interchange-schema-registry/Registry/FpML/5.0.0/confirmation/validation/invalid-testcases/invalid-shared-1-03.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="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>
    <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/correlationIdScheme">101</correlationId>
  <sequenceNumber>1</sequenceNumber>
  <trade>
    <tradeHeader>
      <partyTradeIdentifier>
        <partyReference href="party1" />
        <tradeId tradeIdScheme="http://www.bankA.com/swaps/trade-id">TW9235</tradeId>
      </partyTradeIdentifier>
      <partyTradeIdentifier>
        <partyReference href="party2" />
        <tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">SW2000</tradeId>
      </partyTradeIdentifier>
      <tradeDate>1994-12-12</tradeDate>
    </tradeHeader>
    <swap>
<!-- Bank A pays the floating rate every 6 months, based on 6M EUR-LIBOR-BBA,
            on an ACT/360 basis -->
      <swapStream>
        <payerPartyReference href="party1" />
        <receiverPartyReference href="party2" />
        <calculationPeriodDates id="floatingCalcPeriodDates">
          <effectiveDate>
            <unadjustedDate>1994-12-14</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
          </effectiveDate>
          <terminationDate>
            <unadjustedDate>1999-12-14</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCenters id="primaryBusinessCenters">
                <businessCenter>EUTA</businessCenter>
                <businessCenter>GBLO</businessCenter>
              </businessCenters>
            </dateAdjustments>
          </terminationDate>
          <calculationPeriodDatesAdjustments>
<!-- CHANGE, Modified by: Christian Date: 13/05/2003
     Changed from MODFOLLOWING to NONE -->
            <businessDayConvention>NONE</businessDayConvention>
            <businessCentersReference href="primaryBusinessCenters" />
          </calculationPeriodDatesAdjustments>
          <calculationPeriodFrequency>
            <periodMultiplier>6</periodMultiplier>
            <period>M</period>
            <rollConvention>14</rollConvention>
          </calculationPeriodFrequency>
        </calculationPeriodDates>
        <paymentDates>
          <calculationPeriodDatesReference href="floatingCalcPeriodDates" />
          <paymentFrequency>
            <periodMultiplier>6</periodMultiplier>
            <period>M</period>
          </paymentFrequency>
          <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
          <paymentDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCentersReference href="primaryBusinessCenters" />
          </paymentDatesAdjustments>
        </paymentDates>
        <resetDates id="resetDates">
          <calculationPeriodDatesReference href="floatingCalcPeriodDates" />
          <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
          <fixingDates>
            <periodMultiplier>-2</periodMultiplier>
            <period>D</period>
            <dayType>Business</dayType>
            <businessDayConvention>NONE</businessDayConvention>
            <businessCenters>
              <businessCenter>EUTA</businessCenter>
            </businessCenters>
            <dateRelativeTo href="resetDates" />
          </fixingDates>
          <resetFrequency>
            <periodMultiplier>6</periodMultiplier>
            <period>M</period>
          </resetFrequency>
          <resetDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCentersReference href="primaryBusinessCenters" />
          </resetDatesAdjustments>
        </resetDates>
        <calculationPeriodAmount>
          <calculation>
            <notionalSchedule>
              <notionalStepSchedule>
                <initialValue>50000000</initialValue>
                <currency>EUR</currency>
              </notionalStepSchedule>
            </notionalSchedule>
            <floatingRateCalculation>
              <floatingRateIndex>EUR-LIBOR-BBA</floatingRateIndex>
              <indexTenor>
                <periodMultiplier>6</periodMultiplier>
                <period>M</period>
              </indexTenor>
            </floatingRateCalculation>
            <dayCountFraction>ACT/360</dayCountFraction>
          </calculation>
        </calculationPeriodAmount>
      </swapStream>
<!-- Barclays pays the 6% fixed rate every year on a 30E/360 basis -->
      <swapStream>
        <payerPartyReference href="party2" />
        <receiverPartyReference href="party1" />
        <calculationPeriodDates id="fixedCalcPeriodDates">
          <effectiveDate>
            <unadjustedDate>1994-12-14</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
          </effectiveDate>
          <terminationDate>
            <unadjustedDate>1999-12-14</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCentersReference href="primaryBusinessCenters" />
            </dateAdjustments>
          </terminationDate>
          <calculationPeriodDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCentersReference href="primaryBusinessCenters" />
          </calculationPeriodDatesAdjustments>
          <calculationPeriodFrequency>
            <periodMultiplier>1</periodMultiplier>
            <period>Y</period>
            <rollConvention>14</rollConvention>
          </calculationPeriodFrequency>
        </calculationPeriodDates>
        <paymentDates>
          <calculationPeriodDatesReference href="fixedCalcPeriodDates" />
          <paymentFrequency>
            <periodMultiplier>1</periodMultiplier>
            <period>Y</period>
          </paymentFrequency>
          <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
          <paymentDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCentersReference href="primaryBusinessCenters" />
          </paymentDatesAdjustments>
        </paymentDates>
        <calculationPeriodAmount>
          <calculation>
            <notionalSchedule>
              <notionalStepSchedule>
                <initialValue>50000000</initialValue>
                <currency>EUR</currency>
              </notionalStepSchedule>
            </notionalSchedule>
            <fixedRateSchedule>
              <initialValue>0.06</initialValue>
            </fixedRateSchedule>
            <dayCountFraction>30E/360</dayCountFraction>
          </calculation>
        </calculationPeriodAmount>
      </swapStream>
    </swap>
  </trade>
  <party id="party1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5299003X2Y7GWCF0KT81</partyId>
    <partyName>Bank A</partyName>
  </party>
  <party id="party2">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">529900DTJ5A7S5UCBB52</partyId>
  </party>
</executionNotification>