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

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<Trade id="EQBarrierOption">
    <TradeType>EquityBarrierOption</TradeType>
    <Envelope>
        <CounterParty>CPTY_A</CounterParty>
        <NettingSetId>ABC1234</NettingSetId>
        <AdditionalFields>
            <party_id>549300A08LH2961IPN13</party_id>
            <valuation_date>2019-07-28</valuation_date>
        </AdditionalFields>
    </Envelope>
    <EquityBarrierOptionData>
        <OptionData>
            <LongShort>Long</LongShort>
            <OptionType>Call</OptionType>
            <Style>European</Style>
            <Settlement>Cash</Settlement>
            <ExerciseDates>
                <ExerciseDate>2021-01-29</ExerciseDate>
            </ExerciseDates>
        </OptionData>
        <BarrierData>
            <Type>UpAndOut</Type>
            <Levels>
                <Level>3500.00</Level>
            </Levels>
        </BarrierData>
        <Name>RIC:.SPX</Name>
        <Currency>USD</Currency>
        <Strike>3200.00</Strike>
        <Quantity>1000</Quantity>
        <StartDate>2019-12-27</StartDate>
        <Calendar>US-NYSE</Calendar>
        <EQIndex>EQ-RIC:.SPX</EQIndex>
    </EquityBarrierOptionData>
</Trade>