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

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<Trade id="FX_DOUBLE_BARRIER_OPTION">
    <TradeType>FxDoubleBarrierOption</TradeType>
    <Envelope>
        <CounterParty>CPTY_A</CounterParty>
        <NettingSetId>ABC1234</NettingSetId>
        <AdditionalFields>
            <party_id>549300A08LH2961IPN13</party_id>
            <valuation_date>2019-07-28</valuation_date>
        </AdditionalFields>
    </Envelope>
    <FxDoubleBarrierOptionData>
        <OptionData>
            <LongShort>Long</LongShort>
            <OptionType>Call</OptionType>
            <Style>European</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>
        <BarrierData>
            <Type>KnockOut</Type>
            <Levels>
                <Level>1.0</Level>
                <Level>1.3</Level>
            </Levels>
        </BarrierData>
        <BoughtCurrency>EUR</BoughtCurrency>
        <BoughtAmount>1000000</BoughtAmount>
        <SoldCurrency>USD</SoldCurrency>
        <SoldAmount>1100000</SoldAmount>
    </FxDoubleBarrierOptionData>
</Trade>