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

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<Portfolio>
<Trade id="AMERICAN_FX_CALL_OPTION">
    <TradeType>FxOption</TradeType>
    <Envelope>
        <CounterParty>001B456BCDEFGH67XY89</CounterParty>
        <NettingSetId>ABC1234</NettingSetId>
        <AdditionalFields>
            <party_id>549300A08LH2961IPN13</party_id>
            <valuation_date>2018-02-19</valuation_date>
        </AdditionalFields>
    </Envelope>
    <FxOptionData>
        <OptionData>
            <LongShort>Long</LongShort>
            <OptionType>Put</OptionType>
            <Style>American</Style>
            <Settlement>Cash</Settlement>
            <PayOffAtExpiry>false</PayOffAtExpiry>
            <ExerciseDates>
                <ExerciseDate>2026-03-01</ExerciseDate>
            </ExerciseDates>
            <PremiumAmount>10900</PremiumAmount>
            <PremiumCurrency>EUR</PremiumCurrency>
            <PremiumPayDate>2018-03-01</PremiumPayDate>
        </OptionData>
        <BoughtCurrency>EUR</BoughtCurrency>
        <BoughtAmount>1000000</BoughtAmount>
        <SoldCurrency>USD</SoldCurrency>
        <SoldAmount>1100000</SoldAmount>
    </FxOptionData>
</Trade>
</Portfolio>