• Home
• org.finos.cdm
• cdm-java
• 6.0.0-dev.72
• source code
• msg-package-price.xml

×

Project download

Many resources are needed to download a project. Please understand that we have to compensate our server costs. Thank you in advance.
Project price only 1 $

You can buy this project and download/modify it how often you want.

cdm-sample-files.fpml-5-10.processes.msg-package-price.xml Maven / Gradle / Ivy

<?xml version="1.0" encoding="utf-8"?>
<executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10"
                 xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../../schemas/fpml-5-10/confirmation/fpml-main-5-10.xsd">
  <header>
    <messageId messageIdScheme="http://www.ccp123.com/message-id">123453212</messageId>
    <sentBy>SEF123</sentBy>
    <sendTo>SDR001</sendTo>
    <creationTimestamp>2014-01-15T09:57:00Z</creationTimestamp>
  </header>
  <isCorrection>false</isCorrection>
  <correlationId correlationIdScheme="http://www.ccp123.com/correlation-id">234231132</correlationId>
  <sequenceNumber>1</sequenceNumber>
  <trade>
    <tradeHeader>
      <partyTradeIdentifier>
        <partyReference href="sef" />
        <tradeId tradeIdScheme="http://www.sefco.com/swaps/trade-id">1</tradeId>
      </partyTradeIdentifier>
      <partyTradeInformation>
        <partyReference href="fcm1" />
        <relatedParty>
          <partyReference href="dco" />
          <role>ClearingOrganization</role>
        </relatedParty>
        <executionDateTime>2011-02-04T16:20:47Z</executionDateTime>
<!-- Execution timestamp -->
        <intentToClear>true</intentToClear>
<!-- NEW: cleared or uncleared = "C" in CFTC doc -->
        <nonStandardTerms>false</nonStandardTerms>
<!-- NEW: indication of other price-affecting term -->
        <offMarketPrice>false</offMarketPrice>
<!-- NEW -->
        <largeSizeTrade>false</largeSizeTrade>
<!-- NEW: block trades and large notional swaps -->
        <executionType>Electronic</executionType>
<!-- NEW -->
        <executionVenueType>SEF</executionVenueType>
<!-- NEW: execution venue = "SWM" in CFTC doc; do we need a more specific refeence? -->
        <confirmationMethod>Electronic</confirmationMethod>
<!-- NEW -->
      </partyTradeInformation>
      <originatingPackage>
        <packageIdentifier>
          <issuer>SEF123</issuer>
          <tradeId tradeIdScheme="http://sefco.com/package_id">123</tradeId>
        </packageIdentifier>
        <orderIdentifier>
          <orderId orderIdScheme="http://sefco.com/order_id">123</orderId>
        </orderIdentifier>
        <packageType>Butterfly</packageType>
        <size>2</size>
        <sequenceNumber>1</sequenceNumber>
      </originatingPackage>
      <tradeDate>2014-01-15</tradeDate>
    </tradeHeader>
    <swap>
<!-- mega client pays 2.232 on 50MM for 10 years -->
      <swapStream>
        <payerPartyReference href="dco" />
        <receiverPartyReference href="fcm1" />
        <receiverAccountReference href="party1acct" />
        <calculationPeriodDates id="floatingCalcPeriodDates1">
          <effectiveDate>
            <unadjustedDate>2014-01-17</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
          </effectiveDate>
          <terminationDate>
            <unadjustedDate>2024-01-17</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCenters id="primaryBusinessCenters1">
                <businessCenter>USNY</businessCenter>
              </businessCenters>
            </dateAdjustments>
          </terminationDate>
          <calculationPeriodDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCentersReference href="primaryBusinessCenters1" />
          </calculationPeriodDatesAdjustments>
          <calculationPeriodFrequency>
            <periodMultiplier>3</periodMultiplier>
            <period>M</period>
            <rollConvention>17</rollConvention>
          </calculationPeriodFrequency>
        </calculationPeriodDates>
        <paymentDates>
          <calculationPeriodDatesReference href="floatingCalcPeriodDates1" />
          <paymentFrequency>
            <periodMultiplier>3</periodMultiplier>
            <period>M</period>
          </paymentFrequency>
          <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
          <paymentDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCentersReference href="primaryBusinessCenters1" />
          </paymentDatesAdjustments>
        </paymentDates>
        <resetDates id="resetDates1">
          <calculationPeriodDatesReference href="floatingCalcPeriodDates1" />
          <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
          <fixingDates>
            <periodMultiplier>-2</periodMultiplier>
            <period>D</period>
            <dayType>Business</dayType>
            <businessDayConvention>NONE</businessDayConvention>
            <businessCenters>
              <businessCenter>GBLO</businessCenter>
              <businessCenter>USNY</businessCenter>
            </businessCenters>
            <dateRelativeTo href="resetDates1" />
          </fixingDates>
          <resetFrequency>
            <periodMultiplier>3</periodMultiplier>
            <period>M</period>
          </resetFrequency>
          <resetDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCentersReference href="primaryBusinessCenters1" />
          </resetDatesAdjustments>
        </resetDates>
        <calculationPeriodAmount>
          <calculation>
            <notionalSchedule>
              <notionalStepSchedule>
                <initialValue>25000000.00</initialValue>
                <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
              </notionalStepSchedule>
            </notionalSchedule>
            <floatingRateCalculation>
              <floatingRateIndex>USD-LIBOR-ISDA</floatingRateIndex>
              <indexTenor>
                <periodMultiplier>3</periodMultiplier>
                <period>M</period>
              </indexTenor>
            </floatingRateCalculation>
            <dayCountFraction>ACT/365.FIXED</dayCountFraction>
          </calculation>
        </calculationPeriodAmount>
      </swapStream>
      <swapStream>
        <payerPartyReference href="fcm1" />
        <payerAccountReference href="party1acct" />
        <receiverPartyReference href="dco" />
        <calculationPeriodDates id="fixedCalcPeriodDates1">
          <effectiveDate>
            <unadjustedDate>2014-01-17</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>NONE</businessDayConvention>
            </dateAdjustments>
          </effectiveDate>
          <terminationDate>
            <unadjustedDate>2019-01-17</unadjustedDate>
            <dateAdjustments>
              <businessDayConvention>MODFOLLOWING</businessDayConvention>
              <businessCentersReference href="primaryBusinessCenters1" />
            </dateAdjustments>
          </terminationDate>
          <calculationPeriodDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCentersReference href="primaryBusinessCenters1" />
          </calculationPeriodDatesAdjustments>
          <calculationPeriodFrequency>
            <periodMultiplier>6</periodMultiplier>
            <period>M</period>
            <rollConvention>17</rollConvention>
          </calculationPeriodFrequency>
        </calculationPeriodDates>
        <paymentDates>
          <calculationPeriodDatesReference href="fixedCalcPeriodDates1" />
          <paymentFrequency>
            <periodMultiplier>6</periodMultiplier>
            <period>M</period>
          </paymentFrequency>
          <payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
          <paymentDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCentersReference href="primaryBusinessCenters1" />
          </paymentDatesAdjustments>
        </paymentDates>
        <calculationPeriodAmount>
          <calculation>
            <notionalSchedule>
              <notionalStepSchedule>
                <initialValue>25000000.00</initialValue>
                <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
              </notionalStepSchedule>
            </notionalSchedule>
            <fixedRateSchedule>
              <initialValue>0.02232</initialValue>
            </fixedRateSchedule>
            <dayCountFraction>30E/360</dayCountFraction>
          </calculation>
        </calculationPeriodAmount>
      </swapStream>
    </swap>
  </trade>
  <quote>
    <value>123567</value>
    <measureType>PackagePrice</measureType>
    <currency>USD</currency>
  </quote>
  <party id="sef">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId>
    <partyName>SEF Corp</partyName>
  </party>
  <party id="dco">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso9362">CCP123</partyId>
    <partyName>Clearco.</partyName>
  </party>
  <party id="party1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">HWUPKR0MPOU8FGXBT394</partyId>
    <partyName>Megaclient</partyName>
  </party>
  <party id="fcm1">
    <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">969500A1DO2476C1ZL52</partyId>
    <partyName>FCM A</partyName>
  </party>
  <account id="party1acct">
    <accountId>1111</accountId>
    <accountBeneficiary href="party1" />
    <servicingParty href="fcm1" />
  </account>
</executionNotification>