interchange-schema-registry/Registry/FpML/5.0.0/confirmation/validation/invalid-testcases/invalid-shared-8-03.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-->
<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.partyA.com/trade-id">123</tradeId>
      </partyTradeIdentifier>
      <partyTradeIdentifier>
        <partyReference href="party2" />
        <tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
      </partyTradeIdentifier>
      <tradeDate>2001-04-29</tradeDate>
    </tradeHeader>
    <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>2011-08-30</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>
              <notionalStepSchedule>
                <initialValue>100000000</initialValue>
                <currency>EUR</currency>
              </notionalStepSchedule>
            </notionalSchedule>
            <fixedRateSchedule>
              <initialValue>0.05</initialValue>
            </fixedRateSchedule>
            <dayCountFraction>30/360</dayCountFraction>
          </calculation>
        </calculationPeriodAmount>
      </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>2011-08-30</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>
      </swapStream>
      <earlyTerminationProvision>
        <optionalEarlyTermination>
          <americanExercise>
            <commencementDate>
              <relativeDate>
                <periodMultiplier>-5</periodMultiplier>
                <period>D</period>
                <dayType>Business</dayType>
                <businessDayConvention>NONE</businessDayConvention>
                <businessCenters>
                  <businessCenter>EUTA</businessCenter>
                </businessCenters>
                <dateRelativeTo href="cashSettlementPayment0" />
              </relativeDate>
            </commencementDate>
            <expirationDate>
              <relativeDate>
                <periodMultiplier>-5</periodMultiplier>
                <period>D</period>
                <dayType>Business</dayType>
                <businessDayConvention>NONE</businessDayConvention>
                <businessCenters>
                  <businessCenter>EUTA</businessCenter>
                </businessCenters>
                <dateRelativeTo href="cashSettlementPayment0" />
              </relativeDate>
            </expirationDate>
            <relevantUnderlyingDate>
              <relativeDates>
                <periodMultiplier>0</periodMultiplier>
                <period>D</period>
                <businessDayConvention>NONE</businessDayConvention>
                <dateRelativeTo href="cashSettlementPayment0" />
              </relativeDates>
            </relevantUnderlyingDate>
            <earliestExerciseTime>
              <hourMinuteTime>09:00:00</hourMinuteTime>
              <businessCenter>EUTA</businessCenter>
            </earliestExerciseTime>
            <latestExerciseTime>
              <hourMinuteTime>11:00:00</hourMinuteTime>
              <businessCenter>EUTA</businessCenter>
            </latestExerciseTime>
            <expirationTime>
              <hourMinuteTime>11:00:00</hourMinuteTime>
              <businessCenter>EUTA</businessCenter>
            </expirationTime>
          </americanExercise>
          <exerciseNotice>
            <partyReference href="party2" />
            <businessCenter>GBLO</businessCenter>
          </exerciseNotice>
          <followUpConfirmation>true</followUpConfirmation>
          <calculationAgent>
            <calculationAgentPartyReference href="party2" />
          </calculationAgent>
          <cashSettlement>
            <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>EUTA</businessCenter>
              </businessCenters>
              <dateRelativeTo href="cashSettlementPayment0" />
            </cashSettlementValuationDate>
            <cashSettlementPaymentDate id="cashSettlementPayment0">
              <businessDateRange>
<!-- CHANGE, Modified by: Christian, Date: 17/11/2003 
                     Changed from 2001 to 2006 -->
                <unadjustedFirstDate>2006-08-30</unadjustedFirstDate>
                <unadjustedLastDate>2006-08-30</unadjustedLastDate>
                <businessDayConvention>FOLLOWING</businessDayConvention>
                <businessCenters>
                  <businessCenter>GBLO</businessCenter>
                  <businessCenter>EUTA</businessCenter>
                </businessCenters>
              </businessDateRange>
            </cashSettlementPaymentDate>
            <cashPriceMethod>
              <cashSettlementCurrency>EUR</cashSettlementCurrency>
              <quotationRateType>Mid</quotationRateType>
            </cashPriceMethod>
          </cashSettlement>
        </optionalEarlyTermination>
      </earlyTerminationProvision>
    </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">Party B</partyId>
  </party>
</dataDocument>