.jpmorgan.com/swaps/trade-id">56323</tradeId>
    </partyTradeIdentifier>
    <partyTradeIdentifier>
      <partyReference href="party2" />
      <tradeId tradeIdScheme="http://www.msdw/swaps/trade-id">56990</tradeId>
    </partyTradeIdentifier>
    <tradeDate>2000-04-25Z</tradeDate>
  </tradeHeader>
  <swap>
    <swapStream>
      <payerPartyReference href="party1" />
      <receiverPartyReference href="party2" />
      <calculationPeriodDates id="CalcPeriodDates0">
        <effectiveDate>
          <unadjustedDate>2001-08-30Z</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NONE</businessDayConvention>
          </dateAdjustments>
        </effectiveDate>
        <terminationDate>
          <unadjustedDate>2006-08-30Z</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCenters id="accrualBusinessCenters0">
              <businessCenter>EUTA</businessCenter>
            </businessCenters>
          </dateAdjustments>
        </terminationDate>
        <calculationPeriodDatesAdjustments>
          <businessDayConvention>MODFOLLOWING</businessDayConvention>
          <businessCentersReference href="accrualBusinessCenters0" />
        </calculationPeriodDatesAdjustments>
        <calculationPeriodFrequency>
          <periodMultiplier>1</periodMultiplier>
          <period>Y</period>
          <rollConvention>30</rollConvention>
        </calculationPeriodFrequency>
      </calculationPeriodDates>
      <paymentDates>
        <calculationPeriodDatesReference href="CalcPeriodDates0" />
        <paymentFrequency>
          <periodMultiplier>1</periodMultiplier>
          <period>Y</period>
        </paymentFrequency>
        <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
        <paymentDatesAdjustments>
          <businessDayConvention>MODFOLLOWING</businessDayConvention>
          <businessCenters id="paymentBusinessCenters0">
            <businessCenter>EUTA</businessCenter>
          </businessCenters>
        </paymentDatesAdjustments>
      </paymentDates>
      <calculationPeriodAmount>
        <calculation>
          <notionalSchedule>
            <notionalStepSchedule>
              <initialValue>100000000</initialValue>
              <currency>EUR</currency>
            </notionalStepSchedule>
          </notionalSchedule>
          <fixedRateSchedule>
            <initialValue>0.05</initialValue>
          </fixedRateSchedule>
          <dayCountFraction>30/360</dayCountFraction>
        </calculation>
      </calculationPeriodAmount>
      <cashflows>
        <cashflowsMatchParameters>true</cashflowsMatchParameters>
        <paymentCalculationPeriod>
<!-- CHANGE Replaced with an unadjustedPaymentDate element.
            <adjustedPaymentDate>2002-08-20Z</adjustedPaymentDate>
-->
          <unadjustedPaymentDate>2002-08-20</unadjustedPaymentDate>
          <calculationPeriod>
            <adjustedStartDate>2001-08-30Z</adjustedStartDate>
            <adjustedEndDate>2002-08-30Z</adjustedEndDate>
            <notionalAmount>100000000</notionalAmount>
            <fixedRate>0.05</fixedRate>
          </calculationPeriod>
        </paymentCalculationPeriod>
        <paymentCalculationPeriod>
          <adjustedPaymentDate>2003-08-29Z</adjustedPaymentDate>
          <calculationPeriod>
            <adjustedStartDate>2002-08-28Z</adjustedStartDate>
            <adjustedEndDate>2003-08-29Z</adjustedEndDate>
            <notionalAmount>100000000</notionalAmount>
            <fixedRate>0.05</fixedRate>
          </calculationPeriod>
        </paymentCalculationPeriod>
        <paymentCalculationPeriod>
          <adjustedPaymentDate>2004-08-30Z</adjustedPaymentDate>
          <calculationPeriod>
            <adjustedStartDate>2003-08-29Z</adjustedStartDate>
            <adjustedEndDate>2005-08-30Z</adjustedEndDate>
            <notionalAmount>100000000</notionalAmount>
            <fixedRate>0.05</fixedRate>
          </calculationPeriod>
        </paymentCalculationPeriod>
        <paymentCalculationPeriod>
          <adjustedPaymentDate>2005-08-30Z</adjustedPaymentDate>
          <calculationPeriod>
            <adjustedStartDate>2004-08-30Z</adjustedStartDate>
            <adjustedEndDate>2005-08-30Z</adjustedEndDate>
            <notionalAmount>100000000</notionalAmount>
            <fixedRate>0.05</fixedRate>
          </calculationPeriod>
        </paymentCalculationPeriod>
        <paymentCalculationPeriod>
          <adjustedPaymentDate>2006-08-30Z</adjustedPaymentDate>
          <calculationPeriod>
            <adjustedStartDate>2005-08-30Z</adjustedStartDate>
            <adjustedEndDate>2006-08-30Z</adjustedEndDate>
            <notionalAmount>100000000</notionalAmount>
            <fixedRate>0.05</fixedRate>
          </calculationPeriod>
        </paymentCalculationPeriod>
      </cashflows>
    </swapStream>
    <swapStream>
      <payerPartyReference href="party2" />
      <receiverPartyReference href="party1" />
      <calculationPeriodDates id="CalcPeriodDates1">
        <effectiveDate>
          <unadjustedDate>2001-08-30Z</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>NONE</businessDayConvention>
          </dateAdjustments>
        </effectiveDate>
        <terminationDate>
          <unadjustedDate>2006-08-30Z</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCenters id="accrualBusinessCenters1">
              <businessCenter>EUTA</businessCenter>
            </businessCenters>
          </dateAdjustments>
        </terminationDate>
        <calculationPeriodDatesAdjustments>
          <businessDayConvention>MODFOLLOWING</businessDayConvention>
          <businessCentersReference href="accrualBusinessCenters1" />
        </calculationPeriodDatesAdjustments>
        <calculationPeriodFrequency>
          <periodMultiplier>6</periodMultiplier>
          <period>M</period>
          <rollConvention>30</rollConvention>
        </calculationPeriodFrequency>
      </calculationPeriodDates>
      <paymentDates>
        <calculationPeriodDatesReference href="CalcPeriodDates1" />
        <paymentFrequency>
          <periodMultiplier>6</periodMultiplier>
          <period>M</period>
        </paymentFrequency>
        <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
        <paymentDatesAdjustments>
          <businessDayConvention>MODFOLLOWING</businessDayConvention>
          <businessCenters id="paymentBusinessCenters1">
            <businessCenter>EUTA</businessCenter>
          </businessCenters>
        </paymentDatesAdjustments>
      </paymentDates>
      <resetDates id="resetDates0">
        <calculationPeriodDatesReference href="CalcPeriodDates1" />
        <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
        <fixingDates>
          <periodMultiplier>-2</periodMultiplier>
          <period>D</period>
          <dayType>Business</dayType>
          <businessDayConvention>NONE</businessDayConvention>
          <businessCenters id="fixingBusinessCenters0">
            <businessCenter>EUTA</businessCenter>
          </businessCenters>
          <dateRelativeTo href="resetDates0" />
        </fixingDates>
        <resetFrequency>
          <periodMultiplier>6</periodMultiplier>
          <period>M</period>
        </resetFrequency>
        <resetDatesAdjustments>
          <businessDayConvention>MODFOLLOWING</businessDayConvention>
          <businessCentersReference href="paymentBusinessCenters1" />
        </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>
          </floatingRateCalculation>
          <dayCountFraction>ACT/360</dayCountFraction>
        </calculation>
      </calculationPeriodAmount>
      <cashflows>
        <cashflowsMatchParameters>true</cashflowsMatchParameters>
        <paymentCalculationPeriod>
          <adjustedPaymentDate>2002-02-28Z</adjustedPaymentDate>
          <calculationPeriod>
            <adjustedStartDate>2001-08-30Z</adjustedStartDate>
            <adjustedEndDate>2002-02-28Z</adjustedEndDate>
            <notionalAmount>100000000</notionalAmount>
            <floatingRateDefinition>
              <rateObservation>
                <adjustedFixingDate>2001-08-28Z</adjustedFixingDate>
                <observationWeight>1</observationWeight>
              </rateObservation>
            </floatingRateDefinition>
          </calculationPeriod>
        </paymentCalculationPeriod>
        <paymentCalculationPeriod>
          <adjustedPaymentDate>2002-08-30Z</adjustedPaymentDate>
          <calculationPeriod>
            <adjustedStartDate>2002-02-28Z</adjustedStartDate>
            <adjustedEndDate>2002-08-30Z</adjustedEndDate>
            <notionalAmount>100000000</notionalAmount>
            <floatingRateDefinition>
              <rateObservation>
                <adjustedFixingDate>2002-02-26Z</adjustedFixingDate>
                <observationWeight>1</observationWeight>
              </rateObservation>
            </floatingRateDefinition>
          </calculationPeriod>
        </paymentCalculationPeriod>
        <paymentCalculationPeriod>
          <adjustedPaymentDate>2003-02-28Z</adjustedPaymentDate>
          <calculationPeriod>
            <adjustedStartDate>2002-08-30Z</adjustedStartDate>
            <adjustedEndDate>2003-02-28Z</adjustedEndDate>
            <notionalAmount>100000000</notionalAmount>
            <floatingRateDefinition>
              <rateObservation>
                <adjustedFixingDate>2002-08-28Z</adjustedFixingDate>
                <observationWeight>1</observationWeight>
              </rateObservation>
            </floatingRateDefinition>
          </calculationPeriod>
        </paymentCalculationPeriod>
        <paymentCalculationPeriod>
          <adjustedPaymentDate>2003-08-29Z</adjustedPaymentDate>
          <calculationPeriod>
            <adjustedStartDate>2003-02-28Z</adjustedStartDate>
            <adjustedEndDate>2003-08-29Z</adjustedEndDate>
            <notionalAmount>100000000</notionalAmount>
            <floatingRateDefinition>
              <rateObservation>
                <adjustedFixingDate>2003-02-26Z</adjustedFixingDate>
                <observationWeight>1</observationWeight>
              </rateObservation>
            </floatingRateDefinition>
          </calculationPeriod>
        </paymentCalculationPeriod>
        <paymentCalculationPeriod>
          <adjustedPaymentDate>2004-02-27Z</adjustedPaymentDate>
          <calculationPeriod>
            <adjustedStartDate>2003-08-29Z</adjustedStartDate>
            <adjustedEndDate>2004-02-27Z</adjustedEndDate>
            <notionalAmount>100000000</notionalAmount>
            <floatingRateDefinition>
              <rateObservation>
                <adjustedFixingDate>2003-08-27Z</adjustedFixingDate>
                <observationWeight>1</observationWeight>
              </rateObservation>
            </floatingRateDefinition>
          </calculationPeriod>
        </paymentCalculationPeriod>
        <paymentCalculationPeriod>
          <adjustedPaymentDate>2004-08-30Z</adjustedPaymentDate>
          <calculationPeriod>
            <adjustedStartDate>2004-02-27Z</adjustedStartDate>
            <adjustedEndDate>2005-08-30Z</adjustedEndDate>
            <notionalAmount>100000000</notionalAmount>
            <floatingRateDefinition>
              <rateObservation>
                <adjustedFixingDate>2004-02-25Z</adjustedFixingDate>
                <observationWeight>1</observationWeight>
              </rateObservation>
            </floatingRateDefinition>
          </calculationPeriod>
        </paymentCalculationPeriod>
        <paymentCalculationPeriod>
          <adjustedPaymentDate>2005-02-28Z</adjustedPaymentDate>
          <calculationPeriod>
            <adjustedStartDate>2004-08-30Z</adjustedStartDate>
            <adjustedEndDate>2005-02-28Z</adjustedEndDate>
            <notionalAmount>100000000</notionalAmount>
            <floatingRateDefinition>
              <rateObservation>
                <adjustedFixingDate>2004-08-27Z</adjustedFixingDate>
                <observationWeight>1</observationWeight>
              </rateObservation>
            </floatingRateDefinition>
          </calculationPeriod>
        </paymentCalculationPeriod>
        <paymentCalculationPeriod>
          <adjustedPaymentDate>2005-08-30Z</adjustedPaymentDate>
          <calculationPeriod>
            <adjustedStartDate>2005-02-28Z</adjustedStartDate>
            <adjustedEndDate>2005-08-30Z</adjustedEndDate>
            <notionalAmount>100000000</notionalAmount>
            <floatingRateDefinition>
              <rateObservation>
                <adjustedFixingDate>2005-02-24Z</adjustedFixingDate>
                <observationWeight>1</observationWeight>
              </rateObservation>
            </floatingRateDefinition>
          </calculationPeriod>
        </paymentCalculationPeriod>
        <paymentCalculationPeriod>
          <adjustedPaymentDate>2006-02-28Z</adjustedPaymentDate>
          <calculationPeriod>
            <adjustedStartDate>2005-08-30Z</adjustedStartDate>
            <adjustedEndDate>2006-02-28Z</adjustedEndDate>
            <notionalAmount>100000000</notionalAmount>
            <floatingRateDefinition>
              <rateObservation>
                <adjustedFixingDate>2005-08-26Z</adjustedFixingDate>
                <observationWeight>1</observationWeight>
              </rateObservation>
            </floatingRateDefinition>
          </calculationPeriod>
        </paymentCalculationPeriod>
        <paymentCalculationPeriod>
          <adjustedPaymentDate>2006-08-30Z</adjustedPaymentDate>
          <calculationPeriod>
            <adjustedStartDate>2006-02-28Z</adjustedStartDate>
            <adjustedEndDate>2006-08-30Z</adjustedEndDate>
            <notionalAmount>100000000</notionalAmount>
            <floatingRateDefinition>
              <rateObservation>
                <adjustedFixingDate>2006-02-24Z</adjustedFixingDate>
                <observationWeight>1</observationWeight>
              </rateObservation>
            </floatingRateDefinition>
          </calculationPeriod>
        </paymentCalculationPeriod>
      </cashflows>
    </swapStream>
    <earlyTerminationProvision>
      <optionalEarlyTermination>
        <bermudaExercise id="BermudaExercise0">
          <bermudaExerciseDates>
            <relativeDates>
              <periodMultiplier>-5</periodMultiplier>
              <period>D</period>
              <dayType>Business</dayType>
              <businessDayConvention>NONE</businessDayConvention>
              <businessCenters>
                <businessCenter>EUTA</businessCenter>
                <businessCenter>GBLO</businessCenter>
              </businessCenters>
              <dateRelativeTo href="cashSettlement0" />
            </relativeDates>
          </bermudaExerciseDates>
          <relevantUnderlyingDate>
            <relativeDates>
              <periodMultiplier>0</periodMultiplier>
              <period>D</period>
              <businessDayConvention>NONE</businessDayConvention>
              <dateRelativeTo href="cashSettlement0" />
            </relativeDates>
          </relevantUnderlyingDate>
          <earliestExerciseTime>
            <hourMinuteTime>09:00:00</hourMinuteTime>
            <businessCenter>BEBR</businessCenter>
          </earliestExerciseTime>
          <expirationTime>
            <hourMinuteTime>11:00:00</hourMinuteTime>
            <businessCenter>BEBR</businessCenter>
          </expirationTime>
        </bermudaExercise>
        <exerciseNotice>
          <partyReference href="party2" />
          <businessCenter>GBLO</businessCenter>
        </exerciseNotice>
        <followUpConfirmation>true</followUpConfirmation>
        <calculationAgent>
          <calculationAgentParty>NonExercisingParty</calculationAgentParty>
        </calculationAgent>
        <cashSettlement id="cashSettlement0">
          <cashSettlementValuationTime>
            <hourMinuteTime>11:00:00</hourMinuteTime>
            <businessCenter>EUTA</businessCenter>
          </cashSettlementValuationTime>
          <cashSettlementValuationDate>
            <periodMultiplier>-2</periodMultiplier>
            <period>D</period>
            <dayType>Business</dayType>
            <businessDayConvention>NONE</businessDayConvention>
            <businessCenters>
              <businessCenter>GBLO</businessCenter>
              <businessCenter>EUTA</businessCenter>
            </businessCenters>
            <dateRelativeTo href="cashSettlementPayment0" />
          </cashSettlementValuationDate>
          <cashSettlementPaymentDate id="cashSettlementPayment0">
            <adjustableDates>
              <unadjustedDate>2003-08-30Z</unadjustedDate>
              <unadjustedDate>2004-08-30Z</unadjustedDate>
              <dateAdjustments>
                <businessDayConvention>FOLLOWING</businessDayConvention>
                <businessCenters>
                  <businessCenter>GBLO</businessCenter>
                  <businessCenter>EUTA</businessCenter>
                </businessCenters>
              </dateAdjustments>
            </adjustableDates>
          </cashSettlementPaymentDate>
          <cashPriceMethod>
            <cashSettlementCurrency>EUR</cashSettlementCurrency>
            <quotationRateType>Mid</quotationRateType>
          </cashPriceMethod>
        </cashSettlement>
        <optionalEarlyTerminationAdjustedDates>
          <earlyTerminationEvent>
            <adjustedExerciseDate>2003-08-25Z</adjustedExerciseDate>
            <adjustedEarlyTerminationDate>2003-09-01Z</adjustedEarlyTerminationDate>
            <adjustedCashSettlementValuationDate>2003-08-28Z</adjustedCashSettlementValuationDate>
            <adjustedCashSettlementPaymentDate>2003-09-01Z</adjustedCashSettlementPaymentDate>
          </earlyTerminationEvent>
          <earlyTerminationEvent>
            <adjustedExerciseDate>2003-08-23Z</adjustedExerciseDate>
            <adjustedEarlyTerminationDate>2004-08-30Z</adjustedEarlyTerminationDate>
            <adjustedCashSettlementValuationDate>2004-08-26Z</adjustedCashSettlementValuationDate>
            <adjustedCashSettlementPaymentDate>2004-08-30Z</adjustedCashSettlementPaymentDate>
          </earlyTerminationEvent>
        </optionalEarlyTerminationAdjustedDates>
      </optionalEarlyTermination>
    </earlyTerminationProvision>
    <additionalPayment>
      <payerPartyReference href="party1" />
      <receiverPartyReference href="party2" />
      <paymentAmount>
        <currency>EUR</currency>
        <amount>10000000</amount>
      </paymentAmount>
    </additionalPayment>
<!-- Validation Rule ref-30 - Context: Payment (complex type)
The @href attribute is equal to the @id attribute of an element of type PricingStructure-->
    <additionalPayment href="BermudaExercise0">
      <payerPartyReference href="party1" />
      <receiverPartyReference href="party2" />
      <paymentAmount>
        <currency>USD</currency>
        <amount>1000000</amount>
      </paymentAmount>
    </additionalPayment>
  </swap>
</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">PQRXYZ</partyId>
</party>
<market id="market1">
  <name>someMarket</name>
  <benchmarkQuotes>
    <assetQuote>
      <quote>
        <businessCenter>GBLO</businessCenter>
        <valuationDate>2014-02-19</valuationDate>
      </quote>
    </assetQuote>
  </benchmarkQuotes>
  <fxCurve>
    <currency>EUR</currency>
    <quotedCurrencyPair>
      <currency1>INR</currency1>
      <currency2>USD</currency2>
      <quoteBasis>Currency1PerCurrency2</quoteBasis>
    </quotedCurrencyPair>
  </fxCurve>
  <fxCurveValuation>
    <baseDate>2013-02-19</baseDate>
  </fxCurveValuation>
</market>
</valuationDocument>