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inmath-smart-derivative-contract.1.1.0.source-code.SettlementExample.xml Maven / Gradle / Ivy

<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<settlement>
	<tradeId>ID-historical123</tradeId>
	<settlementType>REGULAR</settlementType>
	<currency>EUR</currency>
	<marginValue>49044.15</marginValue>
	<marginLimits>-50000</marginLimits>
	<marginLimits>50000</marginLimits>
	<settlementTime>20241118-152508</settlementTime>
	<settlementNPV>-752.94</settlementNPV>
	<settlementNPVPrevious>18937.55</settlementNPVPrevious>
	<settlementTimeNext>20241119-152506</settlementTimeNext>
	<settlementNPVNext>-752.94</settlementNPVNext>
	<marketData>
		<requestTimeStamp>20080502-170000</requestTimeStamp>
		<item>
			<id>EUB6FIX6M</id>
			<value>0.0484</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP3W</id>
			<value>0.04</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP1W</id>
			<value>0.0398</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP2W</id>
			<value>0.04</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP1M</id>
			<value>0.0404</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP2M</id>
			<value>0.0407</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP3M</id>
			<value>0.0401</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP4M</id>
			<value>0.0407</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP5M</id>
			<value>0.0406</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP6M</id>
			<value>0.0403</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP7M</id>
			<value>0.0407</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP8M</id>
			<value>0.0404</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP9M</id>
			<value>0.0401</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP10M</id>
			<value>0.0406</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP11M</id>
			<value>0.04</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP1Y</id>
			<value>0.0483</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP12M</id>
			<value>0.0408</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP15M</id>
			<value>0.0402</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP18M</id>
			<value>0.0396</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP2Y</id>
			<value>0.0457</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP2Y</id>
			<value>0.0398</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP3Y</id>
			<value>0.0445</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP3Y</id>
			<value>0.0399</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP4Y</id>
			<value>0.0442</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP4Y</id>
			<value>0.0406</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP5Y</id>
			<value>0.0442</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP5Y</id>
			<value>0.0406</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP6Y</id>
			<value>0.0446</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP6Y</id>
			<value>0.0407</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP7Y</id>
			<value>0.0453</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP7Y</id>
			<value>0.0414</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP8Y</id>
			<value>0.0451</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP8Y</id>
			<value>0.0419</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP9Y</id>
			<value>0.0462</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP9Y</id>
			<value>0.0422</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP10Y</id>
			<value>0.0466</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>ESTRSWP10Y</id>
			<value>0.0427</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP11Y</id>
			<value>0.0472</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP12Y</id>
			<value>0.047</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP13Y</id>
			<value>0.0481</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP14Y</id>
			<value>0.0481</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP15Y</id>
			<value>0.048</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP16Y</id>
			<value>0.0483</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP17Y</id>
			<value>0.0483</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP18Y</id>
			<value>0.0483</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP19Y</id>
			<value>0.0493</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP20Y</id>
			<value>0.0489</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP21Y</id>
			<value>0.0489</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP22Y</id>
			<value>0.0488</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP23Y</id>
			<value>0.0485</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP24Y</id>
			<value>0.0487</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP25Y</id>
			<value>0.0493</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP26Y</id>
			<value>0.0491</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP27Y</id>
			<value>0.0483</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP28Y</id>
			<value>0.049</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP29Y</id>
			<value>0.0485</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP30Y</id>
			<value>0.0483</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP35Y</id>
			<value>0.0485</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP40Y</id>
			<value>0.0477</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP45Y</id>
			<value>0.0474</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP50Y</id>
			<value>0.0481</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6SWP60Y</id>
			<value>0.047</value>
			<timeStamp>20080502-170000</timeStamp>
		</item>
		<item>
			<id>EUB6FIX6M</id>
			<value>0.0521</value>
			<timeStamp>20080917-170000</timeStamp>
		</item>
	</marketData>
	<settlementInfos>
		<settlementInfo key="value.payerLeg">-111894.26</settlementInfo>
		<settlementInfo key="value.receiverLeg">-62850.11</settlementInfo>
		<settlementInfo key="value">49044.15</settlementInfo>
	</settlementInfos>
</settlement>