interchange-schema-registry
Version:
A Global Schema Registry for Data Interchange formats
100 lines (99 loc) • 4.03 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-->
<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="party1" />
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2" />
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2009-03-25</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2009-03-26</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2014-06-20</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1" />
<sellerPartyReference href="party2" />
<referenceInformation>
<referenceEntity id="referenceEntity">
<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/2003/instrument-id-RED-pair-1-0">8G836JAF2</instrumentId>
</bond>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<initialPayment>
<payerPartyReference href="party1" />
<receiverPartyReference href="party2" />
<adjustablePaymentDate>2009-03-28</adjustablePaymentDate>
<adjustedPaymentDate>2009-03-30</adjustedPaymentDate>
<paymentAmount>
<currency>USD</currency>
<amount>1000</amount>
</paymentAmount>
</initialPayment>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<!--Made rule shared-27 ("All timezones must be the same") invalid by changing timezones from "Z" to "+05:00"-->
<firstPeriodStartDate>2009-03-20+05:00</firstPeriodStartDate>
<firstPaymentDate>2009-06-20</firstPaymentDate>
<rollConvention>20</rollConvention>
<fixedAmountCalculation>
<fixedRate>0.01</fixedRate>
</fixedAmountCalculation>
</periodicPayment>
<marketFixedRate>0.02</marketFixedRate>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency>USD</currency>
<amount>5000000</amount>
</calculationAmount>
</protectionTerms>
</creditDefaultSwap>
<documentation>
<contractualMatrix>
<matrixType>CreditDerivativesPhysicalSettlementMatrix</matrixType>
<matrixTerm>StandardNorthAmericanCorporate</matrixTerm>
</contractualMatrix>
</documentation>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">254900BIAQJIUV6DLE92</partyId>
<partyName>XYZ Bank</partyName>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId>
<partyName>ABC Bank</partyName>
</party>
</dataDocument>