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

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<Portfolio>
<Trade id="FX_ONE-TOUCH_OPTION">
  <TradeType>FxTouchOption</TradeType>
  <Envelope>
      <CounterParty>001B456BCDEFGH67XY89</CounterParty>
      <NettingSetId>ABC1234</NettingSetId>
      <AdditionalFields>
          <party_id>549300A08LH2961IPN13</party_id>
          <valuation_date>2018-02-19</valuation_date>
      </AdditionalFields>
  </Envelope>
  <FxTouchOptionData>
    <OptionData>
      <LongShort>Long</LongShort>
      <OptionType>Put</OptionType>
      <PayOffAtExpiry>true</PayOffAtExpiry>
      <ExerciseDates>
        <ExerciseDate>2020-08-01</ExerciseDate>
      </ExerciseDates>
    </OptionData>
    <BarrierData>
      <Type>DownAndIn</Type>
      <Levels>
        <Level>0.009</Level>
      </Levels>
    </BarrierData>
    <ForeignCurrency>JPY</ForeignCurrency>
    <DomesticCurrency>USD</DomesticCurrency>
    <PayoffCurrency>USD</PayoffCurrency>
    <PayoffAmount>10000000</PayoffAmount>
  </FxTouchOptionData>
</Trade>
</Portfolio>