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YL95

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FXFpML

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category: "FX Spot"

description: " On 23 October, 2001, Citibank New York and Barclay's London agree to a foreign exchange trade. The terms of the contract are: Trade date: 23 October, 2001Value date: 25 October, 2001Barclays pays 10,000,000 GBP to CitibankCitibank pays 14,800,000 USD to BarclaysExchange rate equals 1.48 (USD per GBP). Matching Service sends a TradeConfirmed message to CITI with the details of the confirmation."

### Response: "<?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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">CITIUS</sendTo> <creationTimestamp>2001-10-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.barclays.com/fx/trade-id">BARC987</tradeId> </partyTradeIdentifier> <tradeDate>2001-10-23</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>14800000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-10-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.48</rate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">529900DTJ5A7S5UCBB52</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Spot" description: " On 23 October, 2001, Citibank New York and Barclay's London agree to a foreign exchange trade. The terms of the contract are: Trade date: 23 October, 2001Value date: 25 October, 2001Barclays pays 10,000,000 GBP to CitibankCitibank pays 14,800,000 USD to BarclaysExchange rate equals 1.48 (USD per GBP). Matching Service sends a TradeConfirmed message to CITI with the details of the confirmation." ### Response: "<?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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">CITIUS</sendTo> <creationTimestamp>2001-10-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.barclays.com/fx/trade-id">BARC987</tradeId> </partyTradeIdentifier> <tradeDate>2001-10-23</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>14800000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-10-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.48</rate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">529900DTJ5A7S5UCBB52</partyId> </party> </requestConfirmation> "

category: "FX Spot 'Cross' (non-base currency) with Cross Rates"

description: " On 23 October, 2001, Chase New York and CSFB New York agree to a foreign exchange trade. The terms of the contract are similar to Example 1, but in this case, the currencies exchanged are EUR and GBP. Both of these institutions are USD-based, so rates against the base currency (USD) have been captured as well. The terms of the contract are: Trade date: 23 October, 2001Value date: 25 October, 2001CSFB pays 100,000,000 EUR to ChaseChase pays 6,300,680 USD to CSFBExchange rate equals 0.630068 (GBP per EUR).GBPUSD rate equals 1.48, and EURUSD rate equals 0.9325. Chase sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation."

### Response: "<?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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">PARTYAUS</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-10-23T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="hhttp://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">PARTYA345</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.csfb.com/fx/trade-id">CSFB9842</tradeId> </partyTradeIdentifier> <tradeDate>2001-10-23</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>EUR</currency> <amount>6300680</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-10-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>EUR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.630068</rate> <!--5-1 FX Refactoring: Replaced sideRates with more flexible crossRate component to accommodate the currency exchange rates used to cross between the traded currencies --> <crossRate> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> <rate>1.4800</rate> </crossRate> <crossRate> <currency1>USD</currency1> <currency2>EUR</currency2> <quoteBasis>Currency1PerCurrency2</quoteBasis> <rate>0.9325</rate> </crossRate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">391200ZGI3FROE0WYF22</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Spot 'Cross' (non-base currency) with Cross Rates" description: " On 23 October, 2001, Chase New York and CSFB New York agree to a foreign exchange trade. The terms of the contract are similar to Example 1, but in this case, the currencies exchanged are EUR and GBP. Both of these institutions are USD-based, so rates against the base currency (USD) have been captured as well. The terms of the contract are: Trade date: 23 October, 2001Value date: 25 October, 2001CSFB pays 100,000,000 EUR to ChaseChase pays 6,300,680 USD to CSFBExchange rate equals 0.630068 (GBP per EUR).GBPUSD rate equals 1.48, and EURUSD rate equals 0.9325. Chase sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation." ### Response: "<?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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">PARTYAUS</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-10-23T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="hhttp://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">PARTYA345</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.csfb.com/fx/trade-id">CSFB9842</tradeId> </partyTradeIdentifier> <tradeDate>2001-10-23</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>EUR</currency> <amount>6300680</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-10-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>EUR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.630068</rate> <!--5-1 FX Refactoring: Replaced sideRates with more flexible crossRate component to accommodate the currency exchange rates used to cross between the traded currencies --> <crossRate> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> <rate>1.4800</rate> </crossRate> <crossRate> <currency1>USD</currency1> <currency2>EUR</currency2> <quoteBasis>Currency1PerCurrency2</quoteBasis> <rate>0.9325</rate> </crossRate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">391200ZGI3FROE0WYF22</partyId> </party> </requestConfirmation> "

category: "FX Forward"

description: " On 19 November, 2001, ABN Amro and DeutscheBank agree to a one-month forward foreign exchange contract. The terms of the contract are: Trade date: 19 November, 2001Value date: 21 December, 2001DB pays 10,000,000 EUR to ABNABN pays 9,175,000 USD to DBExchange rate equals 0.9175 (USD per EUR).Spot rate equals 0.9130, forward points equals 0.0045. ABN sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation."

### Response: "<?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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">ABN</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-11-19T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.abn-amro.com/fx/trade-id">ABN1234</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB5678</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-19</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>9175000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-12-21</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.9175</rate> <spotRate>0.9130</spotRate> <forwardPoints>0.0045</forwardPoints> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Forward" description: " On 19 November, 2001, ABN Amro and DeutscheBank agree to a one-month forward foreign exchange contract. The terms of the contract are: Trade date: 19 November, 2001Value date: 21 December, 2001DB pays 10,000,000 EUR to ABNABN pays 9,175,000 USD to DBExchange rate equals 0.9175 (USD per EUR).Spot rate equals 0.9130, forward points equals 0.0045. ABN sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation." ### Response: "<?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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">ABN</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-11-19T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.abn-amro.com/fx/trade-id">ABN1234</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB5678</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-19</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>9175000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-12-21</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.9175</rate> <spotRate>0.9130</spotRate> <forwardPoints>0.0045</forwardPoints> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

category: "FX Forward with specific Settlement Instructions"

description: " On 12 November, 2001, UBS Zurich and Citibank New York agree to a foreign exchange contract. The terms of the contract are: Trade date: 12 November, 2001Value date: 21 December, 2001UBS pays 10,000,000 GBP to CitiCiti pays 14,643,000 USD to UBSExchange rate equals 1.4643 (USD per GBP). Matching Service sends a TradeConfirmed message to CITI with the details of the confirmation. Settlement is highlighted in this example. In this case, UBS pays the GBP from their account at UBS London to Citi's GBP account at Citi London, with the ultimate beneficiary being Citi New York. For the USD, Citi pays the USD to ultimate beneficiary UBS Zurich, but in this case, UBS Zurich holds its USD at Citibank, and therefore UBS' account as Citibank is credited."

### Response: "<?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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">CITIUS</sendTo> <creationTimestamp>2001-10-12T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationIdScheme">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">FWD123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">FXD2002987</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-12</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <settlementMethod>SWIFT</settlementMethod> <correspondentInformation> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">UBSWGB2L</routingId> </routingIds> </correspondentInformation> <beneficiaryBank> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">CITIGB2L</routingId> </routingIds> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">CITIUS33</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>14643000</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <beneficiaryBank> <routingIdsAndExplicitDetails> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">CITIUS33</routingId> </routingIds> <routingName>Citibank</routingName> <routingAccountNumber>/C/1234567788</routingAccountNumber> </routingIdsAndExplicitDetails> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">UBSWCHZH</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> </exchangedCurrency2> <valueDate>2002-04-01</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.4643</rate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Forward with specific Settlement Instructions" description: " On 12 November, 2001, UBS Zurich and Citibank New York agree to a foreign exchange contract. The terms of the contract are: Trade date: 12 November, 2001Value date: 21 December, 2001UBS pays 10,000,000 GBP to CitiCiti pays 14,643,000 USD to UBSExchange rate equals 1.4643 (USD per GBP). Matching Service sends a TradeConfirmed message to CITI with the details of the confirmation. Settlement is highlighted in this example. In this case, UBS pays the GBP from their account at UBS London to Citi's GBP account at Citi London, with the ultimate beneficiary being Citi New York. For the USD, Citi pays the USD to ultimate beneficiary UBS Zurich, but in this case, UBS Zurich holds its USD at Citibank, and therefore UBS' account as Citibank is credited." ### Response: "<?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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">CITIUS</sendTo> <creationTimestamp>2001-10-12T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationIdScheme">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">FWD123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">FXD2002987</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-12</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <settlementMethod>SWIFT</settlementMethod> <correspondentInformation> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">UBSWGB2L</routingId> </routingIds> </correspondentInformation> <beneficiaryBank> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">CITIGB2L</routingId> </routingIds> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">CITIUS33</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>14643000</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <beneficiaryBank> <routingIdsAndExplicitDetails> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">CITIUS33</routingId> </routingIds> <routingName>Citibank</routingName> <routingAccountNumber>/C/1234567788</routingAccountNumber> </routingIdsAndExplicitDetails> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">UBSWCHZH</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> </exchangedCurrency2> <valueDate>2002-04-01</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.4643</rate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

category: "FX Forward identified as using standard settlement instructions"

description: " This is identical to Example 3, but the standard settlement scheme is used to highlight that this trade will be paid using standard, pre-agreed settlement instructions. ABN sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation."

### Response: "<?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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">ABN</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-11-19T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.abn-amro.com/fx/trade-id">ABN1234</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB5678</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-19</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>10000000</amount> </paymentAmount> <settlementInformation> <standardSettlementStyle>Standard</standardSettlementStyle> </settlementInformation> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>9175000</amount> </paymentAmount> <settlementInformation> <standardSettlementStyle>Standard</standardSettlementStyle> </settlementInformation> </exchangedCurrency2> <valueDate>2001-12-21</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.9175</rate> <spotRate>0.9130</spotRate> <forwardPoints>0.0045</forwardPoints> <!--08-05-2010 Added an optional element pointValue - The forward point tick/pip factor associated with the quoteBasis for the Quoted CCYPair--> <pointValue>0.0001</pointValue> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Forward identified as using standard settlement instructions" description: " This is identical to Example 3, but the standard settlement scheme is used to highlight that this trade will be paid using standard, pre-agreed settlement instructions. ABN sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation." ### Response: "<?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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">ABN</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-11-19T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.abn-amro.com/fx/trade-id">ABN1234</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB5678</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-19</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>10000000</amount> </paymentAmount> <settlementInformation> <standardSettlementStyle>Standard</standardSettlementStyle> </settlementInformation> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>9175000</amount> </paymentAmount> <settlementInformation> <standardSettlementStyle>Standard</standardSettlementStyle> </settlementInformation> </exchangedCurrency2> <valueDate>2001-12-21</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.9175</rate> <spotRate>0.9130</spotRate> <forwardPoints>0.0045</forwardPoints> <!--08-05-2010 Added an optional element pointValue - The forward point tick/pip factor associated with the quoteBasis for the Quoted CCYPair--> <pointValue>0.0001</pointValue> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

category: "FX Forward with split settlement"

description: " On 12 November, 2001, DeutscheBank Frankfurt and ABN Amro Amsterdam agree to a forward foreign exchange contract. The terms of the contract are: Trade date: 12 November, 2001Value date: 14 February, 2002Deutsche pays 13,000,000 USD to ABNABN pays 14,393,600 EUR to DeutscheExchange rate equals 1.1072 (EUR per USD). Deutsche Bank sends a TradeConfirmed message to ABN Amro with the details of the confirmation. In this example, the exchange rate has been quoted as an "inverted" rate. Split settlement is highlighted in this example in the payment of the USD. Here, the following has been specified: 3,000,000 USD is to be paid to ABNAUS334,000,000 USD is to be paid to ABNAUS4C6,000,000 USD is to be paid to ABNAUS6F The ultimate beneficiary is ABNANL2A for all USD payments, but 3 different accounts have been specified for settlement. For the EUR, ABN pays all EUR to Deutsche, but specifies settlement of the EUR via a debit of ABN's account in EUR with Deutsche."

### Response: "<?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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.db.com/coding-scheme/messageId">FX98765</messageId> <sentBy messageAddressScheme="http://www.db.com/partyId">DEUTDEFF</sentBy> <sendTo messageAddressScheme="http://www.db.com/partyId">ABNANL2A</sendTo> <creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.db.com/coding-scheme/correlationId">FX1234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.db.com/fx/trade-id">FX048VS</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.abn.com/fx/trade-id">USABC023</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-12</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>13000000</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <settlementMethod>SWIFT</settlementMethod> <correspondentInformation> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">DEUTUS33</routingId> </routingIds> </correspondentInformation> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> <splitSettlement> <splitSettlementAmount> <currency>USD</currency> <amount>3000000</amount> </splitSettlementAmount> <beneficiaryBank> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNAUS33</routingId> </routingIds> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> </splitSettlement> <splitSettlement> <splitSettlementAmount> <currency>USD</currency> <amount>4000000</amount> </splitSettlementAmount> <beneficiaryBank> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNAUS4C</routingId> </routingIds> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> </splitSettlement> <splitSettlement> <splitSettlementAmount> <currency>USD</currency> <amount>6000000</amount> </splitSettlementAmount> <beneficiaryBank> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNAUS6F</routingId> </routingIds> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> </splitSettlement> </settlementInstruction> </settlementInformation> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>14393600</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <beneficiaryBank> <routingIdsAndExplicitDetails> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">DEUTDEFF</routingId> </routingIds> <routingName>DeutscheBank</routingName> <routingAccountNumber>/D/123-456-789</routingAccountNumber> </routingIdsAndExplicitDetails> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">DEUTDEFF</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> </exchangedCurrency2> <valueDate>2002-02-14</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>EUR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.1072</rate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Forward with split settlement" description: " On 12 November, 2001, DeutscheBank Frankfurt and ABN Amro Amsterdam agree to a forward foreign exchange contract. The terms of the contract are: Trade date: 12 November, 2001Value date: 14 February, 2002Deutsche pays 13,000,000 USD to ABNABN pays 14,393,600 EUR to DeutscheExchange rate equals 1.1072 (EUR per USD). Deutsche Bank sends a TradeConfirmed message to ABN Amro with the details of the confirmation. In this example, the exchange rate has been quoted as an "inverted" rate. Split settlement is highlighted in this example in the payment of the USD. Here, the following has been specified: 3,000,000 USD is to be paid to ABNAUS334,000,000 USD is to be paid to ABNAUS4C6,000,000 USD is to be paid to ABNAUS6F The ultimate beneficiary is ABNANL2A for all USD payments, but 3 different accounts have been specified for settlement. For the EUR, ABN pays all EUR to Deutsche, but specifies settlement of the EUR via a debit of ABN's account in EUR with Deutsche." ### Response: "<?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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.db.com/coding-scheme/messageId">FX98765</messageId> <sentBy messageAddressScheme="http://www.db.com/partyId">DEUTDEFF</sentBy> <sendTo messageAddressScheme="http://www.db.com/partyId">ABNANL2A</sendTo> <creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.db.com/coding-scheme/correlationId">FX1234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.db.com/fx/trade-id">FX048VS</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.abn.com/fx/trade-id">USABC023</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-12</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>13000000</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <settlementMethod>SWIFT</settlementMethod> <correspondentInformation> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">DEUTUS33</routingId> </routingIds> </correspondentInformation> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> <splitSettlement> <splitSettlementAmount> <currency>USD</currency> <amount>3000000</amount> </splitSettlementAmount> <beneficiaryBank> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNAUS33</routingId> </routingIds> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> </splitSettlement> <splitSettlement> <splitSettlementAmount> <currency>USD</currency> <amount>4000000</amount> </splitSettlementAmount> <beneficiaryBank> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNAUS4C</routingId> </routingIds> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> </splitSettlement> <splitSettlement> <splitSettlementAmount> <currency>USD</currency> <amount>6000000</amount> </splitSettlementAmount> <beneficiaryBank> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNAUS6F</routingId> </routingIds> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> </splitSettlement> </settlementInstruction> </settlementInformation> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>14393600</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <beneficiaryBank> <routingIdsAndExplicitDetails> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">DEUTDEFF</routingId> </routingIds> <routingName>DeutscheBank</routingName> <routingAccountNumber>/D/123-456-789</routingAccountNumber> </routingIdsAndExplicitDetails> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">DEUTDEFF</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> </exchangedCurrency2> <valueDate>2002-02-14</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>EUR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.1072</rate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> </requestConfirmation> "

category: "Non-deliverable FX Forward"

description: " On 09 January, 2002, Chase New York and CSFB New York agree to a FX non-deliverable forward contract. The terms of the contract are: Trade date: 9 January, 2002Fixing date and time: 9 February, 2002, 14:30Business Calendar Location: MumbaiRate source: RBIBSettlement currency: USDValue date: 13 February, 2002CSFB has agreed to notionally purchase 434M INR for 10M USD with Chase.Since the contract is non-deliverable, the computed settlement will occur on the fixing date based upon the differential between the agreed-upon trade rate and the observed spot rate on the fixing date.Exchange rate equals 43.40 INR per USD. Chase sends a RequestTradeConfirmation message to CSFB with the details of the confirmation."

### Response: "<?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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">09876</messageId> <sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy> <sendTo messageAddressScheme="http://www.partyA.com/partyId">CSFBUS33</sendTo> <creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="hhttp://www.partyA.com/coding-scheme/correlationId">1234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">PARTYA345</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.csfb.com/fx/trade-id">CSFB9842</tradeId> </partyTradeIdentifier> <tradeDate>2002-01-09</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>USD</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>INR</currency> <amount>434000000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2002-04-11</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>INR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>43.40</rate> <spotRate>43.35</spotRate> <forwardPoints>0.05</forwardPoints> </exchangeRate> <!--10-21-2010 FXWG and Coord apprv: renamed element/type from nonDeliverableForward/FxCashSettlement to nonDeliverableSettlement/FxCashSettlement --> <nonDeliverableSettlement> <settlementCurrency>USD</settlementCurrency> <fixing> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>INR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <fixingDate>2002-04-09</fixingDate> <!--07-08-2010 Refactoring: instead of extending "FxSpotRateSource" complex type, added an optional element "fxSpotRateSource" of Type "FxSpotRateSource" that way eliminating dependency on the rate source--> <fxSpotRateSource> <primaryRateSource> <rateSource>Reuters</rateSource> <rateSourcePage>RBIB</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>14:30:00</hourMinuteTime> <businessCenter>INMU</businessCenter> </fixingTime> </fxSpotRateSource> </fixing> </nonDeliverableSettlement> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">391200ZGI3FROE0WYF22</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "Non-deliverable FX Forward" description: " On 09 January, 2002, Chase New York and CSFB New York agree to a FX non-deliverable forward contract. The terms of the contract are: Trade date: 9 January, 2002Fixing date and time: 9 February, 2002, 14:30Business Calendar Location: MumbaiRate source: RBIBSettlement currency: USDValue date: 13 February, 2002CSFB has agreed to notionally purchase 434M INR for 10M USD with Chase.Since the contract is non-deliverable, the computed settlement will occur on the fixing date based upon the differential between the agreed-upon trade rate and the observed spot rate on the fixing date.Exchange rate equals 43.40 INR per USD. Chase sends a RequestTradeConfirmation message to CSFB with the details of the confirmation." ### Response: "<?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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">09876</messageId> <sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy> <sendTo messageAddressScheme="http://www.partyA.com/partyId">CSFBUS33</sendTo> <creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="hhttp://www.partyA.com/coding-scheme/correlationId">1234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">PARTYA345</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.csfb.com/fx/trade-id">CSFB9842</tradeId> </partyTradeIdentifier> <tradeDate>2002-01-09</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>USD</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>INR</currency> <amount>434000000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2002-04-11</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>INR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>43.40</rate> <spotRate>43.35</spotRate> <forwardPoints>0.05</forwardPoints> </exchangeRate> <!--10-21-2010 FXWG and Coord apprv: renamed element/type from nonDeliverableForward/FxCashSettlement to nonDeliverableSettlement/FxCashSettlement --> <nonDeliverableSettlement> <settlementCurrency>USD</settlementCurrency> <fixing> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>INR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <fixingDate>2002-04-09</fixingDate> <!--07-08-2010 Refactoring: instead of extending "FxSpotRateSource" complex type, added an optional element "fxSpotRateSource" of Type "FxSpotRateSource" that way eliminating dependency on the rate source--> <fxSpotRateSource> <primaryRateSource> <rateSource>Reuters</rateSource> <rateSourcePage>RBIB</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>14:30:00</hourMinuteTime> <businessCenter>INMU</businessCenter> </fixingTime> </fxSpotRateSource> </fixing> </nonDeliverableSettlement> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">391200ZGI3FROE0WYF22</partyId> </party> </requestConfirmation> "

category: "FX Swap"

description: " On 23 January, 2002, Chase New York and Deutsche Frankfurt agree to an FX swap contract. The terms of the contract are: Trade date: 23 January, 2002Value date (near leg): 25 January, 2002Value date (far leg): 25 February, 2002On January 25, Deutsche pays 10,000,000 GBP to ChaseOn January 25, Chase pays 14,800,000 USD to DeutscheOn February 25, Chase pays 10,000,000 GBP to DeutscheOn February 25, Detusche pays 15,000,000 USD to ChaseExchange rates equal 1.48 on near leg, 1.5 on far leg. Deutsche Bank sends a TradeConfirmed message to Chase with the details of the confirmation."

### Response: "<?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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX098765</messageId> <sentBy messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sentBy> <sendTo messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sendTo> <creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.partyA.com/coding-scheme/correlationId">FX12345</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId> </partyTradeIdentifier> <tradeDate>2002-01-23</tradeDate> </tradeHeader> <fxSwap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxSwap</productType> <nearLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>14800000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2002-01-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.48</rate> </exchangeRate> </nearLeg> <farLeg> <exchangedCurrency1> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>USD</currency> <amount>15000000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2002-02-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.5</rate> </exchangeRate> </farLeg> </fxSwap> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Swap" description: " On 23 January, 2002, Chase New York and Deutsche Frankfurt agree to an FX swap contract. The terms of the contract are: Trade date: 23 January, 2002Value date (near leg): 25 January, 2002Value date (far leg): 25 February, 2002On January 25, Deutsche pays 10,000,000 GBP to ChaseOn January 25, Chase pays 14,800,000 USD to DeutscheOn February 25, Chase pays 10,000,000 GBP to DeutscheOn February 25, Detusche pays 15,000,000 USD to ChaseExchange rates equal 1.48 on near leg, 1.5 on far leg. Deutsche Bank sends a TradeConfirmed message to Chase with the details of the confirmation." ### Response: "<?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 --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX098765</messageId> <sentBy messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sentBy> <sendTo messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sendTo> <creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.partyA.com/coding-scheme/correlationId">FX12345</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId> </partyTradeIdentifier> <tradeDate>2002-01-23</tradeDate> </tradeHeader> <fxSwap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxSwap</productType> <nearLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>14800000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2002-01-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.48</rate> </exchangeRate> </nearLeg> <farLeg> <exchangedCurrency1> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>USD</currency> <amount>15000000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2002-02-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.5</rate> </exchangeRate> </farLeg> </fxSwap> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

category: "FX OTC Option - European exercise"

description: " On 4 December, 2001, Chase agrees to purchase a standard FX OTC option from ABN Amro. The terms of the contract are: Trade date: 4 December, 2001Expiry date: 4 June, 2002Option buyer: ChaseOption seller: ABN AmroExercise style: EuropeanQuote: 75m 6-month AUD Put on 36.9m USD @ strike of 0.4920Option premium: 36,900 USDBusiness Calendar Location: New YorkCut Name: New York ABN Amro sends a RequestTradeConfirmation message to Chase with the details of the confirmation."

### Response: "<?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 --> <!-- == Example 9 Simple FX Option == Trade Date : 2001-12-04 == Expiry Date : 2002-06-04 == Option Buyer : PARTY A == Option Seller : ABN Amro == European Option : 75m AUD Put on 36.9m USD @ 0.4920 == Option Premium : 36,900 USD == Business Center : New York == Cut Name : New York == Product Type : Delta Put FX Option executed on the Reuters/ICor Trading System == Notes: == Overides business center and product type schemes with values defined by Reuters. == Uses single unique trade-id generated by Reuters STP Solution. == IBFXO within the tradeId represents ICor Brokerage FX Options Trading System --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX098765</messageId> <sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy> <sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo> <creationTimestamp>2002-01-04T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.abn.com/coding-scheme/correlationId">FX12345</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId> </partyTradeIdentifier> <tradeDate>2002-01-04</tradeDate> </tradeHeader> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <productType productTypeScheme="http://www.markets.Reuters.com/rss/spec/2001/product-type-1-0">Delta-Put-FX-Option</productType> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2002-06-04</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter id="primarybusinesscenter">USNY</businessCenter> </expiryTime> <cutName>NewYork</cutName> <valueDate>2002-06-06</valueDate> </europeanExercise> <!--FpML-5-1 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-1 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-1 'valueDate' was moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>AUD</currency> <amount>75000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>36900000</amount> </callCurrencyAmount> <!--FpML-5-1 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.4920</rate> <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis> </strike> <!--10-21-2010 FXWG apprv: remove 'quotedAs' component from FpML--> <!--quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>6</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs--> <!--FpML-5-1 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-12-06</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-0 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>36900</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <correspondentInformation> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">PARTYAUS33</routingId> </routingIds> </correspondentInformation> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> <!--FpML-5-1 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-1 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-1 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> <partyName>Party A</partyName> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> <partyName>ABN Amro</partyName> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Option - European exercise" description: " On 4 December, 2001, Chase agrees to purchase a standard FX OTC option from ABN Amro. The terms of the contract are: Trade date: 4 December, 2001Expiry date: 4 June, 2002Option buyer: ChaseOption seller: ABN AmroExercise style: EuropeanQuote: 75m 6-month AUD Put on 36.9m USD @ strike of 0.4920Option premium: 36,900 USDBusiness Calendar Location: New YorkCut Name: New York ABN Amro sends a RequestTradeConfirmation message to Chase with the details of the confirmation." ### Response: "<?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 --> <!-- == Example 9 Simple FX Option == Trade Date : 2001-12-04 == Expiry Date : 2002-06-04 == Option Buyer : PARTY A == Option Seller : ABN Amro == European Option : 75m AUD Put on 36.9m USD @ 0.4920 == Option Premium : 36,900 USD == Business Center : New York == Cut Name : New York == Product Type : Delta Put FX Option executed on the Reuters/ICor Trading System == Notes: == Overides business center and product type schemes with values defined by Reuters. == Uses single unique trade-id generated by Reuters STP Solution. == IBFXO within the tradeId represents ICor Brokerage FX Options Trading System --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX098765</messageId> <sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy> <sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo> <creationTimestamp>2002-01-04T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.abn.com/coding-scheme/correlationId">FX12345</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId> </partyTradeIdentifier> <tradeDate>2002-01-04</tradeDate> </tradeHeader> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <productType productTypeScheme="http://www.markets.Reuters.com/rss/spec/2001/product-type-1-0">Delta-Put-FX-Option</productType> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2002-06-04</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter id="primarybusinesscenter">USNY</businessCenter> </expiryTime> <cutName>NewYork</cutName> <valueDate>2002-06-06</valueDate> </europeanExercise> <!--FpML-5-1 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-1 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-1 'valueDate' was moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>AUD</currency> <amount>75000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>36900000</amount> </callCurrencyAmount> <!--FpML-5-1 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.4920</rate> <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis> </strike> <!--10-21-2010 FXWG apprv: remove 'quotedAs' component from FpML--> <!--quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>6</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs--> <!--FpML-5-1 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-12-06</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-0 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>36900</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <correspondentInformation> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">PARTYAUS33</routingId> </routingIds> </correspondentInformation> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> <!--FpML-5-1 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-1 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-1 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> <partyName>Party A</partyName> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> <partyName>ABN Amro</partyName> </party> </requestConfirmation> "

category: "FX OTC Option - American exercise"

description: " On 4 December, 2001, Chase agrees to purchase a standard FX OTC option from ABN Amro. The terms of the contract are: Trade date: 4 December, 2001Expiry date: 4 June, 2002Option buyer: ChaseOption seller: ABN AmroExercise style: AmericanQuote: 75m 6-month AUD Put on 36.9m USD @ strike of 0.4920Option premium: 36,900 USDBusiness Calendar Location: New YorkCut Name: New York ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation."

### Response: "<?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 --> <!-- == Example 10 Simple FX Option == Trade Date : 2001-12-04 == Expiry Date : 2002-06-04 == Option Buyer : Party A == Option Seller : ABN Amro == American Option : 75m AUD Put on 36.9m USD @ 0.4920 == Option Premium : 36,900 USD == Business Center : New York == Cut Name : New York == Product Type : Delta Put FX Option executed on the Reuters/ICor Trading System == --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX109876</messageId> <sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy> <sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo> <creationTimestamp>2001-12-04T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.abn.com/coding-scheme/correlationId">FX01234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://partyA.com/trades">123456789</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://adnamro.com/trade-ids">ABN1789</tradeId> </partyTradeIdentifier> <tradeDate>2001-12-04</tradeDate> </tradeHeader> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxOption</productType> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <americanExercise> <!--FpML 5-1 Added new element 'commencementDate'--> <!--FpML 5-1 08-19-2010 FXWG agreed to make 'commencementDate' ofType 'AdjustableOrRelative' instead of "date" --> <commencementDate> <adjustableDate> <unadjustedDate>2001-12-04</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expiryDate>2002-06-04</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <cutName>NewYork</cutName> <!--FpML-5-0 'latestValueDate' was renamed from 'valueDate' moved inside exercise style type (e.g. americanExercise)--> <latestValueDate>2002-06-06</latestValueDate> </americanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. americanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was renamed to 'latestValueDate' moved inside exercise style type (e.g. americanExercise)--> <putCurrencyAmount> <currency>AUD</currency> <amount>75000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>36900000</amount> </callCurrencyAmount> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.4920</rate> <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis> </strike> <!--FpML-5-1 Removed from 'fxOption'--> <!--<quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>6</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs>--> <!--FpML-5-1 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-12-06</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>36900</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <correspondentInformation> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">PARTYAUS33</routingId> </routingIds> </correspondentInformation> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> <!--FpML-5-1 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-1 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-1 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> <partyName>PARTYA</partyName> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> <partyName>ABN Amro</partyName> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Option - American exercise" description: " On 4 December, 2001, Chase agrees to purchase a standard FX OTC option from ABN Amro. The terms of the contract are: Trade date: 4 December, 2001Expiry date: 4 June, 2002Option buyer: ChaseOption seller: ABN AmroExercise style: AmericanQuote: 75m 6-month AUD Put on 36.9m USD @ strike of 0.4920Option premium: 36,900 USDBusiness Calendar Location: New YorkCut Name: New York ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation." ### Response: "<?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 --> <!-- == Example 10 Simple FX Option == Trade Date : 2001-12-04 == Expiry Date : 2002-06-04 == Option Buyer : Party A == Option Seller : ABN Amro == American Option : 75m AUD Put on 36.9m USD @ 0.4920 == Option Premium : 36,900 USD == Business Center : New York == Cut Name : New York == Product Type : Delta Put FX Option executed on the Reuters/ICor Trading System == --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX109876</messageId> <sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy> <sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo> <creationTimestamp>2001-12-04T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.abn.com/coding-scheme/correlationId">FX01234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://partyA.com/trades">123456789</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://adnamro.com/trade-ids">ABN1789</tradeId> </partyTradeIdentifier> <tradeDate>2001-12-04</tradeDate> </tradeHeader> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxOption</productType> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <americanExercise> <!--FpML 5-1 Added new element 'commencementDate'--> <!--FpML 5-1 08-19-2010 FXWG agreed to make 'commencementDate' ofType 'AdjustableOrRelative' instead of "date" --> <commencementDate> <adjustableDate> <unadjustedDate>2001-12-04</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expiryDate>2002-06-04</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <cutName>NewYork</cutName> <!--FpML-5-0 'latestValueDate' was renamed from 'valueDate' moved inside exercise style type (e.g. americanExercise)--> <latestValueDate>2002-06-06</latestValueDate> </americanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. americanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was renamed to 'latestValueDate' moved inside exercise style type (e.g. americanExercise)--> <putCurrencyAmount> <currency>AUD</currency> <amount>75000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>36900000</amount> </callCurrencyAmount> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.4920</rate> <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis> </strike> <!--FpML-5-1 Removed from 'fxOption'--> <!--<quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>6</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs>--> <!--FpML-5-1 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-12-06</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>36900</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <correspondentInformation> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">PARTYAUS33</routingId> </routingIds> </correspondentInformation> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> <!--FpML-5-1 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-1 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-1 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> <partyName>PARTYA</partyName> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> <partyName>ABN Amro</partyName> </party> </requestConfirmation> "

category: "Non-deliverable FX OTC Option"

description: " On 15 January, 2001, Chase agrees to purchase a non-deliverable FX OTC USD / VEB option from ABN Amro. The terms of the contract are: Trade date: 15 January, 2001Expiry date: 9 April, 2001Expiry time: 10:00Value date: 11 April, 2001Option buyer: ChaseOption seller: ABN AmroExercise style: EuropeanCall currency: USDCall amount: 15,000,000Put currency: VEBPut amount: 17,250,000Strike price: 1.15Option premium: 372,750 USDPremium payment: 17 January, 2001Business Calendar Location: New YorkSettlement currency: USDPrimary rate source: VEB BCV28Secondary rate source: VEB 01 ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation."

### Response: "<?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 --> <!-- == Example 11 FX Non-deliverable Option == Trade Date : 2001-01-15 == Expiry Date : 2001-04-09 == Expiry Time : 10:00 == Value Date : 2001-04-11 == Option Buyer : Party A == Option Seller : ABN Amro == Exercise Style: European == Call Currency : USD == Call Amount : 15,000,000 == Put Currency : VEB == Put Amount : 17,250,000 == Strike Price : 1.15 == Option Premium : 372,750 USD == Premium Payment : 2001-01-17 == Business Center : New York --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX109876</messageId> <sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy> <sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo> <creationTimestamp>2001-01-15T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.abn.com/coding-scheme/conversationId">FX01234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId> </partyTradeIdentifier> <tradeDate>2001-01-15</tradeDate> </tradeHeader> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <productType>ForeignExchange:NDO</productType> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2001-04-09</expiryDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2001-04-11</valueDate> </europeanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was renamed to 'latestValueDate' moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>VEB</currency> <amount>17250000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>15000000</amount> </callCurrencyAmount> <!--FpML-5-1 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>1.15</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <!--FpML-5-1 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-01-17</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-x Refactoring - Renamed from 'premiumAmount' to 'amount'--> <!--FpML-5-x Refactoring - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>372750</amount> </paymentAmount> </premium> <!--FX Refactoring - renamed element/type from cashSettlementTerms/FxCashSettlement to nonDeliverableSettlement/FxCashSettlement--> <cashSettlement> <settlementCurrency>USD</settlementCurrency> <!--FX Refactoring - modified FxFixing complex type used in nonDeliverableSettlement and cashSettlemen. Instead of extending FxSpotRateSource complex type, added an optional element fxSpotRateSource of Type FxSpotRateSource that way eliminating dependency on the rate source. 'fxSpotRateSource' Structure is moved after 'fixingDate' . --> <fixing> <quotedCurrencyPair> <currency1>VEB</currency1> <currency2>USD</currency2> <quoteBasis>Currency1PerCurrency2</quoteBasis> </quotedCurrencyPair> <fixingDate>2001-04-09</fixingDate> <fxSpotRateSource> <primaryRateSource> <rateSource>Reuters</rateSource> <rateSourcePage>VEB01</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>17:00:00</hourMinuteTime> <businessCenter>VECA</businessCenter> </fixingTime> </fxSpotRateSource> </fixing> </cashSettlement> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> <partyName>PARTYA</partyName> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> <partyName>ABN Amro</partyName> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "Non-deliverable FX OTC Option" description: " On 15 January, 2001, Chase agrees to purchase a non-deliverable FX OTC USD / VEB option from ABN Amro. The terms of the contract are: Trade date: 15 January, 2001Expiry date: 9 April, 2001Expiry time: 10:00Value date: 11 April, 2001Option buyer: ChaseOption seller: ABN AmroExercise style: EuropeanCall currency: USDCall amount: 15,000,000Put currency: VEBPut amount: 17,250,000Strike price: 1.15Option premium: 372,750 USDPremium payment: 17 January, 2001Business Calendar Location: New YorkSettlement currency: USDPrimary rate source: VEB BCV28Secondary rate source: VEB 01 ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation." ### Response: "<?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 --> <!-- == Example 11 FX Non-deliverable Option == Trade Date : 2001-01-15 == Expiry Date : 2001-04-09 == Expiry Time : 10:00 == Value Date : 2001-04-11 == Option Buyer : Party A == Option Seller : ABN Amro == Exercise Style: European == Call Currency : USD == Call Amount : 15,000,000 == Put Currency : VEB == Put Amount : 17,250,000 == Strike Price : 1.15 == Option Premium : 372,750 USD == Premium Payment : 2001-01-17 == Business Center : New York --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--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> <messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX109876</messageId> <sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy> <sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo> <creationTimestamp>2001-01-15T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.abn.com/coding-scheme/conversationId">FX01234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId> </partyTradeIdentifier> <tradeDate>2001-01-15</tradeDate> </tradeHeader> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <productType>ForeignExchange:NDO</productType> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2001-04-09</expiryDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2001-04-11</valueDate> </europeanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was renamed to 'latestValueDate' moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>VEB</currency> <amount>17250000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>15000000</amount> </callCurrencyAmount> <!--FpML-5-1 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>1.15</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <!--FpML-5-1 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-01-17</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-x Refactoring - Renamed from 'premiumAmount' to 'amount'--> <!--FpML-5-x Refactoring - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>372750</amount> </paymentAmount> </premium> <!--FX Refactoring - renamed element/type from cashSettlementTerms/FxCashSettlement to nonDeliverableSettlement/FxCashSettlement--> <cashSettlement> <settlementCurrency>USD</settlementCurrency> <!--FX Refactoring - modified FxFixing complex type used in nonDeliverableSettlement and cashSettlemen. Instead of extending FxSpotRateSource complex type, added an optional element fxSpotRateSource of Type FxSpotRateSource that way eliminating dependency on the rate source. 'fxSpotRateSource' Structure is moved after 'fixingDate' . --> <fixing> <quotedCurrencyPair> <currency1>VEB</currency1> <currency2>USD</currency2> <quoteBasis>Currency1PerCurrency2</quoteBasis> </quotedCurrencyPair> <fixingDate>2001-04-09</fixingDate> <fxSpotRateSource> <primaryRateSource> <rateSource>Reuters</rateSource> <rateSourcePage>VEB01</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>17:00:00</hourMinuteTime> <businessCenter>VECA</businessCenter> </fixingTime> </fxSpotRateSource> </fixing> </cashSettlement> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> <partyName>PARTYA</partyName> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> <partyName>ABN Amro</partyName> </party> </requestConfirmation> "

category: "FX OTC Barrier Option"

description: " On 16 August, 2001, DB agrees to purchase a EUR call against USD put barrier option with a knock-in Trade date: 16 August, 2001Expiry date: 6 February, 2002Expiry time: 10:00Value date: 8 February, 2002Option buyer: DBOption seller: ChaseExercise style: EuropeanCall currency: EURCall amount: 5,000,000Put currency: USDPut amount: 4,500,000Strike price: 0.9Knockin: 0.8975Reference spot: 0.8935Option premium: 45,000 USDPremium payment: 20 August, 2002Business Calendar Location: New York Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation."

### Response: "<?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 --> <!-- == Example 12 Knockin Barrier FX Option == Trade Date : 2001-08-16 == Expiry Date : 2002-02-06 == Expiry Time : 10:00 == Option Buyer : DB == Option Seller : Party A == Single Barrier Option : 5m EUR call on 4.5m USD put @ 0.9 strike w/ knockin at 0.8975 == Option Premium : 45,000 USD == Premium Payment: 2001-08-20 == Value Date : 2002-02-08 == Business Center : New York == Reference Spot : 0.8935 == Trigger Rate : 0.8975 (option is knocked in when this price is hit) --> <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> <messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX109876</messageId> <sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy> <sendTo messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sendTo> <creationTimestamp>2001-08-16T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.partyA.com/coding-scheme/correlationId">FX01234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId> </partyTradeIdentifier> <tradeDate>2001-08-16</tradeDate> </tradeHeader> <!--FpML 5-1 - fxBarrierOption is part of 'fxOption'--> <fxOption> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2002-02-06</expiryDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2002-02-08</valueDate> </europeanExercise> <putCurrencyAmount> <currency>USD</currency> <amount>4500000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>EUR</currency> <amount>5000000</amount> </callCurrencyAmount> <strike> <rate>0.9</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <spotRate>0.8935</spotRate> <features> <barrier> <!--FpML 5-5, Deprecate 'ReverseKnockin' and 'ReverseKnockout' values for 'barrierType', and add 'direction'. --> <barrierType>Knockin</barrierType> <direction>Up</direction> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>0.8975</triggerRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>EUR=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-08-16</observationStartDate> <observationEndDate>2002-02-06</observationEndDate> <observationEndTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </observationEndTime> </barrier> </features> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-06</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>USD</currency> <amount>45000</amount> </paymentAmount> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Barrier Option" description: " On 16 August, 2001, DB agrees to purchase a EUR call against USD put barrier option with a knock-in Trade date: 16 August, 2001Expiry date: 6 February, 2002Expiry time: 10:00Value date: 8 February, 2002Option buyer: DBOption seller: ChaseExercise style: EuropeanCall currency: EURCall amount: 5,000,000Put currency: USDPut amount: 4,500,000Strike price: 0.9Knockin: 0.8975Reference spot: 0.8935Option premium: 45,000 USDPremium payment: 20 August, 2002Business Calendar Location: New York Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation." ### Response: "<?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 --> <!-- == Example 12 Knockin Barrier FX Option == Trade Date : 2001-08-16 == Expiry Date : 2002-02-06 == Expiry Time : 10:00 == Option Buyer : DB == Option Seller : Party A == Single Barrier Option : 5m EUR call on 4.5m USD put @ 0.9 strike w/ knockin at 0.8975 == Option Premium : 45,000 USD == Premium Payment: 2001-08-20 == Value Date : 2002-02-08 == Business Center : New York == Reference Spot : 0.8935 == Trigger Rate : 0.8975 (option is knocked in when this price is hit) --> <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> <messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX109876</messageId> <sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy> <sendTo messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sendTo> <creationTimestamp>2001-08-16T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.partyA.com/coding-scheme/correlationId">FX01234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId> </partyTradeIdentifier> <tradeDate>2001-08-16</tradeDate> </tradeHeader> <!--FpML 5-1 - fxBarrierOption is part of 'fxOption'--> <fxOption> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2002-02-06</expiryDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2002-02-08</valueDate> </europeanExercise> <putCurrencyAmount> <currency>USD</currency> <amount>4500000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>EUR</currency> <amount>5000000</amount> </callCurrencyAmount> <strike> <rate>0.9</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <spotRate>0.8935</spotRate> <features> <barrier> <!--FpML 5-5, Deprecate 'ReverseKnockin' and 'ReverseKnockout' values for 'barrierType', and add 'direction'. --> <barrierType>Knockin</barrierType> <direction>Up</direction> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>0.8975</triggerRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>EUR=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-08-16</observationStartDate> <observationEndDate>2002-02-06</observationEndDate> <observationEndTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </observationEndTime> </barrier> </features> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-06</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>USD</currency> <amount>45000</amount> </paymentAmount> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

category: "FX OTC Double Barrier Option"

description: " On 3 January, 2001, DB agrees to purchase a 2-month double knockout FX OTC JPY put / USD call option from Chase The terms of the contract are: Trade date: 3 January, 2002Expiry date: 4 March, 2002Expiry time: 10:00Value date: 6 March, 2002Option buyer: DBOption seller: ChaseExercise style: EuropeanCall currency: USDCall amount: 23,798,191.34Put currency: JPYPut amount: 2,500,000,000Strike price: 105.05Knockout: 102Knockout: 115Option premium: 192,765.35 USDPremium payment: 7 January, 2002Business Calendar Location: New York DB sends a RequestTradeConfirmation message to Chase with the details of the confirmation."

### Response: "<?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 --> <!-- == Example 13 Double Knockout Barrier FX Option == Trade Date : 2002-01-03 == Expiry Date : 2002-03-04 == Expiry Time : 10:00 == Option Buyer : DB == Option Seller : Party A == Double Barrier Option : 2.5b JPY Put on 23,798,191.34 USD @ 105.05 strike w/ knockout at 102 & 115 == Option Premium : 192,765.35 USD (0.81% of USD) == Premium Payment: 2002-01-07 == Value Date : 2002-03-06 == Business Center : New York == Reference Spot : 106 --> <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> <messageId messageIdScheme="http://www.db.com/coding-scheme/messageId">FX109876</messageId> <sentBy messageAddressScheme="http://www.db.com/partyId">DEUTDEFF</sentBy> <sendTo messageAddressScheme="http://www.db.com/partyId">PARTYAUS33</sendTo> <creationTimestamp>2002-01-03T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.db.com/coding-scheme/correlationId">FX01234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId> </partyTradeIdentifier> <tradeDate>2002-01-03</tradeDate> </tradeHeader> <fxOption> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DOUBLEBARRIER</productType> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <europeanExercise> <expiryDate>2002-03-04</expiryDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2002-03-06</valueDate> </europeanExercise> <putCurrencyAmount> <currency>JPY</currency> <amount>2500000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>23798191.34</amount> </callCurrencyAmount> <strike> <rate>105.05</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <spotRate>106</spotRate> <features> <barrier> <!--FpML 5-5, Deprecate 'ReverseKnockin' and 'ReverseKnockout' values for 'barrierType', and add 'direction'. --> <barrierType>Knockout</barrierType> <direction>Down</direction> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>102</triggerRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>JPY=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2002-01-03</observationStartDate> <observationEndDate>2002-03-04</observationEndDate> <observationEndTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </observationEndTime> </barrier> <barrier> <!--FpML 5-5, Deprecate 'ReverseKnockin' and 'ReverseKnockout' values for 'barrierType', and add 'direction'. --> <barrierType>Knockout</barrierType> <direction>Up</direction> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>115</triggerRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>JPY=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2002-01-03</observationStartDate> <observationEndDate>2002-03-04</observationEndDate> <observationEndTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </observationEndTime> </barrier> </features> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2002-01-07</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>USD</currency> <amount>192765.35</amount> </paymentAmount> <quote> <value>0.0081</value> <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Double Barrier Option" description: " On 3 January, 2001, DB agrees to purchase a 2-month double knockout FX OTC JPY put / USD call option from Chase The terms of the contract are: Trade date: 3 January, 2002Expiry date: 4 March, 2002Expiry time: 10:00Value date: 6 March, 2002Option buyer: DBOption seller: ChaseExercise style: EuropeanCall currency: USDCall amount: 23,798,191.34Put currency: JPYPut amount: 2,500,000,000Strike price: 105.05Knockout: 102Knockout: 115Option premium: 192,765.35 USDPremium payment: 7 January, 2002Business Calendar Location: New York DB sends a RequestTradeConfirmation message to Chase with the details of the confirmation." ### Response: "<?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 --> <!-- == Example 13 Double Knockout Barrier FX Option == Trade Date : 2002-01-03 == Expiry Date : 2002-03-04 == Expiry Time : 10:00 == Option Buyer : DB == Option Seller : Party A == Double Barrier Option : 2.5b JPY Put on 23,798,191.34 USD @ 105.05 strike w/ knockout at 102 & 115 == Option Premium : 192,765.35 USD (0.81% of USD) == Premium Payment: 2002-01-07 == Value Date : 2002-03-06 == Business Center : New York == Reference Spot : 106 --> <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> <messageId messageIdScheme="http://www.db.com/coding-scheme/messageId">FX109876</messageId> <sentBy messageAddressScheme="http://www.db.com/partyId">DEUTDEFF</sentBy> <sendTo messageAddressScheme="http://www.db.com/partyId">PARTYAUS33</sendTo> <creationTimestamp>2002-01-03T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.db.com/coding-scheme/correlationId">FX01234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId> </partyTradeIdentifier> <tradeDate>2002-01-03</tradeDate> </tradeHeader> <fxOption> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DOUBLEBARRIER</productType> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <europeanExercise> <expiryDate>2002-03-04</expiryDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2002-03-06</valueDate> </europeanExercise> <putCurrencyAmount> <currency>JPY</currency> <amount>2500000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>23798191.34</amount> </callCurrencyAmount> <strike> <rate>105.05</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <spotRate>106</spotRate> <features> <barrier> <!--FpML 5-5, Deprecate 'ReverseKnockin' and 'ReverseKnockout' values for 'barrierType', and add 'direction'. --> <barrierType>Knockout</barrierType> <direction>Down</direction> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>102</triggerRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>JPY=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2002-01-03</observationStartDate> <observationEndDate>2002-03-04</observationEndDate> <observationEndTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </observationEndTime> </barrier> <barrier> <!--FpML 5-5, Deprecate 'ReverseKnockin' and 'ReverseKnockout' values for 'barrierType', and add 'direction'. --> <barrierType>Knockout</barrierType> <direction>Up</direction> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>115</triggerRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>JPY=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2002-01-03</observationStartDate> <observationEndDate>2002-03-04</observationEndDate> <observationEndTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </observationEndTime> </barrier> </features> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2002-01-07</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>USD</currency> <amount>192765.35</amount> </paymentAmount> <quote> <value>0.0081</value> <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

category: "FX OTC Digital/Binary Option -- Euro Binary"

description: " On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD European binary option and pays a premium. At expiry, if the spot rate is above the trigger rate, UBS receives a payout. CITI sends a TradeConfirmed message to UBS with the details of the confirmation."

### Response: "<?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 --> <!-- This example is an FX OTC Euro Binary Option == UBS buys a two week GBP/USD European binary option and pays a premium. == At expiry, if the spot rate is above the trigger rate, UBS receives a payout. --> <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> <messageId messageIdScheme="http://www.citi.com/coding-scheme/messageId">FX109876</messageId> <sentBy messageAddressScheme="http://www.citi.com/partyId">CITIUS33</sentBy> <sendTo messageAddressScheme="http://www.citi.com/partyId">UBSWGB2L</sendTo> <creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.citi.com/coding-scheme/correlationId">FX01234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10014</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20014</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-12</tradeDate> </tradeHeader> <fxDigitalOption> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">EuroBinary</productType> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <europeanExercise> <expiryDate>2001-11-26</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <valueDate>2001-11-28</valueDate> </europeanExercise> <trigger> <!--FpML-5-5 'triggerCondition': add values 'AtOrAbove' and 'atOrBelow', deprecate 'Above' and 'Below'. --> <triggerCondition>AtOrAbove</triggerCondition> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.4800</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> </trigger> <payout> <currency>GBP</currency> <amount>750000</amount> <payoutStyle>Immediate</payoutStyle> </payout> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-14</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>GBP</currency> <amount>53000</amount> </paymentAmount> </premium> </fxDigitalOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Digital/Binary Option -- Euro Binary" description: " On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD European binary option and pays a premium. At expiry, if the spot rate is above the trigger rate, UBS receives a payout. CITI sends a TradeConfirmed message to UBS with the details of the confirmation." ### Response: "<?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 --> <!-- This example is an FX OTC Euro Binary Option == UBS buys a two week GBP/USD European binary option and pays a premium. == At expiry, if the spot rate is above the trigger rate, UBS receives a payout. --> <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> <messageId messageIdScheme="http://www.citi.com/coding-scheme/messageId">FX109876</messageId> <sentBy messageAddressScheme="http://www.citi.com/partyId">CITIUS33</sentBy> <sendTo messageAddressScheme="http://www.citi.com/partyId">UBSWGB2L</sendTo> <creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.citi.com/coding-scheme/correlationId">FX01234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10014</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20014</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-12</tradeDate> </tradeHeader> <fxDigitalOption> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">EuroBinary</productType> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <europeanExercise> <expiryDate>2001-11-26</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <valueDate>2001-11-28</valueDate> </europeanExercise> <trigger> <!--FpML-5-5 'triggerCondition': add values 'AtOrAbove' and 'atOrBelow', deprecate 'Above' and 'Below'. --> <triggerCondition>AtOrAbove</triggerCondition> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.4800</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> </trigger> <payout> <currency>GBP</currency> <amount>750000</amount> <payoutStyle>Immediate</payoutStyle> </payout> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-14</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>GBP</currency> <amount>53000</amount> </paymentAmount> </premium> </fxDigitalOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

category: "FX OTC Digital/Binary Option -- Euro Range Digital"

description: " On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD European range binary option and pays a premium. At expiry, if below the higher trigger rate and above the lower trigger rate, UBS receives a payout. CITI sends a RequestTradeConfirmation message to UBS with the details of the confirmation."

### Response: "<?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 --> <!-- This example is an FX OTC Euro Range Binary Option == UBS buys a two week GBP/USD European Range binary option and pays a premium. == At expiry, if the spot rate is below the higher trigger rate, and above the lower trigger rate, UBS receives a payout. --> <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> <messageId messageIdScheme="http://www.citi.com/coding-scheme/messageId">FX109876</messageId> <sentBy messageAddressScheme="http://www.citi.com/partyId">CITI10015</sentBy> <sendTo messageAddressScheme="http://www.citi.com/partyId">UBSW20015</sendTo> <creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.citi.com/coding-scheme/correlationId">FX01234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10015</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20015</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-12</tradeDate> </tradeHeader> <fxDigitalOption> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">EuroRangeBinary</productType> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <europeanExercise> <expiryDate>2001-11-26</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <valueDate>2001-11-26</valueDate> </europeanExercise> <trigger> <!--FpML-5-5 'triggerCondition': add values 'AtOrAbove' and 'atOrBelow', deprecate 'Above' and 'Below'. --> <triggerCondition>AtOrAbove</triggerCondition> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.4800</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> </trigger> <trigger> <!--FpML-5-5 'triggerCondition': add values 'AtOrAbove' and 'atOrBelow', deprecate 'Above' and 'Below'. --> <triggerCondition>AtOrBelow</triggerCondition> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.5500</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> </trigger> <payout> <currency>GBP</currency> <amount>1250000</amount> <payoutStyle>Immediate</payoutStyle> </payout> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-14</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>GBP</currency> <amount>43000</amount> </paymentAmount> </premium> </fxDigitalOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Digital/Binary Option -- Euro Range Digital" description: " On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD European range binary option and pays a premium. At expiry, if below the higher trigger rate and above the lower trigger rate, UBS receives a payout. CITI sends a RequestTradeConfirmation message to UBS with the details of the confirmation." ### Response: "<?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 --> <!-- This example is an FX OTC Euro Range Binary Option == UBS buys a two week GBP/USD European Range binary option and pays a premium. == At expiry, if the spot rate is below the higher trigger rate, and above the lower trigger rate, UBS receives a payout. --> <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> <messageId messageIdScheme="http://www.citi.com/coding-scheme/messageId">FX109876</messageId> <sentBy messageAddressScheme="http://www.citi.com/partyId">CITI10015</sentBy> <sendTo messageAddressScheme="http://www.citi.com/partyId">UBSW20015</sendTo> <creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.citi.com/coding-scheme/correlationId">FX01234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10015</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20015</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-12</tradeDate> </tradeHeader> <fxDigitalOption> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">EuroRangeBinary</productType> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <europeanExercise> <expiryDate>2001-11-26</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <valueDate>2001-11-26</valueDate> </europeanExercise> <trigger> <!--FpML-5-5 'triggerCondition': add values 'AtOrAbove' and 'atOrBelow', deprecate 'Above' and 'Below'. --> <triggerCondition>AtOrAbove</triggerCondition> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.4800</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> </trigger> <trigger> <!--FpML-5-5 'triggerCondition': add values 'AtOrAbove' and 'atOrBelow', deprecate 'Above' and 'Below'. --> <triggerCondition>AtOrBelow</triggerCondition> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.5500</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> </trigger> <payout> <currency>GBP</currency> <amount>1250000</amount> <payoutStyle>Immediate</payoutStyle> </payout> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-14</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>GBP</currency> <amount>43000</amount> </paymentAmount> </premium> </fxDigitalOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "