interchange-schema-registry/Registry/FpML/5.0.0/confirmation/validation/invalid-testcases/invalid-shared-4-01.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="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.partyA.com/trade-id">123</tradeId>
      </partyTradeIdentifier>
      <partyTradeIdentifier>
        <partyReference href="party2" />
        <tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2000-08-30</tradeDate>
    </tradeHeader>
    <swaption>
      <buyerPartyReference href="party1" />
      <sellerPartyReference href="party2" />
      <premium>
        <payerPartyReference href="party1" />
        <receiverPartyReference href="party2" />
        <paymentAmount>
          <currency>EUR</currency>
          <amount>100000</amount>
        </paymentAmount>
        <paymentDate>
          <unadjustedDate>2000-08-30</unadjustedDate>
          <dateAdjustments>
            <businessDayConvention>FOLLOWING</businessDayConvention>
            <businessCenters>
              <businessCenter>EUTA</businessCenter>
            </businessCenters>
          </dateAdjustments>
        </paymentDate>
      </premium>
      <europeanExercise id="europeanExercise0">
        <expirationDate>
          <adjustableDate>
            <unadjustedDate>2001-08-28</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>FOLLOWING</businessDayConvention>
              <businessCenters>
                <businessCenter>EUTA</businessCenter>
                <businessCenter>GBLO</businessCenter>
              </businessCenters>
            </dateAdjustments>
          </adjustableDate>
        </expirationDate>
        <earliestExerciseTime>
          <hourMinuteTime>09:00:00</hourMinuteTime>
          <businessCenter>GBLO</businessCenter>
        </earliestExerciseTime>
        <expirationTime>
          <hourMinuteTime>11:00:00</hourMinuteTime>
          <businessCenter>GBLO</businessCenter>
        </expirationTime>
        <exerciseFee>
          <payerPartyReference href="party1" />
          <receiverPartyReference href="party2" />
          <notionalReference href="notional0" />
          <feeAmount>100000</feeAmount>
          <feePaymentDate>
            <periodMultiplier>0</periodMultiplier>
            <period>D</period>
            <businessDayConvention>NONE</businessDayConvention>
            <businessCenters>
              <businessCenter>EUTA</businessCenter>
            </businessCenters>
            <dateRelativeTo href="europeanExercise0" />
          </feePaymentDate>
        </exerciseFee>
      </europeanExercise>
      <exerciseProcedure>
        <manualExercise>
          <exerciseNotice>
            <partyReference href="party1" />
            <businessCenter>BEBR</businessCenter>
          </exerciseNotice>
        </manualExercise>
        <followUpConfirmation>true</followUpConfirmation>
      </exerciseProcedure>
      <calculationAgent>
        <calculationAgentPartyReference href="party2" />
      </calculationAgent>
      <cashSettlement id="cashSettlement0">
        <cashSettlementValuationTime>
          <hourMinuteTime>11:00:00</hourMinuteTime>
          <businessCenter>EUTA</businessCenter>
        </cashSettlementValuationTime>
        <cashSettlementValuationDate>
          <periodMultiplier>0</periodMultiplier>
          <period>D</period>
          <businessDayConvention>NONE</businessDayConvention>
          <dateRelativeTo href="cashSettlement0" />
        </cashSettlementValuationDate>
        <cashSettlementPaymentDate>
          <relativeDate>
            <periodMultiplier>2</periodMultiplier>
            <period>D</period>
            <dayType>Business</dayType>
<!-- CHANGE, Modified by: Christian, Date: 27/05/2003
     Changed from: NONE -->
            <businessDayConvention>FOLLOWING</businessDayConvention>
            <businessCenters>
              <businessCenter>EUTA</businessCenter>
            </businessCenters>
            <dateRelativeTo href="europeanExercise0" />
          </relativeDate>
        </cashSettlementPaymentDate>
        <parYieldCurveUnadjustedMethod>
          <settlementRateSource>
            <informationSource>
              <rateSource>ISDA</rateSource>
            </informationSource>
          </settlementRateSource>
          <quotationRateType>Mid</quotationRateType>
        </parYieldCurveUnadjustedMethod>
      </cashSettlement>
      <swaptionStraddle>true</swaptionStraddle>
      <swaptionAdjustedDates>
        <exerciseEvent>
          <adjustedExerciseDate>2001-08-28</adjustedExerciseDate>
          <adjustedRelevantSwapEffectiveDate>2001-08-30</adjustedRelevantSwapEffectiveDate>
        </exerciseEvent>
      </swaptionAdjustedDates>
      <swap>
        <swapStream>
          <payerPartyReference href="party1" />
          <receiverPartyReference href="party2" />
          <calculationPeriodDates id="CalcPeriodDates0">
            <effectiveDate>
              <unadjustedDate>2001-08-30</unadjustedDate>
              <dateAdjustments>
                <businessDayConvention>NONE</businessDayConvention>
              </dateAdjustments>
            </effectiveDate>
            <terminationDate>
              <unadjustedDate>2006-08-30</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 id="notional0">
                <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>
              <adjustedPaymentDate>2002-08-20</adjustedPaymentDate>
              <calculationPeriod>
                <adjustedStartDate>2001-08-30</adjustedStartDate>
                <adjustedEndDate>2002-08-30</adjustedEndDate>
                <notionalAmount>100000000</notionalAmount>
                <fixedRate>0.05</fixedRate>
              </calculationPeriod>
            </paymentCalculationPeriod>
            <paymentCalculationPeriod>
              <adjustedPaymentDate>2003-08-29</adjustedPaymentDate>
              <calculationPeriod>
                <adjustedStartDate>2002-08-28</adjustedStartDate>
                <adjustedEndDate>2003-08-29</adjustedEndDate>
                <notionalAmount>100000000</notionalAmount>
                <fixedRate>0.05</fixedRate>
              </calculationPeriod>
            </paymentCalculationPeriod>
            <paymentCalculationPeriod>
              <adjustedPaymentDate>2004-08-30</adjustedPaymentDate>
              <calculationPeriod>
                <adjustedStartDate>2003-08-29</adjustedStartDate>
                <adjustedEndDate>2005-08-30</adjustedEndDate>
                <notionalAmount>100000000</notionalAmount>
                <fixedRate>0.05</fixedRate>
              </calculationPeriod>
            </paymentCalculationPeriod>
            <paymentCalculationPeriod>
              <adjustedPaymentDate>2005-08-30</adjustedPaymentDate>
              <calculationPeriod>
                <adjustedStartDate>2004-08-30</adjustedStartDate>
                <adjustedEndDate>2005-08-30</adjustedEndDate>
                <notionalAmount>100000000</notionalAmount>
                <fixedRate>0.05</fixedRate>
              </calculationPeriod>
            </paymentCalculationPeriod>
            <paymentCalculationPeriod>
              <adjustedPaymentDate>2006-08-30</adjustedPaymentDate>
              <calculationPeriod>
                <adjustedStartDate>2005-08-30</adjustedStartDate>
                <adjustedEndDate>2006-08-30</adjustedEndDate>
                <notionalAmount>100000000</notionalAmount>
                <fixedRate>0.05</fixedRate>
              </calculationPeriod>
            </paymentCalculationPeriod>
          </cashflows>
        </swapStream>
        <swapStream>
          <payerPartyReference href="party2" />
          <receiverPartyReference href="party1" />
          <calculationPeriodDates id="CalcPeriodDates1">
            <effectiveDate>
              <unadjustedDate>2001-08-30</unadjustedDate>
              <dateAdjustments>
                <businessDayConvention>NONE</businessDayConvention>
              </dateAdjustments>
            </effectiveDate>
            <terminationDate>
              <unadjustedDate>2006-08-30</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>2002-02-28</adjustedPaymentDate>
              <calculationPeriod>
                <adjustedStartDate>2001-08-30</adjustedStartDate>
                <adjustedEndDate>2002-02-28</adjustedEndDate>
                <notionalAmount>100000000</notionalAmount>
                <floatingRateDefinition>
                  <rateObservation>
                    <adjustedFixingDate>2001-08-28</adjustedFixingDate>
                    <observationWeight>1</observationWeight>
                  </rateObservation>
                </floatingRateDefinition>
              </calculationPeriod>
            </paymentCalculationPeriod>
            <paymentCalculationPeriod>
              <adjustedPaymentDate>2002-08-30</adjustedPaymentDate>
              <calculationPeriod>
                <adjustedStartDate>2002-02-28</adjustedStartDate>
                <adjustedEndDate>2002-08-30</adjustedEndDate>
                <notionalAmount>100000000</notionalAmount>
                <floatingRateDefinition>
                  <rateObservation>
                    <adjustedFixingDate>2002-02-26</adjustedFixingDate>
                    <observationWeight>1</observationWeight>
                  </rateObservation>
                </floatingRateDefinition>
              </calculationPeriod>
            </paymentCalculationPeriod>
            <paymentCalculationPeriod>
              <adjustedPaymentDate>2003-02-28</adjustedPaymentDate>
              <calculationPeriod>
                <adjustedStartDate>2002-08-30</adjustedStartDate>
                <adjustedEndDate>2003-02-28</adjustedEndDate>
                <notionalAmount>100000000</notionalAmount>
                <floatingRateDefinition>
                  <rateObservation>
                    <adjustedFixingDate>2002-08-28</adjustedFixingDate>
                    <observationWeight>1</observationWeight>
                  </rateObservation>
                </floatingRateDefinition>
              </calculationPeriod>
            </paymentCalculationPeriod>
            <paymentCalculationPeriod>
              <adjustedPaymentDate>2003-08-29</adjustedPaymentDate>
              <calculationPeriod>
                <adjustedStartDate>2003-02-28</adjustedStartDate>
                <adjustedEndDate>2003-08-29</adjustedEndDate>
                <notionalAmount>100000000</notionalAmount>
                <floatingRateDefinition>
                  <rateObservation>
                    <adjustedFixingDate>2003-02-26</adjustedFixingDate>
                    <observationWeight>1</observationWeight>
                  </rateObservation>
                </floatingRateDefinition>
              </calculationPeriod>
            </paymentCalculationPeriod>
            <paymentCalculationPeriod>
              <adjustedPaymentDate>2004-02-27</adjustedPaymentDate>
              <calculationPeriod>
                <adjustedStartDate>2003-08-29</adjustedStartDate>
                <adjustedEndDate>2004-02-27</adjustedEndDate>
                <notionalAmount>100000000</notionalAmount>
                <floatingRateDefinition>
                  <rateObservation>
                    <adjustedFixingDate>2003-08-27</adjustedFixingDate>
                    <observationWeight>1</observationWeight>
                  </rateObservation>
                </floatingRateDefinition>
              </calculationPeriod>
            </paymentCalculationPeriod>
            <paymentCalculationPeriod>
              <adjustedPaymentDate>2004-08-30</adjustedPaymentDate>
              <calculationPeriod>
                <adjustedStartDate>2004-02-27</adjustedStartDate>
                <adjustedEndDate>2005-08-30</adjustedEndDate>
                <notionalAmount>100000000</notionalAmount>
                <floatingRateDefinition>
                  <rateObservation>
                    <adjustedFixingDate>2004-02-25</adjustedFixingDate>
                    <observationWeight>1</observationWeight>
                  </rateObservation>
                </floatingRateDefinition>
              </calculationPeriod>
            </paymentCalculationPeriod>
            <paymentCalculationPeriod>
              <adjustedPaymentDate>2005-02-28</adjustedPaymentDate>
              <calculationPeriod>
                <adjustedStartDate>2004-08-30</adjustedStartDate>
                <adjustedEndDate>2005-02-28</adjustedEndDate>
                <notionalAmount>100000000</notionalAmount>
                <floatingRateDefinition>
                  <rateObservation>
                    <adjustedFixingDate>2004-08-27</adjustedFixingDate>
                    <observationWeight>1</observationWeight>
                  </rateObservation>
                </floatingRateDefinition>
              </calculationPeriod>
            </paymentCalculationPeriod>
            <paymentCalculationPeriod>
              <adjustedPaymentDate>2005-08-30</adjustedPaymentDate>
              <calculationPeriod>
                <adjustedStartDate>2005-02-28</adjustedStartDate>
                <adjustedEndDate>2005-08-30</adjustedEndDate>
                <notionalAmount>100000000</notionalAmount>
                <floatingRateDefinition>
                  <rateObservation>
                    <adjustedFixingDate>2005-02-24</adjustedFixingDate>
                    <observationWeight>1</observationWeight>
                  </rateObservation>
                </floatingRateDefinition>
              </calculationPeriod>
            </paymentCalculationPeriod>
            <paymentCalculationPeriod>
              <adjustedPaymentDate>2006-02-28</adjustedPaymentDate>
              <calculationPeriod>
                <adjustedStartDate>2005-08-30</adjustedStartDate>
                <adjustedEndDate>2006-02-28</adjustedEndDate>
                <notionalAmount>100000000</notionalAmount>
                <floatingRateDefinition>
                  <rateObservation>
                    <adjustedFixingDate>2005-08-26</adjustedFixingDate>
                    <observationWeight>1</observationWeight>
                  </rateObservation>
                </floatingRateDefinition>
              </calculationPeriod>
            </paymentCalculationPeriod>
            <paymentCalculationPeriod>
              <adjustedPaymentDate>2006-08-30</adjustedPaymentDate>
              <calculationPeriod>
                <adjustedStartDate>2006-02-28</adjustedStartDate>
                <adjustedEndDate>2006-08-30</adjustedEndDate>
                <notionalAmount>100000000</notionalAmount>
                <floatingRateDefinition>
                  <rateObservation>
                    <adjustedFixingDate>2006-02-24</adjustedFixingDate>
                    <observationWeight>1</observationWeight>
                  </rateObservation>
                </floatingRateDefinition>
              </calculationPeriod>
            </paymentCalculationPeriod>
          </cashflows>
        </swapStream>
      </swap>
    </swaption>
  </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">Party B</partyId>
  </party>
</executionNotification>