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stringclasses 11
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stringlengths 23
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stringlengths 24
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stringlengths 1.83k
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category: "interest-rate-derivatives" | sub category: "European Swaption, Cash Settled, cashflows included" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response: 2003-02-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2002-08-30</adjustedStartDate>
<adjustedEndDate>2003-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2002-08-28</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2003-08-29</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2003-02-28</adjustedStartDate>
<adjustedEndDate>2003-08-29</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2003-02-26</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2004-02-27</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2003-08-29</adjustedStartDate>
<adjustedEndDate>2004-02-27</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2003-08-27</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2004-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2004-02-27</adjustedStartDate>
<adjustedEndDate>2005-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2004-02-25</adjustedFixingDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Cash Settled, cashflows included"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response: 2003-02-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2002-08-30</adjustedStartDate>
<adjustedEndDate>2003-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2002-08-28</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2003-08-29</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2003-02-28</adjustedStartDate>
<adjustedEndDate>2003-08-29</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2003-02-26</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2004-02-27</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2003-08-29</adjustedStartDate>
<adjustedEndDate>2004-02-27</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2003-08-27</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2004-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2004-02-27</adjustedStartDate>
<adjustedEndDate>2005-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2004-02-25</adjustedFixingDate> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Cash Settled, cashflows included" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response:
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2005-02-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2004-08-30</adjustedStartDate>
<adjustedEndDate>2005-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2004-08-27</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2005-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2005-02-28</adjustedStartDate>
<adjustedEndDate>2005-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2005-02-24</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2006-02-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2005-08-30</adjustedStartDate>
<adjustedEndDate>2006-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2005-08-26</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2006-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2006-02-28</adjustedStartDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Cash Settled, cashflows included"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response:
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2005-02-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2004-08-30</adjustedStartDate>
<adjustedEndDate>2005-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2004-08-27</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2005-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2005-02-28</adjustedStartDate>
<adjustedEndDate>2005-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2005-02-24</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2006-02-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2005-08-30</adjustedStartDate>
<adjustedEndDate>2006-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2005-08-26</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2006-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2006-02-28</adjustedStartDate> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With Bermuda Style Optional Early Termination, Cashflows + optionalEarlyTerminationAdjustedDates." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With Bermuda Style Optional Early Termination, Cashflows + optionalEarlyTerminationAdjustedDates."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With Bermuda Style Optional Early Termination, Cashflows + optionalEarlyTerminationAdjustedDates." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:" | ### Response: Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>2002-08-20</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2001-08-30</adjustedStartDate>
<adjustedEndDate>2002-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2003-08-29</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2002-08-28</adjustedStartDate>
<adjustedEndDate>2003-08-29</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2004-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2003-08-29</adjustedStartDate>
<adjustedEndDate>2005-08-30</adjustedEndDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With Bermuda Style Optional Early Termination, Cashflows + optionalEarlyTerminationAdjustedDates."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:"
### Response: Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>2002-08-20</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2001-08-30</adjustedStartDate>
<adjustedEndDate>2002-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2003-08-29</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2002-08-28</adjustedStartDate>
<adjustedEndDate>2003-08-29</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2004-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2003-08-29</adjustedStartDate>
<adjustedEndDate>2005-08-30</adjustedEndDate> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With Bermuda Style Optional Early Termination, Cashflows + optionalEarlyTerminationAdjustedDates." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:" | ### Response:
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2005-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2004-08-30</adjustedStartDate>
<adjustedEndDate>2005-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2006-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2005-08-30</adjustedStartDate>
<adjustedEndDate>2006-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
</cashflows>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With Bermuda Style Optional Early Termination, Cashflows + optionalEarlyTerminationAdjustedDates."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:"
### Response:
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2005-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2004-08-30</adjustedStartDate>
<adjustedEndDate>2005-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2006-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2005-08-30</adjustedStartDate>
<adjustedEndDate>2006-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
</cashflows>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With Bermuda Style Optional Early Termination, Cashflows + optionalEarlyTerminationAdjustedDates." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:" | ### Response:
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With Bermuda Style Optional Early Termination, Cashflows + optionalEarlyTerminationAdjustedDates."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:"
### Response:
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With Bermuda Style Optional Early Termination, Cashflows + optionalEarlyTerminationAdjustedDates." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:" | ### Response:
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>2002-02-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2001-08-30</adjustedStartDate>
<adjustedEndDate>2002-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2001-08-28</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2002-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2002-02-28</adjustedStartDate>
<adjustedEndDate>2002-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2002-02-26</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2003-02-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2002-08-30</adjustedStartDate>
<adjustedEndDate>2003-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2002-08-28</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With Bermuda Style Optional Early Termination, Cashflows + optionalEarlyTerminationAdjustedDates."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:"
### Response:
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>2002-02-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2001-08-30</adjustedStartDate>
<adjustedEndDate>2002-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2001-08-28</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2002-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2002-02-28</adjustedStartDate>
<adjustedEndDate>2002-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2002-02-26</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2003-02-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2002-08-30</adjustedStartDate>
<adjustedEndDate>2003-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2002-08-28</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With Bermuda Style Optional Early Termination, Cashflows + optionalEarlyTerminationAdjustedDates." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:" | ### Response:
<paymentCalculationPeriod>
<adjustedPaymentDate>2003-08-29</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2003-02-28</adjustedStartDate>
<adjustedEndDate>2003-08-29</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2003-02-26</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2004-02-27</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2003-08-29</adjustedStartDate>
<adjustedEndDate>2004-02-27</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2003-08-27</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2004-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2004-02-27</adjustedStartDate>
<adjustedEndDate>2005-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2004-02-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2005-02-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2004-08-30</adjustedStartDate>
<adjustedEndDate>2005-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2004-08-27</adjustedFixingDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With Bermuda Style Optional Early Termination, Cashflows + optionalEarlyTerminationAdjustedDates."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:"
### Response:
<paymentCalculationPeriod>
<adjustedPaymentDate>2003-08-29</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2003-02-28</adjustedStartDate>
<adjustedEndDate>2003-08-29</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2003-02-26</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2004-02-27</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2003-08-29</adjustedStartDate>
<adjustedEndDate>2004-02-27</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2003-08-27</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2004-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2004-02-27</adjustedStartDate>
<adjustedEndDate>2005-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2004-02-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2005-02-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2004-08-30</adjustedStartDate>
<adjustedEndDate>2005-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2004-08-27</adjustedFixingDate> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With Bermuda Style Optional Early Termination, Cashflows + optionalEarlyTerminationAdjustedDates." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:" | ### Response:
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2005-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2005-02-28</adjustedStartDate>
<adjustedEndDate>2005-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2005-02-24</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2006-02-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2005-08-30</adjustedStartDate>
<adjustedEndDate>2006-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2005-08-26</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2006-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2006-02-28</adjustedStartDate>
<adjustedEndDate>2006-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2006-02-24</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
</cashflows>
</swapStream>
<earlyTerminationProvision>
<optionalEarlyTermination>
<bermudaExercise id="BermudaExercise0">
<bermudaExerciseDates>
<relativeDates>
<periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With Bermuda Style Optional Early Termination, Cashflows + optionalEarlyTerminationAdjustedDates."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:"
### Response:
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2005-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2005-02-28</adjustedStartDate>
<adjustedEndDate>2005-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2005-02-24</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2006-02-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2005-08-30</adjustedStartDate>
<adjustedEndDate>2006-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2005-08-26</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2006-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2006-02-28</adjustedStartDate>
<adjustedEndDate>2006-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2006-02-24</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
</cashflows>
</swapStream>
<earlyTerminationProvision>
<optionalEarlyTermination>
<bermudaExercise id="BermudaExercise0">
<bermudaExerciseDates>
<relativeDates>
<periodMultiplier> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With Bermuda Style Optional Early Termination, Cashflows + optionalEarlyTerminationAdjustedDates." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:" | ### Response: -5</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="cashSettlementPayment0"/>
</relativeDates>
</bermudaExerciseDates>
<relevantUnderlyingDate>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="cashSettlementPayment0"/>
</relativeDates>
</relevantUnderlyingDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</expirationTime>
</bermudaExercise>
<exerciseNotice>
<partyReference href="party2"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</exerciseNotice>
<followUpConfirmation>true</followUpConfirmation>
<calculationAgent>
<calculationAgentParty>NonExercisingParty</calculationAgentParty>
</calculationAgent>
<cashSettlement>
<cashSettlementValuationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</cashSettlementValuationTime>
<cashSettlementValuationDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With Bermuda Style Optional Early Termination, Cashflows + optionalEarlyTerminationAdjustedDates."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:"
### Response: -5</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="cashSettlementPayment0"/>
</relativeDates>
</bermudaExerciseDates>
<relevantUnderlyingDate>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="cashSettlementPayment0"/>
</relativeDates>
</relevantUnderlyingDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</expirationTime>
</bermudaExercise>
<exerciseNotice>
<partyReference href="party2"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</exerciseNotice>
<followUpConfirmation>true</followUpConfirmation>
<calculationAgent>
<calculationAgentParty>NonExercisingParty</calculationAgentParty>
</calculationAgent>
<cashSettlement>
<cashSettlementValuationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</cashSettlementValuationTime>
<cashSettlementValuationDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With Bermuda Style Optional Early Termination, Cashflows + optionalEarlyTerminationAdjustedDates." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:" | ### Response: Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="cashSettlementPayment0"/>
</cashSettlementValuationDate>
<cashSettlementPaymentDate id="cashSettlementPayment0">
<adjustableDates>
<unadjustedDate>2003-08-30</unadjustedDate>
<unadjustedDate>2004-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDates>
</cashSettlementPaymentDate>
<cashPriceMethod>
<cashSettlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</cashSettlementCurrency>
<quotationRateType>Mid</quotationRateType>
</cashPriceMethod>
</cashSettlement>
<optionalEarlyTerminationAdjustedDates>
<earlyTerminationEvent>
<adjustedExerciseDate>2003-08-25</adjustedExerciseDate>
<adjustedEarlyTerminationDate>2003-09-01</adjustedEarlyTerminationDate>
<adjustedCashSettlementValuationDate>2003-08-28</adjustedCashSettlementValuationDate>
<adjustedCashSettlementPaymentDate>2003-09-01</adjustedCashSettlementPaymentDate>
</earlyTerminationEvent>
<earlyTerminationEvent>
<adjustedExerciseDate>2004-08-23</adjustedExerciseDate>
<adjustedEarlyTerminationDate>2004-08-30</adjustedEarlyTerminationDate>
<adjustedCashSettlementValuationDate>2004-08-26</adjustedCashSettlementValuationDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With Bermuda Style Optional Early Termination, Cashflows + optionalEarlyTerminationAdjustedDates."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:"
### Response: Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="cashSettlementPayment0"/>
</cashSettlementValuationDate>
<cashSettlementPaymentDate id="cashSettlementPayment0">
<adjustableDates>
<unadjustedDate>2003-08-30</unadjustedDate>
<unadjustedDate>2004-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDates>
</cashSettlementPaymentDate>
<cashPriceMethod>
<cashSettlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</cashSettlementCurrency>
<quotationRateType>Mid</quotationRateType>
</cashPriceMethod>
</cashSettlement>
<optionalEarlyTerminationAdjustedDates>
<earlyTerminationEvent>
<adjustedExerciseDate>2003-08-25</adjustedExerciseDate>
<adjustedEarlyTerminationDate>2003-09-01</adjustedEarlyTerminationDate>
<adjustedCashSettlementValuationDate>2003-08-28</adjustedCashSettlementValuationDate>
<adjustedCashSettlementPaymentDate>2003-09-01</adjustedCashSettlementPaymentDate>
</earlyTerminationEvent>
<earlyTerminationEvent>
<adjustedExerciseDate>2004-08-23</adjustedExerciseDate>
<adjustedEarlyTerminationDate>2004-08-30</adjustedEarlyTerminationDate>
<adjustedCashSettlementValuationDate>2004-08-26</adjustedCashSettlementValuationDate> |
category: "interest-rate-derivatives" | sub category: "Inverse Floater" | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA. The terms of the contract are: Things to note:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Inverse Floater"
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA. The terms of the contract are: Things to note:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period> |
category: "interest-rate-derivatives" | sub category: "Inverse Floater" | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA. The terms of the contract are: Things to note:" | ### Response: M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="resetBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="resetBusinessCenters0"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<floatingRateMultiplierSchedule>
<initialValue>-1.0</initialValue>
</floatingRateMultiplierSchedule> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Inverse Floater"
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA. The terms of the contract are: Things to note:"
### Response: M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="resetBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="resetBusinessCenters0"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<floatingRateMultiplierSchedule>
<initialValue>-1.0</initialValue>
</floatingRateMultiplierSchedule> |
category: "interest-rate-derivatives" | sub category: "Inverse Floater" | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA. The terms of the contract are: Things to note:" | ### Response:
<spreadSchedule>
<initialValue>0.085</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Inverse Floater"
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA. The terms of the contract are: Things to note:"
### Response:
<spreadSchedule>
<initialValue>0.085</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Single Currency Interest Rate Swap with Initial Stub Period and Notional AmortizationThe swap contract is identical to Example 1 except that there is an initial stub period and the notional amortizes. The rate for the stub period is the linear interpolation between the 4-month and 5-month EUR-LIBOR-BBA rates. The stub period on the floating stream runs from 16 January, 1995 to 14 June, 1995, and on the fixed stream from 16 January, 1995 to 14 December, 1995. The notional amount is decreased by EUR 10,000,000 each year. Note the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">TW9235</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">SW2000</tradeId>
</partyTradeIdentifier>
<tradeDate>1994-12-12</tradeDate>
</tradeHeader>
<swap><swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>1995-01-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>1999-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenters">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<firstRegularPeriodStartDate>1995-06-14</firstRegularPeriodStartDate>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>14</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Single Currency Interest Rate Swap with Initial Stub Period and Notional AmortizationThe swap contract is identical to Example 1 except that there is an initial stub period and the notional amortizes. The rate for the stub period is the linear interpolation between the 4-month and 5-month EUR-LIBOR-BBA rates. The stub period on the floating stream runs from 16 January, 1995 to 14 June, 1995, and on the fixed stream from 16 January, 1995 to 14 December, 1995. The notional amount is decreased by EUR 10,000,000 each year. Note the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">TW9235</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">SW2000</tradeId>
</partyTradeIdentifier>
<tradeDate>1994-12-12</tradeDate>
</tradeHeader>
<swap><swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>1995-01-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>1999-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenters">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<firstRegularPeriodStartDate>1995-06-14</firstRegularPeriodStartDate>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>14</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Single Currency Interest Rate Swap with Initial Stub Period and Notional AmortizationThe swap contract is identical to Example 1 except that there is an initial stub period and the notional amortizes. The rate for the stub period is the linear interpolation between the 4-month and 5-month EUR-LIBOR-BBA rates. The stub period on the floating stream runs from 16 January, 1995 to 14 June, 1995, and on the fixed stream from 16 January, 1995 to 14 December, 1995. The notional amount is decreased by EUR 10,000,000 each year. Note the following:" | ### Response:
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>1995-06-14</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>50000000.00</initialValue>
<step>
<stepDate>1995-12-14</stepDate>
<stepValue>40000000.00</stepValue>
</step>
<step>
<stepDate>1996-12-14</stepDate>
<stepValue>30000000.00</stepValue>
</step>
<step>
<stepDate>1997-12-14</stepDate>
<stepValue>20000000.00</stepValue>
</step>
<step>
<stepDate>1998-12-14</stepDate>
<stepValue>10000000.00</stepValue>
</step>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Single Currency Interest Rate Swap with Initial Stub Period and Notional AmortizationThe swap contract is identical to Example 1 except that there is an initial stub period and the notional amortizes. The rate for the stub period is the linear interpolation between the 4-month and 5-month EUR-LIBOR-BBA rates. The stub period on the floating stream runs from 16 January, 1995 to 14 June, 1995, and on the fixed stream from 16 January, 1995 to 14 December, 1995. The notional amount is decreased by EUR 10,000,000 each year. Note the following:"
### Response:
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>1995-06-14</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>50000000.00</initialValue>
<step>
<stepDate>1995-12-14</stepDate>
<stepValue>40000000.00</stepValue>
</step>
<step>
<stepDate>1996-12-14</stepDate>
<stepValue>30000000.00</stepValue>
</step>
<step>
<stepDate>1997-12-14</stepDate>
<stepValue>20000000.00</stepValue>
</step>
<step>
<stepDate>1998-12-14</stepDate>
<stepValue>10000000.00</stepValue>
</step>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Single Currency Interest Rate Swap with Initial Stub Period and Notional AmortizationThe swap contract is identical to Example 1 except that there is an initial stub period and the notional amortizes. The rate for the stub period is the linear interpolation between the 4-month and 5-month EUR-LIBOR-BBA rates. The stub period on the floating stream runs from 16 January, 1995 to 14 June, 1995, and on the fixed stream from 16 January, 1995 to 14 December, 1995. The notional amount is decreased by EUR 10,000,000 each year. Note the following:" | ### Response:
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<stubCalculationPeriodAmount>
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<initialStub>
<floatingRate>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>4</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRate>
<floatingRate>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>5</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRate>
</initialStub>
</stubCalculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>1995-06-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1995-01-16</adjustedStartDate>
<adjustedEndDate>1995-06-14</adjustedEndDate>
<notionalAmount>50000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1995-01-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1995-12-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Single Currency Interest Rate Swap with Initial Stub Period and Notional AmortizationThe swap contract is identical to Example 1 except that there is an initial stub period and the notional amortizes. The rate for the stub period is the linear interpolation between the 4-month and 5-month EUR-LIBOR-BBA rates. The stub period on the floating stream runs from 16 January, 1995 to 14 June, 1995, and on the fixed stream from 16 January, 1995 to 14 December, 1995. The notional amount is decreased by EUR 10,000,000 each year. Note the following:"
### Response:
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<stubCalculationPeriodAmount>
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<initialStub>
<floatingRate>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>4</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRate>
<floatingRate>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>5</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRate>
</initialStub>
</stubCalculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>1995-06-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1995-01-16</adjustedStartDate>
<adjustedEndDate>1995-06-14</adjustedEndDate>
<notionalAmount>50000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1995-01-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1995-12-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Single Currency Interest Rate Swap with Initial Stub Period and Notional AmortizationThe swap contract is identical to Example 1 except that there is an initial stub period and the notional amortizes. The rate for the stub period is the linear interpolation between the 4-month and 5-month EUR-LIBOR-BBA rates. The stub period on the floating stream runs from 16 January, 1995 to 14 June, 1995, and on the fixed stream from 16 January, 1995 to 14 December, 1995. The notional amount is decreased by EUR 10,000,000 each year. Note the following:" | ### Response: 1995-06-14</adjustedStartDate>
<adjustedEndDate>1995-12-14</adjustedEndDate>
<notionalAmount>50000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1995-06-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1996-06-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1995-12-14</adjustedStartDate>
<adjustedEndDate>1996-06-14</adjustedEndDate>
<notionalAmount>40000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1995-12-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1996-12-16</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1996-06-14</adjustedStartDate>
<adjustedEndDate>1996-12-16</adjustedEndDate>
<notionalAmount>40000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1996-06-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1997-06-16</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1996-12-16</adjustedStartDate>
<adjustedEndDate>1997-06-16</adjustedEndDate>
<notionalAmount>30000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1996-12-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Single Currency Interest Rate Swap with Initial Stub Period and Notional AmortizationThe swap contract is identical to Example 1 except that there is an initial stub period and the notional amortizes. The rate for the stub period is the linear interpolation between the 4-month and 5-month EUR-LIBOR-BBA rates. The stub period on the floating stream runs from 16 January, 1995 to 14 June, 1995, and on the fixed stream from 16 January, 1995 to 14 December, 1995. The notional amount is decreased by EUR 10,000,000 each year. Note the following:"
### Response: 1995-06-14</adjustedStartDate>
<adjustedEndDate>1995-12-14</adjustedEndDate>
<notionalAmount>50000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1995-06-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1996-06-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1995-12-14</adjustedStartDate>
<adjustedEndDate>1996-06-14</adjustedEndDate>
<notionalAmount>40000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1995-12-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1996-12-16</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1996-06-14</adjustedStartDate>
<adjustedEndDate>1996-12-16</adjustedEndDate>
<notionalAmount>40000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1996-06-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1997-06-16</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1996-12-16</adjustedStartDate>
<adjustedEndDate>1997-06-16</adjustedEndDate>
<notionalAmount>30000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1996-12-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Single Currency Interest Rate Swap with Initial Stub Period and Notional AmortizationThe swap contract is identical to Example 1 except that there is an initial stub period and the notional amortizes. The rate for the stub period is the linear interpolation between the 4-month and 5-month EUR-LIBOR-BBA rates. The stub period on the floating stream runs from 16 January, 1995 to 14 June, 1995, and on the fixed stream from 16 January, 1995 to 14 December, 1995. The notional amount is decreased by EUR 10,000,000 each year. Note the following:" | ### Response:
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1997-12-15</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1997-06-16</adjustedStartDate>
<adjustedEndDate>1997-12-15</adjustedEndDate>
<notionalAmount>30000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1997-06-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1998-06-15</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1997-12-15</adjustedStartDate>
<adjustedEndDate>1998-06-15</adjustedEndDate>
<notionalAmount>20000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1997-12-11</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1998-12-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1998-06-15</adjustedStartDate>
<adjustedEndDate>1998-12-14</adjustedEndDate>
<notionalAmount>20000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1998-06-11</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1999-06-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1998-12-14</adjustedStartDate>
<adjustedEndDate>1999-06-14</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Single Currency Interest Rate Swap with Initial Stub Period and Notional AmortizationThe swap contract is identical to Example 1 except that there is an initial stub period and the notional amortizes. The rate for the stub period is the linear interpolation between the 4-month and 5-month EUR-LIBOR-BBA rates. The stub period on the floating stream runs from 16 January, 1995 to 14 June, 1995, and on the fixed stream from 16 January, 1995 to 14 December, 1995. The notional amount is decreased by EUR 10,000,000 each year. Note the following:"
### Response:
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1997-12-15</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1997-06-16</adjustedStartDate>
<adjustedEndDate>1997-12-15</adjustedEndDate>
<notionalAmount>30000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1997-06-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1998-06-15</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1997-12-15</adjustedStartDate>
<adjustedEndDate>1998-06-15</adjustedEndDate>
<notionalAmount>20000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1997-12-11</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1998-12-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1998-06-15</adjustedStartDate>
<adjustedEndDate>1998-12-14</adjustedEndDate>
<notionalAmount>20000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1998-06-11</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1999-06-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1998-12-14</adjustedStartDate>
<adjustedEndDate>1999-06-14</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Single Currency Interest Rate Swap with Initial Stub Period and Notional AmortizationThe swap contract is identical to Example 1 except that there is an initial stub period and the notional amortizes. The rate for the stub period is the linear interpolation between the 4-month and 5-month EUR-LIBOR-BBA rates. The stub period on the floating stream runs from 16 January, 1995 to 14 June, 1995, and on the fixed stream from 16 January, 1995 to 14 December, 1995. The notional amount is decreased by EUR 10,000,000 each year. Note the following:" | ### Response:
<rateObservation>
<adjustedFixingDate>1998-12-10</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1999-12-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1999-06-14</adjustedStartDate>
<adjustedEndDate>1999-12-14</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1999-06-10</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
</cashflows>
</swapStream><swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>1995-01-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>1999-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<firstRegularPeriodStartDate>1995-12-14</firstRegularPeriodStartDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>14</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Single Currency Interest Rate Swap with Initial Stub Period and Notional AmortizationThe swap contract is identical to Example 1 except that there is an initial stub period and the notional amortizes. The rate for the stub period is the linear interpolation between the 4-month and 5-month EUR-LIBOR-BBA rates. The stub period on the floating stream runs from 16 January, 1995 to 14 June, 1995, and on the fixed stream from 16 January, 1995 to 14 December, 1995. The notional amount is decreased by EUR 10,000,000 each year. Note the following:"
### Response:
<rateObservation>
<adjustedFixingDate>1998-12-10</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1999-12-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1999-06-14</adjustedStartDate>
<adjustedEndDate>1999-12-14</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1999-06-10</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
</cashflows>
</swapStream><swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>1995-01-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>1999-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<firstRegularPeriodStartDate>1995-12-14</firstRegularPeriodStartDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>14</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Single Currency Interest Rate Swap with Initial Stub Period and Notional AmortizationThe swap contract is identical to Example 1 except that there is an initial stub period and the notional amortizes. The rate for the stub period is the linear interpolation between the 4-month and 5-month EUR-LIBOR-BBA rates. The stub period on the floating stream runs from 16 January, 1995 to 14 June, 1995, and on the fixed stream from 16 January, 1995 to 14 December, 1995. The notional amount is decreased by EUR 10,000,000 each year. Note the following:" | ### Response:
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<firstPaymentDate>1995-12-14</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>50000000.00</initialValue>
<step>
<stepDate>1995-12-14</stepDate>
<stepValue>40000000.00</stepValue>
</step>
<step>
<stepDate>1996-12-14</stepDate>
<stepValue>30000000.00</stepValue>
</step>
<step>
<stepDate>1997-12-14</stepDate>
<stepValue>20000000.00</stepValue>
</step>
<step>
<stepDate>1998-12-14</stepDate>
<stepValue>10000000.00</stepValue>
</step>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.06</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30E/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>1995-12-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1995-01-16</adjustedStartDate>
<adjustedEndDate>1995-12-14</adjustedEndDate>
<notionalAmount>50000000.00</notionalAmount>
<fixedRate>0.06</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1996-12-16</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Single Currency Interest Rate Swap with Initial Stub Period and Notional AmortizationThe swap contract is identical to Example 1 except that there is an initial stub period and the notional amortizes. The rate for the stub period is the linear interpolation between the 4-month and 5-month EUR-LIBOR-BBA rates. The stub period on the floating stream runs from 16 January, 1995 to 14 June, 1995, and on the fixed stream from 16 January, 1995 to 14 December, 1995. The notional amount is decreased by EUR 10,000,000 each year. Note the following:"
### Response:
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<firstPaymentDate>1995-12-14</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>50000000.00</initialValue>
<step>
<stepDate>1995-12-14</stepDate>
<stepValue>40000000.00</stepValue>
</step>
<step>
<stepDate>1996-12-14</stepDate>
<stepValue>30000000.00</stepValue>
</step>
<step>
<stepDate>1997-12-14</stepDate>
<stepValue>20000000.00</stepValue>
</step>
<step>
<stepDate>1998-12-14</stepDate>
<stepValue>10000000.00</stepValue>
</step>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.06</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30E/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>1995-12-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1995-01-16</adjustedStartDate>
<adjustedEndDate>1995-12-14</adjustedEndDate>
<notionalAmount>50000000.00</notionalAmount>
<fixedRate>0.06</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1996-12-16</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate> |
category: "interest-rate-derivatives" | sub category: "Inverse Floater vs. Floating" | description: "On 29 April, 2009 PartyA and PartyB agree to enter into an ISDA. The terms of the contract are: Things to note:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123456</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">654321</tradeId>
</partyTradeIdentifier>
<tradeDate>2009-04-29</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2009-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2011-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Inverse Floater vs. Floating"
description: "On 29 April, 2009 PartyA and PartyB agree to enter into an ISDA. The terms of the contract are: Things to note:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123456</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">654321</tradeId>
</partyTradeIdentifier>
<tradeDate>2009-04-29</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2009-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2011-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period> |
category: "interest-rate-derivatives" | sub category: "Inverse Floater vs. Floating" | description: "On 29 April, 2009 PartyA and PartyB agree to enter into an ISDA. The terms of the contract are: Things to note:" | ### Response: M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="resetBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="resetBusinessCenters0"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<floatingRateMultiplierSchedule>
<initialValue>-1.0</initialValue>
</floatingRateMultiplierSchedule> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Inverse Floater vs. Floating"
description: "On 29 April, 2009 PartyA and PartyB agree to enter into an ISDA. The terms of the contract are: Things to note:"
### Response: M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="resetBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="resetBusinessCenters0"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<floatingRateMultiplierSchedule>
<initialValue>-1.0</initialValue>
</floatingRateMultiplierSchedule> |
category: "interest-rate-derivatives" | sub category: "Inverse Floater vs. Floating" | description: "On 29 April, 2009 PartyA and PartyB agree to enter into an ISDA. The terms of the contract are: Things to note:" | ### Response:
<spreadSchedule>
<initialValue>0.0325</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2009-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2011-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Inverse Floater vs. Floating"
description: "On 29 April, 2009 PartyA and PartyB agree to enter into an ISDA. The terms of the contract are: Things to note:"
### Response:
<spreadSchedule>
<initialValue>0.0325</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2009-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2011-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments> |
category: "interest-rate-derivatives" | null | description: "Daily averaging swap with lookbackExample that shows a daily averaging swap on an overnight rate with a lookback. This means that the weighting is done based on the calculation/accrual period, not the observation period." | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId>
</partyTradeIdentifier>
<tradeDate>2021-08-13</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType><swapStream id="InterestRateSwap-64209468-Floating-leg-2">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="calculationPeriodDates-64209468-677">
<effectiveDate>
<unadjustedDate>2021-08-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209468-678">
<unadjustedDate>2024-08-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Daily averaging swap with lookbackExample that shows a daily averaging swap on an overnight rate with a lookback. This means that the weighting is done based on the calculation/accrual period, not the observation period."
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId>
</partyTradeIdentifier>
<tradeDate>2021-08-13</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType><swapStream id="InterestRateSwap-64209468-Floating-leg-2">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="calculationPeriodDates-64209468-677">
<effectiveDate>
<unadjustedDate>2021-08-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209468-678">
<unadjustedDate>2024-08-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier> |
category: "interest-rate-derivatives" | null | description: "Daily averaging swap with lookbackExample that shows a daily averaging swap on an overnight rate with a lookback. This means that the weighting is done based on the calculation/accrual period, not the observation period." | ### Response:
<period>M</period>
<rollConvention>16</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>3672000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex>
<calculationParameters>
<calculationMethod>Averaging</calculationMethod>
<applicableBusinessDays>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</applicableBusinessDays>
<lookback>
<offsetDays>5</offsetDays>
</lookback>
<observationCapRate>0.02</observationCapRate>
</calculationParameters>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Daily averaging swap with lookbackExample that shows a daily averaging swap on an overnight rate with a lookback. This means that the weighting is done based on the calculation/accrual period, not the observation period."
### Response:
<period>M</period>
<rollConvention>16</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>3672000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex>
<calculationParameters>
<calculationMethod>Averaging</calculationMethod>
<applicableBusinessDays>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</applicableBusinessDays>
<lookback>
<offsetDays>5</offsetDays>
</lookback>
<observationCapRate>0.02</observationCapRate>
</calculationParameters>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream> |
category: "interest-rate-derivatives" | null | description: "Daily averaging swap with lookbackExample that shows a daily averaging swap on an overnight rate with a lookback. This means that the weighting is done based on the calculation/accrual period, not the observation period." | ### Response:
<swapStream id="InterestRateSwap-64209468-Fixed-leg-1">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="calculationPeriodDates-64209468-681">
<effectiveDate>
<unadjustedDate>2021-08-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209468-682">
<unadjustedDate>2024-08-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>16</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Daily averaging swap with lookbackExample that shows a daily averaging swap on an overnight rate with a lookback. This means that the weighting is done based on the calculation/accrual period, not the observation period."
### Response:
<swapStream id="InterestRateSwap-64209468-Fixed-leg-1">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="calculationPeriodDates-64209468-681">
<effectiveDate>
<unadjustedDate>2021-08-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209468-682">
<unadjustedDate>2024-08-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>16</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters> |
category: "repo" | null | description: "Fixed Rate Repo" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="http://www.party1.com/swaps/trade-id">Party19235</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="Party2"/>
<tradeId tradeIdScheme="http://www.party2.com/swaps/trade-id">Party22000</tradeId>
</partyTradeIdentifier>
<tradeDate>2013-11-03</tradeDate>
</tradeHeader>
<repo>
<fixedRateSchedule>
<initialValue>0.80</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction>
<duration>Term</duration>
<initialMargin>
<marginType>Cash</marginType>
<margin>
<marginRatio>1.176471</marginRatio>
</margin>
</initialMargin>
<nearLeg>
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<settlementDate>
<adjustableDate>
<unadjustedDate>2013-11-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementDate>
<settlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>8336850.21</amount>
</settlementAmount>
<deliveryMethod deliveryMethodScheme="http://www.fpml.org/coding-scheme/delivery-method">DeliveryVersusPayment</deliveryMethod>
<collateral>
<nominalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>9000000</amount>
</nominalAmount>
<cleanPrice>108.9784722</cleanPrice>
<accruals>5.375000</accruals>
<assetReference href="OPQ"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "repo"
description: "Fixed Rate Repo"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="http://www.party1.com/swaps/trade-id">Party19235</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="Party2"/>
<tradeId tradeIdScheme="http://www.party2.com/swaps/trade-id">Party22000</tradeId>
</partyTradeIdentifier>
<tradeDate>2013-11-03</tradeDate>
</tradeHeader>
<repo>
<fixedRateSchedule>
<initialValue>0.80</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction>
<duration>Term</duration>
<initialMargin>
<marginType>Cash</marginType>
<margin>
<marginRatio>1.176471</marginRatio>
</margin>
</initialMargin>
<nearLeg>
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<settlementDate>
<adjustableDate>
<unadjustedDate>2013-11-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementDate>
<settlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>8336850.21</amount>
</settlementAmount>
<deliveryMethod deliveryMethodScheme="http://www.fpml.org/coding-scheme/delivery-method">DeliveryVersusPayment</deliveryMethod>
<collateral>
<nominalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>9000000</amount>
</nominalAmount>
<cleanPrice>108.9784722</cleanPrice>
<accruals>5.375000</accruals>
<assetReference href="OPQ"/> |
category: "repo" | null | description: "Floating Rate Repo" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="http://www.party1.com/swaps/trade-id">Party19235</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="Party2"/>
<tradeId tradeIdScheme="http://www.party2.com/swaps/trade-id">Party22000</tradeId>
</partyTradeIdentifier>
<tradeDate>2014-11-19</tradeDate>
</tradeHeader>
<repo>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA-Bloomberg</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0050</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<duration>Term</duration>
<initialMargin>
<marginType>Cash</marginType>
<margin>
<marginRatio>1.2152</marginRatio>
</margin>
</initialMargin>
<nearLeg>
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<settlementDate>
<adjustableDate>
<unadjustedDate>2012-11-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementDate>
<settlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>4000000</amount>
</settlementAmount>
<deliveryMethod deliveryMethodScheme="http://www.fpml.org/coding-scheme/delivery-method">DeliveryVersusPayment</deliveryMethod> | ### Instruction: Write part of the FpML XML code base on the following information: category: "repo"
description: "Floating Rate Repo"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="http://www.party1.com/swaps/trade-id">Party19235</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="Party2"/>
<tradeId tradeIdScheme="http://www.party2.com/swaps/trade-id">Party22000</tradeId>
</partyTradeIdentifier>
<tradeDate>2014-11-19</tradeDate>
</tradeHeader>
<repo>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA-Bloomberg</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0050</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<duration>Term</duration>
<initialMargin>
<marginType>Cash</marginType>
<margin>
<marginRatio>1.2152</marginRatio>
</margin>
</initialMargin>
<nearLeg>
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<settlementDate>
<adjustableDate>
<unadjustedDate>2012-11-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementDate>
<settlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>4000000</amount>
</settlementAmount>
<deliveryMethod deliveryMethodScheme="http://www.fpml.org/coding-scheme/delivery-method">DeliveryVersusPayment</deliveryMethod> |
category: "repo" | null | description: "Fixed Rate Repo" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="http://www.party1.com/swaps/trade-id">Party19235</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="Party2"/>
<tradeId tradeIdScheme="http://www.party2.com/swaps/trade-id">Party22000</tradeId>
</partyTradeIdentifier>
<tradeDate>2014-11-20</tradeDate>
</tradeHeader>
<repo>
<fixedRateSchedule>
<initialValue>0.1105</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/ACT.ICMA</dayCountFraction>
<duration>Term</duration>
<initialMargin>
<marginType>Cash</marginType>
<margin>
<haircut>0.12</haircut>
</margin>
</initialMargin>
<nearLeg>
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<settlementDate>
<adjustableDate>
<unadjustedDate>2014-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementDate>
<settlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">RUB</currency>
<amount>444176424.53</amount>
</settlementAmount>
<deliveryMethod deliveryMethodScheme="http://www.fpml.org/coding-scheme/delivery-method">DeliveryVersusPayment</deliveryMethod>
<collateral>
<nominalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</currency>
<amount>10500000</amount>
</nominalAmount>
<cleanPrice>97.22</cleanPrice>
<assetReference href="XYZ"/>
</collateral>
</nearLeg>
<farLeg id="forwardLeg"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "repo"
description: "Fixed Rate Repo"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="http://www.party1.com/swaps/trade-id">Party19235</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="Party2"/>
<tradeId tradeIdScheme="http://www.party2.com/swaps/trade-id">Party22000</tradeId>
</partyTradeIdentifier>
<tradeDate>2014-11-20</tradeDate>
</tradeHeader>
<repo>
<fixedRateSchedule>
<initialValue>0.1105</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/ACT.ICMA</dayCountFraction>
<duration>Term</duration>
<initialMargin>
<marginType>Cash</marginType>
<margin>
<haircut>0.12</haircut>
</margin>
</initialMargin>
<nearLeg>
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<settlementDate>
<adjustableDate>
<unadjustedDate>2014-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementDate>
<settlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">RUB</currency>
<amount>444176424.53</amount>
</settlementAmount>
<deliveryMethod deliveryMethodScheme="http://www.fpml.org/coding-scheme/delivery-method">DeliveryVersusPayment</deliveryMethod>
<collateral>
<nominalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</currency>
<amount>10500000</amount>
</nominalAmount>
<cleanPrice>97.22</cleanPrice>
<assetReference href="XYZ"/>
</collateral>
</nearLeg>
<farLeg id="forwardLeg"> |
category: "repo" | null | description: "Security Lending vs. Cash collateral" | ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.abc.com/coding-scheme/message-id">1234455</messageId>
<sentBy messageAddressScheme="http://www.abc.com/coding-scheme/message-address-id">ABC</sentBy>
<sendTo>ABCDEF</sendTo>
<creationTimestamp>2019-02-09T14:05:42.267Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<versionedTradeId>
<tradeId tradeIdScheme="http://www.abc.com/coding-scheme/trade-id">942800839</tradeId>
<version>1</version>
</versionedTradeId>
</partyTradeIdentifier>
<partyTradeInformation>
<partyReference href="Party1"/>
<relatedParty>
<partyReference href="Party1"/>
<role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">ReportingParty</role>
</relatedParty>
<relatedParty>
<partyReference href="Party2"/>
<role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">Counterparty</role>
</relatedParty>
<relatedPerson>
<personReference href="Person1"/>
<role personRoleScheme="http://www.fpml.org/coding-scheme/person-role">Trader</role>
</relatedPerson>
</partyTradeInformation>
<tradeDate>2019-02-07</tradeDate>
</tradeHeader>
<securityLending>
<primaryAssetClass assetClassScheme="http://www.fpml.org/coding-scheme/asset-class">SecuritiesFinancing</primaryAssetClass>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">SecurityLending</productType>
<lenderPartyReference href="Party1"/>
<borrowerPartyReference href="Party2"/>
<principal><security><instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">GB0882634976</instrumentId> | ### Instruction: Write part of the FpML XML code base on the following information: category: "repo"
description: "Security Lending vs. Cash collateral"
### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.abc.com/coding-scheme/message-id">1234455</messageId>
<sentBy messageAddressScheme="http://www.abc.com/coding-scheme/message-address-id">ABC</sentBy>
<sendTo>ABCDEF</sendTo>
<creationTimestamp>2019-02-09T14:05:42.267Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<versionedTradeId>
<tradeId tradeIdScheme="http://www.abc.com/coding-scheme/trade-id">942800839</tradeId>
<version>1</version>
</versionedTradeId>
</partyTradeIdentifier>
<partyTradeInformation>
<partyReference href="Party1"/>
<relatedParty>
<partyReference href="Party1"/>
<role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">ReportingParty</role>
</relatedParty>
<relatedParty>
<partyReference href="Party2"/>
<role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">Counterparty</role>
</relatedParty>
<relatedPerson>
<personReference href="Person1"/>
<role personRoleScheme="http://www.fpml.org/coding-scheme/person-role">Trader</role>
</relatedPerson>
</partyTradeInformation>
<tradeDate>2019-02-07</tradeDate>
</tradeHeader>
<securityLending>
<primaryAssetClass assetClassScheme="http://www.fpml.org/coding-scheme/asset-class">SecuritiesFinancing</primaryAssetClass>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">SecurityLending</productType>
<lenderPartyReference href="Party1"/>
<borrowerPartyReference href="Party2"/>
<principal><security><instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">GB0882634976</instrumentId> |
category: "repo" | null | description: "Security Lending vs. Cash collateral" | ### Response: <instrumentType instrumentTypeScheme="http://www.fpml.org/coding-scheme/external/iso10962">DBFTFM</instrumentType><instrumentType instrumentTypeScheme="http://www.fpml.org/coding-scheme/external/esma-security-type">NFID</instrumentType>
<description>2.75% ABC.COM</description><issuerPartyReference href="BondIssuer"/><creditQuality>INVG</creditQuality><maturity>2050-01-01</maturity></security><nominalAmount><currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency><amount>5826000</amount>
</nominalAmount><quantity>5826000</quantity><dirtyPrice>0.85</dirtyPrice><valuationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency><amount>4952100</amount>
</valuationAmount>
</principal>
<initiation><settlementDate>2019-02-07</settlementDate>
</initiation>
<termination><settlementDate>2019-05-07</settlementDate>
</termination><duration>Term</duration><extensionStyle>Extendable</extensionStyle>
<rebate>
<fixedRateSchedule><initialValue>0.012</initialValue>
</fixedRateSchedule>
</rebate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<rebatePaymentFrequency><periodMultiplier>1</periodMultiplier><period>T</period>
</rebatePaymentFrequency>
<collateralProvisions><triParty>
<triPartyAgent href="Triparty"/><deliveryByValue>true</deliveryByValue>
</triParty><marginRatio>1.05</marginRatio><collateralArrangement collateralArrangementScheme="http://www.fpml.org/coding-scheme/collateral-arrangement">SecurityFinancial</collateralArrangement><exclusiveArrangements>false</exclusiveArrangements>
</collateralProvisions>
</securityLending>
<documentation>
<masterAgreement><masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">GMSLA</masterAgreementType><masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2010</masterAgreementVersion> | ### Instruction: Write part of the FpML XML code base on the following information: category: "repo"
description: "Security Lending vs. Cash collateral"
### Response: <instrumentType instrumentTypeScheme="http://www.fpml.org/coding-scheme/external/iso10962">DBFTFM</instrumentType><instrumentType instrumentTypeScheme="http://www.fpml.org/coding-scheme/external/esma-security-type">NFID</instrumentType>
<description>2.75% ABC.COM</description><issuerPartyReference href="BondIssuer"/><creditQuality>INVG</creditQuality><maturity>2050-01-01</maturity></security><nominalAmount><currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency><amount>5826000</amount>
</nominalAmount><quantity>5826000</quantity><dirtyPrice>0.85</dirtyPrice><valuationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency><amount>4952100</amount>
</valuationAmount>
</principal>
<initiation><settlementDate>2019-02-07</settlementDate>
</initiation>
<termination><settlementDate>2019-05-07</settlementDate>
</termination><duration>Term</duration><extensionStyle>Extendable</extensionStyle>
<rebate>
<fixedRateSchedule><initialValue>0.012</initialValue>
</fixedRateSchedule>
</rebate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<rebatePaymentFrequency><periodMultiplier>1</periodMultiplier><period>T</period>
</rebatePaymentFrequency>
<collateralProvisions><triParty>
<triPartyAgent href="Triparty"/><deliveryByValue>true</deliveryByValue>
</triParty><marginRatio>1.05</marginRatio><collateralArrangement collateralArrangementScheme="http://www.fpml.org/coding-scheme/collateral-arrangement">SecurityFinancial</collateralArrangement><exclusiveArrangements>false</exclusiveArrangements>
</collateralProvisions>
</securityLending>
<documentation>
<masterAgreement><masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">GMSLA</masterAgreementType><masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2010</masterAgreementVersion> |
category: "repo" | null | description: "Open Ended Fixed Rate Repo" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="http://www.party1.com/swaps/trade-id">Party19235</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="Party2"/>
<tradeId tradeIdScheme="http://www.party2.com/swaps/trade-id">Party22000</tradeId>
</partyTradeIdentifier>
<tradeDate>2014-11-19</tradeDate>
</tradeHeader>
<repo>
<fixedRateSchedule>
<initialValue>0.85</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/ACT.ICMA</dayCountFraction>
<callingParty>AsDefinedInMasterAgreement</callingParty>
<initialMargin>
<marginType>Cash</marginType>
<margin>
<marginRatio>1.25</marginRatio>
</margin>
</initialMargin>
<nearLeg>
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<settlementDate>
<adjustableDate>
<unadjustedDate>2014-11-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementDate>
<settlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>782855.55</amount>
</settlementAmount>
<deliveryMethod deliveryMethodScheme="http://www.fpml.org/coding-scheme/delivery-method">DeliveryVersusPayment</deliveryMethod>
<collateral>
<nominalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000</amount>
</nominalAmount>
<cleanPrice>97.8569437</cleanPrice>
<accruals>9.250000</accruals> | ### Instruction: Write part of the FpML XML code base on the following information: category: "repo"
description: "Open Ended Fixed Rate Repo"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="http://www.party1.com/swaps/trade-id">Party19235</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="Party2"/>
<tradeId tradeIdScheme="http://www.party2.com/swaps/trade-id">Party22000</tradeId>
</partyTradeIdentifier>
<tradeDate>2014-11-19</tradeDate>
</tradeHeader>
<repo>
<fixedRateSchedule>
<initialValue>0.85</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/ACT.ICMA</dayCountFraction>
<callingParty>AsDefinedInMasterAgreement</callingParty>
<initialMargin>
<marginType>Cash</marginType>
<margin>
<marginRatio>1.25</marginRatio>
</margin>
</initialMargin>
<nearLeg>
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<settlementDate>
<adjustableDate>
<unadjustedDate>2014-11-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementDate>
<settlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>782855.55</amount>
</settlementAmount>
<deliveryMethod deliveryMethodScheme="http://www.fpml.org/coding-scheme/delivery-method">DeliveryVersusPayment</deliveryMethod>
<collateral>
<nominalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000</amount>
</nominalAmount>
<cleanPrice>97.8569437</cleanPrice>
<accruals>9.250000</accruals> |
category: "repo" | null | description: "Tri-Party Floating Rate Repo" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="PartyA"/>
<tradeId tradeIdScheme="http://www.partya.com">12345678</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="PartyB"/>
<tradeId tradeIdScheme="http://www.partyb.com">8745632</tradeId>
</partyTradeIdentifier>
<tradeDate>2012-08-05</tradeDate>
</tradeHeader>
<repo>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-Federal Funds-H.15</floatingRateIndex>
<spreadSchedule>
<initialValue>0.0030</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<duration>Term</duration>
<nearLeg>
<buyerPartyReference href="PartyB"/>
<sellerPartyReference href="PartyA"/>
<settlementDate>
<adjustableDate>
<unadjustedDate>2012-08-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</settlementDate>
<settlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>250000000</amount>
</settlementAmount>
</nearLeg>
<farLeg>
<buyerPartyReference href="PartyA"/>
<sellerPartyReference href="PartyB"/>
<settlementDate>
<adjustableDate>
<unadjustedDate>2012-11-08</unadjustedDate>
<dateAdjustments> | ### Instruction: Write part of the FpML XML code base on the following information: category: "repo"
description: "Tri-Party Floating Rate Repo"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="PartyA"/>
<tradeId tradeIdScheme="http://www.partya.com">12345678</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="PartyB"/>
<tradeId tradeIdScheme="http://www.partyb.com">8745632</tradeId>
</partyTradeIdentifier>
<tradeDate>2012-08-05</tradeDate>
</tradeHeader>
<repo>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-Federal Funds-H.15</floatingRateIndex>
<spreadSchedule>
<initialValue>0.0030</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<duration>Term</duration>
<nearLeg>
<buyerPartyReference href="PartyB"/>
<sellerPartyReference href="PartyA"/>
<settlementDate>
<adjustableDate>
<unadjustedDate>2012-08-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</settlementDate>
<settlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>250000000</amount>
</settlementAmount>
</nearLeg>
<farLeg>
<buyerPartyReference href="PartyA"/>
<sellerPartyReference href="PartyB"/>
<settlementDate>
<adjustableDate>
<unadjustedDate>2012-11-08</unadjustedDate>
<dateAdjustments> |
category: "repo" | null | description: "Fixed Rate Repo" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="http://www.party1.com/swaps/trade-id">Party19235</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="Party2"/>
<tradeId tradeIdScheme="http://www.party2.com/swaps/trade-id">Party22000</tradeId>
</partyTradeIdentifier>
<tradeDate>2013-10-29</tradeDate>
</tradeHeader>
<repo>
<fixedRateSchedule>
<initialValue>-0.0075</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction>
<duration>Term</duration>
<initialMargin>
<marginType>Cash</marginType>
<margin>
<haircut>-0.04762</haircut>
</margin>
</initialMargin>
<nearLeg>
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<settlementDate>
<adjustableDate>
<unadjustedDate>2013-10-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementDate>
<settlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1292748.30</amount>
</settlementAmount>
<deliveryMethod deliveryMethodScheme="http://www.fpml.org/coding-scheme/delivery-method">DeliveryVersusPayment</deliveryMethod>
<collateral>
<nominalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1096000</amount>
</nominalAmount>
<cleanPrice>112.334750</cleanPrice>
<assetReference href="OPQ"/>
</collateral>
</nearLeg> | ### Instruction: Write part of the FpML XML code base on the following information: category: "repo"
description: "Fixed Rate Repo"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="http://www.party1.com/swaps/trade-id">Party19235</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="Party2"/>
<tradeId tradeIdScheme="http://www.party2.com/swaps/trade-id">Party22000</tradeId>
</partyTradeIdentifier>
<tradeDate>2013-10-29</tradeDate>
</tradeHeader>
<repo>
<fixedRateSchedule>
<initialValue>-0.0075</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction>
<duration>Term</duration>
<initialMargin>
<marginType>Cash</marginType>
<margin>
<haircut>-0.04762</haircut>
</margin>
</initialMargin>
<nearLeg>
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<settlementDate>
<adjustableDate>
<unadjustedDate>2013-10-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementDate>
<settlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1292748.30</amount>
</settlementAmount>
<deliveryMethod deliveryMethodScheme="http://www.fpml.org/coding-scheme/delivery-method">DeliveryVersusPayment</deliveryMethod>
<collateral>
<nominalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1096000</amount>
</nominalAmount>
<cleanPrice>112.334750</cleanPrice>
<assetReference href="OPQ"/>
</collateral>
</nearLeg> |
category: "repo" | null | description: "Tri-Party Fixed Rate Repo" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="PartyA"/>
<tradeId tradeIdScheme="http://www.partya.com">12345678</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="PartyB"/>
<tradeId tradeIdScheme="http://www.partyb.com">8745632</tradeId>
</partyTradeIdentifier>
<tradeDate>2010-01-09</tradeDate>
</tradeHeader>
<repo>
<fixedRateSchedule>
<initialValue>0.00006</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<duration>Term</duration>
<nearLeg>
<buyerPartyReference href="PartyB"/>
<sellerPartyReference href="PartyA"/>
<settlementDate>
<adjustableDate>
<unadjustedDate>2010-01-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementDate>
<settlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>700000000</amount>
</settlementAmount>
</nearLeg>
<farLeg>
<buyerPartyReference href="PartyA"/>
<sellerPartyReference href="PartyB"/>
<settlementDate>
<adjustableDate>
<unadjustedDate>2010-02-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementDate>
<settlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>700036166.67</amount>
</settlementAmount>
</farLeg>
<triParty>
<triPartyAgent href="PartyC"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "repo"
description: "Tri-Party Fixed Rate Repo"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="PartyA"/>
<tradeId tradeIdScheme="http://www.partya.com">12345678</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="PartyB"/>
<tradeId tradeIdScheme="http://www.partyb.com">8745632</tradeId>
</partyTradeIdentifier>
<tradeDate>2010-01-09</tradeDate>
</tradeHeader>
<repo>
<fixedRateSchedule>
<initialValue>0.00006</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<duration>Term</duration>
<nearLeg>
<buyerPartyReference href="PartyB"/>
<sellerPartyReference href="PartyA"/>
<settlementDate>
<adjustableDate>
<unadjustedDate>2010-01-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementDate>
<settlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>700000000</amount>
</settlementAmount>
</nearLeg>
<farLeg>
<buyerPartyReference href="PartyA"/>
<sellerPartyReference href="PartyB"/>
<settlementDate>
<adjustableDate>
<unadjustedDate>2010-02-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementDate>
<settlementAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>700036166.67</amount>
</settlementAmount>
</farLeg>
<triParty>
<triPartyAgent href="PartyC"/> |
category: "repo" | null | description: "Security Lending Non-Cash Collateral XCCY Trade" | ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.abc.com/coding-scheme/message-id">1234455</messageId>
<sentBy messageAddressScheme="http://www.abc.com/coding-scheme/message-address-id">ABC</sentBy>
<sendTo>ABCDEF</sendTo>
<creationTimestamp>2019-02-07T14:05:42.267Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<versionedTradeId>
<tradeId tradeIdScheme="http://www.abc.com/coding-scheme/trade-id">9999999</tradeId>
<version>1</version>
</versionedTradeId>
</partyTradeIdentifier>
<partyTradeInformation>
<partyReference href="Party1"/>
<relatedParty>
<partyReference href="Party1"/>
<role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">ReportingParty</role>
</relatedParty>
<relatedParty>
<partyReference href="Party2"/>
<role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">Counterparty</role>
</relatedParty>
<relatedPerson>
<personReference href="Person1"/>
<role personRoleScheme="http://www.fpml.org/coding-scheme/person-role">Trader</role>
</relatedPerson></partyTradeInformation><tradeDate>2019-02-07</tradeDate>
</tradeHeader>
<securityLending>
<primaryAssetClass assetClassScheme="http://www.fpml.org/coding-scheme/asset-class">SecuritiesFinancing</primaryAssetClass>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">SecurityLending</productType>
<lenderPartyReference href="Party1"/>
<borrowerPartyReference href="Party2"/>
<principal><security><instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">GB0882634976</instrumentId> | ### Instruction: Write part of the FpML XML code base on the following information: category: "repo"
description: "Security Lending Non-Cash Collateral XCCY Trade"
### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.abc.com/coding-scheme/message-id">1234455</messageId>
<sentBy messageAddressScheme="http://www.abc.com/coding-scheme/message-address-id">ABC</sentBy>
<sendTo>ABCDEF</sendTo>
<creationTimestamp>2019-02-07T14:05:42.267Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<versionedTradeId>
<tradeId tradeIdScheme="http://www.abc.com/coding-scheme/trade-id">9999999</tradeId>
<version>1</version>
</versionedTradeId>
</partyTradeIdentifier>
<partyTradeInformation>
<partyReference href="Party1"/>
<relatedParty>
<partyReference href="Party1"/>
<role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">ReportingParty</role>
</relatedParty>
<relatedParty>
<partyReference href="Party2"/>
<role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">Counterparty</role>
</relatedParty>
<relatedPerson>
<personReference href="Person1"/>
<role personRoleScheme="http://www.fpml.org/coding-scheme/person-role">Trader</role>
</relatedPerson></partyTradeInformation><tradeDate>2019-02-07</tradeDate>
</tradeHeader>
<securityLending>
<primaryAssetClass assetClassScheme="http://www.fpml.org/coding-scheme/asset-class">SecuritiesFinancing</primaryAssetClass>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">SecurityLending</productType>
<lenderPartyReference href="Party1"/>
<borrowerPartyReference href="Party2"/>
<principal><security><instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">GB0882634976</instrumentId> |
category: "repo" | null | description: "Security Lending Non-Cash Collateral XCCY Trade" | ### Response: <instrumentType instrumentTypeScheme="http://www.fpml.org/coding-scheme/external/iso10962">DBFTFM</instrumentType><instrumentType instrumentTypeScheme="http://www.fpml.org/coding-scheme/external/esma-security-type">NFID</instrumentType>
<description>UKT 1.75 07SEP37 1.7500 07-Sep-2037</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency><issuerPartyReference href="BondIssuer"/><creditQuality>INVG</creditQuality><maturity>2050-01-01</maturity>
</security>
<nominalAmount><currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency><amount>38107291.90</amount>
</nominalAmount><quantity>38100000.00</quantity>
<cleanPrice>1.152</cleanPrice><dirtyPrice>1.160</dirtyPrice>
<yieldToMaturity>0.84</yieldToMaturity>
<allInPrice>1.160</allInPrice><valuationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency><amount>44204458.61</amount>
</valuationAmount>
</principal>
<initiation><settlementDate>2019-08-29</settlementDate>
</initiation>
<termination><settlementDate>2019-12-02</settlementDate>
</termination><duration>Term</duration>
<fee>
<fixedRateSchedule>
<initialValue>0.55</initialValue>
</fixedRateSchedule>
</fee>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<collateralProvisions>
<collateralType>nonCash</collateralType><marginRatio>1</marginRatio><collateralCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</collateralCurrency>
<fxRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency2>
<quoteBasis>Currency1PerCurrency2</quoteBasis>
</quotedCurrencyPair>
<rate>1.24</rate>
</fxRate><collateralArrangement collateralArrangementScheme="http://www.fpml.org/coding-scheme/collateral-arrangement"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "repo"
description: "Security Lending Non-Cash Collateral XCCY Trade"
### Response: <instrumentType instrumentTypeScheme="http://www.fpml.org/coding-scheme/external/iso10962">DBFTFM</instrumentType><instrumentType instrumentTypeScheme="http://www.fpml.org/coding-scheme/external/esma-security-type">NFID</instrumentType>
<description>UKT 1.75 07SEP37 1.7500 07-Sep-2037</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency><issuerPartyReference href="BondIssuer"/><creditQuality>INVG</creditQuality><maturity>2050-01-01</maturity>
</security>
<nominalAmount><currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency><amount>38107291.90</amount>
</nominalAmount><quantity>38100000.00</quantity>
<cleanPrice>1.152</cleanPrice><dirtyPrice>1.160</dirtyPrice>
<yieldToMaturity>0.84</yieldToMaturity>
<allInPrice>1.160</allInPrice><valuationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency><amount>44204458.61</amount>
</valuationAmount>
</principal>
<initiation><settlementDate>2019-08-29</settlementDate>
</initiation>
<termination><settlementDate>2019-12-02</settlementDate>
</termination><duration>Term</duration>
<fee>
<fixedRateSchedule>
<initialValue>0.55</initialValue>
</fixedRateSchedule>
</fee>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<collateralProvisions>
<collateralType>nonCash</collateralType><marginRatio>1</marginRatio><collateralCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</collateralCurrency>
<fxRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency2>
<quoteBasis>Currency1PerCurrency2</quoteBasis>
</quotedCurrencyPair>
<rate>1.24</rate>
</fxRate><collateralArrangement collateralArrangementScheme="http://www.fpml.org/coding-scheme/collateral-arrangement"> |
category: "variance-swaps" | null | description: "Variance Option Transaction Supplement (illustrating predetermined clearing)" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.fpml.org/msg-id">123</messageId>
<sentBy>BIC1</sentBy>
<sendTo>BIC16C</sendTo>
<creationTimestamp>2009-01-27T15:38:00-00:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2009/01/27/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
</partyTradeIdentifier>
<tradeDate>2009-01-27</tradeDate>
</tradeHeader>
<varianceOptionTransactionSupplement>
<buyerPartyReference href="partyA"/>
<sellerPartyReference href="partyB"/>
<optionType>Call</optionType>
<equityPremium>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>1500000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2009-01-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</paymentDate>
</equityPremium>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2015-03-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "variance-swaps"
description: "Variance Option Transaction Supplement (illustrating predetermined clearing)"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.fpml.org/msg-id">123</messageId>
<sentBy>BIC1</sentBy>
<sendTo>BIC16C</sendTo>
<creationTimestamp>2009-01-27T15:38:00-00:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2009/01/27/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
</partyTradeIdentifier>
<tradeDate>2009-01-27</tradeDate>
</tradeHeader>
<varianceOptionTransactionSupplement>
<buyerPartyReference href="partyA"/>
<sellerPartyReference href="partyB"/>
<optionType>Call</optionType>
<equityPremium>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>1500000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2009-01-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</paymentDate>
</equityPremium>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2015-03-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate> |
category: "variance-swaps" | null | description: "Variance Option Transaction Supplement (illustrating predetermined clearing)" | ### Response:
</expirationDate>
<equityExpirationTimeType>OSP</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="valuationDate">
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<clearingInstructions>
<clearedPhysicalSettlement>true</clearedPhysicalSettlement>
<predeterminedClearingOrganizationPartyReference href="clearing-svc"/>
</clearingInstructions>
<varianceSwapTransactionSupplement>
<varianceLeg>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-Reuters-RIC">.FTSE</instrumentId>
<description>FTSE 100 INDEX</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchangeId">XLON</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchangeId">XLIF</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="valuationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</settlementCurrency>
<valuation>
<valuationDate>
<adjustableDate>
<unadjustedDate>2011-03-18</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "variance-swaps"
description: "Variance Option Transaction Supplement (illustrating predetermined clearing)"
### Response:
</expirationDate>
<equityExpirationTimeType>OSP</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="valuationDate">
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<clearingInstructions>
<clearedPhysicalSettlement>true</clearedPhysicalSettlement>
<predeterminedClearingOrganizationPartyReference href="clearing-svc"/>
</clearingInstructions>
<varianceSwapTransactionSupplement>
<varianceLeg>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-Reuters-RIC">.FTSE</instrumentId>
<description>FTSE 100 INDEX</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchangeId">XLON</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchangeId">XLIF</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="valuationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</settlementCurrency>
<valuation>
<valuationDate>
<adjustableDate>
<unadjustedDate>2011-03-18</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate> |
category: "variance-swaps" | null | description: "Variance Option Transaction Supplement (illustrating predetermined clearing)" | ### Response:
<futuresPriceValuation>true</futuresPriceValuation>
</valuation>
<amount>
<observationStartDate>
<adjustableDate>
<unadjustedDate>2009-01-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</observationStartDate>
<variance>
<closingLevel>true</closingLevel>
<expectedN>542</expectedN>
<varianceAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>33333.33</amount>
</varianceAmount>
<varianceStrikePrice>225</varianceStrikePrice>
<varianceCap>false</varianceCap>
<vegaNotionalAmount>1000000</vegaNotionalAmount>
</variance>
</amount>
</varianceLeg>
<multipleExchangeIndexAnnexFallback>false</multipleExchangeIndexAnnexFallback>
</varianceSwapTransactionSupplement>
</varianceOptionTransactionSupplement>
<documentation>
<masterConfirmation>
<masterConfirmationType masterConfirmationTypeScheme="http://www.fpml.org/coding-scheme/master-confirmation-type">ISDA2007VarianceSwapEuropeanRev1</masterConfirmationType>
<masterConfirmationDate>2009-01-07</masterConfirmationDate>
<masterConfirmationAnnexDate>2009-01-07</masterConfirmationAnnexDate>
<masterConfirmationAnnexType masterConfirmationAnnexTypeScheme="http://www.fpml.org/coding-scheme/master-confirmation-annex-type">ISDA2007VarianceOptionEuropean</masterConfirmationAnnexType>
</masterConfirmation>
</documentation>
</trade>
<party id="partyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">ABC1</partyId>
<partyName>SwapsWire Ltd (LE)</partyName>
</party>
<party id="partyB">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">ABC6</partyId>
<partyName>Rusty</partyName>
</party>
<party id="clearing-svc">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300IB5Q45JGNPND58</partyId> | ### Instruction: Write part of the FpML XML code base on the following information: category: "variance-swaps"
description: "Variance Option Transaction Supplement (illustrating predetermined clearing)"
### Response:
<futuresPriceValuation>true</futuresPriceValuation>
</valuation>
<amount>
<observationStartDate>
<adjustableDate>
<unadjustedDate>2009-01-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</observationStartDate>
<variance>
<closingLevel>true</closingLevel>
<expectedN>542</expectedN>
<varianceAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>33333.33</amount>
</varianceAmount>
<varianceStrikePrice>225</varianceStrikePrice>
<varianceCap>false</varianceCap>
<vegaNotionalAmount>1000000</vegaNotionalAmount>
</variance>
</amount>
</varianceLeg>
<multipleExchangeIndexAnnexFallback>false</multipleExchangeIndexAnnexFallback>
</varianceSwapTransactionSupplement>
</varianceOptionTransactionSupplement>
<documentation>
<masterConfirmation>
<masterConfirmationType masterConfirmationTypeScheme="http://www.fpml.org/coding-scheme/master-confirmation-type">ISDA2007VarianceSwapEuropeanRev1</masterConfirmationType>
<masterConfirmationDate>2009-01-07</masterConfirmationDate>
<masterConfirmationAnnexDate>2009-01-07</masterConfirmationAnnexDate>
<masterConfirmationAnnexType masterConfirmationAnnexTypeScheme="http://www.fpml.org/coding-scheme/master-confirmation-annex-type">ISDA2007VarianceOptionEuropean</masterConfirmationAnnexType>
</masterConfirmation>
</documentation>
</trade>
<party id="partyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">ABC1</partyId>
<partyName>SwapsWire Ltd (LE)</partyName>
</party>
<party id="partyB">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">ABC6</partyId>
<partyName>Rusty</partyName>
</party>
<party id="clearing-svc">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300IB5Q45JGNPND58</partyId> |
category: "variance-swaps" | null | description: "Variance Swap Index" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234233423420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">PA/2007/05/02/234234923415</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade><tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/coding-scheme/trade-id">6569</tradeId>
</partyTradeIdentifier>
<tradeDate id="d989">2001-09-24</tradeDate>
</tradeHeader><varianceSwap>
<varianceLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.SP500</instrumentId>
<description>SP 500 Index</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNYS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XCBO</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<valuation>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-07-21</unadjustedDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "variance-swaps"
description: "Variance Swap Index"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234233423420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">PA/2007/05/02/234234923415</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade><tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/coding-scheme/trade-id">6569</tradeId>
</partyTradeIdentifier>
<tradeDate id="d989">2001-09-24</tradeDate>
</tradeHeader><varianceSwap>
<varianceLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.SP500</instrumentId>
<description>SP 500 Index</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNYS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XCBO</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<valuation>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-07-21</unadjustedDate> |
category: "variance-swaps" | null | description: "Variance Swap Index" | ### Response:
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<futuresPriceValuation>true</futuresPriceValuation>
</valuation>
<amount>
<variance>
<closingLevel>true</closingLevel>
<varianceAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>350000</amount>
</varianceAmount>
<varianceStrikePrice>950</varianceStrikePrice>
<exchangeTradedContractNearest>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.SP500</instrumentId>
<description>SP 500 INDEX</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNYS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XCBO</relatedExchangeId>
<contractReference>CBOE SEP04 SP500 FUTURE</contractReference>
<expirationDate>
<adjustableDate>
<unadjustedDate>2004-09-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
</exchangeTradedContractNearest>
</variance>
</amount>
</varianceLeg>
</varianceSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions> | ### Instruction: Write part of the FpML XML code base on the following information: category: "variance-swaps"
description: "Variance Swap Index"
### Response:
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<futuresPriceValuation>true</futuresPriceValuation>
</valuation>
<amount>
<variance>
<closingLevel>true</closingLevel>
<varianceAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>350000</amount>
</varianceAmount>
<varianceStrikePrice>950</varianceStrikePrice>
<exchangeTradedContractNearest>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.SP500</instrumentId>
<description>SP 500 INDEX</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNYS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XCBO</relatedExchangeId>
<contractReference>CBOE SEP04 SP500 FUTURE</contractReference>
<expirationDate>
<adjustableDate>
<unadjustedDate>2004-09-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
</exchangeTradedContractNearest>
</variance>
</amount>
</varianceLeg>
</varianceSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions> |
category: "variance-swaps" | null | description: "Dispersion Variance Swap Transaction Supplemen" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.abc.com/coding-scheme/message-id">283920</messageId>
<sentBy messageAddressScheme="http://www.abc.com/coding-scheme/party-id">ABC290</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">234239</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyz.com/coding-scheme/trade-id">280234089</tradeId>
</partyTradeIdentifier>
<tradeDate id="td">2000-06-28</tradeDate>
</tradeHeader><varianceSwapTransactionSupplement><varianceLeg>
<legIdentifier>
<legId legIdScheme="http://www.xyz.com/coding-scheme/leg-id">92002</legId>
<version>1</version>
</legIdentifier>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/><effectiveDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="osd"/>
</relativeDate>
</effectiveDate>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.dowjones.com/coding-scheme/instrument-id">STOXX50E</instrumentId>
</index>
</singleUnderlyer>
</underlyer>
<valuation><valuationDate>
<adjustableDate id="vd">
<unadjustedDate>2008-10-10</unadjustedDate>
<dateAdjustments> | ### Instruction: Write part of the FpML XML code base on the following information: category: "variance-swaps"
description: "Dispersion Variance Swap Transaction Supplemen"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.abc.com/coding-scheme/message-id">283920</messageId>
<sentBy messageAddressScheme="http://www.abc.com/coding-scheme/party-id">ABC290</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">234239</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyz.com/coding-scheme/trade-id">280234089</tradeId>
</partyTradeIdentifier>
<tradeDate id="td">2000-06-28</tradeDate>
</tradeHeader><varianceSwapTransactionSupplement><varianceLeg>
<legIdentifier>
<legId legIdScheme="http://www.xyz.com/coding-scheme/leg-id">92002</legId>
<version>1</version>
</legIdentifier>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/><effectiveDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="osd"/>
</relativeDate>
</effectiveDate>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.dowjones.com/coding-scheme/instrument-id">STOXX50E</instrumentId>
</index>
</singleUnderlyer>
</underlyer>
<valuation><valuationDate>
<adjustableDate id="vd">
<unadjustedDate>2008-10-10</unadjustedDate>
<dateAdjustments> |
category: "variance-swaps" | null | description: "Dispersion Variance Swap Transaction Supplemen" | ### Response:
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</valuationDate><valuationTimeType>Close</valuationTimeType><futuresPriceValuation>true</futuresPriceValuation>
</valuation>
<amount><observationStartDate>
<relativeDate id="osd">
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="td"/>
</relativeDate>
</observationStartDate><variance>
<initialLevel>0.80</initialLevel>
<varianceAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1000000</amount>
</varianceAmount><varianceStrikePrice>0.30</varianceStrikePrice></variance></amount></varianceLeg><varianceLeg>
<legIdentifier>
<legId legIdScheme="http://www.xyz.com/coding-scheme/leg-id">3939202</legId>
<version>1</version>
</legIdentifier>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="uri:ticker">AH.AS</instrumentId>
<description>Ahold</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XASE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer><valuation/>
<amount>
<allDividends>true</allDividends>
<variance>
<initialLevel>0.80</initialLevel>
<varianceAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "variance-swaps"
description: "Dispersion Variance Swap Transaction Supplemen"
### Response:
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</valuationDate><valuationTimeType>Close</valuationTimeType><futuresPriceValuation>true</futuresPriceValuation>
</valuation>
<amount><observationStartDate>
<relativeDate id="osd">
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="td"/>
</relativeDate>
</observationStartDate><variance>
<initialLevel>0.80</initialLevel>
<varianceAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1000000</amount>
</varianceAmount><varianceStrikePrice>0.30</varianceStrikePrice></variance></amount></varianceLeg><varianceLeg>
<legIdentifier>
<legId legIdScheme="http://www.xyz.com/coding-scheme/leg-id">3939202</legId>
<version>1</version>
</legIdentifier>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="uri:ticker">AH.AS</instrumentId>
<description>Ahold</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XASE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer><valuation/>
<amount>
<allDividends>true</allDividends>
<variance>
<initialLevel>0.80</initialLevel>
<varianceAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "variance-swaps" | null | description: "Variance Option Transaction Supplemen" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.fpml.org/msg-id">123</messageId>
<sentBy>BIC1</sentBy>
<sendTo>BIC16C</sendTo>
<creationTimestamp>2009-01-27T15:38:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2009/01/27/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
</partyTradeIdentifier>
<tradeDate>2009-01-27</tradeDate>
</tradeHeader>
<varianceOptionTransactionSupplement>
<buyerPartyReference href="partyA"/>
<sellerPartyReference href="partyB"/>
<optionType>Call</optionType>
<equityPremium>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>1500000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2009-01-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</paymentDate>
</equityPremium>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2015-03-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "variance-swaps"
description: "Variance Option Transaction Supplemen"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.fpml.org/msg-id">123</messageId>
<sentBy>BIC1</sentBy>
<sendTo>BIC16C</sendTo>
<creationTimestamp>2009-01-27T15:38:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2009/01/27/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
</partyTradeIdentifier>
<tradeDate>2009-01-27</tradeDate>
</tradeHeader>
<varianceOptionTransactionSupplement>
<buyerPartyReference href="partyA"/>
<sellerPartyReference href="partyB"/>
<optionType>Call</optionType>
<equityPremium>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>1500000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2009-01-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</paymentDate>
</equityPremium>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2015-03-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate> |
category: "variance-swaps" | null | description: "Variance Option Transaction Supplemen" | ### Response:
</expirationDate>
<equityExpirationTimeType>OSP</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="valuationDate">
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<varianceSwapTransactionSupplement>
<varianceLeg>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-Reuters-RIC">.FTSE</instrumentId>
<description>FTSE 100 INDEX</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchangeId">XLON</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchangeId">XLIF</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="valuationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</settlementCurrency>
<valuation>
<valuationDate>
<adjustableDate>
<unadjustedDate>2011-03-18</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<futuresPriceValuation>true</futuresPriceValuation>
</valuation>
<amount>
<observationStartDate>
<adjustableDate>
<unadjustedDate>2009-01-27</unadjustedDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "variance-swaps"
description: "Variance Option Transaction Supplemen"
### Response:
</expirationDate>
<equityExpirationTimeType>OSP</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="valuationDate">
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<varianceSwapTransactionSupplement>
<varianceLeg>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-Reuters-RIC">.FTSE</instrumentId>
<description>FTSE 100 INDEX</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchangeId">XLON</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchangeId">XLIF</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="valuationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</settlementCurrency>
<valuation>
<valuationDate>
<adjustableDate>
<unadjustedDate>2011-03-18</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<futuresPriceValuation>true</futuresPriceValuation>
</valuation>
<amount>
<observationStartDate>
<adjustableDate>
<unadjustedDate>2009-01-27</unadjustedDate> |
category: "variance-swaps" | null | description: "Volatility Swap Index MCA" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234233423420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">PA/2007/05/02/234234923415</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">6403855</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">6403855</tradeId>
</partyTradeIdentifier>
<tradeDate>2015-03-30</tradeDate>
</tradeHeader>
<volatilitySwapTransactionSupplement>
<volatilityLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/><underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-Reuters-RIC">.FTSE</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</exchangeId><relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer><settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</settlementCurrency>
<valuation id="valuationDate"><valuationDate>
<adjustableDate>
<unadjustedDate>2015-04-07</unadjustedDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "variance-swaps"
description: "Volatility Swap Index MCA"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234233423420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">PA/2007/05/02/234234923415</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">6403855</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">6403855</tradeId>
</partyTradeIdentifier>
<tradeDate>2015-03-30</tradeDate>
</tradeHeader>
<volatilitySwapTransactionSupplement>
<volatilityLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/><underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-Reuters-RIC">.FTSE</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</exchangeId><relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer><settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</settlementCurrency>
<valuation id="valuationDate"><valuationDate>
<adjustableDate>
<unadjustedDate>2015-04-07</unadjustedDate> |
category: "variance-swaps" | null | description: "Volatility Swap Index Matrix" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234233423420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">PA/2007/05/02/234234923415</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">6403855</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">6403855</tradeId>
</partyTradeIdentifier><tradeDate>2015-03-30</tradeDate>
</tradeHeader>
<volatilitySwapTransactionSupplement>
<volatilityLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/><underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-Reuters-RIC">.FTSE</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer><settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</settlementCurrency>
<valuation id="valuationDate"><valuationDate>
<adjustableDate>
<unadjustedDate>2015-04-07</unadjustedDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "variance-swaps"
description: "Volatility Swap Index Matrix"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234233423420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">PA/2007/05/02/234234923415</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">6403855</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">6403855</tradeId>
</partyTradeIdentifier><tradeDate>2015-03-30</tradeDate>
</tradeHeader>
<volatilitySwapTransactionSupplement>
<volatilityLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/><underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-Reuters-RIC">.FTSE</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer><settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</settlementCurrency>
<valuation id="valuationDate"><valuationDate>
<adjustableDate>
<unadjustedDate>2015-04-07</unadjustedDate> |
category: "variance-swaps" | null | description: "Conditional Variance Swap" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234234923420</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">PA/2000/08/01/234234923420</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/coding-scheme/trade-id">6569</tradeId>
</partyTradeIdentifier>
<tradeDate id="d989">2007-01-05</tradeDate>
</tradeHeader>
<varianceSwap>
<varianceLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">IBM</instrumentId>
<description>IBM ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNYS</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<valuation>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-07-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<optionsPriceValuation> | ### Instruction: Write part of the FpML XML code base on the following information: category: "variance-swaps"
description: "Conditional Variance Swap"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234234923420</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">PA/2000/08/01/234234923420</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/coding-scheme/trade-id">6569</tradeId>
</partyTradeIdentifier>
<tradeDate id="d989">2007-01-05</tradeDate>
</tradeHeader>
<varianceSwap>
<varianceLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">IBM</instrumentId>
<description>IBM ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNYS</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<valuation>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-07-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<optionsPriceValuation> |
category: "variance-swaps" | null | description: "Variance Swap Single Stock" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234233423420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">PA/2007/05/02/234234923420</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade><tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/coding-scheme/trade-id">6569</tradeId>
</partyTradeIdentifier>
<tradeDate id="d989">2001-09-24</tradeDate>
</tradeHeader>
<varianceSwap>
<varianceLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">IBM</instrumentId>
<description>IBM ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNYS</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<valuation>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-07-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<optionsPriceValuation> | ### Instruction: Write part of the FpML XML code base on the following information: category: "variance-swaps"
description: "Variance Swap Single Stock"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234233423420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">PA/2007/05/02/234234923420</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade><tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/coding-scheme/trade-id">6569</tradeId>
</partyTradeIdentifier>
<tradeDate id="d989">2001-09-24</tradeDate>
</tradeHeader>
<varianceSwap>
<varianceLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">IBM</instrumentId>
<description>IBM ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNYS</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<valuation>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-07-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<optionsPriceValuation> |
category: "variance-swaps" | null | description: "Variance Swap Single Stock" | ### Response: true</optionsPriceValuation>
</valuation>
<amount>
<optionsExchangeDividends>true</optionsExchangeDividends>
<additionalDividends>false</additionalDividends>
<variance>
<closingLevel>true</closingLevel>
<varianceAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>350000</amount>
</varianceAmount>
<varianceStrikePrice>85.00</varianceStrikePrice>
<exchangeTradedContractNearest>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.IBM</instrumentId>
<description>IBM ordinary shares</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNYS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XCBO</relatedExchangeId>
<contractReference>CBOE SEP04 IBM EUROPEAN OPTION</contractReference>
<expirationDate>
<adjustableDate>
<unadjustedDate>2004-09-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
</exchangeTradedContractNearest>
</variance>
</amount>
</varianceLeg>
</varianceSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "variance-swaps"
description: "Variance Swap Single Stock"
### Response: true</optionsPriceValuation>
</valuation>
<amount>
<optionsExchangeDividends>true</optionsExchangeDividends>
<additionalDividends>false</additionalDividends>
<variance>
<closingLevel>true</closingLevel>
<varianceAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>350000</amount>
</varianceAmount>
<varianceStrikePrice>85.00</varianceStrikePrice>
<exchangeTradedContractNearest>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.IBM</instrumentId>
<description>IBM ordinary shares</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNYS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XCBO</relatedExchangeId>
<contractReference>CBOE SEP04 IBM EUROPEAN OPTION</contractReference>
<expirationDate>
<adjustableDate>
<unadjustedDate>2004-09-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
</exchangeTradedContractNearest>
</variance>
</amount>
</varianceLeg>
</varianceSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions"> |
category: "variance-swaps" | null | description: "Dispersion Variance Swap Long Form" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.abc.com/coding-scheme/message-id">283920</messageId>
<sentBy messageAddressScheme="http://www.abc.com/coding-scheme/party-id">ABC290</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">234239</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyz.com/coding-scheme/trade-id">280234089</tradeId>
</partyTradeIdentifier>
<tradeDate id="td">2000-06-28</tradeDate>
</tradeHeader><varianceSwap>
<extraordinaryEvents><mergerEvents>
<shareForShare>CalculationAgent</shareForShare>
<shareForOther>CalculationAgent</shareForOther>
<shareForCombined>CalculationAgent</shareForCombined>
</mergerEvents><tenderOffer>true</tenderOffer><tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents><compositionOfCombinedConsideration>false</compositionOfCombinedConsideration><indexAdjustmentEvents>
<indexModification>RelatedExchange</indexModification>
<indexCancellation>CalculationAgentAdjustment</indexCancellation>
<indexDisruption>CalculationAgentAdjustment</indexDisruption>
</indexAdjustmentEvents><additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow> | ### Instruction: Write part of the FpML XML code base on the following information: category: "variance-swaps"
description: "Dispersion Variance Swap Long Form"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.abc.com/coding-scheme/message-id">283920</messageId>
<sentBy messageAddressScheme="http://www.abc.com/coding-scheme/party-id">ABC290</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">234239</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyz.com/coding-scheme/trade-id">280234089</tradeId>
</partyTradeIdentifier>
<tradeDate id="td">2000-06-28</tradeDate>
</tradeHeader><varianceSwap>
<extraordinaryEvents><mergerEvents>
<shareForShare>CalculationAgent</shareForShare>
<shareForOther>CalculationAgent</shareForOther>
<shareForCombined>CalculationAgent</shareForCombined>
</mergerEvents><tenderOffer>true</tenderOffer><tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents><compositionOfCombinedConsideration>false</compositionOfCombinedConsideration><indexAdjustmentEvents>
<indexModification>RelatedExchange</indexModification>
<indexCancellation>CalculationAgentAdjustment</indexCancellation>
<indexDisruption>CalculationAgentAdjustment</indexDisruption>
</indexAdjustmentEvents><additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow> |
category: "variance-swaps" | null | description: "Dispersion Variance Swap Long Form" | ### Response: true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents><representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations><nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents><varianceLeg>
<legIdentifier>
<legId legIdScheme="http://www.xyz.com/coding-scheme/leg-id">234234234</legId>
<version>1</version>
</legIdentifier>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/><effectiveDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="osd"/>
</relativeDate>
</effectiveDate><terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="csd"/>
</relativeDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.dowjones.com/coding-scheme/instrument-id">STOXX50E</instrumentId>
</index>
</singleUnderlyer>
</underlyer><settlementType>Cash</settlementType><settlementDate>
<relativeDate id="csd">
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention> | ### Instruction: Write part of the FpML XML code base on the following information: category: "variance-swaps"
description: "Dispersion Variance Swap Long Form"
### Response: true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents><representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations><nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents><varianceLeg>
<legIdentifier>
<legId legIdScheme="http://www.xyz.com/coding-scheme/leg-id">234234234</legId>
<version>1</version>
</legIdentifier>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/><effectiveDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="osd"/>
</relativeDate>
</effectiveDate><terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="csd"/>
</relativeDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.dowjones.com/coding-scheme/instrument-id">STOXX50E</instrumentId>
</index>
</singleUnderlyer>
</underlyer><settlementType>Cash</settlementType><settlementDate>
<relativeDate id="csd">
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention> |
category: "variance-swaps" | null | description: "Dispersion Variance Swap Long Form" | ### Response: MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="vd"/>
</relativeDate>
</settlementDate><settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<valuation><valuationDate>
<adjustableDate id="vd">
<unadjustedDate>2008-10-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</valuationDate><valuationTimeType>Close</valuationTimeType><futuresPriceValuation>true</futuresPriceValuation>
</valuation>
<amount><observationStartDate>
<relativeDate id="osd">
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="td"/>
</relativeDate>
</observationStartDate><variance>
<initialLevel>0.80</initialLevel>
<varianceAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1000000</amount>
</varianceAmount><varianceStrikePrice>0.30</varianceStrikePrice></variance></amount></varianceLeg><varianceLeg>
<legIdentifier>
<legId legIdScheme="http://www.xyz.com/coding-scheme/leg-id">93949033</legId>
<version>1</version>
</legIdentifier>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="uri:ticker"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "variance-swaps"
description: "Dispersion Variance Swap Long Form"
### Response: MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="vd"/>
</relativeDate>
</settlementDate><settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<valuation><valuationDate>
<adjustableDate id="vd">
<unadjustedDate>2008-10-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</valuationDate><valuationTimeType>Close</valuationTimeType><futuresPriceValuation>true</futuresPriceValuation>
</valuation>
<amount><observationStartDate>
<relativeDate id="osd">
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="td"/>
</relativeDate>
</observationStartDate><variance>
<initialLevel>0.80</initialLevel>
<varianceAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1000000</amount>
</varianceAmount><varianceStrikePrice>0.30</varianceStrikePrice></variance></amount></varianceLeg><varianceLeg>
<legIdentifier>
<legId legIdScheme="http://www.xyz.com/coding-scheme/leg-id">93949033</legId>
<version>1</version>
</legIdentifier>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="uri:ticker"> |
category: "variance-swaps" | null | description: "Dispersion Variance Swap Long Form" | ### Response: AH.AS</instrumentId>
<description>Ahold</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XASE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer><valuation/>
<amount>
<allDividends>true</allDividends>
<variance>
<initialLevel>0.80</initialLevel>
<varianceAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1000000</amount>
</varianceAmount><varianceStrikePrice>0.35</varianceStrikePrice></variance></amount></varianceLeg><varianceLeg>
<legIdentifier>
<legId legIdScheme="http://www.xyz.com/coding-scheme/leg-id">839274939</legId>
<version>1</version>
</legIdentifier>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="uri:ticker">RDSA.AS</instrumentId>
<description>Royal Dutch Shell A</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XASE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer><valuation/>
<amount>
<allDividends>true</allDividends>
<variance>
<initialLevel>0.80</initialLevel>
<varianceAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1000000</amount>
</varianceAmount><varianceStrikePrice>0.40</varianceStrikePrice></variance></amount></varianceLeg></varianceSwap><calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "variance-swaps"
description: "Dispersion Variance Swap Long Form"
### Response: AH.AS</instrumentId>
<description>Ahold</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XASE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer><valuation/>
<amount>
<allDividends>true</allDividends>
<variance>
<initialLevel>0.80</initialLevel>
<varianceAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1000000</amount>
</varianceAmount><varianceStrikePrice>0.35</varianceStrikePrice></variance></amount></varianceLeg><varianceLeg>
<legIdentifier>
<legId legIdScheme="http://www.xyz.com/coding-scheme/leg-id">839274939</legId>
<version>1</version>
</legIdentifier>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="uri:ticker">RDSA.AS</instrumentId>
<description>Royal Dutch Shell A</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XASE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer><valuation/>
<amount>
<allDividends>true</allDividends>
<variance>
<initialLevel>0.80</initialLevel>
<varianceAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1000000</amount>
</varianceAmount><varianceStrikePrice>0.40</varianceStrikePrice></variance></amount></varianceLeg></varianceSwap><calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType> |
category: "credit-derivatives" | null | description: "Asian Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37209</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37209</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-04</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-12-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Asian Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37209</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37209</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-04</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-12-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "credit-derivatives" | null | description: "Asian Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">ACOM CO., LTD.</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">004CC9</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">JP310860A032</instrumentId>
<couponRate>0.0213</couponRate>
<maturity>2007-03-08</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-05</firstPaymentDate>
<rollConvention>5</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<amount>500000000.0</amount>
</calculationAmount>
<fixedRate>0.007</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<amount>500000000.0</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<amount>100000000.0</amount>
</paymentRequirement>
</failureToPay>
<restructuring> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Asian Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">ACOM CO., LTD.</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">004CC9</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">JP310860A032</instrumentId>
<couponRate>0.0213</couponRate>
<maturity>2007-03-08</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-05</firstPaymentDate>
<rollConvention>5</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<amount>500000000.0</amount>
</calculationAmount>
<fixedRate>0.007</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<amount>500000000.0</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<amount>100000000.0</amount>
</paymentRequirement>
</failureToPay>
<restructuring> |
category: "credit-derivatives" | null | description: "Asian Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response:
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">R</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<amount>1000000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BorrowedMoney</category>
<notSubordinated>true</notSubordinated>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notContingent>true</notContingent>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<consentRequiredLoan>
<applicable>true</applicable>
</consentRequiredLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Asian Corporate, Long Form, Fixed Regular Payment Schedule"
### Response:
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">R</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<amount>1000000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BorrowedMoney</category>
<notSubordinated>true</notSubordinated>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notContingent>true</notContingent>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<consentRequiredLoan>
<applicable>true</applicable>
</consentRequiredLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "credit-derivatives" | null | description: "Asian Corporate, Short Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-04</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-05</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-12-05</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Aiful Corporation</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">008FAQ</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">JP310504B117</instrumentId>
<couponRate>0.02</couponRate>
<maturity>2004-01-26</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-05</firstPaymentDate>
<rollConvention>5</rollConvention>
<fixedAmountCalculation>
<fixedRate>0.007</fixedRate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Asian Corporate, Short Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-04</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-05</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-12-05</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Aiful Corporation</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">008FAQ</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">JP310504B117</instrumentId>
<couponRate>0.02</couponRate>
<maturity>2004-01-26</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-05</firstPaymentDate>
<rollConvention>5</rollConvention>
<fixedAmountCalculation>
<fixedRate>0.007</fixedRate> |
category: "credit-derivatives" | null | description: "Emerging Markets European Sovereign, Long Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37261</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37261</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-07-10</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-07-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2006-07-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets European Sovereign, Long Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37261</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37261</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-07-10</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-07-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2006-07-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> |
category: "credit-derivatives" | null | description: "Emerging Markets European Sovereign, Long Form, Fixed Regular Payment Schedule" | ### Response: Republic of Bulgaria</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">1D216P</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">XS0145624432</instrumentId>
<couponRate>0.075</couponRate>
<maturity>2013-01-15</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2002-10-11</firstPaymentDate>
<rollConvention>11</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000000.0</amount>
</calculationAmount>
<fixedRate>0.0027</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000000.0</amount>
</calculationAmount>
<creditEvents>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<obligationAcceleration>true</obligationAcceleration>
<repudiationMoratorium>true</repudiationMoratorium>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">R</restructuringType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets European Sovereign, Long Form, Fixed Regular Payment Schedule"
### Response: Republic of Bulgaria</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">1D216P</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">XS0145624432</instrumentId>
<couponRate>0.075</couponRate>
<maturity>2013-01-15</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2002-10-11</firstPaymentDate>
<rollConvention>11</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000000.0</amount>
</calculationAmount>
<fixedRate>0.0027</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000000.0</amount>
</calculationAmount>
<creditEvents>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<obligationAcceleration>true</obligationAcceleration>
<repudiationMoratorium>true</repudiationMoratorium>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">R</restructuringType> |
category: "credit-derivatives" | null | description: "Emerging Markets European Sovereign, Long Form, Fixed Regular Payment Schedule" | ### Response:
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>Bond</category>
<notSubordinated>true</notSubordinated>
<notDomesticCurrency>
<applicable>true</applicable>
</notDomesticCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notDomesticIssuance>true</notDomesticIssuance>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDaysNotSpecified>true</businessDaysNotSpecified>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>Bond</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notContingent>true</notContingent>
<notDomesticIssuance>true</notDomesticIssuance>
<transferable>true</transferable>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets European Sovereign, Long Form, Fixed Regular Payment Schedule"
### Response:
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>Bond</category>
<notSubordinated>true</notSubordinated>
<notDomesticCurrency>
<applicable>true</applicable>
</notDomesticCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notDomesticIssuance>true</notDomesticIssuance>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDaysNotSpecified>true</businessDaysNotSpecified>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>Bond</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notContingent>true</notContingent>
<notDomesticIssuance>true</notDomesticIssuance>
<transferable>true</transferable>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type"> |
category: "credit-derivatives" | null | description: "European Sovereign, Long Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37263</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37263</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-11-13</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-11-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-11-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Republic of Italy</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">4AB951</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "European Sovereign, Long Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37263</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37263</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-11-13</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-11-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-11-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Republic of Italy</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">4AB951</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN"> |
category: "credit-derivatives" | null | description: "European Sovereign, Long Form, Fixed Regular Payment Schedule" | ### Response: XS0125141316</instrumentId>
<couponRate>0.06</couponRate>
<maturity>2011-02-22</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-02-14</firstPaymentDate>
<rollConvention>14</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>50000000.0</amount>
</calculationAmount>
<fixedRate>0.0011</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>50000000.0</amount>
</calculationAmount>
<creditEvents>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<obligationAcceleration>true</obligationAcceleration>
<repudiationMoratorium>true</repudiationMoratorium>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">R</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "European Sovereign, Long Form, Fixed Regular Payment Schedule"
### Response: XS0125141316</instrumentId>
<couponRate>0.06</couponRate>
<maturity>2011-02-22</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-02-14</firstPaymentDate>
<rollConvention>14</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>50000000.0</amount>
</calculationAmount>
<fixedRate>0.0011</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>50000000.0</amount>
</calculationAmount>
<creditEvents>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<obligationAcceleration>true</obligationAcceleration>
<repudiationMoratorium>true</repudiationMoratorium>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">R</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/> |
category: "credit-derivatives" | null | description: "European Sovereign, Long Form, Fixed Regular Payment Schedule" | ### Response:
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BorrowedMoney</category>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notSovereignLender>true</notSovereignLender>
<notContingent>true</notContingent>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<consentRequiredLoan>
<applicable>true</applicable>
</consentRequiredLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">1992</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA1999Credit</contractualDefinitions> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "European Sovereign, Long Form, Fixed Regular Payment Schedule"
### Response:
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BorrowedMoney</category>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notSovereignLender>true</notSovereignLender>
<notContingent>true</notContingent>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<consentRequiredLoan>
<applicable>true</applicable>
</consentRequiredLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">1992</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA1999Credit</contractualDefinitions> |
category: "credit-derivatives" | null | description: "US Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37264</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37264</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-09-06</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "US Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37264</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37264</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-09-06</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> |
category: "credit-derivatives" | null | description: "US Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: Agrium Inc.</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">008HA7</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP">008916AB4</instrumentId>
<couponRate>0.077</couponRate>
<maturity>2017-02-01</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-06</firstPaymentDate>
<rollConvention>6</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000000.0</amount>
</calculationAmount>
<fixedRate>0.01</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000000.0</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">ModR</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "US Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: Agrium Inc.</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">008HA7</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP">008916AB4</instrumentId>
<couponRate>0.077</couponRate>
<maturity>2017-02-01</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-06</firstPaymentDate>
<rollConvention>6</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000000.0</amount>
</calculationAmount>
<fixedRate>0.01</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000000.0</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">ModR</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "credit-derivatives" | null | description: "US Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BorrowedMoney</category>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<maximumBusinessDays>30</maximumBusinessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notContingent>true</notContingent>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<consentRequiredLoan>
<applicable>true</applicable>
</consentRequiredLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "US Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BorrowedMoney</category>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<maximumBusinessDays>30</maximumBusinessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notContingent>true</notContingent>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<consentRequiredLoan>
<applicable>true</applicable>
</consentRequiredLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version"> |
category: "credit-derivatives" | null | description: "Emerging Markets Asian Sovereign, Long Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37205</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37205</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-02</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-12-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets Asian Sovereign, Long Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37205</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37205</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-02</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-12-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> |
category: "credit-derivatives" | null | description: "Emerging Markets Asian Sovereign, Long Form, Fixed Regular Payment Schedule" | ### Response: Kingdom of Thailand</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">8GB54M</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US88322KAC53</instrumentId>
<couponRate>0.0775</couponRate>
<maturity>2007-04-15</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-03</firstPaymentDate>
<rollConvention>3</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>20000000.0</amount>
</calculationAmount>
<fixedRate>0.012</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>20000000.0</amount>
</calculationAmount>
<creditEvents>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<obligationAcceleration>true</obligationAcceleration>
<repudiationMoratorium>true</repudiationMoratorium>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">R</restructuringType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets Asian Sovereign, Long Form, Fixed Regular Payment Schedule"
### Response: Kingdom of Thailand</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">8GB54M</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US88322KAC53</instrumentId>
<couponRate>0.0775</couponRate>
<maturity>2007-04-15</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-03</firstPaymentDate>
<rollConvention>3</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>20000000.0</amount>
</calculationAmount>
<fixedRate>0.012</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>20000000.0</amount>
</calculationAmount>
<creditEvents>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<obligationAcceleration>true</obligationAcceleration>
<repudiationMoratorium>true</repudiationMoratorium>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">R</restructuringType> |
category: "credit-derivatives" | null | description: "Emerging Markets Asian Sovereign, Long Form, Fixed Regular Payment Schedule" | ### Response:
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BondOrLoan</category>
<notSovereignLender>true</notSovereignLender>
<notDomesticCurrency>
<applicable>true</applicable>
</notDomesticCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notDomesticIssuance>true</notDomesticIssuance>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notSovereignLender>true</notSovereignLender>
<notDomesticLaw>true</notDomesticLaw>
<notContingent>true</notContingent>
<notDomesticIssuance>true</notDomesticIssuance>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets Asian Sovereign, Long Form, Fixed Regular Payment Schedule"
### Response:
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BondOrLoan</category>
<notSovereignLender>true</notSovereignLender>
<notDomesticCurrency>
<applicable>true</applicable>
</notDomesticCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notDomesticIssuance>true</notDomesticIssuance>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notSovereignLender>true</notSovereignLender>
<notDomesticLaw>true</notDomesticLaw>
<notContingent>true</notContingent>
<notDomesticIssuance>true</notDomesticIssuance>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent> |
category: "credit-derivatives" | null | description: "Asia Sovereign, Long Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37206</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37206</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-11-29</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-11-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2005-11-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Asia Sovereign, Long Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37206</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37206</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-11-29</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-11-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2005-11-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> |
category: "credit-derivatives" | null | description: "Asia Sovereign, Long Form, Fixed Regular Payment Schedule" | ### Response: Japan</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">4B818G</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">JP1200551248</instrumentId>
<couponRate>0.02</couponRate>
<maturity>2022-03-21</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-02-28</firstPaymentDate>
<rollConvention>30</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<fixedRate>0.0015</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<creditEvents>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<obligationAcceleration>true</obligationAcceleration>
<repudiationMoratorium>true</repudiationMoratorium>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">R</restructuringType>
</restructuring> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Asia Sovereign, Long Form, Fixed Regular Payment Schedule"
### Response: Japan</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">4B818G</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">JP1200551248</instrumentId>
<couponRate>0.02</couponRate>
<maturity>2022-03-21</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-02-28</firstPaymentDate>
<rollConvention>30</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<fixedRate>0.0015</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<creditEvents>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<obligationAcceleration>true</obligationAcceleration>
<repudiationMoratorium>true</repudiationMoratorium>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">R</restructuringType>
</restructuring> |
category: "credit-derivatives" | null | description: "Asia Sovereign, Long Form, Fixed Regular Payment Schedule" | ### Response:
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BorrowedMoney</category>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notContingent>true</notContingent>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<consentRequiredLoan>
<applicable>true</applicable>
</consentRequiredLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Asia Sovereign, Long Form, Fixed Regular Payment Schedule"
### Response:
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BorrowedMoney</category>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notContingent>true</notContingent>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<consentRequiredLoan>
<applicable>true</applicable>
</consentRequiredLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version"> |
category: "credit-derivatives" | null | description: "Emerging Markets Latin American Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37203</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37203</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-08-23</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2004-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets Latin American Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37203</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37203</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-08-23</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2004-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> |
category: "credit-derivatives" | null | description: "Emerging Markets Latin American Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: Banco Nacional de Desenvolvimento Economico E Social - BNDES</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">05EF75</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US059614AG22</instrumentId>
<couponRate>0.065</couponRate>
<maturity>2006-06-15</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-02-28</firstPaymentDate>
<rollConvention>28</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1800000.0</amount>
</calculationAmount>
<fixedRate>0.365</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1800000.0</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<gracePeriodExtension>
<applicable>true</applicable>
</gracePeriodExtension>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<obligationAcceleration>true</obligationAcceleration>
<repudiationMoratorium>true</repudiationMoratorium>
<restructuring> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets Latin American Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: Banco Nacional de Desenvolvimento Economico E Social - BNDES</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">05EF75</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US059614AG22</instrumentId>
<couponRate>0.065</couponRate>
<maturity>2006-06-15</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-02-28</firstPaymentDate>
<rollConvention>28</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1800000.0</amount>
</calculationAmount>
<fixedRate>0.365</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1800000.0</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<gracePeriodExtension>
<applicable>true</applicable>
</gracePeriodExtension>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<obligationAcceleration>true</obligationAcceleration>
<repudiationMoratorium>true</repudiationMoratorium>
<restructuring> |
category: "credit-derivatives" | null | description: "Emerging Markets Latin American Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response:
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">R</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>Bond</category>
<notSubordinated>true</notSubordinated>
<notDomesticCurrency>
<applicable>true</applicable>
</notDomesticCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notDomesticIssuance>true</notDomesticIssuance>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDaysNotSpecified>true</businessDaysNotSpecified>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>Bond</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notContingent>true</notContingent>
<notDomesticIssuance>true</notDomesticIssuance>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets Latin American Corporate, Long Form, Fixed Regular Payment Schedule"
### Response:
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">R</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>Bond</category>
<notSubordinated>true</notSubordinated>
<notDomesticCurrency>
<applicable>true</applicable>
</notDomesticCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notDomesticIssuance>true</notDomesticIssuance>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDaysNotSpecified>true</businessDaysNotSpecified>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>Bond</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notContingent>true</notContingent>
<notDomesticIssuance>true</notDomesticIssuance>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/> |
category: "credit-derivatives" | null | description: "Standard North American Corporate" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2009-03-25</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2009-03-26</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2014-06-20</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">TENET HEALTHCARE CORPORATION</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">8G836J</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-RED-pair">8G836JAF2</instrumentId>
</bond>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<initialPayment>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<adjustablePaymentDate>2009-03-28</adjustablePaymentDate>
<adjustedPaymentDate>2009-03-30</adjustedPaymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000</amount>
</paymentAmount>
</initialPayment> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Standard North American Corporate"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2009-03-25</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2009-03-26</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2014-06-20</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">TENET HEALTHCARE CORPORATION</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">8G836J</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-RED-pair">8G836JAF2</instrumentId>
</bond>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<initialPayment>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<adjustablePaymentDate>2009-03-28</adjustablePaymentDate>
<adjustedPaymentDate>2009-03-30</adjustedPaymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000</amount>
</paymentAmount>
</initialPayment> |
category: "credit-derivatives" | null | description: "Predetermined Clearing (CDX Index Option)" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">2342342</messageId>
<sentBy>PARTYABIC1</sentBy>
<sendTo>ABC</sendTo>
<creationTimestamp>2007-01-05T15:38:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CORR/2007/01/02/2342322</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/coding-scheme/trade-id">Trade234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TRADEDATE">2006-01-16</tradeDate>
</tradeHeader>
<creditDefaultSwapOption>
<buyerPartyReference href="Party2"/>
<sellerPartyReference href="Party1"/>
<optionType>Payer</optionType>
<premium>
<payerPartyReference href="Party2"/>
<receiverPartyReference href="Party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>45000</amount>
</paymentAmount>
<paymentDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="TRADEDATE"/>
</relativeDate>
</paymentDate>
<premiumType>Fixed</premiumType>
</premium>
<europeanExercise>
<expirationDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Predetermined Clearing (CDX Index Option)"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">2342342</messageId>
<sentBy>PARTYABIC1</sentBy>
<sendTo>ABC</sendTo>
<creationTimestamp>2007-01-05T15:38:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CORR/2007/01/02/2342322</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/coding-scheme/trade-id">Trade234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TRADEDATE">2006-01-16</tradeDate>
</tradeHeader>
<creditDefaultSwapOption>
<buyerPartyReference href="Party2"/>
<sellerPartyReference href="Party1"/>
<optionType>Payer</optionType>
<premium>
<payerPartyReference href="Party2"/>
<receiverPartyReference href="Party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>45000</amount>
</paymentAmount>
<paymentDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="TRADEDATE"/>
</relativeDate>
</paymentDate>
<premiumType>Fixed</premiumType>
</premium>
<europeanExercise>
<expirationDate> |
category: "credit-derivatives" | null | description: "Predetermined Clearing (CDX Index Option)" | ### Response:
<adjustableDate>
<unadjustedDate>2006-08-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expirationTime>
<partialExercise>
<notionalReference href="NOTIONAL"/>
<integralMultipleAmount>1</integralMultipleAmount>
<minimumNotionalAmount>1</minimumNotionalAmount>
</partialExercise>
</europeanExercise>
<exerciseProcedure>
<manualExercise>
<fallbackExercise>false</fallbackExercise>
</manualExercise>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<notionalReference href="NOTIONAL"/>
<settlementType>Physical</settlementType>
<clearingInstructions>
<clearedPhysicalSettlement>true</clearedPhysicalSettlement>
<predeterminedClearingOrganizationPartyReference href="clearing-svc"/>
</clearingInstructions>
<strike>
<spread>0.0225</spread>
</strike>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2006-03-21</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2011-06-20</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="Party2"/>
<sellerPartyReference href="Party1"/>
<indexReferenceInformation>
<indexName>Dow Jones CDX NA IG.2</indexName>
<indexSeries>2</indexSeries>
<indexAnnexDate>2005-07-06</indexAnnexDate>
<indexAnnexSource indexAnnexSourceScheme="http://www.fpml.org/coding-scheme/cdx-index-annex-source">Publisher</indexAnnexSource>
</indexReferenceInformation> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Predetermined Clearing (CDX Index Option)"
### Response:
<adjustableDate>
<unadjustedDate>2006-08-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expirationTime>
<partialExercise>
<notionalReference href="NOTIONAL"/>
<integralMultipleAmount>1</integralMultipleAmount>
<minimumNotionalAmount>1</minimumNotionalAmount>
</partialExercise>
</europeanExercise>
<exerciseProcedure>
<manualExercise>
<fallbackExercise>false</fallbackExercise>
</manualExercise>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<notionalReference href="NOTIONAL"/>
<settlementType>Physical</settlementType>
<clearingInstructions>
<clearedPhysicalSettlement>true</clearedPhysicalSettlement>
<predeterminedClearingOrganizationPartyReference href="clearing-svc"/>
</clearingInstructions>
<strike>
<spread>0.0225</spread>
</strike>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2006-03-21</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2011-06-20</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="Party2"/>
<sellerPartyReference href="Party1"/>
<indexReferenceInformation>
<indexName>Dow Jones CDX NA IG.2</indexName>
<indexSeries>2</indexSeries>
<indexAnnexDate>2005-07-06</indexAnnexDate>
<indexAnnexSource indexAnnexSourceScheme="http://www.fpml.org/coding-scheme/cdx-index-annex-source">Publisher</indexAnnexSource>
</indexReferenceInformation> |
category: "credit-derivatives" | null | description: "Predetermined Clearing (CDX Index Option)" | ### Response:
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2006-06-20</firstPaymentDate>
<lastRegularPaymentDate>2011-03-20</lastRegularPaymentDate>
<rollConvention>20</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>50000000</amount>
</calculationAmount>
<fixedRate>0.019</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount id="NOTIONAL">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>50000000</amount>
</calculationAmount>
</protectionTerms>
</creditDefaultSwap>
</creditDefaultSwapOption>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">1992</masterAgreementVersion>
<masterAgreementDate>1997-11-05</masterAgreementDate>
</masterAgreement>
<masterConfirmation>
<masterConfirmationType masterConfirmationTypeScheme="http://www.fpml.org/coding-scheme/master-confirmation-type">DJ.CDX.NA</masterConfirmationType>
<masterConfirmationDate>2004-09-20</masterConfirmationDate>
</masterConfirmation>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2003Credit</contractualDefinitions>
</documentation> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Predetermined Clearing (CDX Index Option)"
### Response:
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2006-06-20</firstPaymentDate>
<lastRegularPaymentDate>2011-03-20</lastRegularPaymentDate>
<rollConvention>20</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>50000000</amount>
</calculationAmount>
<fixedRate>0.019</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount id="NOTIONAL">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>50000000</amount>
</calculationAmount>
</protectionTerms>
</creditDefaultSwap>
</creditDefaultSwapOption>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">1992</masterAgreementVersion>
<masterAgreementDate>1997-11-05</masterAgreementDate>
</masterAgreement>
<masterConfirmation>
<masterConfirmationType masterConfirmationTypeScheme="http://www.fpml.org/coding-scheme/master-confirmation-type">DJ.CDX.NA</masterConfirmationType>
<masterConfirmationDate>2004-09-20</masterConfirmationDate>
</masterConfirmation>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2003Credit</contractualDefinitions>
</documentation> |
category: "equity-options" | sub category: "American Call Stock Long Form" | description: "On 13 July, 2001, Party A and Party B agree to an equity option trade.
The terms of the contract are:" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.msdw.com/messageId/OTC">EquityShareOption456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">msdw</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2000/08/01/EquityShareOption456a789b</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<equityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Option:PriceReturnBasicPerformance:SingleName</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNSE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "American Call Stock Long Form"
description: "On 13 July, 2001, Party A and Party B agree to an equity option trade.
The terms of the contract are:"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.msdw.com/messageId/OTC">EquityShareOption456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">msdw</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2000/08/01/EquityShareOption456a789b</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<equityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Option:PriceReturnBasicPerformance:SingleName</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNSE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate> |
category: "equity-options" | sub category: "American Call Stock Long Form" | description: "On 13 July, 2001, Party A and Party B agree to an equity option trade.
The terms of the contract are:" | ### Response: 2005-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>150000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Election</settlementType>
<settlementMethodElectionDate>
<adjustableDate>
<unadjustedDate>2004-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementMethodElectionDate>
<settlementMethodElectingPartyReference href="party1"/>
</equityExercise>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "American Call Stock Long Form"
description: "On 13 July, 2001, Party A and Party B agree to an equity option trade.
The terms of the contract are:"
### Response: 2005-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>150000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Election</settlementType>
<settlementMethodElectionDate>
<adjustableDate>
<unadjustedDate>2004-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementMethodElectionDate>
<settlementMethodElectingPartyReference href="party1"/>
</equityExercise>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther> |
category: "equity-options" | sub category: "American Call Stock Long Form" | description: "On 13 July, 2001, Party A and Party B agree to an equity option trade.
The terms of the contract are:" | ### Response: ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents><strike>
<strikePrice>32.00</strikePrice>
</strike>
<numberOfOptions>150000</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>405000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2001-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "American Call Stock Long Form"
description: "On 13 July, 2001, Party A and Party B agree to an equity option trade.
The terms of the contract are:"
### Response: ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents><strike>
<strikePrice>32.00</strikePrice>
</strike>
<numberOfOptions>150000</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>405000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2001-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type"> |
category: "equity-options" | sub category: "Calendar Spread Short Form" | description: "On 13 July, 2001, Party A and Party B agree to an equity option trade.
The terms of the contract are:" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.partyA.com/messageId/OTC">OTCCalendarSpread456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">Party A</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2000/08/01/OTCCalendarSpread45678</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/tradeId/OTC">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<brokerEquityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">calendarSpread</productType>
<buyerPartyReference href="PartyB"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNSE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2002-09-27</unadjustedDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Calendar Spread Short Form"
description: "On 13 July, 2001, Party A and Party B agree to an equity option trade.
The terms of the contract are:"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.partyA.com/messageId/OTC">OTCCalendarSpread456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">Party A</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2000/08/01/OTCCalendarSpread45678</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/tradeId/OTC">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<brokerEquityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">calendarSpread</productType>
<buyerPartyReference href="PartyB"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNSE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2002-09-27</unadjustedDate> |
category: "equity-options" | sub category: "Calendar Spread Short Form" | description: "On 13 July, 2001, Party A and Party B agree to an equity option trade.
The terms of the contract are:" | ### Response:
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Physical</settlementType>
</equityExercise>
<strategyFeature>
<calendarSpread>
<expirationDateTwo>
<adjustableDate>
<unadjustedDate>2003-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDateTwo>
</calendarSpread>
</strategyFeature>
<strike>
<strikePrice>32.00</strikePrice>
</strike>
<spotPrice>30.00</spotPrice>
<numberOfOptions>150000</numberOfOptions>
<equityPremium>
<payerPartyReference href="PartyB"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>405000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2001-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Calendar Spread Short Form"
description: "On 13 July, 2001, Party A and Party B agree to an equity option trade.
The terms of the contract are:"
### Response:
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Physical</settlementType>
</equityExercise>
<strategyFeature>
<calendarSpread>
<expirationDateTwo>
<adjustableDate>
<unadjustedDate>2003-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDateTwo>
</calendarSpread>
</strategyFeature>
<strike>
<strikePrice>32.00</strikePrice>
</strike>
<spotPrice>30.00</spotPrice>
<numberOfOptions>150000</numberOfOptions>
<equityPremium>
<payerPartyReference href="PartyB"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>405000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2001-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "equity-options" | null | description: "Call or Put Spread Short Form" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.partyA.com/messageId/OTC">OTCCallorPutSpread456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">Party A</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2000/08/01/OTCCallorPutSpread45678</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/tradeId/OTC">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<brokerEquityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">putSpread</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Put</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNSE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2001-09-27</unadjustedDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Call or Put Spread Short Form"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.partyA.com/messageId/OTC">OTCCallorPutSpread456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">Party A</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2000/08/01/OTCCallorPutSpread45678</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/tradeId/OTC">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<brokerEquityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">putSpread</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Put</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNSE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2001-09-27</unadjustedDate> |
category: "equity-options" | null | description: "Call or Put Spread Short Form" | ### Response:
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Physical</settlementType>
</equityExercise>
<strategyFeature>
<strikeSpread>
<upperStrike>
<strikePrice>38.00</strikePrice>
</upperStrike>
<upperStrikeNumberOfOptions>15000</upperStrikeNumberOfOptions>
</strikeSpread>
</strategyFeature>
<strike>
<strikePrice>32.00</strikePrice>
</strike>
<spotPrice>30.00</spotPrice>
<numberOfOptions>10000</numberOfOptions>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>27000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2001-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
<deltaCrossed>false</deltaCrossed> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Call or Put Spread Short Form"
### Response:
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Physical</settlementType>
</equityExercise>
<strategyFeature>
<strikeSpread>
<upperStrike>
<strikePrice>38.00</strikePrice>
</upperStrike>
<upperStrikeNumberOfOptions>15000</upperStrikeNumberOfOptions>
</strikeSpread>
</strategyFeature>
<strike>
<strikePrice>32.00</strikePrice>
</strike>
<spotPrice>30.00</spotPrice>
<numberOfOptions>10000</numberOfOptions>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>27000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2001-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
<deltaCrossed>false</deltaCrossed> |
category: "equity-options" | null | description: "Averaging In Long FormA RequestTradeConfirmation message of an averaging long form equity option." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/02/15-05</messageId>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-04-02T15:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2006/04/02/32-02</correlationId>
<sequenceNumber>2</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-06-28</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.N225</instrumentId>
<description>NIKKEI 225 INDEX</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XTKS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XOSE</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2002-07-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>Close</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Averaging In Long FormA RequestTradeConfirmation message of an averaging long form equity option."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/02/15-05</messageId>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-04-02T15:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2006/04/02/32-02</correlationId>
<sequenceNumber>2</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-06-28</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.N225</instrumentId>
<description>NIKKEI 225 INDEX</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XTKS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XOSE</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2002-07-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>Close</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType> |
category: "equity-options" | null | description: "Averaging In Long FormA RequestTradeConfirmation message of an averaging long form equity option." | ### Response: Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise><feature>
<asian>
<averagingInOut>In</averagingInOut>
<averagingPeriodIn>
<averagingDateTimes>
<dateTime>2000-08-01T08:57:00</dateTime>
<dateTime>2000-09-01T08:57:00</dateTime>
<dateTime>2000-10-01T08:57:00</dateTime>
<dateTime>2000-11-01T08:57:00</dateTime>
<dateTime>2000-12-01T08:57:00</dateTime>
<dateTime>2001-01-04T08:57:00</dateTime>
<dateTime>2001-02-01T08:57:00</dateTime>
<dateTime>2001-03-01T08:57:00</dateTime>
</averagingDateTimes>
<marketDisruption marketDisruptionScheme="http://www.fpml.org/coding-scheme/market-disruption">ModifiedPostponement</marketDisruption>
</averagingPeriodIn>
</asian>
</feature>
<fxFeature>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</referenceCurrency>
<composite/>
</fxFeature>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<indexAdjustmentEvents>
<indexModification>CalculationAgentAdjustment</indexModification>
<indexCancellation>CancellationAndPayment</indexCancellation>
<indexDisruption>CalculationAgentAdjustment</indexDisruption>
</indexAdjustmentEvents>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<indexDisclaimer> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Averaging In Long FormA RequestTradeConfirmation message of an averaging long form equity option."
### Response: Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise><feature>
<asian>
<averagingInOut>In</averagingInOut>
<averagingPeriodIn>
<averagingDateTimes>
<dateTime>2000-08-01T08:57:00</dateTime>
<dateTime>2000-09-01T08:57:00</dateTime>
<dateTime>2000-10-01T08:57:00</dateTime>
<dateTime>2000-11-01T08:57:00</dateTime>
<dateTime>2000-12-01T08:57:00</dateTime>
<dateTime>2001-01-04T08:57:00</dateTime>
<dateTime>2001-02-01T08:57:00</dateTime>
<dateTime>2001-03-01T08:57:00</dateTime>
</averagingDateTimes>
<marketDisruption marketDisruptionScheme="http://www.fpml.org/coding-scheme/market-disruption">ModifiedPostponement</marketDisruption>
</averagingPeriodIn>
</asian>
</feature>
<fxFeature>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</referenceCurrency>
<composite/>
</fxFeature>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<indexAdjustmentEvents>
<indexModification>CalculationAgentAdjustment</indexModification>
<indexCancellation>CancellationAndPayment</indexCancellation>
<indexDisruption>CalculationAgentAdjustment</indexDisruption>
</indexAdjustmentEvents>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<indexDisclaimer> |
category: "equity-options" | null | description: "Averaging In Long FormA RequestTradeConfirmation message of an averaging long form equity option." | ### Response: true</indexDisclaimer>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
</extraordinaryEvents>
<strike>
<strikePrice>17475.90</strikePrice>
</strike>
<numberOfOptions>79.099093</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>213.5675511</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-07-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">GBEN</governingLaw>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Averaging In Long FormA RequestTradeConfirmation message of an averaging long form equity option."
### Response: true</indexDisclaimer>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
</extraordinaryEvents>
<strike>
<strikePrice>17475.90</strikePrice>
</strike>
<numberOfOptions>79.099093</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>213.5675511</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-07-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">GBEN</governingLaw>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id"> |
category: "equity-options" | null | description: "Barrier Knockout with Rebate Long FormA TradeConfirmed message of an European Call on Eurostoxx 50 Index traded on 1 July 2002." | ### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/02/15-10</messageId>
<inReplyTo messageIdScheme="#party2">PARTYBBICXXX</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-04-02T15:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2006/04/02/32-05</correlationId>
<sequenceNumber>5</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-07-01</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<equityEffectiveDate>2002-07-26</equityEffectiveDate>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.STOX50E</instrumentId>
<description>STOXX 50 Euro</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XEUR</exchangeId>
</index>
</singleUnderlyer>
</underlyer>
<notional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>8000000</amount>
</notional>
<equityExercise>
<equityEuropeanExercise>
<expirationDate id="expirationDate">
<adjustableDate>
<unadjustedDate>2005-10-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>Close</equityExpirationTimeType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Barrier Knockout with Rebate Long FormA TradeConfirmed message of an European Call on Eurostoxx 50 Index traded on 1 July 2002."
### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/02/15-10</messageId>
<inReplyTo messageIdScheme="#party2">PARTYBBICXXX</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-04-02T15:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2006/04/02/32-05</correlationId>
<sequenceNumber>5</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-07-01</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<equityEffectiveDate>2002-07-26</equityEffectiveDate>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.STOX50E</instrumentId>
<description>STOXX 50 Euro</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XEUR</exchangeId>
</index>
</singleUnderlyer>
</underlyer>
<notional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>8000000</amount>
</notional>
<equityExercise>
<equityEuropeanExercise>
<expirationDate id="expirationDate">
<adjustableDate>
<unadjustedDate>2005-10-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>Close</equityExpirationTimeType> |
category: "equity-options" | null | description: "Barrier Knockout with Rebate Long FormA TradeConfirmed message of an European Call on Eurostoxx 50 Index traded on 1 July 2002." | ### Response:
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
<futuresPriceValuation>false</futuresPriceValuation>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="expirationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Cash</settlementType>
</equityExercise><feature>
<barrier>
<barrierCap>
<schedule>
<startDate>2002-03-29</startDate>
<endDate>2002-07-12</endDate>
<averagingPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<rollConvention>NONE</rollConvention>
</averagingPeriodFrequency>
</schedule>
<trigger>
<level>1606.346</level>
</trigger>
<featurePayment>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<amount>15000000</amount>
<time>Close</time>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<featurePaymentDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Barrier Knockout with Rebate Long FormA TradeConfirmed message of an European Call on Eurostoxx 50 Index traded on 1 July 2002."
### Response:
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
<futuresPriceValuation>false</futuresPriceValuation>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="expirationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Cash</settlementType>
</equityExercise><feature>
<barrier>
<barrierCap>
<schedule>
<startDate>2002-03-29</startDate>
<endDate>2002-07-12</endDate>
<averagingPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<rollConvention>NONE</rollConvention>
</averagingPeriodFrequency>
</schedule>
<trigger>
<level>1606.346</level>
</trigger>
<featurePayment>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<amount>15000000</amount>
<time>Close</time>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<featurePaymentDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> |
category: "equity-options" | null | description: "Barrier Knockout with Rebate Long FormA TradeConfirmed message of an European Call on Eurostoxx 50 Index traded on 1 July 2002." | ### Response:
</businessCenters>
<dateRelativeTo href="expirationDate"/>
</relativeDate>
</featurePaymentDate>
</featurePayment>
</barrierCap>
</barrier>
<knock>
<knockOut>
<schedule>
<startDate>2002-07-26</startDate>
<endDate>2005-10-11</endDate>
<averagingPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<rollConvention>NONE</rollConvention>
</averagingPeriodFrequency>
</schedule>
<trigger>
<levelPercentage>1.50</levelPercentage>
</trigger>
<featurePayment>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<amount>880000</amount>
<time>SpecificTime</time>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<featurePaymentDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="expirationDate"/>
</relativeDate>
</featurePaymentDate>
</featurePayment>
</knockOut>
</knock>
</feature>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<indexAdjustmentEvents>
<indexModification>CalculationAgentAdjustment</indexModification>
<indexCancellation>CancellationAndPayment</indexCancellation>
<indexDisruption>CalculationAgentAdjustment</indexDisruption>
</indexAdjustmentEvents>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Barrier Knockout with Rebate Long FormA TradeConfirmed message of an European Call on Eurostoxx 50 Index traded on 1 July 2002."
### Response:
</businessCenters>
<dateRelativeTo href="expirationDate"/>
</relativeDate>
</featurePaymentDate>
</featurePayment>
</barrierCap>
</barrier>
<knock>
<knockOut>
<schedule>
<startDate>2002-07-26</startDate>
<endDate>2005-10-11</endDate>
<averagingPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<rollConvention>NONE</rollConvention>
</averagingPeriodFrequency>
</schedule>
<trigger>
<levelPercentage>1.50</levelPercentage>
</trigger>
<featurePayment>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<amount>880000</amount>
<time>SpecificTime</time>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<featurePaymentDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="expirationDate"/>
</relativeDate>
</featurePaymentDate>
</featurePayment>
</knockOut>
</knock>
</feature>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<indexAdjustmentEvents>
<indexModification>CalculationAgentAdjustment</indexModification>
<indexCancellation>CancellationAndPayment</indexCancellation>
<indexDisruption>CalculationAgentAdjustment</indexDisruption>
</indexAdjustmentEvents>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow> |
category: "equity-options" | null | description: "Barrier Knockout with Rebate Long FormA TradeConfirmed message of an European Call on Eurostoxx 50 Index traded on 1 July 2002." | ### Response: false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<indexDisclaimer>true</indexDisclaimer>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
</extraordinaryEvents>
<strike>
<strikePercentage>1.00</strikePercentage>
</strike>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>400000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2002-07-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<percentageOfNotional>0.05</percentageOfNotional>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">GBEN</governingLaw>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Barrier Knockout with Rebate Long FormA TradeConfirmed message of an European Call on Eurostoxx 50 Index traded on 1 July 2002."
### Response: false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<indexDisclaimer>true</indexDisclaimer>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
</extraordinaryEvents>
<strike>
<strikePercentage>1.00</strikePercentage>
</strike>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>400000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2002-07-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<percentageOfNotional>0.05</percentageOfNotional>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">GBEN</governingLaw>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id"> |
category: "equity-options" | null | description: "Basket Long FormA RequestTradeConfirmation message of an European call option on a basket of stocks." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.abc.com/messageId/OTC">BasketOption456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">abc</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">BasketOption987</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-06-28</tradeDate>
</tradeHeader>
<equityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Option:PriceReturnBasicPerformance:Basket</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<basket>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">AHLD.NA</instrumentId>
<description>Ahold</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XASE</exchangeId>
</equity>
<constituentWeight>
<basketPercentage>0.40</basketPercentage>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">RD.NA</instrumentId>
<description>Royal Dutch</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Basket Long FormA RequestTradeConfirmation message of an European call option on a basket of stocks."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.abc.com/messageId/OTC">BasketOption456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">abc</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">BasketOption987</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-06-28</tradeDate>
</tradeHeader>
<equityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Option:PriceReturnBasicPerformance:Basket</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<basket>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">AHLD.NA</instrumentId>
<description>Ahold</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XASE</exchangeId>
</equity>
<constituentWeight>
<basketPercentage>0.40</basketPercentage>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">RD.NA</instrumentId>
<description>Royal Dutch</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "equity-options" | null | description: "Basket Long FormA RequestTradeConfirmation message of an European call option on a basket of stocks." | ### Response: EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XASE</exchangeId>
</equity>
<constituentWeight>
<basketPercentage>0.60</basketPercentage>
</constituentWeight>
</basketConstituent>
</basket>
</underlyer>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2002-07-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>Close</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>AlternativeObligation</shareForShare>
<shareForOther>CancellationAndPayment</shareForOther>
<shareForCombined>CancellationAndPayment</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Basket Long FormA RequestTradeConfirmation message of an European call option on a basket of stocks."
### Response: EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XASE</exchangeId>
</equity>
<constituentWeight>
<basketPercentage>0.60</basketPercentage>
</constituentWeight>
</basketConstituent>
</basket>
</underlyer>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2002-07-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>Close</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>AlternativeObligation</shareForShare>
<shareForOther>CancellationAndPayment</shareForOther>
<shareForCombined>CancellationAndPayment</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/> |
category: "equity-options" | null | description: "Basket Long FormA RequestTradeConfirmation message of an European call option on a basket of stocks." | ### Response:
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<numberOfOptions>79.099093</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>213.5675511</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-07-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">GBEN</governingLaw>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Basket Long FormA RequestTradeConfirmation message of an European call option on a basket of stocks."
### Response:
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<numberOfOptions>79.099093</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>213.5675511</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-07-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">GBEN</governingLaw>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id"> |
category: "equity-options" | null | description: "Bermuda Long FormThis example shows a TradeConfirmed message of a bermuda long form equity option trade." | ### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/02/15-12</messageId>
<inReplyTo messageIdScheme="#party2">PARTYBBICXXX</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-04-02T15:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2006/04/02/32-12</correlationId>
<sequenceNumber>3</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">LN 2962</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-01-17</tradeDate>
</tradeHeader>
<equityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Option:PriceReturnBasicPerformance:SingleName</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">ES0113900J37</instrumentId>
<description>Ordinary Shares of Banco Santander Central Hispano SA</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XMAD</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XMEF</relatedExchangeId>
</equity>
<openUnits>31000</openUnits>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityBermudaExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2002-01-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Bermuda Long FormThis example shows a TradeConfirmed message of a bermuda long form equity option trade."
### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/02/15-12</messageId>
<inReplyTo messageIdScheme="#party2">PARTYBBICXXX</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-04-02T15:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2006/04/02/32-12</correlationId>
<sequenceNumber>3</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">LN 2962</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-01-17</tradeDate>
</tradeHeader>
<equityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Option:PriceReturnBasicPerformance:SingleName</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">ES0113900J37</instrumentId>
<description>Ordinary Shares of Banco Santander Central Hispano SA</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XMAD</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XMEF</relatedExchangeId>
</equity>
<openUnits>31000</openUnits>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityBermudaExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2002-01-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention> |