interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
352 lines (351 loc) • 15.7 kB
text/xml
<!--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 <RequestTradeConfirmation> -><requestConfirmation>-->
<requestConfirmation
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"-->
<!--conversationId conversationIdScheme="http://www.example.com/conversationId">ES/2009/09/01/32-09</conversationId-->
<messageId messageIdScheme="http://www.example.com/messageId">MS/2009/09/01/15-99</messageId>
<sentBy>PARTYABIC1</sentBy>
<sendTo>PARTYBBIC2</sendTo>
<creationTimestamp>2009-09-01T16:38:00Z</creationTimestamp>
</header>
<!--5.0 Messaging: added
<correlationId>
<sequenceNumber>
-->
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationIdScheme">CS/2009/09/01/32-09</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1" />
<tradeId tradeIdScheme="http://www.partyA.com/trade-id-1-0">299442</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2" />
<tradeId tradeIdScheme="http://www.partyB.com/trade-id-1-0">299442</tradeId>
</partyTradeIdentifier>
<tradeDate>2009-09-01</tradeDate>
</tradeHeader>
<equitySwapTransactionSupplement>
<interestLeg id="interestLeg">
<legIdentifier>
<legId legIdScheme="http://www.example.com/legIdScheme">interestLeg</legId>
</legIdentifier>
<payerPartyReference href="party2" />
<receiverPartyReference href="party1" />
<interestLegCalculationPeriodDates id="interestCalcPeriodDates">
<effectiveDate id="interestEffectiveDate">
<adjustableDate>
<unadjustedDate>2009-09-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate id="interestTerminationDate">
<adjustableDate>
<unadjustedDate>2010-03-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="interestCalcPeriodDates" />
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</resetFrequency>
<fixingDates>
<relativeDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter>GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="interestLegPaymentDates" />
</relativeDate>
</fixingDates>
</interestLegResetDates>
<interestLegPaymentDates id="interestLegPaymentDates">
<periodicDates>
<calculationStartDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="interestEffectiveDate" />
</relativeDate>
</calculationStartDate>
<calculationEndDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="interestTerminationDate" />
</relativeDate>
</calculationEndDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>1</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>USNY</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="equityNotionalAmount" />
</notional>
<interestAmount>
<currencyReference href="equityPaymentCurrency" />
<referenceAmount>StandardISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction>ACT/360</dayCountFraction>
<interpolationMethod>LinearZeroYield</interpolationMethod>
</interestCalculation>
</interestLeg>
<returnLeg id="returnLeg">
<legIdentifier>
<legId legIdScheme="http://www.example.com/legIdScheme">returnLeg</legId>
</legIdentifier>
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<effectiveDate id="equityEffectiveDate">
<adjustableDate>
<unadjustedDate>2009-09-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.example.com/exchange-holiday-calendars">KSC</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<adjustableDate>
<unadjustedDate>2010-03-02</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.example.com/exchange-holiday-calendars">KSC</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.example.com/instrument-id-Reuters-RIC-1-0">005430.KS</instrumentId>
<instrumentId instrumentIdScheme="http://www.example.com/instrument-id-ISIN-1-0">KR7005430004</instrumentId>
<description>KOREA AIR SVC ORDINARY</description>
<currency>KRW</currency>
<exchangeId exchangeIdScheme="http://www.example.com/exchangeId">XKRX</exchangeId>
</equity>
<openUnits>60000</openUnits>
<dividendPayout>
<dividendPayoutRatio>1</dividendPayoutRatio>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency>USD</currency>
<amount>5</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<valuationPriceInterim>
<determinationMethod>AsSpecifiedInMasterConfirmation</determinationMethod>
<valuationRules>
<valuationDates id="interimValuationDate">
<periodicDates>
<calculationStartDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="equityEffectiveDate" />
</relativeDate>
</calculationStartDate>
<calculationEndDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="finalValuationDate" />
</relativeDate>
</calculationEndDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>1</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.example.com/exchange-holiday-calendars">KSC</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</valuationDates>
<valuationTimeType>AsSpecifiedInMasterConfirmation</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod>HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="finalValuationDate">
<adjustableDate>
<unadjustedDate>2010-03-02</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.example.com/exchange-holiday-calendars">KSC</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<valuationTimeType>AsSpecifiedInMasterConfirmation</valuationTimeType>
</valuationRules>
</valuationPriceFinal>
<paymentDates>
<paymentDatesInterim>
<relativeDates>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="interimValuationDate" />
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="finalValuationDate" />
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional id="equityNotionalAmount">
<notionalAmount>
<currency>USD</currency>
<amount>300000</amount>
</notionalAmount>
</notional>
<amount>
<currency id="equityPaymentCurrency">USD</currency>
<referenceAmount>StandardISDA</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
<dividendConditions>
<dividendPaymentDate>
<dividendDateReference>SharePayment</dividendDateReference>
<paymentDateOffset>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
</paymentDateOffset>
</dividendPaymentDate>
<dividendPeriod>SecondPeriod</dividendPeriod>
</dividendConditions>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
<fxFeature>
<referenceCurrency>KRW</referenceCurrency>
<crossCurrency>
<fxSpotRateSource>
<primaryRateSource>
<rateSource>Reuters</rateSource>
<rateSourcePage rateSourcePageScheme="http://www.example.com/rate-source-page-1-0">KRW=</rateSourcePage>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>14:45:00</hourMinuteTime>
<businessCenter>KRSE</businessCenter>
</fixingTime>
</fxSpotRateSource>
</crossCurrency>
</fxFeature>
</returnLeg>
<optionalEarlyTermination>true</optionalEarlyTermination>
<breakFeeElection>FundingFee</breakFeeElection>
<breakFeeRate>1.2</breakFeeRate>
<localJurisdiction>NotApplicable</localJurisdiction>
</equitySwapTransactionSupplement>
<calculationAgent>
<!--shared-22: Each calculationAgentPartyReference/@href must be unique. Changed to have the same party referenced twice as a calculation agent. -->
<calculationAgentPartyReference href="party2" />
<calculationAgentPartyReference href="party2" />
</calculationAgent>
<determiningParty href="party2" />
<hedgingParty href="party2" />
<documentation>
<masterConfirmation>
<masterConfirmationType>ISDA2009EquityPanAsia</masterConfirmationType>
<masterConfirmationDate>2009-09-01</masterConfirmationDate>
<masterConfirmationAnnexDate>2009-09-01</masterConfirmationAnnexDate>
<masterConfirmationAnnexType>ISDA2009ShareSwapPanAsia</masterConfirmationAnnexType>
</masterConfirmation>
</documentation>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">PartyABIC1</partyId>
<partyName>A.N.Example</partyName>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">PartyBBIC2</partyId>
<partyName>A.N.Other.Example</partyName>
</party>
</requestConfirmation>