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

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<Trade id="SCRIPTED_EQ_ACCUMULATOR">
    <TradeType>ScriptedTrade</TradeType>
    <Envelope>
        <CounterParty>CPTY_A</CounterParty>
        <NettingSetId>ABC1234</NettingSetId>
        <AdditionalFields>
            <party_id>549300A08LH2961IPN13</party_id>
            <valuation_date>2019-07-28</valuation_date>
        </AdditionalFields>
    </Envelope>
  <AccumulatorData>
    <Strike type="number">12.24</Strike>
    <FixingAmount type="number">775</FixingAmount>
    <LongShort type="longShort">Long</LongShort>
    <Underlying type="index">EQ-Lufthansa-EUR</Underlying>
    <PayCcy type="currency">EUR</PayCcy>
    <FixingDates type="event">
      <ScheduleData>
        <Dates>
          <Dates>
            <Date>2021-01-29</Date>
          </Dates>
        </Dates>
      </ScheduleData>
      <ApplyCoarsening>true</ApplyCoarsening>
    </FixingDates>
    <RangeUpperBounds type="number">
      <Value>10000</Value>
    </RangeUpperBounds>
    <RangeLowerBounds type="number">
      <Value>0</Value>
    </RangeLowerBounds>
    <RangeLeverages type="number">
      <Value>1</Value>
    </RangeLeverages>
    <KnockOutLevel type="number">1000</KnockOutLevel>
    <GuaranteedFixings type="number">1</GuaranteedFixings> 
  </AccumulatorData>
</Trade>