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

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<Trade id="FX_DOUBLE_ONE-TOUCH_OPTION">
  <TradeType>FxDoubleTouchOption</TradeType>
  <Envelope>
      <CounterParty>001B456BCDEFGH67XY89</CounterParty>
      <NettingSetId>ABC1234</NettingSetId>
      <AdditionalFields>
          <party_id>549300A08LH2961IPN13</party_id>
          <valuation_date>2020-07-30</valuation_date>
      </AdditionalFields>
  </Envelope>
  <FxDoubleTouchOptionData>
    <OptionData>
      <LongShort>Long</LongShort>
      <PayOffAtExpiry>true</PayOffAtExpiry>
      <ExerciseDates>
        <ExerciseDate>2021-08-01</ExerciseDate>
      </ExerciseDates>
    </OptionData>
    <BarrierData>
      <Type>KnockIn</Type>
      <Levels>
        <Level>0.00800</Level>
        <Level>0.01025</Level>
      </Levels>
    </BarrierData>
    <ForeignCurrency>JPY</ForeignCurrency>
    <DomesticCurrency>USD</DomesticCurrency>
    <PayoffCurrency>USD</PayoffCurrency>
    <PayoffAmount>10000000</PayoffAmount>
  </FxDoubleTouchOptionData>
</Trade>
<Trade id="FX_DOUBLE_NO-TOUCH_OPTION">
    <TradeType>FxDoubleTouchOption</TradeType>
    <Envelope>
        <CounterParty>001B456BCDEFGH67XY89</CounterParty>
        <NettingSetId>ABC1234</NettingSetId>
        <AdditionalFields>
            <party_id>549300A08LH2961IPN13</party_id>
            <valuation_date>2020-07-30</valuation_date>
        </AdditionalFields>
    </Envelope>
    <FxDoubleTouchOptionData>
        <OptionData>
            <LongShort>Short</LongShort>
            <PayOffAtExpiry>true</PayOffAtExpiry>
            <ExerciseDates>
                <ExerciseDate>2022-09-30</ExerciseDate>
            </ExerciseDates>
        </OptionData>
        <BarrierData>
            <Type>KnockOut</Type>
            <Levels>
                <Level>1.21000</Level>
                <Level>1.31000</Level>
            </Levels>
        </BarrierData>
        <ForeignCurrency>GBP</ForeignCurrency>
        <DomesticCurrency>USD</DomesticCurrency>
        <PayoffCurrency>USD</PayoffCurrency>
        <PayoffAmount>1000000</PayoffAmount>
        <StartDate>2020-01-30</StartDate>
        <FXIndex>FX-TR20H-GBP-USD</FXIndex>
        <Calendar>NYB,LNB</Calendar>
    </FxDoubleTouchOptionData>
</Trade>