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• FRA.xml

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cdm-sample-files.ore-1-0-39.FRA.xml Maven / Gradle / Ivy

<Portfolio>
  <Trade id="FRA">
    <TradeType>ForwardRateAgreement</TradeType>
    <Envelope>
      <CounterParty>001B456BCDEFGH67XY89</CounterParty>
      <NettingSetId>ABC1234</NettingSetId>
      <AdditionalFields>
          <party_id>549300A08LH2961IPN13</party_id>
          <valuation_date>2018-02-19</valuation_date>
      </AdditionalFields>
    </Envelope>
    <ForwardRateAgreementData>
      <StartDate>2019-10-28</StartDate>
      <EndDate>2020-04-28</EndDate>
      <Currency>EUR</Currency>
      <Index>EUR-EURIBOR-6M</Index>
      <LongShort>Long</LongShort>
      <Strike>0.005</Strike>
      <Notional>100000000</Notional>
    </ForwardRateAgreementData>
  </Trade>
</Portfolio>