category
stringclasses 11
values | sub category
stringlengths 23
148
⌀ | description
stringlengths 24
695
| fpml
stringlengths 1.83k
2.2k
| text
stringlengths 2.1k
2.96k
|
|---|---|---|---|---|
category: "equity-swaps" | null | description: "Composite Basket Swap Long Form" | ### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/07/07/15-99</messageId><inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/07/05/15-92</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/07/02/32-09</correlationId>
<sequenceNumber>7</sequenceNumber>
<trade><tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1245</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">4569</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-17</tradeDate>
</tradeHeader>
<returnSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:Basket</productType>
<returnLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="EffectiveDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Composite Basket Swap Long Form"
### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/07/07/15-99</messageId><inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/07/05/15-92</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/07/02/32-09</correlationId>
<sequenceNumber>7</sequenceNumber>
<trade><tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1245</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">4569</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-17</tradeDate>
</tradeHeader>
<returnSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:Basket</productType>
<returnLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="EffectiveDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate> |
category: "equity-swaps" | null | description: "Composite Basket Swap Long Form" | ### Response:
</terminationDate>
<underlyer>
<basket>
<openUnits>1</openUnits>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">TIT.ME</instrumentId>
<description>Telecom Italia spa</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMIL</exchangeId>
</equity>
<constituentWeight>
<openUnits>432000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">NOK1V.HE</instrumentId>
<description>Nokya Oyj</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XHEL</exchangeId>
</equity>
<constituentWeight>
<openUnits>227000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">TIM.MI</instrumentId>
<description>Telecom Italia Mobile spa</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMIL</exchangeId>
</equity>
<constituentWeight>
<openUnits>783000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Composite Basket Swap Long Form"
### Response:
</terminationDate>
<underlyer>
<basket>
<openUnits>1</openUnits>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">TIT.ME</instrumentId>
<description>Telecom Italia spa</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMIL</exchangeId>
</equity>
<constituentWeight>
<openUnits>432000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">NOK1V.HE</instrumentId>
<description>Nokya Oyj</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XHEL</exchangeId>
</equity>
<constituentWeight>
<openUnits>227000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">TIM.MI</instrumentId>
<description>Telecom Italia Mobile spa</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMIL</exchangeId>
</equity>
<constituentWeight>
<openUnits>783000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId"> |
category: "equity-swaps" | null | description: "Composite Basket Swap Long Form" | ### Response: TEF.MC</instrumentId>
<description>Telefonica de Espana</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMAD</exchangeId>
</equity>
<constituentWeight>
<openUnits>344000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">PTCO.IN</instrumentId>
<description>Portugal Telecom SA</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XCVM</exchangeId>
</equity>
<constituentWeight>
<openUnits>340000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">VOD.L</instrumentId>
<description>Vodafone Group</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XLON</exchangeId>
</equity>
<constituentWeight>
<openUnits>2486000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
</basketConstituent>
</basket>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>19785157.16</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Composite Basket Swap Long Form"
### Response: TEF.MC</instrumentId>
<description>Telefonica de Espana</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMAD</exchangeId>
</equity>
<constituentWeight>
<openUnits>344000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">PTCO.IN</instrumentId>
<description>Portugal Telecom SA</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XCVM</exchangeId>
</equity>
<constituentWeight>
<openUnits>340000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">VOD.L</instrumentId>
<description>Vodafone Group</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XLON</exchangeId>
</equity>
<constituentWeight>
<openUnits>2486000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
</basketConstituent>
</basket>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>19785157.16</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice> |
category: "equity-swaps" | null | description: "Composite Basket Swap Long Form" | ### Response:
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="InterimValuationDate">
<adjustableDates>
<unadjustedDate>2002-10-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</valuationDates>
<valuationTimeType>Close</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-01-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="EquityPaymentDate">
<paymentDatesInterim id="InterimEquityPaymentDate">
<relativeDates>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenter">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="InterimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal id="FinalEquityPaymentDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Composite Basket Swap Long Form"
### Response:
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="InterimValuationDate">
<adjustableDates>
<unadjustedDate>2002-10-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</valuationDates>
<valuationTimeType>Close</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-01-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="EquityPaymentDate">
<paymentDatesInterim id="InterimEquityPaymentDate">
<relativeDates>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenter">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="InterimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal id="FinalEquityPaymentDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention> |
category: "equity-swaps" | null | description: "Composite Basket Swap Long Form" | ### Response:
<businessCentersReference href="primaryBusinessCenter"/>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="EquityNotionalAmount">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>19785157.16</amount>
</notionalAmount>
</notional>
<amount><currencyReference href="ReferenceCurrency"/>
<referenceAmount>ISDA Standard</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
<dividendConditions>
<dividendReinvestment>false</dividendReinvestment>
<dividendEntitlement>ExDate</dividendEntitlement>
<dividendPaymentDate>
<dividendDateReference>EquityPaymentDate</dividendDateReference>
</dividendPaymentDate>
<dividendPeriodEffectiveDate href="TradeDate"/>
<dividendPeriodEndDate href="FinalValuationDate"/>
<excessDividendAmount>PaidAmount</excessDividendAmount><currencyReference href="ReferenceCurrency"/>
</dividendConditions>
</return>
<notionalAdjustments>Execution</notionalAdjustments>
<fxFeature>
<referenceCurrency id="ReferenceCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</referenceCurrency>
<composite>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">CalculationAgent</determinationMethod>
</composite>
</fxFeature>
</returnLeg>
<interestLeg>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
<effectiveDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Composite Basket Swap Long Form"
### Response:
<businessCentersReference href="primaryBusinessCenter"/>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="EquityNotionalAmount">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>19785157.16</amount>
</notionalAmount>
</notional>
<amount><currencyReference href="ReferenceCurrency"/>
<referenceAmount>ISDA Standard</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
<dividendConditions>
<dividendReinvestment>false</dividendReinvestment>
<dividendEntitlement>ExDate</dividendEntitlement>
<dividendPaymentDate>
<dividendDateReference>EquityPaymentDate</dividendDateReference>
</dividendPaymentDate>
<dividendPeriodEffectiveDate href="TradeDate"/>
<dividendPeriodEndDate href="FinalValuationDate"/>
<excessDividendAmount>PaidAmount</excessDividendAmount><currencyReference href="ReferenceCurrency"/>
</dividendConditions>
</return>
<notionalAdjustments>Execution</notionalAdjustments>
<fxFeature>
<referenceCurrency id="ReferenceCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</referenceCurrency>
<composite>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">CalculationAgent</determinationMethod>
</composite>
</fxFeature>
</returnLeg>
<interestLeg>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
<effectiveDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate> |
category: "equity-swaps" | null | description: "Composite Basket Swap Long Form" | ### Response:
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="InterestLegPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EquityPaymentDate"/>
</relativeDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="EquityNotionalAmount"/>
</notional>
<interestAmount><currencyReference href="ReferenceCurrency"/>
<referenceAmount>Standard ISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0050</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</interestCalculation>
</interestLeg>
<earlyTermination>
<partyReference href="party1"/>
<startingDate>
<dateRelativeTo href="TradeDate"/>
</startingDate>
</earlyTermination>
<earlyTermination>
<partyReference href="party2"/>
<startingDate>
<dateRelativeTo href="TradeDate"/>
</startingDate>
</earlyTermination>
<extraordinaryEvents>
<mergerEvents>
<shareForShare> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Composite Basket Swap Long Form"
### Response:
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="InterestLegPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EquityPaymentDate"/>
</relativeDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="EquityNotionalAmount"/>
</notional>
<interestAmount><currencyReference href="ReferenceCurrency"/>
<referenceAmount>Standard ISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0050</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</interestCalculation>
</interestLeg>
<earlyTermination>
<partyReference href="party1"/>
<startingDate>
<dateRelativeTo href="TradeDate"/>
</startingDate>
</earlyTermination>
<earlyTermination>
<partyReference href="party2"/>
<startingDate>
<dateRelativeTo href="TradeDate"/>
</startingDate>
</earlyTermination>
<extraordinaryEvents>
<mergerEvents>
<shareForShare> |
category: "equity-swaps" | null | description: "Composite Basket Swap Long Form" | ### Response: ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
</returnSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Composite Basket Swap Long Form"
### Response: ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
</returnSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions> |
category: "equity-swaps" | null | description: "Pan-Asia Interdealer Share Swap Short Form" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2009/09/01/15-99</messageId>
<sentBy>PARTYABIC1</sentBy>
<sendTo>PARTYBBIC2</sendTo>
<creationTimestamp>2009-09-01T16:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2009/09/01/32-09</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id-1-0">299442</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id-1-0">299442</tradeId>
</partyTradeIdentifier>
<tradeDate>2009-09-01</tradeDate>
</tradeHeader>
<equitySwapTransactionSupplement>
<interestLeg id="interestLeg">
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<interestLegCalculationPeriodDates id="interestCalcPeriodDates">
<effectiveDate id="interestEffectiveDate">
<adjustableDate>
<unadjustedDate>2009-09-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate id="interestTerminationDate">
<adjustableDate>
<unadjustedDate>2010-03-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Pan-Asia Interdealer Share Swap Short Form"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2009/09/01/15-99</messageId>
<sentBy>PARTYABIC1</sentBy>
<sendTo>PARTYBBIC2</sendTo>
<creationTimestamp>2009-09-01T16:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2009/09/01/32-09</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id-1-0">299442</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id-1-0">299442</tradeId>
</partyTradeIdentifier>
<tradeDate>2009-09-01</tradeDate>
</tradeHeader>
<equitySwapTransactionSupplement>
<interestLeg id="interestLeg">
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<interestLegCalculationPeriodDates id="interestCalcPeriodDates">
<effectiveDate id="interestEffectiveDate">
<adjustableDate>
<unadjustedDate>2009-09-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate id="interestTerminationDate">
<adjustableDate>
<unadjustedDate>2010-03-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters> |
category: "equity-swaps" | null | description: "Pan-Asia Interdealer Share Swap Short Form" | ### Response:
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="interestCalcPeriodDates"/>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</resetFrequency>
<fixingDates>
<relativeDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="interestLegPaymentDates"/>
</relativeDate>
</fixingDates>
</interestLegResetDates>
<interestLegPaymentDates id="interestLegPaymentDates">
<periodicDates>
<calculationStartDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="interestEffectiveDate"/>
</relativeDate>
</calculationStartDate>
<calculationEndDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="interestTerminationDate"/>
</relativeDate>
</calculationEndDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>1</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Pan-Asia Interdealer Share Swap Short Form"
### Response:
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="interestCalcPeriodDates"/>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</resetFrequency>
<fixingDates>
<relativeDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="interestLegPaymentDates"/>
</relativeDate>
</fixingDates>
</interestLegResetDates>
<interestLegPaymentDates id="interestLegPaymentDates">
<periodicDates>
<calculationStartDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="interestEffectiveDate"/>
</relativeDate>
</calculationStartDate>
<calculationEndDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="interestTerminationDate"/>
</relativeDate>
</calculationEndDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>1</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "equity-swaps" | null | description: "Pan-Asia Interdealer Share Swap Short Form" | ### Response: USNY</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="equityNotionalAmount"/>
</notional>
<interestAmount>
<currencyReference href="equityPaymentCurrency"/>
<referenceAmount>StandardISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<interpolationMethod interpolationMethodScheme="http://www.fpml.org/coding-scheme/interpolation-method">LinearZeroYield</interpolationMethod>
</interestCalculation>
</interestLeg>
<returnLeg id="returnLeg">
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="equityEffectiveDate">
<adjustableDate>
<unadjustedDate>2009-09-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">KRSE</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<adjustableDate>
<unadjustedDate>2010-03-02</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">KRSE</businessCenter>
</businessCenters> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Pan-Asia Interdealer Share Swap Short Form"
### Response: USNY</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="equityNotionalAmount"/>
</notional>
<interestAmount>
<currencyReference href="equityPaymentCurrency"/>
<referenceAmount>StandardISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<interpolationMethod interpolationMethodScheme="http://www.fpml.org/coding-scheme/interpolation-method">LinearZeroYield</interpolationMethod>
</interestCalculation>
</interestLeg>
<returnLeg id="returnLeg">
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="equityEffectiveDate">
<adjustableDate>
<unadjustedDate>2009-09-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">KRSE</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate>
<adjustableDate>
<unadjustedDate>2010-03-02</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">KRSE</businessCenter>
</businessCenters> |
category: "equity-swaps" | null | description: "Pan-Asia Interdealer Share Swap Short Form" | ### Response:
</dateAdjustments>
</adjustableDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.example.com/instrument-id-Reuters-RIC-1-0">005430.KS</instrumentId>
<instrumentId instrumentIdScheme="http://www.example.com/instrument-id-ISIN-1-0">KR7005430004</instrumentId>
<description>KOREA AIR SVC ORDINARY</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</currency>
<exchangeId exchangeIdScheme="http://www.example.com/exchangeId">XKRX</exchangeId>
</equity>
<openUnits>60000</openUnits>
<dividendPayout>
<dividendPayoutRatio>1</dividendPayoutRatio>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">AsSpecifiedInMasterConfirmation</determinationMethod>
<valuationRules>
<valuationDates id="interimValuationDate">
<periodicDates>
<calculationStartDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="equityEffectiveDate"/>
</relativeDate>
</calculationStartDate>
<calculationEndDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="finalValuationDate"/>
</relativeDate>
</calculationEndDate>
<calculationPeriodFrequency>
<periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Pan-Asia Interdealer Share Swap Short Form"
### Response:
</dateAdjustments>
</adjustableDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.example.com/instrument-id-Reuters-RIC-1-0">005430.KS</instrumentId>
<instrumentId instrumentIdScheme="http://www.example.com/instrument-id-ISIN-1-0">KR7005430004</instrumentId>
<description>KOREA AIR SVC ORDINARY</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</currency>
<exchangeId exchangeIdScheme="http://www.example.com/exchangeId">XKRX</exchangeId>
</equity>
<openUnits>60000</openUnits>
<dividendPayout>
<dividendPayoutRatio>1</dividendPayoutRatio>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">AsSpecifiedInMasterConfirmation</determinationMethod>
<valuationRules>
<valuationDates id="interimValuationDate">
<periodicDates>
<calculationStartDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="equityEffectiveDate"/>
</relativeDate>
</calculationStartDate>
<calculationEndDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="finalValuationDate"/>
</relativeDate>
</calculationEndDate>
<calculationPeriodFrequency>
<periodMultiplier> |
category: "equity-swaps" | null | description: "Pan-Asia Interdealer Share Swap Short Form" | ### Response: 1</periodMultiplier>
<period>M</period>
<rollConvention>1</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">KRSE</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</valuationDates>
<valuationTimeType>AsSpecifiedInMasterConfirmation</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="finalValuationDate">
<adjustableDate>
<unadjustedDate>2010-03-02</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">KRSE</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<valuationTimeType>AsSpecifiedInMasterConfirmation</valuationTimeType>
</valuationRules>
</valuationPriceFinal>
<paymentDates>
<paymentDatesInterim>
<relativeDates>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="interimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal>
<relativeDate>
<periodMultiplier>2</periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Pan-Asia Interdealer Share Swap Short Form"
### Response: 1</periodMultiplier>
<period>M</period>
<rollConvention>1</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">KRSE</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
</periodicDates>
</valuationDates>
<valuationTimeType>AsSpecifiedInMasterConfirmation</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="finalValuationDate">
<adjustableDate>
<unadjustedDate>2010-03-02</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">KRSE</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<valuationTimeType>AsSpecifiedInMasterConfirmation</valuationTimeType>
</valuationRules>
</valuationPriceFinal>
<paymentDates>
<paymentDatesInterim>
<relativeDates>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="interimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal>
<relativeDate>
<periodMultiplier>2</periodMultiplier> |
category: "equity-swaps" | null | description: "Pan-Asia Interdealer Share Swap Short Form" | ### Response:
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="finalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional id="equityNotionalAmount">
<notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>300000</amount>
</notionalAmount>
</notional>
<amount>
<currency id="equityPaymentCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<referenceAmount>StandardISDA</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
<dividendConditions>
<dividendPaymentDate>
<dividendDateReference>SharePayment</dividendDateReference>
<paymentDateOffset>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
</paymentDateOffset>
</dividendPaymentDate>
<dividendPeriod>SecondPeriod</dividendPeriod>
</dividendConditions>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
<fxFeature>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</referenceCurrency>
<crossCurrency>
<fxSpotRateSource>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage rateSourcePageScheme="http://www.example.com/rate-source-page-1-0">KRW=</rateSourcePage>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>14:45:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Pan-Asia Interdealer Share Swap Short Form"
### Response:
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="finalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional id="equityNotionalAmount">
<notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>300000</amount>
</notionalAmount>
</notional>
<amount>
<currency id="equityPaymentCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<referenceAmount>StandardISDA</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
<dividendConditions>
<dividendPaymentDate>
<dividendDateReference>SharePayment</dividendDateReference>
<paymentDateOffset>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
</paymentDateOffset>
</dividendPaymentDate>
<dividendPeriod>SecondPeriod</dividendPeriod>
</dividendConditions>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
<fxFeature>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</referenceCurrency>
<crossCurrency>
<fxSpotRateSource>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage rateSourcePageScheme="http://www.example.com/rate-source-page-1-0">KRW=</rateSourcePage>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>14:45:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "equity-swaps" | null | description: "Single Underlyer Execution Swap Long Form" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</messageId>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/07/02/32-09</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade><tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">6234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">6569</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-09-24</tradeDate>
</tradeHeader>
<returnSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:SingleName</productType>
<returnLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="EffectiveDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<underlyer>
<singleUnderlyer> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Underlyer Execution Swap Long Form"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</messageId>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/07/02/32-09</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade><tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">6234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">6569</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-09-24</tradeDate>
</tradeHeader>
<returnSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:SingleName</productType>
<returnLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="EffectiveDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<underlyer>
<singleUnderlyer> |
category: "equity-swaps" | null | description: "Single Underlyer Execution Swap Long Form" | ### Response:
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">SHPGY.O</instrumentId>
<description>Shire Pharmeceuticals Group - American Depositary Receipts</description>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">NASD</exchangeId>
</equity>
<openUnits>760400</openUnits>
<dividendPayout>
<dividendPayoutRatio>1</dividendPayoutRatio>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>37.44</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="InterimValuationDate">
<adjustableDates>
<unadjustedDate>2001-10-12</unadjustedDate>
<unadjustedDate>2001-11-13</unadjustedDate>
<unadjustedDate>2001-12-12</unadjustedDate>
<unadjustedDate>2002-01-14</unadjustedDate>
<unadjustedDate>2002-02-12</unadjustedDate>
<unadjustedDate>2002-03-12</unadjustedDate>
<unadjustedDate>2002-04-12</unadjustedDate>
<unadjustedDate>2002-05-13</unadjustedDate>
<unadjustedDate>2002-06-12</unadjustedDate>
<unadjustedDate>2002-07-12</unadjustedDate>
<unadjustedDate>2002-08-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</valuationDates>
<valuationTimeType>Close</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Underlyer Execution Swap Long Form"
### Response:
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">SHPGY.O</instrumentId>
<description>Shire Pharmeceuticals Group - American Depositary Receipts</description>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">NASD</exchangeId>
</equity>
<openUnits>760400</openUnits>
<dividendPayout>
<dividendPayoutRatio>1</dividendPayoutRatio>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>37.44</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="InterimValuationDate">
<adjustableDates>
<unadjustedDate>2001-10-12</unadjustedDate>
<unadjustedDate>2001-11-13</unadjustedDate>
<unadjustedDate>2001-12-12</unadjustedDate>
<unadjustedDate>2002-01-14</unadjustedDate>
<unadjustedDate>2002-02-12</unadjustedDate>
<unadjustedDate>2002-03-12</unadjustedDate>
<unadjustedDate>2002-04-12</unadjustedDate>
<unadjustedDate>2002-05-13</unadjustedDate>
<unadjustedDate>2002-06-12</unadjustedDate>
<unadjustedDate>2002-07-12</unadjustedDate>
<unadjustedDate>2002-08-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</valuationDates>
<valuationTimeType>Close</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method"> |
category: "equity-swaps" | null | description: "Single Underlyer Execution Swap Long Form" | ### Response: HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2002-09-24</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="EquityPaymentDate">
<paymentDatesInterim id="InterimEquityPaymentDate">
<relativeDates>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="PrimaryBusinessCenter">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="InterimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal id="FinalEquityPaymentDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="PrimaryBusinessCenter"/>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="EquityNotionalAmount">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>28469376</amount>
</notionalAmount>
</notional>
<amount><currency id="EquityPaymentCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<referenceAmount>ISDA Standard</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
<dividendConditions>
<dividendReinvestment> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Underlyer Execution Swap Long Form"
### Response: HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2002-09-24</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="EquityPaymentDate">
<paymentDatesInterim id="InterimEquityPaymentDate">
<relativeDates>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="PrimaryBusinessCenter">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="InterimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal id="FinalEquityPaymentDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="PrimaryBusinessCenter"/>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="EquityNotionalAmount">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>28469376</amount>
</notionalAmount>
</notional>
<amount><currency id="EquityPaymentCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<referenceAmount>ISDA Standard</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
<dividendConditions>
<dividendReinvestment> |
category: "equity-swaps" | null | description: "Single Underlyer Execution Swap Long Form" | ### Response: false</dividendReinvestment>
<dividendEntitlement>ExDate</dividendEntitlement>
<dividendPaymentDate>
<dividendDateReference>EquityPaymentDate</dividendDateReference>
</dividendPaymentDate>
<dividendPeriodEffectiveDate href="TradeDate"/>
<dividendPeriodEndDate href="TerminationDate"/>
<extraOrdinaryDividends href="party1"/>
<excessDividendAmount>RecordAmount</excessDividendAmount><determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">DividendCurrency</determinationMethod>
</dividendConditions>
</return><notionalAdjustments>Execution</notionalAdjustments>
</returnLeg>
<interestLeg>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
<effectiveDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="InterestLegPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EquityPaymentDate"/>
</relativeDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="EquityNotionalAmount"/>
</notional> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Underlyer Execution Swap Long Form"
### Response: false</dividendReinvestment>
<dividendEntitlement>ExDate</dividendEntitlement>
<dividendPaymentDate>
<dividendDateReference>EquityPaymentDate</dividendDateReference>
</dividendPaymentDate>
<dividendPeriodEffectiveDate href="TradeDate"/>
<dividendPeriodEndDate href="TerminationDate"/>
<extraOrdinaryDividends href="party1"/>
<excessDividendAmount>RecordAmount</excessDividendAmount><determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">DividendCurrency</determinationMethod>
</dividendConditions>
</return><notionalAdjustments>Execution</notionalAdjustments>
</returnLeg>
<interestLeg>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
<effectiveDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="InterestLegPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EquityPaymentDate"/>
</relativeDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="EquityNotionalAmount"/>
</notional> |
category: "equity-swaps" | null | description: "Single Underlyer Execution Swap Long Form" | ### Response:
<interestAmount><currencyReference href="EquityPaymentCurrency"/>
<referenceAmount>Standard ISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0020</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</interestCalculation>
</interestLeg>
<earlyTermination>
<partyReference href="party1"/>
<startingDate>
<dateRelativeTo href="TradeDate"/>
</startingDate>
</earlyTermination>
<earlyTermination>
<partyReference href="party2"/>
<startingDate>
<dateRelativeTo href="TradeDate"/>
</startingDate>
</earlyTermination><extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Underlyer Execution Swap Long Form"
### Response:
<interestAmount><currencyReference href="EquityPaymentCurrency"/>
<referenceAmount>Standard ISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0020</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</interestCalculation>
</interestLeg>
<earlyTermination>
<partyReference href="party1"/>
<startingDate>
<dateRelativeTo href="TradeDate"/>
</startingDate>
</earlyTermination>
<earlyTermination>
<partyReference href="party2"/>
<startingDate>
<dateRelativeTo href="TradeDate"/>
</startingDate>
</earlyTermination><extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/> |
category: "fx-derivatives" | null | description: "FX Accrual Option Average Strike" | ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId>
<sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy>
<sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo>
<creationTimestamp>2014-06-24T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2005-10-03</tradeDate>
</tradeHeader>
<fxAccrualOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualOption</productType>
<buyerPartyReference href="partyB"/>
<sellerPartyReference href="partyA"/><putCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</putCurrency>
<callCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</callCurrency>
<notionalAmount>
<initialValue>4000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
</notionalAmount>
<accrual><observable id="ob1">
<quotedCurrencyPair><currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<informationSource><rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Option Average Strike"
### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId>
<sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy>
<sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo>
<creationTimestamp>2014-06-24T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2005-10-03</tradeDate>
</tradeHeader>
<fxAccrualOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualOption</productType>
<buyerPartyReference href="partyB"/>
<sellerPartyReference href="partyA"/><putCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</putCurrency>
<callCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</callCurrency>
<notionalAmount>
<initialValue>4000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
</notionalAmount>
<accrual><observable id="ob1">
<quotedCurrencyPair><currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<informationSource><rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage> |
category: "fx-derivatives" | null | description: "FX Accrual Option Average Strike" | ### Response: BTMFIX</rateSourcePage>
<fixingTime>
<hourMinuteTime>15:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</fixingTime>
</informationSource>
</observable>
<accrualRegion>
<observableReference href="ob1"/>
<upperBound>
<condition>Below</condition>
<averageStrikeReference href="averageStrike"/>
</upperBound>
<accrualFactor>
<initialValue>2</initialValue>
</accrualFactor>
</accrualRegion>
<accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>AtOrAbove</condition>
<averageStrikeReference href="averageStrike"/>
</lowerBound>
<upperBound>
<condition>Below</condition>
<level>
<initialValue>120.00</initialValue>
</level>
</upperBound>
</accrualRegion>
<fixingSchedule><startDate>2005-10-03</startDate>
<endDate>2005-10-31</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
<numberOfFixings>20</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate>
<adjustedDate>2005-10-31</adjustedDate>
<expiryTime>
<hourMinuteTime>15:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</expiryTime>
</expiryDate>
<settlementDate>
<dateAdjustments><businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2005-11-02</adjustedDate>
</settlementDate>
<averageStrike id="averageStrike"><quotedCurrencyPair> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Option Average Strike"
### Response: BTMFIX</rateSourcePage>
<fixingTime>
<hourMinuteTime>15:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</fixingTime>
</informationSource>
</observable>
<accrualRegion>
<observableReference href="ob1"/>
<upperBound>
<condition>Below</condition>
<averageStrikeReference href="averageStrike"/>
</upperBound>
<accrualFactor>
<initialValue>2</initialValue>
</accrualFactor>
</accrualRegion>
<accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>AtOrAbove</condition>
<averageStrikeReference href="averageStrike"/>
</lowerBound>
<upperBound>
<condition>Below</condition>
<level>
<initialValue>120.00</initialValue>
</level>
</upperBound>
</accrualRegion>
<fixingSchedule><startDate>2005-10-03</startDate>
<endDate>2005-10-31</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
<numberOfFixings>20</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate>
<adjustedDate>2005-10-31</adjustedDate>
<expiryTime>
<hourMinuteTime>15:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</expiryTime>
</expiryDate>
<settlementDate>
<dateAdjustments><businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2005-11-02</adjustedDate>
</settlementDate>
<averageStrike id="averageStrike"><quotedCurrencyPair> |
category: "fx-derivatives" | null | description: "FX Accrual Option Average Strike" | ### Response: <currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<informationSource><rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>BTMFIX</rateSourcePage>
<fixingTime>
<hourMinuteTime>15:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</fixingTime>
</informationSource>
<fixingSchedule><startDate>2005-10-03</startDate>
<endDate>2005-10-31</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</fixingSchedule>
<averagingMethod>Arithmetic</averagingMethod>
<precision>4</precision>
<strikeAdjustment>-0.44</strikeAdjustment>
</averageStrike><premium>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<paymentDate>
<adjustableDate>
<unadjustedDate>2005-10-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<amount>40000000</amount>
</paymentAmount>
</premium>
</fxAccrualOption>
<calculationAgent>
<calculationAgentPartyReference href="partyA"/>
</calculationAgent>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">GBEN</governingLaw>
</trade>
<party id="partyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId>
</party>
<party id="partyB">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Option Average Strike"
### Response: <currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<informationSource><rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>BTMFIX</rateSourcePage>
<fixingTime>
<hourMinuteTime>15:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</fixingTime>
</informationSource>
<fixingSchedule><startDate>2005-10-03</startDate>
<endDate>2005-10-31</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</fixingSchedule>
<averagingMethod>Arithmetic</averagingMethod>
<precision>4</precision>
<strikeAdjustment>-0.44</strikeAdjustment>
</averageStrike><premium>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<paymentDate>
<adjustableDate>
<unadjustedDate>2005-10-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<amount>40000000</amount>
</paymentAmount>
</premium>
</fxAccrualOption>
<calculationAgent>
<calculationAgentPartyReference href="partyA"/>
</calculationAgent>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">GBEN</governingLaw>
</trade>
<party id="partyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId>
</party>
<party id="partyB">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"> |
category: "fx-derivatives" | null | description: "FX Target Digital" | ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId>
<sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy>
<sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo>
<creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="ptyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2013-06-23</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<notionalAmount>
<initialValue>1000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<strikeReference href="s1"/>
</lowerBound>
</accumulationRegion>
<knockoutCount>
<conditionalFixings>4</conditionalFixings>
<settlementAtKnockout>true</settlementAtKnockout>
</knockoutCount>
</target>
<expirySchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Digital"
### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId>
<sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy>
<sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo>
<creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="ptyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2013-06-23</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<notionalAmount>
<initialValue>1000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<strikeReference href="s1"/>
</lowerBound>
</accumulationRegion>
<knockoutCount>
<conditionalFixings>4</conditionalFixings>
<settlementAtKnockout>true</settlementAtKnockout>
</knockoutCount>
</target>
<expirySchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> |
category: "fx-derivatives" | null | description: "FX Target Digital" | ### Response:
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-12-23</adjustedDate>
<adjustedDate>2014-01-27</adjustedDate>
<adjustedDate>2014-02-25</adjustedDate>
<adjustedDate>2014-03-26</adjustedDate>
<adjustedDate>2014-04-27</adjustedDate>
<adjustedDate>2014-05-27</adjustedDate>
<finalExpiryDate>2015-05-27</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-12-24</adjustedDate>
<adjustedDate>2014-01-28</adjustedDate>
<adjustedDate>2014-02-26</adjustedDate>
<adjustedDate>2014-03-27</adjustedDate>
<adjustedDate>2014-04-28</adjustedDate>
<adjustedDate>2014-05-28</adjustedDate>
<finalSettlementDate>2015-05-28</finalSettlementDate>
</settlementSchedule>
<fixingInformationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>WMRSPOT09</rateSourcePage>
<fixingTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</fixingTime>
</fixingInformationSource>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>1.0450</initialValue>
</strike>
<counterCurrencyAmount>
<initialValue>1045000.00</initialValue> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Digital"
### Response:
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-12-23</adjustedDate>
<adjustedDate>2014-01-27</adjustedDate>
<adjustedDate>2014-02-25</adjustedDate>
<adjustedDate>2014-03-26</adjustedDate>
<adjustedDate>2014-04-27</adjustedDate>
<adjustedDate>2014-05-27</adjustedDate>
<finalExpiryDate>2015-05-27</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-12-24</adjustedDate>
<adjustedDate>2014-01-28</adjustedDate>
<adjustedDate>2014-02-26</adjustedDate>
<adjustedDate>2014-03-27</adjustedDate>
<adjustedDate>2014-04-28</adjustedDate>
<adjustedDate>2014-05-28</adjustedDate>
<finalSettlementDate>2015-05-28</finalSettlementDate>
</settlementSchedule>
<fixingInformationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>WMRSPOT09</rateSourcePage>
<fixingTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</fixingTime>
</fixingInformationSource>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>1.0450</initialValue>
</strike>
<counterCurrencyAmount>
<initialValue>1045000.00</initialValue> |
category: "fx-derivatives" | null | description: "FX Accrual Forward" | ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId>
<sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy>
<sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo>
<creationTimestamp>2011-03-24T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2011-03-26</tradeDate>
</tradeHeader>
<fxAccrualForward>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType>
<notionalAmount>
<initialValue>252000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount>
<accrual>
<observable id="ob1">
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>ECB37</rateSourcePage>
<fixingTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</fixingTime>
</informationSource> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward"
### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId>
<sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy>
<sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo>
<creationTimestamp>2011-03-24T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2011-03-26</tradeDate>
</tradeHeader>
<fxAccrualForward>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType>
<notionalAmount>
<initialValue>252000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount>
<accrual>
<observable id="ob1">
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>ECB37</rateSourcePage>
<fixingTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</fixingTime>
</informationSource> |
category: "fx-derivatives" | null | description: "FX Accrual Forward" | ### Response:
</observable>
<accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>Above</condition>
<level>
<initialValue>1.3</initialValue>
</level>
</lowerBound>
</accrualRegion>
<fixingSchedule>
<fixingDate>2011-09-28</fixingDate>
<fixingDate>2011-09-29</fixingDate>
<fixingDate>2011-09-30</fixingDate>
<fixingDate>2011-10-03</fixingDate>
<fixingDate>2011-10-04</fixingDate>
<fixingDate>2011-10-05</fixingDate>
<fixingDate>2011-10-06</fixingDate>
<fixingDate>2011-10-07</fixingDate>
<fixingDate>2011-10-11</fixingDate>
<fixingDate>2011-10-12</fixingDate>
<fixingDate>2011-10-13</fixingDate>
<fixingDate>2011-10-14</fixingDate>
<fixingDate>2011-10-17</fixingDate>
<fixingDate>2011-10-18</fixingDate>
<fixingDate>2011-10-19</fixingDate>
<fixingDate>2011-10-20</fixingDate>
<fixingDate>2011-10-21</fixingDate>
<fixingDate>2011-10-24</fixingDate>
<fixingDate>2011-10-25</fixingDate>
<fixingDate>2011-10-26</fixingDate>
<fixingDate>2011-10-27</fixingDate>
<fixingDate>2011-10-28</fixingDate>
<fixingDate>2011-10-31</fixingDate>
<fixingDate>2011-11-01</fixingDate>
<fixingDate>2011-11-02</fixingDate>
<fixingDate>2011-11-03</fixingDate>
<fixingDate>2011-11-04</fixingDate>
<fixingDate>2011-11-07</fixingDate>
<fixingDate>2011-11-08</fixingDate>
<fixingDate>2011-11-09</fixingDate>
<fixingDate>2011-11-10</fixingDate>
<fixingDate>2011-11-14</fixingDate>
<fixingDate>2011-11-15</fixingDate>
<fixingDate>2011-11-16</fixingDate>
<fixingDate>2011-11-17</fixingDate>
<fixingDate>2011-11-18</fixingDate>
</fixingSchedule>
</accrual>
<expiryDate><adjustedDate>2011-11-18</adjustedDate>
</expiryDate>
<settlementDate><adjustedDate>2011-11-22</adjustedDate>
</settlementDate>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward"
### Response:
</observable>
<accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>Above</condition>
<level>
<initialValue>1.3</initialValue>
</level>
</lowerBound>
</accrualRegion>
<fixingSchedule>
<fixingDate>2011-09-28</fixingDate>
<fixingDate>2011-09-29</fixingDate>
<fixingDate>2011-09-30</fixingDate>
<fixingDate>2011-10-03</fixingDate>
<fixingDate>2011-10-04</fixingDate>
<fixingDate>2011-10-05</fixingDate>
<fixingDate>2011-10-06</fixingDate>
<fixingDate>2011-10-07</fixingDate>
<fixingDate>2011-10-11</fixingDate>
<fixingDate>2011-10-12</fixingDate>
<fixingDate>2011-10-13</fixingDate>
<fixingDate>2011-10-14</fixingDate>
<fixingDate>2011-10-17</fixingDate>
<fixingDate>2011-10-18</fixingDate>
<fixingDate>2011-10-19</fixingDate>
<fixingDate>2011-10-20</fixingDate>
<fixingDate>2011-10-21</fixingDate>
<fixingDate>2011-10-24</fixingDate>
<fixingDate>2011-10-25</fixingDate>
<fixingDate>2011-10-26</fixingDate>
<fixingDate>2011-10-27</fixingDate>
<fixingDate>2011-10-28</fixingDate>
<fixingDate>2011-10-31</fixingDate>
<fixingDate>2011-11-01</fixingDate>
<fixingDate>2011-11-02</fixingDate>
<fixingDate>2011-11-03</fixingDate>
<fixingDate>2011-11-04</fixingDate>
<fixingDate>2011-11-07</fixingDate>
<fixingDate>2011-11-08</fixingDate>
<fixingDate>2011-11-09</fixingDate>
<fixingDate>2011-11-10</fixingDate>
<fixingDate>2011-11-14</fixingDate>
<fixingDate>2011-11-15</fixingDate>
<fixingDate>2011-11-16</fixingDate>
<fixingDate>2011-11-17</fixingDate>
<fixingDate>2011-11-18</fixingDate>
</fixingSchedule>
</accrual>
<expiryDate><adjustedDate>2011-11-18</adjustedDate>
</expiryDate>
<settlementDate><adjustedDate>2011-11-22</adjustedDate>
</settlementDate>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "fx-derivatives" | null | description: "FX Accrual Forward Boost Strip with Settlement Period Schedule" | ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId>
<sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy>
<sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo>
<creationTimestamp>2010-10-15T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2010-10-15</tradeDate>
</tradeHeader>
<fxAccrualForward><notionalAmount>
<initialValue>440000.00</initialValue>
<step>
<stepDate>2010-12-16</stepDate>
<stepValue>460000.00</stepValue>
</step>
<step>
<stepDate>2011-01-18</stepDate>
<stepValue>420000.00</stepValue>
</step>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount><accrual>
<observable id="ob1">
<quotedCurrencyPair><currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<informationSource><rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">WM Company</rateSource>
<rateSourcePage>JPY1</rateSourcePage>
<fixingTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward Boost Strip with Settlement Period Schedule"
### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId>
<sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy>
<sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo>
<creationTimestamp>2010-10-15T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2010-10-15</tradeDate>
</tradeHeader>
<fxAccrualForward><notionalAmount>
<initialValue>440000.00</initialValue>
<step>
<stepDate>2010-12-16</stepDate>
<stepValue>460000.00</stepValue>
</step>
<step>
<stepDate>2011-01-18</stepDate>
<stepValue>420000.00</stepValue>
</step>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount><accrual>
<observable id="ob1">
<quotedCurrencyPair><currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<informationSource><rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">WM Company</rateSource>
<rateSourcePage>JPY1</rateSourcePage>
<fixingTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> |
category: "fx-derivatives" | null | description: "FX Accrual Forward Boost Strip with Settlement Period Schedule" | ### Response:
</fixingTime>
</informationSource>
</observable>
<accrualRegion>
<observableReference href="ob1"/>
<upperBound>
<condition>Below</condition>
<level>
<initialValue>112.00</initialValue>
</level>
</upperBound>
<accrualFactor>
<initialValue>2</initialValue>
</accrualFactor>
</accrualRegion>
<accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>AtOrAbove</condition>
<level>
<initialValue>112.00</initialValue>
</level>
</lowerBound>
<upperBound>
<condition>Below</condition>
<level>
<initialValue>120.00</initialValue>
</level>
</upperBound>
</accrualRegion>
<fixingSchedule><startDate>2010-10-15</startDate>
<endDate>2011-02-15</endDate>
<dayType>Business</dayType></fixingSchedule></accrual><expirySchedule>
<adjustedDate>2010-11-15</adjustedDate>
<adjustedDate>2010-12-15</adjustedDate>
<adjustedDate>2011-01-17</adjustedDate>
<adjustedDate>2011-02-15</adjustedDate>
<finalExpiryDate>2011-02-15</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2010-11-17</adjustedDate>
<adjustedDate>2010-12-17</adjustedDate>
<adjustedDate>2011-01-19</adjustedDate>
<adjustedDate>2011-02-17</adjustedDate>
<finalSettlementDate>2011-02-17</finalSettlementDate>
</settlementSchedule><linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency1> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward Boost Strip with Settlement Period Schedule"
### Response:
</fixingTime>
</informationSource>
</observable>
<accrualRegion>
<observableReference href="ob1"/>
<upperBound>
<condition>Below</condition>
<level>
<initialValue>112.00</initialValue>
</level>
</upperBound>
<accrualFactor>
<initialValue>2</initialValue>
</accrualFactor>
</accrualRegion>
<accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>AtOrAbove</condition>
<level>
<initialValue>112.00</initialValue>
</level>
</lowerBound>
<upperBound>
<condition>Below</condition>
<level>
<initialValue>120.00</initialValue>
</level>
</upperBound>
</accrualRegion>
<fixingSchedule><startDate>2010-10-15</startDate>
<endDate>2011-02-15</endDate>
<dayType>Business</dayType></fixingSchedule></accrual><expirySchedule>
<adjustedDate>2010-11-15</adjustedDate>
<adjustedDate>2010-12-15</adjustedDate>
<adjustedDate>2011-01-17</adjustedDate>
<adjustedDate>2011-02-15</adjustedDate>
<finalExpiryDate>2011-02-15</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2010-11-17</adjustedDate>
<adjustedDate>2010-12-17</adjustedDate>
<adjustedDate>2011-01-19</adjustedDate>
<adjustedDate>2011-02-17</adjustedDate>
<finalSettlementDate>2011-02-17</finalSettlementDate>
</settlementSchedule><linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency1> |
category: "fx-derivatives" | null | description: "FX Accrual Forward Boost Strip with Settlement Period Schedule" | ### Response:
<exchangedCurrency2>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
</exchangedCurrency2>
<strike>
<initialValue>112</initialValue>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</strike>
<counterCurrencyAmount>
<initialValue>49280000.00</initialValue>
<step>
<stepDate>2010-12-16</stepDate>
<stepValue>51520000.00</stepValue>
</step>
<step>
<stepDate>2011-01-18</stepDate>
<stepValue>47040000</stepValue>
</step>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
</counterCurrencyAmount>
</linearPayoffRegion>
<additionalPayment>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000.00</amount>
</paymentAmount>
<paymentDate>
<adjustableDate>
<unadjustedDate>2012-12-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</paymentDate>
</additionalPayment>
<settlementPeriodSchedule>
<settlementPeriod>
<expiryDate>2010-11-15</expiryDate>
<settlementDate>2010-11-17</settlementDate>
<notionalAmount>440000.00</notionalAmount>
<payoff>
<strike>112</strike>
<counterCurrencyAmount>49280000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2010-10-15</fixingDate>
<fixingDate>2010-10-18</fixingDate>
<fixingDate>2010-10-19</fixingDate>
<fixingDate>2010-10-20</fixingDate>
<fixingDate>2010-10-21</fixingDate>
<fixingDate>2010-10-22</fixingDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward Boost Strip with Settlement Period Schedule"
### Response:
<exchangedCurrency2>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
</exchangedCurrency2>
<strike>
<initialValue>112</initialValue>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</strike>
<counterCurrencyAmount>
<initialValue>49280000.00</initialValue>
<step>
<stepDate>2010-12-16</stepDate>
<stepValue>51520000.00</stepValue>
</step>
<step>
<stepDate>2011-01-18</stepDate>
<stepValue>47040000</stepValue>
</step>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
</counterCurrencyAmount>
</linearPayoffRegion>
<additionalPayment>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000.00</amount>
</paymentAmount>
<paymentDate>
<adjustableDate>
<unadjustedDate>2012-12-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</paymentDate>
</additionalPayment>
<settlementPeriodSchedule>
<settlementPeriod>
<expiryDate>2010-11-15</expiryDate>
<settlementDate>2010-11-17</settlementDate>
<notionalAmount>440000.00</notionalAmount>
<payoff>
<strike>112</strike>
<counterCurrencyAmount>49280000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2010-10-15</fixingDate>
<fixingDate>2010-10-18</fixingDate>
<fixingDate>2010-10-19</fixingDate>
<fixingDate>2010-10-20</fixingDate>
<fixingDate>2010-10-21</fixingDate>
<fixingDate>2010-10-22</fixingDate> |
category: "fx-derivatives" | null | description: "FX Accrual Forward Boost Strip with Settlement Period Schedule" | ### Response:
<fixingDate>2010-10-25</fixingDate>
<fixingDate>2010-10-26</fixingDate>
<fixingDate>2010-10-27</fixingDate>
<fixingDate>2010-10-28</fixingDate>
<fixingDate>2010-10-29</fixingDate>
<fixingDate>2010-11-01</fixingDate>
<fixingDate>2010-11-02</fixingDate>
<fixingDate>2010-11-03</fixingDate>
<fixingDate>2010-11-04</fixingDate>
<fixingDate>2010-11-05</fixingDate>
<fixingDate>2010-11-08</fixingDate>
<fixingDate>2010-11-09</fixingDate>
<fixingDate>2010-11-10</fixingDate>
<fixingDate>2010-11-11</fixingDate>
<fixingDate>2010-11-12</fixingDate>
<fixingDate>2010-11-15</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2010-12-15</expiryDate>
<settlementDate>2010-12-17</settlementDate>
<notionalAmount>440000.00</notionalAmount>
<payoff>
<strike>112</strike>
<counterCurrencyAmount>49280000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2010-11-16</fixingDate>
<fixingDate>2010-11-17</fixingDate>
<fixingDate>2010-11-18</fixingDate>
<fixingDate>2010-11-19</fixingDate>
<fixingDate>2010-11-22</fixingDate>
<fixingDate>2010-11-23</fixingDate>
<fixingDate>2010-11-24</fixingDate>
<fixingDate>2010-11-25</fixingDate>
<fixingDate>2010-11-26</fixingDate>
<fixingDate>2010-11-29</fixingDate>
<fixingDate>2010-11-30</fixingDate>
<fixingDate>2010-12-01</fixingDate>
<fixingDate>2010-12-02</fixingDate>
<fixingDate>2010-12-03</fixingDate>
<fixingDate>2010-12-06</fixingDate>
<fixingDate>2010-12-07</fixingDate>
<fixingDate>2010-12-08</fixingDate>
<fixingDate>2010-12-09</fixingDate>
<fixingDate>2010-12-10</fixingDate>
<fixingDate>2010-12-13</fixingDate>
<fixingDate>2010-12-14</fixingDate>
<fixingDate>2010-12-15</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2011-01-17</expiryDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward Boost Strip with Settlement Period Schedule"
### Response:
<fixingDate>2010-10-25</fixingDate>
<fixingDate>2010-10-26</fixingDate>
<fixingDate>2010-10-27</fixingDate>
<fixingDate>2010-10-28</fixingDate>
<fixingDate>2010-10-29</fixingDate>
<fixingDate>2010-11-01</fixingDate>
<fixingDate>2010-11-02</fixingDate>
<fixingDate>2010-11-03</fixingDate>
<fixingDate>2010-11-04</fixingDate>
<fixingDate>2010-11-05</fixingDate>
<fixingDate>2010-11-08</fixingDate>
<fixingDate>2010-11-09</fixingDate>
<fixingDate>2010-11-10</fixingDate>
<fixingDate>2010-11-11</fixingDate>
<fixingDate>2010-11-12</fixingDate>
<fixingDate>2010-11-15</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2010-12-15</expiryDate>
<settlementDate>2010-12-17</settlementDate>
<notionalAmount>440000.00</notionalAmount>
<payoff>
<strike>112</strike>
<counterCurrencyAmount>49280000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2010-11-16</fixingDate>
<fixingDate>2010-11-17</fixingDate>
<fixingDate>2010-11-18</fixingDate>
<fixingDate>2010-11-19</fixingDate>
<fixingDate>2010-11-22</fixingDate>
<fixingDate>2010-11-23</fixingDate>
<fixingDate>2010-11-24</fixingDate>
<fixingDate>2010-11-25</fixingDate>
<fixingDate>2010-11-26</fixingDate>
<fixingDate>2010-11-29</fixingDate>
<fixingDate>2010-11-30</fixingDate>
<fixingDate>2010-12-01</fixingDate>
<fixingDate>2010-12-02</fixingDate>
<fixingDate>2010-12-03</fixingDate>
<fixingDate>2010-12-06</fixingDate>
<fixingDate>2010-12-07</fixingDate>
<fixingDate>2010-12-08</fixingDate>
<fixingDate>2010-12-09</fixingDate>
<fixingDate>2010-12-10</fixingDate>
<fixingDate>2010-12-13</fixingDate>
<fixingDate>2010-12-14</fixingDate>
<fixingDate>2010-12-15</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2011-01-17</expiryDate> |
category: "fx-derivatives" | null | description: "FX Accrual Forward Boost Strip with Settlement Period Schedule" | ### Response:
<settlementDate>2011-01-19</settlementDate>
<notionalAmount>460000.00</notionalAmount>
<payoff>
<strike>112</strike>
<counterCurrencyAmount>51520000</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2010-12-16</fixingDate>
<fixingDate>2010-12-17</fixingDate>
<fixingDate>2010-12-20</fixingDate>
<fixingDate>2010-12-21</fixingDate>
<fixingDate>2010-12-22</fixingDate>
<fixingDate>2010-12-23</fixingDate>
<fixingDate>2010-12-24</fixingDate>
<fixingDate>2010-12-27</fixingDate>
<fixingDate>2010-12-28</fixingDate>
<fixingDate>2010-12-29</fixingDate>
<fixingDate>2010-12-30</fixingDate>
<fixingDate>2010-12-31</fixingDate>
<fixingDate>2011-01-03</fixingDate>
<fixingDate>2011-01-04</fixingDate>
<fixingDate>2011-01-05</fixingDate>
<fixingDate>2011-01-06</fixingDate>
<fixingDate>2011-01-07</fixingDate>
<fixingDate>2011-01-10</fixingDate>
<fixingDate>2011-01-11</fixingDate>
<fixingDate>2011-01-12</fixingDate>
<fixingDate>2011-01-13</fixingDate>
<fixingDate>2011-01-14</fixingDate>
<fixingDate>2011-01-17</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2011-02-15</expiryDate>
<settlementDate>2011-02-17</settlementDate>
<notionalAmount>420000.00</notionalAmount>
<payoff>
<strike>112</strike>
<counterCurrencyAmount>47040000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2011-01-18</fixingDate>
<fixingDate>2011-01-19</fixingDate>
<fixingDate>2011-01-20</fixingDate>
<fixingDate>2011-01-21</fixingDate>
<fixingDate>2011-01-24</fixingDate>
<fixingDate>2011-01-25</fixingDate>
<fixingDate>2011-01-26</fixingDate>
<fixingDate>2011-01-27</fixingDate>
<fixingDate>2011-01-28</fixingDate>
<fixingDate>2011-01-31</fixingDate>
<fixingDate>2011-02-01</fixingDate>
<fixingDate>2011-02-02</fixingDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward Boost Strip with Settlement Period Schedule"
### Response:
<settlementDate>2011-01-19</settlementDate>
<notionalAmount>460000.00</notionalAmount>
<payoff>
<strike>112</strike>
<counterCurrencyAmount>51520000</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2010-12-16</fixingDate>
<fixingDate>2010-12-17</fixingDate>
<fixingDate>2010-12-20</fixingDate>
<fixingDate>2010-12-21</fixingDate>
<fixingDate>2010-12-22</fixingDate>
<fixingDate>2010-12-23</fixingDate>
<fixingDate>2010-12-24</fixingDate>
<fixingDate>2010-12-27</fixingDate>
<fixingDate>2010-12-28</fixingDate>
<fixingDate>2010-12-29</fixingDate>
<fixingDate>2010-12-30</fixingDate>
<fixingDate>2010-12-31</fixingDate>
<fixingDate>2011-01-03</fixingDate>
<fixingDate>2011-01-04</fixingDate>
<fixingDate>2011-01-05</fixingDate>
<fixingDate>2011-01-06</fixingDate>
<fixingDate>2011-01-07</fixingDate>
<fixingDate>2011-01-10</fixingDate>
<fixingDate>2011-01-11</fixingDate>
<fixingDate>2011-01-12</fixingDate>
<fixingDate>2011-01-13</fixingDate>
<fixingDate>2011-01-14</fixingDate>
<fixingDate>2011-01-17</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2011-02-15</expiryDate>
<settlementDate>2011-02-17</settlementDate>
<notionalAmount>420000.00</notionalAmount>
<payoff>
<strike>112</strike>
<counterCurrencyAmount>47040000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2011-01-18</fixingDate>
<fixingDate>2011-01-19</fixingDate>
<fixingDate>2011-01-20</fixingDate>
<fixingDate>2011-01-21</fixingDate>
<fixingDate>2011-01-24</fixingDate>
<fixingDate>2011-01-25</fixingDate>
<fixingDate>2011-01-26</fixingDate>
<fixingDate>2011-01-27</fixingDate>
<fixingDate>2011-01-28</fixingDate>
<fixingDate>2011-01-31</fixingDate>
<fixingDate>2011-02-01</fixingDate>
<fixingDate>2011-02-02</fixingDate> |
category: "fx-derivatives" | null | description: "FX Accrual Range Accrual European" | ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId>
<sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy>
<sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo>
<creationTimestamp>2014-06-24T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2013-03-14</tradeDate>
</tradeHeader><fxRangeAccrual>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxRangeAccrual</productType>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/><notionalAmount>
<initialValue>21160252.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">HUF</currency>
</notionalAmount><accrual>
<observable id="ob1">
<quotedCurrencyPair><currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">HUF</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<informationSource><rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>ECB37</rateSourcePage>
<fixingTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Range Accrual European"
### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId>
<sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy>
<sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo>
<creationTimestamp>2014-06-24T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2013-03-14</tradeDate>
</tradeHeader><fxRangeAccrual>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxRangeAccrual</productType>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/><notionalAmount>
<initialValue>21160252.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">HUF</currency>
</notionalAmount><accrual>
<observable id="ob1">
<quotedCurrencyPair><currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">HUF</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<informationSource><rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>ECB37</rateSourcePage>
<fixingTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter> |
category: "fx-derivatives" | null | description: "FX Accrual Range Accrual European" | ### Response:
</fixingTime>
</informationSource>
</observable><accrualRegion>
<observableReference href="ob1"/><lowerBound><condition>AtOrAbove</condition>
<level>
<initialValue>285.0000</initialValue>
</level>
</lowerBound>
<upperBound><condition>AtOrBelow</condition><level>
<initialValue>309.0000</initialValue>
</level>
</upperBound>
</accrualRegion>
<fixingSchedule><startDate>2014-03-18</startDate>
<endDate>2014-09-17</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">HUBU</businessCenter>
</businessCenters>
<numberOfFixings>129</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">HKHK</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-09-17</adjustedDate>
</expiryDate>
<settlementDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">HUBU</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-09-19</adjustedDate>
</settlementDate>
<premium>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<paymentDate>
<adjustableDate>
<unadjustedDate>2013-03-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Range Accrual European"
### Response:
</fixingTime>
</informationSource>
</observable><accrualRegion>
<observableReference href="ob1"/><lowerBound><condition>AtOrAbove</condition>
<level>
<initialValue>285.0000</initialValue>
</level>
</lowerBound>
<upperBound><condition>AtOrBelow</condition><level>
<initialValue>309.0000</initialValue>
</level>
</upperBound>
</accrualRegion>
<fixingSchedule><startDate>2014-03-18</startDate>
<endDate>2014-09-17</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">HUBU</businessCenter>
</businessCenters>
<numberOfFixings>129</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">HKHK</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-09-17</adjustedDate>
</expiryDate>
<settlementDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">HUBU</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-09-19</adjustedDate>
</settlementDate>
<premium>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<paymentDate>
<adjustableDate>
<unadjustedDate>2013-03-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention> |
category: "fx-derivatives" | null | description: "FX Accrual Forward American Keep Double Multi Settlement with Settlement Period Schedule" | ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId>
<sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy>
<sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo>
<creationTimestamp>2014-07-01T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2014-07-01</tradeDate>
</tradeHeader>
<fxAccrualForward>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType><notionalAmount>
<initialValue>253125.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount><accrual>
<observable id="ob1">
<quotedCurrencyPair><currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair><informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>ECB37</rateSourcePage>
<fixingTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</fixingTime>
</informationSource>
</observable> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward American Keep Double Multi Settlement with Settlement Period Schedule"
### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId>
<sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy>
<sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo>
<creationTimestamp>2014-07-01T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2014-07-01</tradeDate>
</tradeHeader>
<fxAccrualForward>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType><notionalAmount>
<initialValue>253125.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount><accrual>
<observable id="ob1">
<quotedCurrencyPair><currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair><informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>ECB37</rateSourcePage>
<fixingTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</fixingTime>
</informationSource>
</observable> |
category: "fx-derivatives" | null | description: "FX Accrual Forward American Keep Double Multi Settlement with Settlement Period Schedule" | ### Response: <accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>AtOrAbove</condition><level>
<initialValue>1.6875</initialValue>
</level>
</lowerBound>
</accrualRegion><accrualRegion>
<observableReference href="ob1"/>
<upperBound>
<condition>Below</condition><level>
<initialValue>1.6875</initialValue>
</level>
</upperBound>
<accrualFactor>
<initialValue>2</initialValue>
</accrualFactor>
</accrualRegion>
<fixingSchedule><startDate>2014-07-15</startDate>
<endDate>2014-12-30</endDate>
<observationFrequency>
<periodMultiplier>2</periodMultiplier>
<period>W</period>
<periodConvention>TUE</periodConvention>
</observationFrequency>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention></dateAdjustments><numberOfFixings>13</numberOfFixings>
</fixingSchedule>
</accrual>
<expirySchedule id="expSch">
<adjustedDate>2014-07-15</adjustedDate>
<adjustedDate>2014-07-29</adjustedDate>
<adjustedDate>2014-08-12</adjustedDate>
<adjustedDate>2014-08-26</adjustedDate>
<adjustedDate>2014-09-09</adjustedDate>
<adjustedDate>2014-09-23</adjustedDate>
<adjustedDate>2014-10-07</adjustedDate>
<adjustedDate>2014-10-21</adjustedDate>
<adjustedDate>2014-11-04</adjustedDate>
<adjustedDate>2014-11-18</adjustedDate>
<adjustedDate>2014-12-02</adjustedDate>
<adjustedDate>2014-12-16</adjustedDate>
<adjustedDate>2014-12-30</adjustedDate>
<finalExpiryDate>2014-12-30</finalExpiryDate>
</expirySchedule><settlementSchedule>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-07-17</adjustedDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward American Keep Double Multi Settlement with Settlement Period Schedule"
### Response: <accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>AtOrAbove</condition><level>
<initialValue>1.6875</initialValue>
</level>
</lowerBound>
</accrualRegion><accrualRegion>
<observableReference href="ob1"/>
<upperBound>
<condition>Below</condition><level>
<initialValue>1.6875</initialValue>
</level>
</upperBound>
<accrualFactor>
<initialValue>2</initialValue>
</accrualFactor>
</accrualRegion>
<fixingSchedule><startDate>2014-07-15</startDate>
<endDate>2014-12-30</endDate>
<observationFrequency>
<periodMultiplier>2</periodMultiplier>
<period>W</period>
<periodConvention>TUE</periodConvention>
</observationFrequency>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention></dateAdjustments><numberOfFixings>13</numberOfFixings>
</fixingSchedule>
</accrual>
<expirySchedule id="expSch">
<adjustedDate>2014-07-15</adjustedDate>
<adjustedDate>2014-07-29</adjustedDate>
<adjustedDate>2014-08-12</adjustedDate>
<adjustedDate>2014-08-26</adjustedDate>
<adjustedDate>2014-09-09</adjustedDate>
<adjustedDate>2014-09-23</adjustedDate>
<adjustedDate>2014-10-07</adjustedDate>
<adjustedDate>2014-10-21</adjustedDate>
<adjustedDate>2014-11-04</adjustedDate>
<adjustedDate>2014-11-18</adjustedDate>
<adjustedDate>2014-12-02</adjustedDate>
<adjustedDate>2014-12-16</adjustedDate>
<adjustedDate>2014-12-30</adjustedDate>
<finalExpiryDate>2014-12-30</finalExpiryDate>
</expirySchedule><settlementSchedule>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-07-17</adjustedDate> |
category: "fx-derivatives" | null | description: "FX Accrual Forward American Keep Double Multi Settlement with Settlement Period Schedule" | ### Response:
<adjustedDate>2014-07-31</adjustedDate>
<adjustedDate>2014-08-14</adjustedDate>
<adjustedDate>2014-08-28</adjustedDate>
<adjustedDate>2014-09-11</adjustedDate>
<adjustedDate>2014-09-25</adjustedDate>
<adjustedDate>2014-10-09</adjustedDate>
<adjustedDate>2014-10-23</adjustedDate>
<adjustedDate>2014-11-06</adjustedDate>
<adjustedDate>2014-11-20</adjustedDate>
<adjustedDate>2014-12-04</adjustedDate>
<adjustedDate>2014-12-18</adjustedDate>
<adjustedDate>2015-01-02</adjustedDate>
<finalSettlementDate>2015-01-02</finalSettlementDate>
</settlementSchedule>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike id="str">
<initialValue>1.6875</initialValue>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</strike><counterCurrencyAmount>
<initialValue>150000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
</counterCurrencyAmount>
</linearPayoffRegion><barrier>
<barrierType>Knockout</barrierType><style>American</style>
<scope>Global</scope>
<condition>AtOrAbove</condition>
<triggerRate><initialValue>1.7470</initialValue>
</triggerRate><accrualRetention>Keep</accrualRetention>
<quotedCurrencyPair><currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
</barrier>
<additionalPayment>
<payerPartyReference href="partyA"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward American Keep Double Multi Settlement with Settlement Period Schedule"
### Response:
<adjustedDate>2014-07-31</adjustedDate>
<adjustedDate>2014-08-14</adjustedDate>
<adjustedDate>2014-08-28</adjustedDate>
<adjustedDate>2014-09-11</adjustedDate>
<adjustedDate>2014-09-25</adjustedDate>
<adjustedDate>2014-10-09</adjustedDate>
<adjustedDate>2014-10-23</adjustedDate>
<adjustedDate>2014-11-06</adjustedDate>
<adjustedDate>2014-11-20</adjustedDate>
<adjustedDate>2014-12-04</adjustedDate>
<adjustedDate>2014-12-18</adjustedDate>
<adjustedDate>2015-01-02</adjustedDate>
<finalSettlementDate>2015-01-02</finalSettlementDate>
</settlementSchedule>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike id="str">
<initialValue>1.6875</initialValue>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</strike><counterCurrencyAmount>
<initialValue>150000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
</counterCurrencyAmount>
</linearPayoffRegion><barrier>
<barrierType>Knockout</barrierType><style>American</style>
<scope>Global</scope>
<condition>AtOrAbove</condition>
<triggerRate><initialValue>1.7470</initialValue>
</triggerRate><accrualRetention>Keep</accrualRetention>
<quotedCurrencyPair><currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
</barrier>
<additionalPayment>
<payerPartyReference href="partyA"/> |
category: "fx-derivatives" | null | description: "FX Accrual Forward American Keep Double Multi Settlement with Settlement Period Schedule" | ### Response:
<receiverPartyReference href="partyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>14000.00</amount>
</paymentAmount>
<paymentDate>
<adjustableDate>
<unadjustedDate>2014-07-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</paymentDate>
</additionalPayment>
<settlementPeriodSchedule>
<settlementPeriod>
<expiryDate>2014-07-15</expiryDate>
<settlementDate>2014-07-17</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-07-15</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-07-29</expiryDate>
<settlementDate>2014-07-31</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-07-29</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-08-12</expiryDate>
<settlementDate>2014-08-14</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-08-12</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-08-26</expiryDate>
<settlementDate>2014-08-28</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward American Keep Double Multi Settlement with Settlement Period Schedule"
### Response:
<receiverPartyReference href="partyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>14000.00</amount>
</paymentAmount>
<paymentDate>
<adjustableDate>
<unadjustedDate>2014-07-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</paymentDate>
</additionalPayment>
<settlementPeriodSchedule>
<settlementPeriod>
<expiryDate>2014-07-15</expiryDate>
<settlementDate>2014-07-17</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-07-15</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-07-29</expiryDate>
<settlementDate>2014-07-31</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-07-29</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-08-12</expiryDate>
<settlementDate>2014-08-14</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-08-12</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-08-26</expiryDate>
<settlementDate>2014-08-28</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike> |
category: "fx-derivatives" | null | description: "FX Accrual Forward American Keep Double Multi Settlement with Settlement Period Schedule" | ### Response: 1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-08-26</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-09-09</expiryDate>
<settlementDate>2014-09-11</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-09-09</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-09-23</expiryDate>
<settlementDate>2014-09-25</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-09-23</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-10-07</expiryDate>
<settlementDate>2014-10-09</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-10-07</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-10-21</expiryDate>
<settlementDate>2014-10-23</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-10-21</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-11-04</expiryDate>
<settlementDate>2014-11-06</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward American Keep Double Multi Settlement with Settlement Period Schedule"
### Response: 1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-08-26</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-09-09</expiryDate>
<settlementDate>2014-09-11</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-09-09</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-09-23</expiryDate>
<settlementDate>2014-09-25</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-09-23</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-10-07</expiryDate>
<settlementDate>2014-10-09</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-10-07</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-10-21</expiryDate>
<settlementDate>2014-10-23</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-10-21</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-11-04</expiryDate>
<settlementDate>2014-11-06</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount> |
category: "fx-derivatives" | null | description: "FX Accrual Forward American Keep Double Multi Settlement with Settlement Period Schedule" | ### Response:
</payoff>
<accrualFixingDates>
<fixingDate>2014-11-04</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-11-18</expiryDate>
<settlementDate>2014-11-20</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-11-18</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-12-02</expiryDate>
<settlementDate>2014-12-04</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-12-02</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-12-16</expiryDate>
<settlementDate>2014-12-18</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-12-16</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-12-30</expiryDate>
<settlementDate>2015-01-02</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-12-30</fixingDate>
</accrualFixingDates>
</settlementPeriod>
</settlementPeriodSchedule>
</fxAccrualForward>
<calculationAgent>
<calculationAgentPartyReference href="partyA"/>
</calculationAgent>
</trade>
<party id="partyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId>
</party>
<party id="partyB">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward American Keep Double Multi Settlement with Settlement Period Schedule"
### Response:
</payoff>
<accrualFixingDates>
<fixingDate>2014-11-04</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-11-18</expiryDate>
<settlementDate>2014-11-20</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-11-18</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-12-02</expiryDate>
<settlementDate>2014-12-04</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-12-02</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-12-16</expiryDate>
<settlementDate>2014-12-18</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-12-16</fixingDate>
</accrualFixingDates>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-12-30</expiryDate>
<settlementDate>2015-01-02</settlementDate>
<notionalAmount>253125.00</notionalAmount>
<payoff>
<strike>1.6875</strike>
<counterCurrencyAmount>150000.00</counterCurrencyAmount>
</payoff>
<accrualFixingDates>
<fixingDate>2014-12-30</fixingDate>
</accrualFixingDates>
</settlementPeriod>
</settlementPeriodSchedule>
</fxAccrualForward>
<calculationAgent>
<calculationAgentPartyReference href="partyA"/>
</calculationAgent>
</trade>
<party id="partyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId>
</party>
<party id="partyB">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"> |
category: "fx-derivatives" | null | description: "FX Target" | ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId>
<sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy>
<sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo>
<creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.abc.com/trade-id">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2011-09-11</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxTarget</productType>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<notionalAmount>
<initialValue>100000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<strikeReference href="str1"/>
</lowerBound>
</accumulationRegion>
<knockoutLevel>
<amount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>50000</amount>
</amount>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target"
### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId>
<sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy>
<sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo>
<creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.abc.com/trade-id">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2011-09-11</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxTarget</productType>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<notionalAmount>
<initialValue>100000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<strikeReference href="str1"/>
</lowerBound>
</accumulationRegion>
<knockoutLevel>
<amount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>50000</amount>
</amount>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle> |
category: "fx-derivatives" | null | description: "FX Target" | ### Response:
</knockoutLevel>
</target>
<expirySchedule id="exsch1">
<adjustedDate>2011-09-28</adjustedDate>
<adjustedDate>2011-09-29</adjustedDate>
<adjustedDate>2011-09-30</adjustedDate>
<adjustedDate>2011-10-03</adjustedDate>
<adjustedDate>2011-10-04</adjustedDate>
<adjustedDate>2011-10-05</adjustedDate>
<adjustedDate>2011-10-06</adjustedDate>
<adjustedDate>2011-10-07</adjustedDate>
<adjustedDate>2011-10-11</adjustedDate>
<adjustedDate>2011-10-12</adjustedDate>
<adjustedDate>2011-10-13</adjustedDate>
<adjustedDate>2011-10-14</adjustedDate>
<adjustedDate>2011-10-17</adjustedDate>
<adjustedDate>2011-10-18</adjustedDate>
<adjustedDate>2011-10-19</adjustedDate>
<adjustedDate>2011-10-20</adjustedDate>
<adjustedDate>2011-10-21</adjustedDate>
<adjustedDate>2011-10-24</adjustedDate>
<adjustedDate>2011-10-25</adjustedDate>
<adjustedDate>2011-10-26</adjustedDate>
<adjustedDate>2011-10-27</adjustedDate>
<adjustedDate>2011-10-28</adjustedDate>
<adjustedDate>2011-10-31</adjustedDate>
<adjustedDate>2011-11-01</adjustedDate>
<adjustedDate>2011-11-02</adjustedDate>
<adjustedDate>2011-11-03</adjustedDate>
<adjustedDate>2011-11-04</adjustedDate>
<adjustedDate>2011-11-07</adjustedDate>
<adjustedDate>2011-11-08</adjustedDate>
<adjustedDate>2011-11-09</adjustedDate>
<adjustedDate>2011-11-10</adjustedDate>
<adjustedDate>2011-11-14</adjustedDate>
<adjustedDate>2011-11-15</adjustedDate>
<adjustedDate>2011-11-16</adjustedDate>
<adjustedDate>2011-11-17</adjustedDate>
<adjustedDate>2011-11-18</adjustedDate>
</expirySchedule>
<settlementSchedule>
<adjustedDate>2011-09-30</adjustedDate>
<adjustedDate>2011-10-03</adjustedDate>
<adjustedDate>2011-10-04</adjustedDate>
<adjustedDate>2011-10-05</adjustedDate>
<adjustedDate>2011-10-06</adjustedDate>
<adjustedDate>2011-10-07</adjustedDate>
<adjustedDate>2011-10-11</adjustedDate>
<adjustedDate>2011-10-12</adjustedDate>
<adjustedDate>2011-10-13</adjustedDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target"
### Response:
</knockoutLevel>
</target>
<expirySchedule id="exsch1">
<adjustedDate>2011-09-28</adjustedDate>
<adjustedDate>2011-09-29</adjustedDate>
<adjustedDate>2011-09-30</adjustedDate>
<adjustedDate>2011-10-03</adjustedDate>
<adjustedDate>2011-10-04</adjustedDate>
<adjustedDate>2011-10-05</adjustedDate>
<adjustedDate>2011-10-06</adjustedDate>
<adjustedDate>2011-10-07</adjustedDate>
<adjustedDate>2011-10-11</adjustedDate>
<adjustedDate>2011-10-12</adjustedDate>
<adjustedDate>2011-10-13</adjustedDate>
<adjustedDate>2011-10-14</adjustedDate>
<adjustedDate>2011-10-17</adjustedDate>
<adjustedDate>2011-10-18</adjustedDate>
<adjustedDate>2011-10-19</adjustedDate>
<adjustedDate>2011-10-20</adjustedDate>
<adjustedDate>2011-10-21</adjustedDate>
<adjustedDate>2011-10-24</adjustedDate>
<adjustedDate>2011-10-25</adjustedDate>
<adjustedDate>2011-10-26</adjustedDate>
<adjustedDate>2011-10-27</adjustedDate>
<adjustedDate>2011-10-28</adjustedDate>
<adjustedDate>2011-10-31</adjustedDate>
<adjustedDate>2011-11-01</adjustedDate>
<adjustedDate>2011-11-02</adjustedDate>
<adjustedDate>2011-11-03</adjustedDate>
<adjustedDate>2011-11-04</adjustedDate>
<adjustedDate>2011-11-07</adjustedDate>
<adjustedDate>2011-11-08</adjustedDate>
<adjustedDate>2011-11-09</adjustedDate>
<adjustedDate>2011-11-10</adjustedDate>
<adjustedDate>2011-11-14</adjustedDate>
<adjustedDate>2011-11-15</adjustedDate>
<adjustedDate>2011-11-16</adjustedDate>
<adjustedDate>2011-11-17</adjustedDate>
<adjustedDate>2011-11-18</adjustedDate>
</expirySchedule>
<settlementSchedule>
<adjustedDate>2011-09-30</adjustedDate>
<adjustedDate>2011-10-03</adjustedDate>
<adjustedDate>2011-10-04</adjustedDate>
<adjustedDate>2011-10-05</adjustedDate>
<adjustedDate>2011-10-06</adjustedDate>
<adjustedDate>2011-10-07</adjustedDate>
<adjustedDate>2011-10-11</adjustedDate>
<adjustedDate>2011-10-12</adjustedDate>
<adjustedDate>2011-10-13</adjustedDate> |
category: "fx-derivatives" | null | description: "FX Target" | ### Response:
<adjustedDate>2011-10-14</adjustedDate>
<adjustedDate>2011-10-17</adjustedDate>
<adjustedDate>2011-10-18</adjustedDate>
<adjustedDate>2011-10-19</adjustedDate>
<adjustedDate>2011-10-20</adjustedDate>
<adjustedDate>2011-10-21</adjustedDate>
<adjustedDate>2011-10-24</adjustedDate>
<adjustedDate>2011-10-25</adjustedDate>
<adjustedDate>2011-10-26</adjustedDate>
<adjustedDate>2011-10-27</adjustedDate>
<adjustedDate>2011-10-28</adjustedDate>
<adjustedDate>2011-10-31</adjustedDate>
<adjustedDate>2011-11-01</adjustedDate>
<adjustedDate>2011-11-02</adjustedDate>
<adjustedDate>2011-11-04</adjustedDate>
<adjustedDate>2011-11-07</adjustedDate>
<adjustedDate>2011-11-08</adjustedDate>
<adjustedDate>2011-11-09</adjustedDate>
<adjustedDate>2011-11-10</adjustedDate>
<adjustedDate>2011-11-14</adjustedDate>
<adjustedDate>2011-11-15</adjustedDate>
<adjustedDate>2011-11-16</adjustedDate>
<adjustedDate>2011-11-17</adjustedDate>
<adjustedDate>2011-11-18</adjustedDate>
<adjustedDate>2011-11-21</adjustedDate>
<adjustedDate>2011-11-22</adjustedDate>
</settlementSchedule>
<fixingInformationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>ECB37</rateSourcePage>
<fixingTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</fixingTime>
</fixingInformationSource>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target"
### Response:
<adjustedDate>2011-10-14</adjustedDate>
<adjustedDate>2011-10-17</adjustedDate>
<adjustedDate>2011-10-18</adjustedDate>
<adjustedDate>2011-10-19</adjustedDate>
<adjustedDate>2011-10-20</adjustedDate>
<adjustedDate>2011-10-21</adjustedDate>
<adjustedDate>2011-10-24</adjustedDate>
<adjustedDate>2011-10-25</adjustedDate>
<adjustedDate>2011-10-26</adjustedDate>
<adjustedDate>2011-10-27</adjustedDate>
<adjustedDate>2011-10-28</adjustedDate>
<adjustedDate>2011-10-31</adjustedDate>
<adjustedDate>2011-11-01</adjustedDate>
<adjustedDate>2011-11-02</adjustedDate>
<adjustedDate>2011-11-04</adjustedDate>
<adjustedDate>2011-11-07</adjustedDate>
<adjustedDate>2011-11-08</adjustedDate>
<adjustedDate>2011-11-09</adjustedDate>
<adjustedDate>2011-11-10</adjustedDate>
<adjustedDate>2011-11-14</adjustedDate>
<adjustedDate>2011-11-15</adjustedDate>
<adjustedDate>2011-11-16</adjustedDate>
<adjustedDate>2011-11-17</adjustedDate>
<adjustedDate>2011-11-18</adjustedDate>
<adjustedDate>2011-11-21</adjustedDate>
<adjustedDate>2011-11-22</adjustedDate>
</settlementSchedule>
<fixingInformationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>ECB37</rateSourcePage>
<fixingTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</fixingTime>
</fixingInformationSource>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2> |
category: "fx-derivatives" | null | description: "FX Flexible Term Forward" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.bnpparibas.com/trade-id">87654321</tradeId>
</partyTradeIdentifier>
<tradeDate>2011-09-20</tradeDate>
</tradeHeader>
<fxFlexibleForward>
<buyerPartyReference href="partyB"/>
<sellerPartyReference href="partyA"/>
<putCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</putCurrency>
<callCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</callCurrency>
<notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>10000000</amount>
</notionalAmount>
<minimumExecutionAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>500000</amount>
</minimumExecutionAmount>
<executionPeriodDates id="purchasePeriod">
<startDate>2011-09-30</startDate>
<expiryDate>2012-12-30</expiryDate>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</executionPeriodDates>
<earliestExecutionTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</earliestExecutionTime>
<latestExecutionTime>
<hourMinuteTime>15:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExecutionTime>
<settlementDateOffset>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Flexible Term Forward"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.bnpparibas.com/trade-id">87654321</tradeId>
</partyTradeIdentifier>
<tradeDate>2011-09-20</tradeDate>
</tradeHeader>
<fxFlexibleForward>
<buyerPartyReference href="partyB"/>
<sellerPartyReference href="partyA"/>
<putCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</putCurrency>
<callCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</callCurrency>
<notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>10000000</amount>
</notionalAmount>
<minimumExecutionAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>500000</amount>
</minimumExecutionAmount>
<executionPeriodDates id="purchasePeriod">
<startDate>2011-09-30</startDate>
<expiryDate>2012-12-30</expiryDate>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</executionPeriodDates>
<earliestExecutionTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</earliestExecutionTime>
<latestExecutionTime>
<hourMinuteTime>15:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExecutionTime>
<settlementDateOffset>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType> |
category: "fx-derivatives" | null | description: "FX Accrual Forward Double Accrual" | ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId>
<sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy>
<sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo>
<creationTimestamp>2014-01-17T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2014-01-17</tradeDate>
</tradeHeader>
<fxAccrualForward>
<notionalAmount>
<initialValue>510000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount><accrual>
<observable id="ob1">
<quotedCurrencyPair><currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<informationSource><rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>ECB37</rateSourcePage>
<fixingTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</fixingTime>
</informationSource>
</observable>
<accrualRegion><observableReference href="ob1"/>
<lowerBound>
<condition>Above</condition>
<level> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward Double Accrual"
### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId>
<sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy>
<sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo>
<creationTimestamp>2014-01-17T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2014-01-17</tradeDate>
</tradeHeader>
<fxAccrualForward>
<notionalAmount>
<initialValue>510000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount><accrual>
<observable id="ob1">
<quotedCurrencyPair><currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<informationSource><rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>ECB37</rateSourcePage>
<fixingTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</fixingTime>
</informationSource>
</observable>
<accrualRegion><observableReference href="ob1"/>
<lowerBound>
<condition>Above</condition>
<level> |
category: "fx-derivatives" | null | description: "FX Accrual Forward Double Accrual" | ### Response:
<initialValue>1.2695</initialValue>
</level>
</lowerBound>
<upperBound>
<condition>AtOrBelow</condition>
<level>
<initialValue>1.3725</initialValue>
</level>
</upperBound>
</accrualRegion>
<accrualRegion><observableReference href="ob1"/>
<lowerBound>
<condition>Above</condition>
<level>
<initialValue>1.3725</initialValue>
</level>
</lowerBound>
<accrualFactor>
<initialValue>1.5</initialValue>
</accrualFactor>
</accrualRegion>
<fixingSchedule><startDate>2014-01-20</startDate>
<endDate>2015-01-19</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<numberOfFixings>255</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate>
<adjustedDate>2015-01-19</adjustedDate>
</expiryDate>
<settlementDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2015-01-21</adjustedDate>
</settlementDate>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward Double Accrual"
### Response:
<initialValue>1.2695</initialValue>
</level>
</lowerBound>
<upperBound>
<condition>AtOrBelow</condition>
<level>
<initialValue>1.3725</initialValue>
</level>
</upperBound>
</accrualRegion>
<accrualRegion><observableReference href="ob1"/>
<lowerBound>
<condition>Above</condition>
<level>
<initialValue>1.3725</initialValue>
</level>
</lowerBound>
<accrualFactor>
<initialValue>1.5</initialValue>
</accrualFactor>
</accrualRegion>
<fixingSchedule><startDate>2014-01-20</startDate>
<endDate>2015-01-19</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<numberOfFixings>255</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate>
<adjustedDate>2015-01-19</adjustedDate>
</expiryDate>
<settlementDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2015-01-21</adjustedDate>
</settlementDate>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2> |
category: "inflation-swaps" | null | description: "Inflation Swap - Year on Year" | ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.barclaysglobal.com/partners/schema/v1-1/schemes/messageID">GW:2W81Q117</messageId>
<sentBy>BGIAGB2L</sentBy>
<sendTo>WSSOGB2L</sendTo>
<creationTimestamp>2004-06-23T06:55:42+05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.barclaysglobal.com/partners/schema/v1-1/schemes/correlationD">1234556</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">E2000098N10184</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2003-11-15</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="N104F4">
<effectiveDate>
<unadjustedDate>2003-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2007-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Year on Year"
### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.barclaysglobal.com/partners/schema/v1-1/schemes/messageID">GW:2W81Q117</messageId>
<sentBy>BGIAGB2L</sentBy>
<sendTo>WSSOGB2L</sendTo>
<creationTimestamp>2004-06-23T06:55:42+05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.barclaysglobal.com/partners/schema/v1-1/schemes/correlationD">1234556</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">E2000098N10184</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2003-11-15</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="N104F4">
<effectiveDate>
<unadjustedDate>2003-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2007-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters> |
category: "inflation-swaps" | null | description: "Inflation Swap - Year on Year" | ### Response:
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>20</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="N104F4"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.01</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="N101C1">
<effectiveDate>
<unadjustedDate>2003-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Year on Year"
### Response:
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>20</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="N104F4"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.01</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="N101C1">
<effectiveDate>
<unadjustedDate>2003-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters> |
category: "inflation-swaps" | null | description: "Inflation Swap - Year on Year" | ### Response:
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2007-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>20</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="N101C1"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule><inflationRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/inflation-index-description-2-0"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Year on Year"
### Response:
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2007-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>20</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="N101C1"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule><inflationRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/inflation-index-description-2-0"> |
category: "inflation-swaps" | null | description: "Inflation Swap - Year on Year" | ### Response: USA-CPI-U</floatingRateIndex>
<inflationLag>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</inflationLag>
<indexSource rateSourcePageScheme="http://www.fpml.org/coding-scheme/inflation-index-source-1-0">CPURNSA</indexSource>
<mainPublication mainPublicationScheme="http://www.fpml.org/coding-scheme/inflation-main-publication-1-0">BLS</mainPublication>
<interpolationMethod interpolationMethodScheme="http://www.fpml.org/coding-scheme/interpolation-method">LinearZeroYield</interpolationMethod>
<fallbackBondApplicable>true</fallbackBondApplicable>
</inflationRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">1/1</dayCountFraction>
<compoundingMethod>None</compoundingMethod>
</calculation>
</calculationPeriodAmount>
</swapStream>
<additionalPayment>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>10000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2003-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
<paymentType>Fee</paymentType>
</additionalPayment>
</swap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">12345</partyId>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">67890</partyId>
</party>
<account id="primaryAct1">
<accountId>PRIM_450</accountId>
<accountName>PRIMARY_ACCOUNT</accountName>
<accountBeneficiary href="party1"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Year on Year"
### Response: USA-CPI-U</floatingRateIndex>
<inflationLag>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</inflationLag>
<indexSource rateSourcePageScheme="http://www.fpml.org/coding-scheme/inflation-index-source-1-0">CPURNSA</indexSource>
<mainPublication mainPublicationScheme="http://www.fpml.org/coding-scheme/inflation-main-publication-1-0">BLS</mainPublication>
<interpolationMethod interpolationMethodScheme="http://www.fpml.org/coding-scheme/interpolation-method">LinearZeroYield</interpolationMethod>
<fallbackBondApplicable>true</fallbackBondApplicable>
</inflationRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">1/1</dayCountFraction>
<compoundingMethod>None</compoundingMethod>
</calculation>
</calculationPeriodAmount>
</swapStream>
<additionalPayment>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>10000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2003-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
<paymentType>Fee</paymentType>
</additionalPayment>
</swap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">12345</partyId>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">67890</partyId>
</party>
<account id="primaryAct1">
<accountId>PRIM_450</accountId>
<accountName>PRIMARY_ACCOUNT</accountName>
<accountBeneficiary href="party1"/> |
category: "inflation-swaps" | null | description: "Inflation Swap - Year on Year with Bond Reference" | ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.barclaysglobal.com/partners/schema/v1-1/schemes/messageID">GW:2W81Q117</messageId>
<sentBy>BGIAGB2L</sentBy>
<sendTo>WSSOGB2L</sendTo>
<creationTimestamp>2004-06-23T06:55:42+05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.barclaysglobal.com/partners/schema/v1-1/schemes/correlationD">1234556</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">E2000098N10184</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2003-11-15</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="N104F4">
<effectiveDate>
<unadjustedDate>2003-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2007-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Year on Year with Bond Reference"
### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.barclaysglobal.com/partners/schema/v1-1/schemes/messageID">GW:2W81Q117</messageId>
<sentBy>BGIAGB2L</sentBy>
<sendTo>WSSOGB2L</sendTo>
<creationTimestamp>2004-06-23T06:55:42+05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.barclaysglobal.com/partners/schema/v1-1/schemes/correlationD">1234556</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">E2000098N10184</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2003-11-15</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="N104F4">
<effectiveDate>
<unadjustedDate>2003-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2007-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters> |
category: "inflation-swaps" | null | description: "Inflation Swap - Year on Year with Bond Reference" | ### Response:
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<firstPeriodStartDate>
<unadjustedDate>2003-11-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</firstPeriodStartDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>20</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="N104F4"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<firstPaymentDate>2004-11-20</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.01</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Year on Year with Bond Reference"
### Response:
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<firstPeriodStartDate>
<unadjustedDate>2003-11-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</firstPeriodStartDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>20</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="N104F4"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<firstPaymentDate>2004-11-20</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.01</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction"> |
category: "inflation-swaps" | null | description: "Inflation Swap - Year on Year with Bond Reference" | ### Response: 30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="N101C1">
<effectiveDate>
<unadjustedDate>2003-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2007-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<firstPeriodStartDate>
<unadjustedDate>2003-11-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</firstPeriodStartDate>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>20</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="N101C1"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Year on Year with Bond Reference"
### Response: 30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="N101C1">
<effectiveDate>
<unadjustedDate>2003-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2007-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<firstPeriodStartDate>
<unadjustedDate>2003-11-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</firstPeriodStartDate>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>20</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="N101C1"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period> |
category: "inflation-swaps" | null | description: "Inflation Swap - Year on Year with Bond Reference" | ### Response: Y</period>
</paymentFrequency>
<firstPaymentDate>2004-11-20</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="N101C1"/>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule><inflationRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/inflation-index-description-2-0">USA-CPI-U</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</indexTenor>
<inflationLag>
<periodMultiplier>3</periodMultiplier>
<period>M</period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Year on Year with Bond Reference"
### Response: Y</period>
</paymentFrequency>
<firstPaymentDate>2004-11-20</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="N101C1"/>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule><inflationRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/inflation-index-description-2-0">USA-CPI-U</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</indexTenor>
<inflationLag>
<periodMultiplier>3</periodMultiplier>
<period>M</period> |
category: "inflation-swaps" | null | description: "Inflation Swap - Year on Year with Bond Reference" | ### Response:
</inflationLag>
<indexSource rateSourcePageScheme="http://www.fpml.org/coding-scheme/inflation-index-source-1-0">CPURNSA</indexSource>
<mainPublication mainPublicationScheme="http://www.fpml.org/coding-scheme/inflation-main-publication-1-0">BLS</mainPublication>
<interpolationMethod interpolationMethodScheme="http://www.fpml.org/coding-scheme/interpolation-method">LinearZeroYield</interpolationMethod>
<fallbackBondApplicable>true</fallbackBondApplicable>
</inflationRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">1/1</dayCountFraction>
<compoundingMethod>None</compoundingMethod>
</calculation>
</calculationPeriodAmount>
</swapStream>
<additionalPayment>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>10000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2003-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
<paymentType>Fee</paymentType>
</additionalPayment>
<additionalTerms>
<bondReference>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">XS0125141316</instrumentId>
<couponRate>0.06</couponRate>
<maturity>2011-02-22</maturity>
</bond>
<conditionPrecedentBond>true</conditionPrecedentBond>
</bondReference>
</additionalTerms>
</swap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">12345</partyId> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Year on Year with Bond Reference"
### Response:
</inflationLag>
<indexSource rateSourcePageScheme="http://www.fpml.org/coding-scheme/inflation-index-source-1-0">CPURNSA</indexSource>
<mainPublication mainPublicationScheme="http://www.fpml.org/coding-scheme/inflation-main-publication-1-0">BLS</mainPublication>
<interpolationMethod interpolationMethodScheme="http://www.fpml.org/coding-scheme/interpolation-method">LinearZeroYield</interpolationMethod>
<fallbackBondApplicable>true</fallbackBondApplicable>
</inflationRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">1/1</dayCountFraction>
<compoundingMethod>None</compoundingMethod>
</calculation>
</calculationPeriodAmount>
</swapStream>
<additionalPayment>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>10000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2003-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
<paymentType>Fee</paymentType>
</additionalPayment>
<additionalTerms>
<bondReference>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">XS0125141316</instrumentId>
<couponRate>0.06</couponRate>
<maturity>2011-02-22</maturity>
</bond>
<conditionPrecedentBond>true</conditionPrecedentBond>
</bondReference>
</additionalTerms>
</swap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">12345</partyId> |
category: "inflation-swaps" | null | description: "Inflation Swap - Year on Year Initial Level" | ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.barclaysglobal.com/partners/schema/v1-1/schemes/messageID">GW:2W81Q117</messageId>
<sentBy>BGIAGB2L</sentBy>
<sendTo>WSSOGB2L</sendTo>
<creationTimestamp>2004-06-23T06:55:42+05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.barclaysglobal.com/partners/schema/v1-1/schemes/correlationD">1234556</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">E2000098N10184</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2003-11-15</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="N104F4">
<effectiveDate>
<unadjustedDate>2003-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2007-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Year on Year Initial Level"
### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.barclaysglobal.com/partners/schema/v1-1/schemes/messageID">GW:2W81Q117</messageId>
<sentBy>BGIAGB2L</sentBy>
<sendTo>WSSOGB2L</sendTo>
<creationTimestamp>2004-06-23T06:55:42+05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.barclaysglobal.com/partners/schema/v1-1/schemes/correlationD">1234556</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">E2000098N10184</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2003-11-15</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="N104F4">
<effectiveDate>
<unadjustedDate>2003-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2007-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters> |
category: "inflation-swaps" | null | description: "Inflation Swap - Year on Year Initial Level" | ### Response:
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<firstPeriodStartDate>
<unadjustedDate>2003-11-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</firstPeriodStartDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>20</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="N104F4"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<firstPaymentDate>2004-11-20</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.01</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Year on Year Initial Level"
### Response:
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<firstPeriodStartDate>
<unadjustedDate>2003-11-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</firstPeriodStartDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>20</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="N104F4"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<firstPaymentDate>2004-11-20</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.01</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction"> |
category: "inflation-swaps" | null | description: "Inflation Swap - Year on Year Initial Level" | ### Response: 30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="N101C1">
<effectiveDate>
<unadjustedDate>2003-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2007-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<firstPeriodStartDate>
<unadjustedDate>2003-11-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</firstPeriodStartDate>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>20</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="N101C1"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Year on Year Initial Level"
### Response: 30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="N101C1">
<effectiveDate>
<unadjustedDate>2003-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2007-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<firstPeriodStartDate>
<unadjustedDate>2003-11-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</firstPeriodStartDate>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>20</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="N101C1"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period> |
category: "inflation-swaps" | null | description: "Inflation Swap - Year on Year Initial Level" | ### Response: Y</period>
</paymentFrequency>
<firstPaymentDate>2004-11-20</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="N101C1"/>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule><inflationRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/inflation-index-description-2-0">USA-CPI-U</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</indexTenor>
<inflationLag>
<periodMultiplier>3</periodMultiplier>
<period>M</period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Year on Year Initial Level"
### Response: Y</period>
</paymentFrequency>
<firstPaymentDate>2004-11-20</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="N101C1"/>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule><inflationRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/inflation-index-description-2-0">USA-CPI-U</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</indexTenor>
<inflationLag>
<periodMultiplier>3</periodMultiplier>
<period>M</period> |
category: "inflation-swaps" | null | description: "Inflation Swap - Year on Year Initial Level" | ### Response:
</inflationLag>
<indexSource rateSourcePageScheme="http://www.fpml.org/coding-scheme/inflation-index-source-1-0">CPURNSA</indexSource>
<mainPublication mainPublicationScheme="http://www.fpml.org/coding-scheme/inflation-main-publication-1-0">BLS</mainPublication>
<interpolationMethod interpolationMethodScheme="http://www.fpml.org/coding-scheme/interpolation-method">LinearZeroYield</interpolationMethod>
<initialIndexLevel>0.0190</initialIndexLevel>
<fallbackBondApplicable>true</fallbackBondApplicable>
</inflationRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">1/1</dayCountFraction>
<compoundingMethod>None</compoundingMethod>
</calculation>
</calculationPeriodAmount>
</swapStream>
<additionalPayment>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>10000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2003-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
<paymentType>Fee</paymentType>
</additionalPayment>
</swap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">12345</partyId>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">67890</partyId>
</party>
<account id="primaryAct1">
<accountId>PRIM_450</accountId>
<accountName>PRIMARY_ACCOUNT</accountName>
<accountBeneficiary href="party1"/>
</account>
<account id="crossAct1">
<accountId> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Year on Year Initial Level"
### Response:
</inflationLag>
<indexSource rateSourcePageScheme="http://www.fpml.org/coding-scheme/inflation-index-source-1-0">CPURNSA</indexSource>
<mainPublication mainPublicationScheme="http://www.fpml.org/coding-scheme/inflation-main-publication-1-0">BLS</mainPublication>
<interpolationMethod interpolationMethodScheme="http://www.fpml.org/coding-scheme/interpolation-method">LinearZeroYield</interpolationMethod>
<initialIndexLevel>0.0190</initialIndexLevel>
<fallbackBondApplicable>true</fallbackBondApplicable>
</inflationRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">1/1</dayCountFraction>
<compoundingMethod>None</compoundingMethod>
</calculation>
</calculationPeriodAmount>
</swapStream>
<additionalPayment>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>10000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2003-11-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
<paymentType>Fee</paymentType>
</additionalPayment>
</swap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">12345</partyId>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">67890</partyId>
</party>
<account id="primaryAct1">
<accountId>PRIM_450</accountId>
<accountName>PRIMARY_ACCOUNT</accountName>
<accountBeneficiary href="party1"/>
</account>
<account id="crossAct1">
<accountId> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.party-a.com/swaps/trade-id">596604984</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.party-b.com/swaps/trade-id">BCID71046476</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyC"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">184467696-2</tradeId>
</partyTradeIdentifier>
<tradeDate>2022-05-03</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRateSwap</productType>
<swapStream id="fixedLeg">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="fixedLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2022-09-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2024-09-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.party-a.com/swaps/trade-id">596604984</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.party-b.com/swaps/trade-id">BCID71046476</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyC"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">184467696-2</tradeId>
</partyTradeIdentifier>
<tradeDate>2022-05-03</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRateSwap</productType>
<swapStream id="fixedLeg">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="fixedLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2022-09-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2024-09-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response: USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="fixedLegPaymentDates">
<calculationPeriodDatesReference href="fixedLegCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule id="notionalScheduleCLP">
<notionalStepSchedule>
<initialValue>16713460000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CLP</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.0</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<principalExchanges>
<initialExchange>true</initialExchange>
<finalExchange>true</finalExchange>
<intermediateExchange>true</intermediateExchange>
</principalExchanges>
<settlementProvision>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response: USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="fixedLegPaymentDates">
<calculationPeriodDatesReference href="fixedLegCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule id="notionalScheduleCLP">
<notionalStepSchedule>
<initialValue>16713460000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CLP</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.0</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<principalExchanges>
<initialExchange>true</initialExchange>
<finalExchange>true</finalExchange>
<intermediateExchange>true</intermediateExchange>
</principalExchanges>
<settlementProvision>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response: USD</settlementCurrency>
<nonDeliverableSettlement>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CLP</referenceCurrency>
<fxFixingDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
<dateRelativeToPaymentDates>
<paymentDatesReference href="fixedLegPaymentDates"/>
</dateRelativeToPaymentDates>
</fxFixingDate>
<settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">CLP.DOLAR.OBS/CLP10</settlementRateOption>
</nonDeliverableSettlement>
</settlementProvision>
</swapStream>
<swapStream id="fixedLeg2">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="fixedLeg2CalcPeriodDates">
<effectiveDate>
<unadjustedDate>2022-09-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2032-09-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response: USD</settlementCurrency>
<nonDeliverableSettlement>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CLP</referenceCurrency>
<fxFixingDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
<dateRelativeToPaymentDates>
<paymentDatesReference href="fixedLegPaymentDates"/>
</dateRelativeToPaymentDates>
</fxFixingDate>
<settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">CLP.DOLAR.OBS/CLP10</settlementRateOption>
</nonDeliverableSettlement>
</settlementProvision>
</swapStream>
<swapStream id="fixedLeg2">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="fixedLeg2CalcPeriodDates">
<effectiveDate>
<unadjustedDate>2022-09-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2032-09-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response: USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="fixedLeg2PaymentDates">
<calculationPeriodDatesReference href="fixedLeg2CalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<fxLinkedNotionalSchedule>
<constantNotionalScheduleReference href="notionalScheduleCLP"/>
<initialValue>500000</initialValue>
<varyingNotionalCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CLF</varyingNotionalCurrency>
<varyingNotionalFixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
<dateRelativeTo href="fixedLeg2PaymentDates"/>
</varyingNotionalFixingDates>
<fxSpotRateSource>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response: USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="fixedLeg2PaymentDates">
<calculationPeriodDatesReference href="fixedLeg2CalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<fxLinkedNotionalSchedule>
<constantNotionalScheduleReference href="notionalScheduleCLP"/>
<initialValue>500000</initialValue>
<varyingNotionalCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CLF</varyingNotionalCurrency>
<varyingNotionalFixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
<dateRelativeTo href="fixedLeg2PaymentDates"/>
</varyingNotionalFixingDates>
<fxSpotRateSource>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider"> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response: BancoCentralChile</rateSource>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>17:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</fixingTime>
</fxSpotRateSource>
<varyingNotionalInterimExchangePaymentDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="fixedLeg2PaymentDates"/>
</varyingNotionalInterimExchangePaymentDates>
</fxLinkedNotionalSchedule>
<fixedRateSchedule>
<initialValue>0.0</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<principalExchanges>
<initialExchange>true</initialExchange>
<finalExchange>true</finalExchange>
<intermediateExchange>true</intermediateExchange>
</principalExchanges>
<settlementProvision>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<nonDeliverableSettlement>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CLP</referenceCurrency>
<fxFixingDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
<dateRelativeToPaymentDates>
<paymentDatesReference href="fixedLeg2PaymentDates"/>
</dateRelativeToPaymentDates>
</fxFixingDate>
<settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response: BancoCentralChile</rateSource>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>17:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</fixingTime>
</fxSpotRateSource>
<varyingNotionalInterimExchangePaymentDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="fixedLeg2PaymentDates"/>
</varyingNotionalInterimExchangePaymentDates>
</fxLinkedNotionalSchedule>
<fixedRateSchedule>
<initialValue>0.0</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<principalExchanges>
<initialExchange>true</initialExchange>
<finalExchange>true</finalExchange>
<intermediateExchange>true</intermediateExchange>
</principalExchanges>
<settlementProvision>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<nonDeliverableSettlement>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CLP</referenceCurrency>
<fxFixingDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
<dateRelativeToPaymentDates>
<paymentDatesReference href="fixedLeg2PaymentDates"/>
</dateRelativeToPaymentDates>
</fxFixingDate>
<settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option"> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.barclaysglobal.com/partners/schema/v1-1/schemes/messageID">GW:2W81Q117</messageId>
<sentBy>BGIAGB2L</sentBy>
<sendTo>WSSOGB2L</sendTo>
<creationTimestamp>2004-06-23T06:55:42+05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.barclaysglobal.com/partners/schema/v1-1/schemes/correlationD">1234556</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">E2000098N10184</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2005-02-20</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="N10434">
<effectiveDate>
<unadjustedDate>2005-02-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2035-02-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.barclaysglobal.com/partners/schema/v1-1/schemes/messageID">GW:2W81Q117</messageId>
<sentBy>BGIAGB2L</sentBy>
<sendTo>WSSOGB2L</sendTo>
<creationTimestamp>2004-06-23T06:55:42+05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.barclaysglobal.com/partners/schema/v1-1/schemes/correlationD">1234556</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">E2000098N10184</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2005-02-20</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="N10434">
<effectiveDate>
<unadjustedDate>2005-02-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2035-02-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response:
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<firstPeriodStartDate>
<unadjustedDate>2005-02-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</firstPeriodStartDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>22</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="N10434"/>
<paymentFrequency>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.01</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">1/1</dayCountFraction>
</calculation> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response:
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<firstPeriodStartDate>
<unadjustedDate>2005-02-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</firstPeriodStartDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>22</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="N10434"/>
<paymentFrequency>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.01</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">1/1</dayCountFraction>
</calculation> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response:
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="N10277">
<effectiveDate>
<unadjustedDate>2005-02-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2035-02-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="N10277"/>
<paymentFrequency>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response:
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="N10277">
<effectiveDate>
<unadjustedDate>2005-02-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2035-02-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="N10277"/>
<paymentFrequency>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "inflation-swaps" | null | description: "Inflation Asset Swap - Ratio Zero Coupon FlooredIn an Inflation Asset Swap, the economics of the inflation leg are inherited directly from an inflation linked bond such that all cash-flows of the bond are mirrored in the asset swap. The second leg is a floating leg." | ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-11" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="XXX">GW:2W81Q117</messageId>
<sentBy>XXXXXXXX</sentBy>
<sendTo>YYYYYYYY</sendTo>
<creationTimestamp>2018-09-17T06:55:42+05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="http://www.party1.com/swaps/trade-id">E2000098N10184</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="Party2"/>
<tradeId tradeIdScheme="http://www.party2.com/swaps/trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2018-09-17</tradeDate>
</tradeHeader>
<swap>
<swapStream id="inflation_linked_bond">
<payerPartyReference href="Party1"/>
<receiverPartyReference href="Party2"/>
<calculationPeriodDates id="leg_1_calculationPeriodDates">
<effectiveDate>
<unadjustedDate>2018-09-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<adjustedDate>2018-09-17</adjustedDate>
</effectiveDate>
<terminationDate>
<unadjustedDate>2036-11-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<adjustedDate>2036-11-22</adjustedDate>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</calculationPeriodDatesAdjustments>
<firstPeriodStartDate>
<unadjustedDate>2018-05-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</firstPeriodStartDate>
<firstRegularPeriodStartDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Asset Swap - Ratio Zero Coupon FlooredIn an Inflation Asset Swap, the economics of the inflation leg are inherited directly from an inflation linked bond such that all cash-flows of the bond are mirrored in the asset swap. The second leg is a floating leg."
### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-11" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="XXX">GW:2W81Q117</messageId>
<sentBy>XXXXXXXX</sentBy>
<sendTo>YYYYYYYY</sendTo>
<creationTimestamp>2018-09-17T06:55:42+05:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="http://www.party1.com/swaps/trade-id">E2000098N10184</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="Party2"/>
<tradeId tradeIdScheme="http://www.party2.com/swaps/trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2018-09-17</tradeDate>
</tradeHeader>
<swap>
<swapStream id="inflation_linked_bond">
<payerPartyReference href="Party1"/>
<receiverPartyReference href="Party2"/>
<calculationPeriodDates id="leg_1_calculationPeriodDates">
<effectiveDate>
<unadjustedDate>2018-09-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<adjustedDate>2018-09-17</adjustedDate>
</effectiveDate>
<terminationDate>
<unadjustedDate>2036-11-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<adjustedDate>2036-11-22</adjustedDate>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</calculationPeriodDatesAdjustments>
<firstPeriodStartDate>
<unadjustedDate>2018-05-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</firstPeriodStartDate>
<firstRegularPeriodStartDate> |
category: "inflation-swaps" | null | description: "Inflation Asset Swap - Ratio Zero Coupon FlooredIn an Inflation Asset Swap, the economics of the inflation leg are inherited directly from an inflation linked bond such that all cash-flows of the bond are mirrored in the asset swap. The second leg is a floating leg." | ### Response: 2018-11-22</firstRegularPeriodStartDate>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>22</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="leg_1_paymentDates">
<calculationPeriodDatesReference href="leg_1_calculationPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule id="leg_1_notionalSchedule">
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
</notionalStepSchedule>
</notionalSchedule>
<inflationRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">UK-RPI</floatingRateIndex>
<floatingRateMultiplierSchedule>
<initialValue>0.00125</initialValue>
</floatingRateMultiplierSchedule>
<inflationLag>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</inflationLag>
<indexSource>UKRPI</indexSource>
<interpolationMethod interpolationMethodScheme="http://www.fpml.org/coding-scheme/interpolation-method">LinearZeroYield</interpolationMethod>
<initialIndexLevel>260.01935</initialIndexLevel>
<fallbackBondApplicable>true</fallbackBondApplicable>
<calculationMethod>Ratio</calculationMethod>
<calculationStyle>ZeroCoupon</calculationStyle>
<finalPrincipalExchangeCalculation>
<floored> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Asset Swap - Ratio Zero Coupon FlooredIn an Inflation Asset Swap, the economics of the inflation leg are inherited directly from an inflation linked bond such that all cash-flows of the bond are mirrored in the asset swap. The second leg is a floating leg."
### Response: 2018-11-22</firstRegularPeriodStartDate>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>22</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="leg_1_paymentDates">
<calculationPeriodDatesReference href="leg_1_calculationPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule id="leg_1_notionalSchedule">
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
</notionalStepSchedule>
</notionalSchedule>
<inflationRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">UK-RPI</floatingRateIndex>
<floatingRateMultiplierSchedule>
<initialValue>0.00125</initialValue>
</floatingRateMultiplierSchedule>
<inflationLag>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</inflationLag>
<indexSource>UKRPI</indexSource>
<interpolationMethod interpolationMethodScheme="http://www.fpml.org/coding-scheme/interpolation-method">LinearZeroYield</interpolationMethod>
<initialIndexLevel>260.01935</initialIndexLevel>
<fallbackBondApplicable>true</fallbackBondApplicable>
<calculationMethod>Ratio</calculationMethod>
<calculationStyle>ZeroCoupon</calculationStyle>
<finalPrincipalExchangeCalculation>
<floored> |
category: "inflation-swaps" | null | description: "Inflation Asset Swap - Ratio Zero Coupon FlooredIn an Inflation Asset Swap, the economics of the inflation leg are inherited directly from an inflation linked bond such that all cash-flows of the bond are mirrored in the asset swap. The second leg is a floating leg." | ### Response: false</floored>
</finalPrincipalExchangeCalculation>
</inflationRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/ACT.ISMA</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<principalExchanges>
<initialExchange>false</initialExchange>
<finalExchange>true</finalExchange>
<intermediateExchange>false</intermediateExchange>
</principalExchanges>
</swapStream>
<swapStream>
<payerPartyReference href="Party2"/>
<receiverPartyReference href="Party1"/>
<calculationPeriodDates id="leg_2_calculationPeriodDates">
<effectiveDate>
<unadjustedDate>2018-09-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<adjustedDate>2018-09-17</adjustedDate>
</effectiveDate>
<terminationDate>
<unadjustedDate>2036-11-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2036-11-24</adjustedDate>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>12</periodMultiplier>
<period>M</period>
<rollConvention>22</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="leg_2_paymentDates">
<calculationPeriodDatesReference href="leg_2_calculationPeriodDates"/>
<paymentFrequency>
<periodMultiplier>12</periodMultiplier>
<period>M</period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Asset Swap - Ratio Zero Coupon FlooredIn an Inflation Asset Swap, the economics of the inflation leg are inherited directly from an inflation linked bond such that all cash-flows of the bond are mirrored in the asset swap. The second leg is a floating leg."
### Response: false</floored>
</finalPrincipalExchangeCalculation>
</inflationRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/ACT.ISMA</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<principalExchanges>
<initialExchange>false</initialExchange>
<finalExchange>true</finalExchange>
<intermediateExchange>false</intermediateExchange>
</principalExchanges>
</swapStream>
<swapStream>
<payerPartyReference href="Party2"/>
<receiverPartyReference href="Party1"/>
<calculationPeriodDates id="leg_2_calculationPeriodDates">
<effectiveDate>
<unadjustedDate>2018-09-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<adjustedDate>2018-09-17</adjustedDate>
</effectiveDate>
<terminationDate>
<unadjustedDate>2036-11-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2036-11-24</adjustedDate>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>12</periodMultiplier>
<period>M</period>
<rollConvention>22</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="leg_2_paymentDates">
<calculationPeriodDatesReference href="leg_2_calculationPeriodDates"/>
<paymentFrequency>
<periodMultiplier>12</periodMultiplier>
<period>M</period> |
category: "inflation-swaps" | null | description: "Inflation Asset Swap - Ratio Zero Coupon FlooredIn an Inflation Asset Swap, the economics of the inflation leg are inherited directly from an inflation linked bond such that all cash-flows of the bond are mirrored in the asset swap. The second leg is a floating leg." | ### Response:
</paymentFrequency>
<firstPaymentDate>2019-05-22</firstPaymentDate>
<lastRegularPaymentDate>2036-05-22</lastRegularPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="leg_2_resetDates">
<calculationPeriodDatesReference href="leg_2_calculationPeriodDates"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="leg_2_calculationPeriodDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>12</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule id="leg_2_notionalSchedule">
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">GBP-WMBA-SONIA-COMPOUND</floatingRateIndex>
<spreadSchedule>
<initialValue> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Asset Swap - Ratio Zero Coupon FlooredIn an Inflation Asset Swap, the economics of the inflation leg are inherited directly from an inflation linked bond such that all cash-flows of the bond are mirrored in the asset swap. The second leg is a floating leg."
### Response:
</paymentFrequency>
<firstPaymentDate>2019-05-22</firstPaymentDate>
<lastRegularPaymentDate>2036-05-22</lastRegularPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="leg_2_resetDates">
<calculationPeriodDatesReference href="leg_2_calculationPeriodDates"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="leg_2_calculationPeriodDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>12</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule id="leg_2_notionalSchedule">
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">GBP-WMBA-SONIA-COMPOUND</floatingRateIndex>
<spreadSchedule>
<initialValue> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/message-id">LCH00000000001</messageId>
<sentBy messageAddressScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">LCHLGB2L</sentBy>
<sendTo messageAddressScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">LCHLGB2L</sendTo>
<creationTimestamp>2020-12-17T09:10:11.3554302</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/correlation-id">LCH00000000001</correlationId>
<sequenceNumber>1</sequenceNumber>
<originatingEvent originatingEventScheme="http://www.lchclearnet.com/clearlink/coding-scheme/originating-event">NetPositionTrade</originatingEvent>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="tradeSource"/>
<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">1</tradeId>
<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/alpha-trade-id">12345678</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">abc123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="clearingBroker1"/>
<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">def456</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="clearingDCO"/>
<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">LCH00000000001</tradeId>
<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/group-id"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/message-id">LCH00000000001</messageId>
<sentBy messageAddressScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">LCHLGB2L</sentBy>
<sendTo messageAddressScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">LCHLGB2L</sendTo>
<creationTimestamp>2020-12-17T09:10:11.3554302</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/correlation-id">LCH00000000001</correlationId>
<sequenceNumber>1</sequenceNumber>
<originatingEvent originatingEventScheme="http://www.lchclearnet.com/clearlink/coding-scheme/originating-event">NetPositionTrade</originatingEvent>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="tradeSource"/>
<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">1</tradeId>
<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/alpha-trade-id">12345678</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">abc123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="clearingBroker1"/>
<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">def456</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="clearingDCO"/>
<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">LCH00000000001</tradeId>
<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/group-id"> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response: 11111111</tradeId>
<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/group-size">12</tradeId>
<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/link-id">1111111</tradeId>
<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-classification">STM</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<issuer issuerIdScheme="USINamespace">1010000051</issuer>
<tradeId tradeIdScheme="USI">XX11111111XXX1111111111111111111</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/issuer-identifier">1010000051</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">XX11111111XXX1111111111111111111</tradeId>
</partyTradeIdentifier>
<partyTradeInformation>
<partyReference href="party1"/>
<relatedParty>
<partyReference href="clearingBroker1"/>
<role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">ClearingBroker</role>
</relatedParty>
<relatedParty>
<partyReference href="tradeSource"/>
<role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">TradeSource</role>
</relatedParty>
<category categoryScheme="http://www.lchclearnet.com/clearlink/coding-schema/category">NettingNotPermitted</category>
<executionDateTime>2018-07-26T09:10:11Z</executionDateTime>
</partyTradeInformation>
<partyTradeInformation>
<partyReference href="clearingDCO"/>
<category categoryScheme="http://www.lchclearnet.com/clearlink/coding-schema/category">T2</category>
<category categoryScheme="http://www.lchclearnet.com/clearlink/coding-schema/category">New</category>
<timestamps>
<timestamp>
<type>GatewayReceivedDateTime</type>
<value>2018-07-26T09:10:11</value>
</timestamp>
<timestamp>
<type>LastPaymentDate</type>
<value>2023-07-31T09:10:11</value>
</timestamp>
<timestamp>
<type>OriginalRegistrationDateTime</type> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response: 11111111</tradeId>
<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/group-size">12</tradeId>
<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/link-id">1111111</tradeId>
<tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-classification">STM</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<issuer issuerIdScheme="USINamespace">1010000051</issuer>
<tradeId tradeIdScheme="USI">XX11111111XXX1111111111111111111</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/issuer-identifier">1010000051</issuer>
<tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">XX11111111XXX1111111111111111111</tradeId>
</partyTradeIdentifier>
<partyTradeInformation>
<partyReference href="party1"/>
<relatedParty>
<partyReference href="clearingBroker1"/>
<role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">ClearingBroker</role>
</relatedParty>
<relatedParty>
<partyReference href="tradeSource"/>
<role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">TradeSource</role>
</relatedParty>
<category categoryScheme="http://www.lchclearnet.com/clearlink/coding-schema/category">NettingNotPermitted</category>
<executionDateTime>2018-07-26T09:10:11Z</executionDateTime>
</partyTradeInformation>
<partyTradeInformation>
<partyReference href="clearingDCO"/>
<category categoryScheme="http://www.lchclearnet.com/clearlink/coding-schema/category">T2</category>
<category categoryScheme="http://www.lchclearnet.com/clearlink/coding-schema/category">New</category>
<timestamps>
<timestamp>
<type>GatewayReceivedDateTime</type>
<value>2018-07-26T09:10:11</value>
</timestamp>
<timestamp>
<type>LastPaymentDate</type>
<value>2023-07-31T09:10:11</value>
</timestamp>
<timestamp>
<type>OriginalRegistrationDateTime</type> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response:
<value>2019-09-23T09:10:11.539</value>
</timestamp>
</timestamps>
<clearingStatus clearingStatusScheme="http://www.fpml.org/coding-scheme/clearing-status">Registered</clearingStatus>
<reportingRegime>
<name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">DF</name>
<supervisorRegistration>
<supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">DTCC</supervisoryBody>
</supervisorRegistration>
</reportingRegime>
<reportingRegime>
<name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">ESMA</name>
<supervisorRegistration>
<supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">EMIR</supervisoryBody>
</supervisorRegistration>
</reportingRegime>
</partyTradeInformation>
<partyTradeInformation>
<partyReference href="tradeSource"/>
<reportingRegime>
<name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">DF</name>
<supervisorRegistration>
<supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">CFTC</supervisoryBody>
</supervisorRegistration>
</reportingRegime>
</partyTradeInformation>
<tradeDate>2019-09-23</tradeDate>
</tradeHeader>
<swap>
<primaryAssetClass assetClassScheme="http://www.fpml.org/coding-scheme/asset-class">InterestRate</primaryAssetClass>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:Inflation</productType>
<swapStream id="fixedLeg1">
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="fixedCalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2018-07-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<adjustedDate>2018-07-30</adjustedDate>
</effectiveDate>
<terminationDate>
<unadjustedDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response:
<value>2019-09-23T09:10:11.539</value>
</timestamp>
</timestamps>
<clearingStatus clearingStatusScheme="http://www.fpml.org/coding-scheme/clearing-status">Registered</clearingStatus>
<reportingRegime>
<name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">DF</name>
<supervisorRegistration>
<supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">DTCC</supervisoryBody>
</supervisorRegistration>
</reportingRegime>
<reportingRegime>
<name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">ESMA</name>
<supervisorRegistration>
<supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">EMIR</supervisoryBody>
</supervisorRegistration>
</reportingRegime>
</partyTradeInformation>
<partyTradeInformation>
<partyReference href="tradeSource"/>
<reportingRegime>
<name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">DF</name>
<supervisorRegistration>
<supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">CFTC</supervisoryBody>
</supervisorRegistration>
</reportingRegime>
</partyTradeInformation>
<tradeDate>2019-09-23</tradeDate>
</tradeHeader>
<swap>
<primaryAssetClass assetClassScheme="http://www.fpml.org/coding-scheme/asset-class">InterestRate</primaryAssetClass>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:Inflation</productType>
<swapStream id="fixedLeg1">
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="fixedCalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2018-07-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<adjustedDate>2018-07-30</adjustedDate>
</effectiveDate>
<terminationDate>
<unadjustedDate> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response: 2023-07-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<adjustedDate>2023-07-30</adjustedDate>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="paymentDates1">
<calculationPeriodDatesReference href="fixedCalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>5</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1234567890</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.023</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">1/1</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="floatingLeg2">
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="floatingCalcPeriodDates2">
<effectiveDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response: 2023-07-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<adjustedDate>2023-07-30</adjustedDate>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="paymentDates1">
<calculationPeriodDatesReference href="fixedCalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>5</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1234567890</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.023</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">1/1</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="floatingLeg2">
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="floatingCalcPeriodDates2">
<effectiveDate> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response:
<unadjustedDate>2018-07-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<adjustedDate>2018-07-30</adjustedDate>
</effectiveDate>
<terminationDate>
<unadjustedDate>2023-07-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<adjustedDate>2023-07-30</adjustedDate>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>5</periodMultiplier>
<period>Y</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="paymentDates2">
<calculationPeriodDatesReference href="floatingCalcPeriodDates2"/>
<paymentFrequency>
<periodMultiplier>5</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1234567890</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<inflationRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USA-CPI-U</floatingRateIndex>
<inflationLag>
<periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response:
<unadjustedDate>2018-07-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<adjustedDate>2018-07-30</adjustedDate>
</effectiveDate>
<terminationDate>
<unadjustedDate>2023-07-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<adjustedDate>2023-07-30</adjustedDate>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>5</periodMultiplier>
<period>Y</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="paymentDates2">
<calculationPeriodDatesReference href="floatingCalcPeriodDates2"/>
<paymentFrequency>
<periodMultiplier>5</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1234567890</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<inflationRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USA-CPI-U</floatingRateIndex>
<inflationLag>
<periodMultiplier> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd" fpmlVersion="5-12" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.party-a.com/swaps/trade-id">596604984</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.party-b.com/swaps/trade-id">BCID71046476</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyC"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">184467696-2</tradeId>
</partyTradeIdentifier>
<tradeDate>2022-05-03</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRateSwap</productType>
<swapStream id="floatingLeg">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="floatingLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2022-09-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2032-09-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd" fpmlVersion="5-12" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.party-a.com/swaps/trade-id">596604984</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.party-b.com/swaps/trade-id">BCID71046476</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyC"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">184467696-2</tradeId>
</partyTradeIdentifier>
<tradeDate>2022-05-03</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRateSwap</productType>
<swapStream id="floatingLeg">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="floatingLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2022-09-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2032-09-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response: USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>21</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="floatingLegPaymentDates">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="floatingLegResetDates">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
<dateRelativeTo href="floatingLegResetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response: USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>21</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="floatingLegPaymentDates">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="floatingLegResetDates">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
<dateRelativeTo href="floatingLegResetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response:
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule id="notionalScheduleCLP">
<notionalStepSchedule>
<initialValue>16713460000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CLP</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">CLP-ICP</floatingRateIndex>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<principalExchanges>
<initialExchange>true</initialExchange>
<finalExchange>true</finalExchange>
<intermediateExchange>true</intermediateExchange>
</principalExchanges>
<settlementProvision>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<nonDeliverableSettlement>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CLP</referenceCurrency>
<fxFixingDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
<dateRelativeToPaymentDates>
<paymentDatesReference href="floatingLegPaymentDates"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response:
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule id="notionalScheduleCLP">
<notionalStepSchedule>
<initialValue>16713460000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CLP</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">CLP-ICP</floatingRateIndex>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<principalExchanges>
<initialExchange>true</initialExchange>
<finalExchange>true</finalExchange>
<intermediateExchange>true</intermediateExchange>
</principalExchanges>
<settlementProvision>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<nonDeliverableSettlement>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CLP</referenceCurrency>
<fxFixingDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
<dateRelativeToPaymentDates>
<paymentDatesReference href="floatingLegPaymentDates"/> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response:
</dateRelativeToPaymentDates>
</fxFixingDate>
<settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">CLP.DOLAR.OBS/CLP10</settlementRateOption>
</nonDeliverableSettlement>
</settlementProvision>
</swapStream>
<swapStream id="fixedLeg">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="fixedLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2022-09-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2032-09-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>21</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="fixedLegPaymentDates">
<calculationPeriodDatesReference href="fixedLegCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response:
</dateRelativeToPaymentDates>
</fxFixingDate>
<settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">CLP.DOLAR.OBS/CLP10</settlementRateOption>
</nonDeliverableSettlement>
</settlementProvision>
</swapStream>
<swapStream id="fixedLeg">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="fixedLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2022-09-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2032-09-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>21</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="fixedLegPaymentDates">
<calculationPeriodDatesReference href="fixedLegCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response: CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<fxLinkedNotionalSchedule>
<constantNotionalScheduleReference href="notionalScheduleCLP"/>
<initialValue>500000</initialValue>
<varyingNotionalCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CLF</varyingNotionalCurrency>
<varyingNotionalFixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
<dateRelativeTo href="fixedLegPaymentDates"/>
</varyingNotionalFixingDates>
<fxSpotRateSource>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">BancoCentralChile</rateSource>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>17:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</fixingTime>
</fxSpotRateSource>
<varyingNotionalInterimExchangePaymentDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="fixedLegPaymentDates"/>
</varyingNotionalInterimExchangePaymentDates>
</fxLinkedNotionalSchedule>
<fixedRateSchedule>
<initialValue>0.0</initialValue> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response: CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<fxLinkedNotionalSchedule>
<constantNotionalScheduleReference href="notionalScheduleCLP"/>
<initialValue>500000</initialValue>
<varyingNotionalCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CLF</varyingNotionalCurrency>
<varyingNotionalFixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
<dateRelativeTo href="fixedLegPaymentDates"/>
</varyingNotionalFixingDates>
<fxSpotRateSource>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">BancoCentralChile</rateSource>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>17:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</fixingTime>
</fxSpotRateSource>
<varyingNotionalInterimExchangePaymentDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="fixedLegPaymentDates"/>
</varyingNotionalInterimExchangePaymentDates>
</fxLinkedNotionalSchedule>
<fixedRateSchedule>
<initialValue>0.0</initialValue> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response:
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<principalExchanges>
<initialExchange>true</initialExchange>
<finalExchange>true</finalExchange>
<intermediateExchange>true</intermediateExchange>
</principalExchanges>
<settlementProvision>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<nonDeliverableSettlement>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CLP</referenceCurrency>
<fxFixingDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
<dateRelativeToPaymentDates>
<paymentDatesReference href="fixedLegPaymentDates"/>
</dateRelativeToPaymentDates>
</fxFixingDate>
<settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">CLP.DOLAR.OBS/CLP10</settlementRateOption>
</nonDeliverableSettlement>
</settlementProvision>
</swapStream>
</swap>
</trade>
<party id="partyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300ABANKV6BYQOWM67</partyId>
<partyName>AAA International</partyName>
</party>
<party id="partyB">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">529900CPTY57S5UCBB52</partyId>
<partyName>AAA Capital Services Inc.</partyName>
</party>
<party id="partyC">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">529900AYEI57S5UCED35</partyId> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response:
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<principalExchanges>
<initialExchange>true</initialExchange>
<finalExchange>true</finalExchange>
<intermediateExchange>true</intermediateExchange>
</principalExchanges>
<settlementProvision>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<nonDeliverableSettlement>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CLP</referenceCurrency>
<fxFixingDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CLSA</businessCenter>
</businessCenters>
<dateRelativeToPaymentDates>
<paymentDatesReference href="fixedLegPaymentDates"/>
</dateRelativeToPaymentDates>
</fxFixingDate>
<settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">CLP.DOLAR.OBS/CLP10</settlementRateOption>
</nonDeliverableSettlement>
</settlementProvision>
</swapStream>
</swap>
</trade>
<party id="partyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300ABANKV6BYQOWM67</partyId>
<partyName>AAA International</partyName>
</party>
<party id="partyB">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">529900CPTY57S5UCBB52</partyId>
<partyName>AAA Capital Services Inc.</partyName>
</party>
<party id="partyC">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">529900AYEI57S5UCED35</partyId> |
category: "interest-rate-derivatives" | null | description: "CP-H.15 Basis SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated." | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">58005713</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">58005713</tradeId>
</partyTradeIdentifier>
<tradeDate>2021-04-07</tradeDate>
</tradeHeader>
<swap>
<swapStream id="floatingLeg">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="floatingLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2021-04-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2022-04-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "CP-H.15 Basis SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated."
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">58005713</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">58005713</tradeId>
</partyTradeIdentifier>
<tradeDate>2021-04-07</tradeDate>
</tradeHeader>
<swap>
<swapStream id="floatingLeg">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="floatingLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2021-04-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2022-04-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments> |
category: "interest-rate-derivatives" | null | description: "CP-H.15 Basis SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated." | ### Response:
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>9</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="floatingLegPaymentDates">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="floatingLegResetDates">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/>
<fixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="floatingLegResetDates"/>
</fixingDates>
<rateCutOffDaysOffset>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</rateCutOffDaysOffset>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "CP-H.15 Basis SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated."
### Response:
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>9</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="floatingLegPaymentDates">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="floatingLegResetDates">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/>
<fixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="floatingLegResetDates"/>
</fixingDates>
<rateCutOffDaysOffset>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</rateCutOffDaysOffset>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> |
category: "interest-rate-derivatives" | null | description: "CP-H.15 Basis SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated." | ### Response:
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>10000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-CP-H.15</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
<averagingMethod>Unweighted</averagingMethod>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<compoundingMethod>Flat</compoundingMethod>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="floatingLeg2">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="floatingLeg2CalcPeriodDates">
<effectiveDate>
<unadjustedDate>2021-04-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2022-04-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "CP-H.15 Basis SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated."
### Response:
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>10000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-CP-H.15</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</indexTenor>
<averagingMethod>Unweighted</averagingMethod>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<compoundingMethod>Flat</compoundingMethod>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="floatingLeg2">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="floatingLeg2CalcPeriodDates">
<effectiveDate>
<unadjustedDate>2021-04-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2022-04-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "interest-rate-derivatives" | null | description: "CP-H.15 Basis SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated." | ### Response: GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>9</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="floatingLeg2PaymentDates">
<calculationPeriodDatesReference href="floatingLeg2CalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="floatingLeg2ResetDates">
<calculationPeriodDatesReference href="floatingLeg2CalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="floatingLeg2ResetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "CP-H.15 Basis SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated."
### Response: GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>9</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="floatingLeg2PaymentDates">
<calculationPeriodDatesReference href="floatingLeg2CalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="floatingLeg2ResetDates">
<calculationPeriodDatesReference href="floatingLeg2CalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="floatingLeg2ResetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With American Style Optional Early Termination." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2011-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With American Style Optional Early Termination."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2011-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With American Style Optional Early Termination." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are:" | ### Response: Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2011-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With American Style Optional Early Termination."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are:"
### Response: Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2011-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With American Style Optional Early Termination." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are:" | ### Response: 6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With American Style Optional Early Termination."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are:"
### Response: 6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index"> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With American Style Optional Early Termination." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are:" | ### Response: EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<earlyTerminationProvision>
<optionalEarlyTermination>
<americanExercise>
<commencementDate>
<relativeDate>
<periodMultiplier>-5</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="cashSettlementPayment0"/>
</relativeDate>
</commencementDate>
<expirationDate>
<relativeDate>
<periodMultiplier>-5</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="cashSettlementPayment0"/>
</relativeDate>
</expirationDate>
<relevantUnderlyingDate>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="cashSettlementPayment0"/>
</relativeDates>
</relevantUnderlyingDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</earliestExerciseTime>
<latestExerciseTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With American Style Optional Early Termination."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are:"
### Response: EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<earlyTerminationProvision>
<optionalEarlyTermination>
<americanExercise>
<commencementDate>
<relativeDate>
<periodMultiplier>-5</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="cashSettlementPayment0"/>
</relativeDate>
</commencementDate>
<expirationDate>
<relativeDate>
<periodMultiplier>-5</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="cashSettlementPayment0"/>
</relativeDate>
</expirationDate>
<relevantUnderlyingDate>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="cashSettlementPayment0"/>
</relativeDates>
</relevantUnderlyingDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</earliestExerciseTime>
<latestExerciseTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With American Style Optional Early Termination." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are:" | ### Response: EUTA</businessCenter>
</latestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</expirationTime>
</americanExercise>
<exerciseNotice>
<partyReference href="party2"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</exerciseNotice>
<followUpConfirmation>true</followUpConfirmation>
<calculationAgent>
<calculationAgentPartyReference href="party2"/>
</calculationAgent>
<cashSettlement>
<cashSettlementValuationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</cashSettlementValuationTime>
<cashSettlementValuationDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="cashSettlementPayment0"/>
</cashSettlementValuationDate>
<cashSettlementPaymentDate id="cashSettlementPayment0">
<businessDateRange>
<unadjustedFirstDate>2001-08-30</unadjustedFirstDate>
<unadjustedLastDate>2006-08-30</unadjustedLastDate>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</businessDateRange>
</cashSettlementPaymentDate>
<cashPriceMethod>
<cashSettlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With American Style Optional Early Termination."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are:"
### Response: EUTA</businessCenter>
</latestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</expirationTime>
</americanExercise>
<exerciseNotice>
<partyReference href="party2"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</exerciseNotice>
<followUpConfirmation>true</followUpConfirmation>
<calculationAgent>
<calculationAgentPartyReference href="party2"/>
</calculationAgent>
<cashSettlement>
<cashSettlementValuationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</cashSettlementValuationTime>
<cashSettlementValuationDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="cashSettlementPayment0"/>
</cashSettlementValuationDate>
<cashSettlementPaymentDate id="cashSettlementPayment0">
<businessDateRange>
<unadjustedFirstDate>2001-08-30</unadjustedFirstDate>
<unadjustedLastDate>2006-08-30</unadjustedLastDate>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</businessDateRange>
</cashSettlementPaymentDate>
<cashPriceMethod>
<cashSettlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "interest-rate-derivatives" | null | description: "Daily compounding swap with lookbackExample that shows a daily compounding swap on an overnight rate with a lookback. This means that the weighting is done based on the calculation/accrual period, not the observation period." | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId>
</partyTradeIdentifier>
<tradeDate>2021-08-13</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType><swapStream id="InterestRateSwap-64209468-Floating-leg-2">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="calculationPeriodDates-64209468-677">
<effectiveDate>
<unadjustedDate>2021-08-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209468-678">
<unadjustedDate>2024-08-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Daily compounding swap with lookbackExample that shows a daily compounding swap on an overnight rate with a lookback. This means that the weighting is done based on the calculation/accrual period, not the observation period."
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId>
</partyTradeIdentifier>
<tradeDate>2021-08-13</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType><swapStream id="InterestRateSwap-64209468-Floating-leg-2">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="calculationPeriodDates-64209468-677">
<effectiveDate>
<unadjustedDate>2021-08-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209468-678">
<unadjustedDate>2024-08-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier> |
category: "interest-rate-derivatives" | null | description: "Daily compounding swap with lookbackExample that shows a daily compounding swap on an overnight rate with a lookback. This means that the weighting is done based on the calculation/accrual period, not the observation period." | ### Response:
<period>M</period>
<rollConvention>16</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>3672000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex>
<calculationParameters>
<calculationMethod>Compounding</calculationMethod>
<applicableBusinessDays>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</applicableBusinessDays>
<lookback/>
<observationCapRate>0.02</observationCapRate>
</calculationParameters>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="InterestRateSwap-64209468-Fixed-leg-1"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Daily compounding swap with lookbackExample that shows a daily compounding swap on an overnight rate with a lookback. This means that the weighting is done based on the calculation/accrual period, not the observation period."
### Response:
<period>M</period>
<rollConvention>16</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>3672000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex>
<calculationParameters>
<calculationMethod>Compounding</calculationMethod>
<applicableBusinessDays>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</applicableBusinessDays>
<lookback/>
<observationCapRate>0.02</observationCapRate>
</calculationParameters>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="InterestRateSwap-64209468-Fixed-leg-1"> |
category: "interest-rate-derivatives" | null | description: "Daily compounding swap with lookbackExample that shows a daily compounding swap on an overnight rate with a lookback. This means that the weighting is done based on the calculation/accrual period, not the observation period." | ### Response:
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="calculationPeriodDates-64209468-681">
<effectiveDate>
<unadjustedDate>2021-08-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209468-682">
<unadjustedDate>2024-08-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>16</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Daily compounding swap with lookbackExample that shows a daily compounding swap on an overnight rate with a lookback. This means that the weighting is done based on the calculation/accrual period, not the observation period."
### Response:
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="calculationPeriodDates-64209468-681">
<effectiveDate>
<unadjustedDate>2021-08-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209468-682">
<unadjustedDate>2024-08-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>16</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Cash Settled, cashflows included" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-08-30</tradeDate>
</tradeHeader>
<swaption>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>100000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
</premium>
<europeanExercise id="europeanExercise0">
<expirationDate>
<adjustableDate>
<unadjustedDate>2001-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<earliestExerciseTime>
<hourMinuteTime> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Cash Settled, cashflows included"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-08-30</tradeDate>
</tradeHeader>
<swaption>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>100000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
</premium>
<europeanExercise id="europeanExercise0">
<expirationDate>
<adjustableDate>
<unadjustedDate>2001-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<earliestExerciseTime>
<hourMinuteTime> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Cash Settled, cashflows included" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response: 09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</expirationTime>
<exerciseFee>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<notionalReference href="notional0"/>
<feeAmount>100000</feeAmount>
<feePaymentDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="europeanExercise0"/>
</feePaymentDate>
</exerciseFee>
</europeanExercise>
<exerciseProcedure>
<manualExercise>
<exerciseNotice>
<partyReference href="party1"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</exerciseNotice>
</manualExercise>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<calculationAgent>
<calculationAgentPartyReference href="party2"/>
</calculationAgent>
<cashSettlement id="cashSettlement0">
<cashSettlementValuationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</cashSettlementValuationTime>
<cashSettlementValuationDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="europeanExercise0"/>
</cashSettlementValuationDate>
<cashSettlementPaymentDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Cash Settled, cashflows included"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response: 09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</expirationTime>
<exerciseFee>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<notionalReference href="notional0"/>
<feeAmount>100000</feeAmount>
<feePaymentDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="europeanExercise0"/>
</feePaymentDate>
</exerciseFee>
</europeanExercise>
<exerciseProcedure>
<manualExercise>
<exerciseNotice>
<partyReference href="party1"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</exerciseNotice>
</manualExercise>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<calculationAgent>
<calculationAgentPartyReference href="party2"/>
</calculationAgent>
<cashSettlement id="cashSettlement0">
<cashSettlementValuationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</cashSettlementValuationTime>
<cashSettlementValuationDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="europeanExercise0"/>
</cashSettlementValuationDate>
<cashSettlementPaymentDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Cash Settled, cashflows included" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response: Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="europeanExercise0"/>
</relativeDate>
</cashSettlementPaymentDate>
<parYieldCurveUnadjustedMethod>
<settlementRateSource>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">ISDA</rateSource>
</informationSource>
</settlementRateSource>
<quotationRateType>Mid</quotationRateType>
</parYieldCurveUnadjustedMethod>
</cashSettlement>
<swaptionStraddle>true</swaptionStraddle>
<swaptionAdjustedDates>
<exerciseEvent>
<adjustedExerciseDate>2001-08-28</adjustedExerciseDate>
<adjustedRelevantSwapEffectiveDate>2001-08-30</adjustedRelevantSwapEffectiveDate>
</exerciseEvent>
</swaptionAdjustedDates>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Cash Settled, cashflows included"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response: Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="europeanExercise0"/>
</relativeDate>
</cashSettlementPaymentDate>
<parYieldCurveUnadjustedMethod>
<settlementRateSource>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">ISDA</rateSource>
</informationSource>
</settlementRateSource>
<quotationRateType>Mid</quotationRateType>
</parYieldCurveUnadjustedMethod>
</cashSettlement>
<swaptionStraddle>true</swaptionStraddle>
<swaptionAdjustedDates>
<exerciseEvent>
<adjustedExerciseDate>2001-08-28</adjustedExerciseDate>
<adjustedRelevantSwapEffectiveDate>2001-08-30</adjustedRelevantSwapEffectiveDate>
</exerciseEvent>
</swaptionAdjustedDates>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Cash Settled, cashflows included" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response: 1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule id="notional0">
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>2002-08-20</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2001-08-30</adjustedStartDate>
<adjustedEndDate>2002-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2003-08-29</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2002-08-28</adjustedStartDate>
<adjustedEndDate>2003-08-29</adjustedEndDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Cash Settled, cashflows included"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response: 1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule id="notional0">
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>2002-08-20</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2001-08-30</adjustedStartDate>
<adjustedEndDate>2002-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2003-08-29</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2002-08-28</adjustedStartDate>
<adjustedEndDate>2003-08-29</adjustedEndDate> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Cash Settled, cashflows included" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response:
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2004-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2003-08-29</adjustedStartDate>
<adjustedEndDate>2005-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2005-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2004-08-30</adjustedStartDate>
<adjustedEndDate>2005-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2006-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2005-08-30</adjustedStartDate>
<adjustedEndDate>2006-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
</cashflows>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Cash Settled, cashflows included"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response:
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2004-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2003-08-29</adjustedStartDate>
<adjustedEndDate>2005-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2005-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2004-08-30</adjustedStartDate>
<adjustedEndDate>2005-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2006-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2005-08-30</adjustedStartDate>
<adjustedEndDate>2006-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<fixedRate>0.05</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
</cashflows>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Cash Settled, cashflows included" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response:
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Cash Settled, cashflows included"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response:
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Cash Settled, cashflows included" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response:
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>2002-02-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2001-08-30</adjustedStartDate>
<adjustedEndDate>2002-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2001-08-28</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2002-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2002-02-28</adjustedStartDate>
<adjustedEndDate>2002-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2002-02-26</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Cash Settled, cashflows included"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response:
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>2002-02-28</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2001-08-30</adjustedStartDate>
<adjustedEndDate>2002-02-28</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2001-08-28</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2002-08-30</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2002-02-28</adjustedStartDate>
<adjustedEndDate>2002-08-30</adjustedEndDate>
<notionalAmount>100000000</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2002-02-26</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate> |