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: "fx-derivatives" | null | description: "FX Swap with Multiple Identifiers" | ### Response:
<exchangedCurrency1>
<payerPartyReference href="Counterparty"/>
<receiverPartyReference href="ExecutingParty"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ExecutingParty"/>
<receiverPartyReference href="Counterparty"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>14800000</amount>
</paymentAmount>
</exchangedCurrency2>
<dealtCurrency>ExchangedCurrency1</dealtCurrency>
<tenorPeriod>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</tenorPeriod>
<valueDate>2012-01-25</valueDate>
<exchangeRate>
<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>
<rate>1.48</rate>
<spotRate>1.00</spotRate>
<forwardPoints>0.48</forwardPoints>
<pointValue>0.001</pointValue>
</exchangeRate>
</nearLeg>
<farLeg>
<tradeIdentifierReference href="farLeg"/>
<tradeIdentifierReference href="farLeg2"/>
<exchangedCurrency1>
<payerPartyReference href="ExecutingParty"/>
<receiverPartyReference href="Counterparty"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="Counterparty"/>
<receiverPartyReference href="ExecutingParty"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>15000000</amount>
</paymentAmount> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Swap with Multiple Identifiers"
### Response:
<exchangedCurrency1>
<payerPartyReference href="Counterparty"/>
<receiverPartyReference href="ExecutingParty"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ExecutingParty"/>
<receiverPartyReference href="Counterparty"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>14800000</amount>
</paymentAmount>
</exchangedCurrency2>
<dealtCurrency>ExchangedCurrency1</dealtCurrency>
<tenorPeriod>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</tenorPeriod>
<valueDate>2012-01-25</valueDate>
<exchangeRate>
<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>
<rate>1.48</rate>
<spotRate>1.00</spotRate>
<forwardPoints>0.48</forwardPoints>
<pointValue>0.001</pointValue>
</exchangeRate>
</nearLeg>
<farLeg>
<tradeIdentifierReference href="farLeg"/>
<tradeIdentifierReference href="farLeg2"/>
<exchangedCurrency1>
<payerPartyReference href="ExecutingParty"/>
<receiverPartyReference href="Counterparty"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<amount>10000000</amount>
</paymentAmount>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="Counterparty"/>
<receiverPartyReference href="ExecutingParty"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>15000000</amount>
</paymentAmount> |
category: "fx-derivatives" | null | description: "FX Variance Swap" | ### 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="partyA"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">12345</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2011-03-01</tradeDate>
</tradeHeader><fxVarianceSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxVarianceSwap</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>
<vegaNotional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>100000.00</amount>
</vegaNotional>
<notional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>33112582.78</amount>
</notional>
<fixedLeg>
<payerPartyReference href="partyA"/>
<fixedRate>0.1510</fixedRate></fixedLeg><floatingLeg>
<payerPartyReference href="partyB"/>
</floatingLeg>
<fixingInformationSource>
<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: "fx-derivatives"
description: "FX Variance Swap"
### 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="partyA"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">12345</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2011-03-01</tradeDate>
</tradeHeader><fxVarianceSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxVarianceSwap</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>
<vegaNotional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>100000.00</amount>
</vegaNotional>
<notional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>33112582.78</amount>
</notional>
<fixedLeg>
<payerPartyReference href="partyA"/>
<fixedRate>0.1510</fixedRate></fixedLeg><floatingLeg>
<payerPartyReference href="partyB"/>
</floatingLeg>
<fixingInformationSource>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider"> |
category: "fx-derivatives" | null | description: "FX Variance Swap" | ### Response: WM Company</rateSource>
<rateSourcePage>Sponsor Mid Page</rateSourcePage>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>16:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</fixingTime>
</fixingInformationSource>
<fixingSchedule>
<startDate>2011-03-01</startDate>
<endDate>2011-03-31</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</fixingSchedule>
<valuationDateOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</valuationDateOffset>
<settlementDate>
<adjustedDate>2011-04-04</adjustedDate>
</settlementDate>
<annualizationFactor>252</annualizationFactor>
<meanAdjustment>true</meanAdjustment>
<numberOfReturns>22</numberOfReturns>
<additionalPayment>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000.00</amount>
</paymentAmount>
<paymentDate>
<adjustedDate>2011-03-03</adjustedDate>
</paymentDate>
</additionalPayment>
<cashSettlement>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
</cashSettlement>
</fxVarianceSwap>
<calculationAgent>
<calculationAgentPartyReference href="partyB"/>
</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 Variance Swap"
### Response: WM Company</rateSource>
<rateSourcePage>Sponsor Mid Page</rateSourcePage>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>16:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</fixingTime>
</fixingInformationSource>
<fixingSchedule>
<startDate>2011-03-01</startDate>
<endDate>2011-03-31</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</fixingSchedule>
<valuationDateOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</valuationDateOffset>
<settlementDate>
<adjustedDate>2011-04-04</adjustedDate>
</settlementDate>
<annualizationFactor>252</annualizationFactor>
<meanAdjustment>true</meanAdjustment>
<numberOfReturns>22</numberOfReturns>
<additionalPayment>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000.00</amount>
</paymentAmount>
<paymentDate>
<adjustedDate>2011-03-03</adjustedDate>
</paymentDate>
</additionalPayment>
<cashSettlement>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
</cashSettlement>
</fxVarianceSwap>
<calculationAgent>
<calculationAgentPartyReference href="partyB"/>
</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 Volatility Swap" | ### 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="partyA"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">12345</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2011-03-01</tradeDate>
</tradeHeader>
<fxVolatilitySwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxVolatilitySwap</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>
<vegaNotional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>100000.00</amount>
</vegaNotional>
<fixedLeg>
<payerPartyReference href="partyA"/><fixedRate>0.1510</fixedRate>
</fixedLeg>
<floatingLeg>
<payerPartyReference href="partyB"/>
</floatingLeg>
<fixingInformationSource>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">WM Company</rateSource>
<rateSourcePage>Sponsor Mid Page</rateSourcePage>
</primaryRateSource>
<fixingTime> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Volatility Swap"
### 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="partyA"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">12345</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2011-03-01</tradeDate>
</tradeHeader>
<fxVolatilitySwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxVolatilitySwap</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>
<vegaNotional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>100000.00</amount>
</vegaNotional>
<fixedLeg>
<payerPartyReference href="partyA"/><fixedRate>0.1510</fixedRate>
</fixedLeg>
<floatingLeg>
<payerPartyReference href="partyB"/>
</floatingLeg>
<fixingInformationSource>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">WM Company</rateSource>
<rateSourcePage>Sponsor Mid Page</rateSourcePage>
</primaryRateSource>
<fixingTime> |
category: "fx-derivatives" | null | description: "FX Volatility Swap" | ### Response:
<hourMinuteTime>16:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</fixingTime>
</fixingInformationSource>
<fixingSchedule>
<startDate>2011-03-01</startDate>
<endDate>2011-03-31</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</fixingSchedule>
<valuationDateOffset>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</valuationDateOffset>
<settlementDate>
<adjustedDate>2011-04-04</adjustedDate>
</settlementDate>
<annualizationFactor>252</annualizationFactor>
<meanAdjustment>true</meanAdjustment>
<numberOfReturns>22</numberOfReturns>
<additionalPayment><payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000.00</amount>
</paymentAmount>
<paymentDate>
<adjustedDate>2011-03-03</adjustedDate>
</paymentDate>
</additionalPayment>
<cashSettlement>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
</cashSettlement>
</fxVolatilitySwap>
<calculationAgent>
<calculationAgentPartyReference href="partyB"/>
</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">549300RE0FSXJE8G1L65</partyId>
</party>
<account id="accountA">
<accountId>123-acc123</accountId>
<servicingParty href="partyA"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Volatility Swap"
### Response:
<hourMinuteTime>16:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</fixingTime>
</fixingInformationSource>
<fixingSchedule>
<startDate>2011-03-01</startDate>
<endDate>2011-03-31</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</fixingSchedule>
<valuationDateOffset>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</valuationDateOffset>
<settlementDate>
<adjustedDate>2011-04-04</adjustedDate>
</settlementDate>
<annualizationFactor>252</annualizationFactor>
<meanAdjustment>true</meanAdjustment>
<numberOfReturns>22</numberOfReturns>
<additionalPayment><payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000.00</amount>
</paymentAmount>
<paymentDate>
<adjustedDate>2011-03-03</adjustedDate>
</paymentDate>
</additionalPayment>
<cashSettlement>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
</cashSettlement>
</fxVolatilitySwap>
<calculationAgent>
<calculationAgentPartyReference href="partyB"/>
</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">549300RE0FSXJE8G1L65</partyId>
</party>
<account id="accountA">
<accountId>123-acc123</accountId>
<servicingParty href="partyA"/> |
category: "fx-derivatives" | null | description: "FX Forward Volatility Agreement" | ### 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>2014-09-16T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">12345</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2014-09-16</tradeDate>
</tradeHeader><fxForwardVolatilityAgreement><productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxForwardVolatilityAgreement</productType><buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/><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><fixingDate>2014-12-16</fixingDate>
<fixingTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</fixingTime><forwardVolatilityStrikePrice>1.3</forwardVolatilityStrikePrice><straddle>
<straddleType>AtTheMoneyForward</straddleType><tenorPeriod>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</tenorPeriod><europeanExercise>
<expiryDate>2015-03-16</expiryDate>
<expiryTime> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Forward Volatility Agreement"
### 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>2014-09-16T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">12345</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2014-09-16</tradeDate>
</tradeHeader><fxForwardVolatilityAgreement><productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxForwardVolatilityAgreement</productType><buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/><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><fixingDate>2014-12-16</fixingDate>
<fixingTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</fixingTime><forwardVolatilityStrikePrice>1.3</forwardVolatilityStrikePrice><straddle>
<straddleType>AtTheMoneyForward</straddleType><tenorPeriod>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</tenorPeriod><europeanExercise>
<expiryDate>2015-03-16</expiryDate>
<expiryTime> |
category: "fx-derivatives" | null | description: "FX Target Pivot" | ### 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>2013-07-04</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<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>10000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<strikeReference href="s1"/>
</lowerBound>
</accumulationRegion>
<accumulationRegion>
<upperBound>
<condition>AtOrBelow</condition>
<strikeReference href="s2"/>
</upperBound>
</accumulationRegion>
<knockoutLevel>
<amount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>150000</amount>
</amount>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Pivot"
### 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>2013-07-04</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<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>10000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<strikeReference href="s1"/>
</lowerBound>
</accumulationRegion>
<accumulationRegion>
<upperBound>
<condition>AtOrBelow</condition>
<strikeReference href="s2"/>
</upperBound>
</accumulationRegion>
<knockoutLevel>
<amount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>150000</amount>
</amount>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle> |
category: "fx-derivatives" | null | description: "FX Target Pivot" | ### Response: VariedStrike</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2013-08-05</adjustedDate>
<adjustedDate>2013-09-05</adjustedDate>
<adjustedDate>2013-10-07</adjustedDate>
<adjustedDate>2013-11-05</adjustedDate>
<adjustedDate>2013-12-05</adjustedDate>
<adjustedDate>2014-01-06</adjustedDate>
<adjustedDate>2014-02-05</adjustedDate>
<adjustedDate>2014-03-05</adjustedDate>
<adjustedDate>2014-04-07</adjustedDate>
<adjustedDate>2014-05-05</adjustedDate>
<adjustedDate>2014-06-05</adjustedDate>
<adjustedDate>2014-07-03</adjustedDate>
<finalExpiryDate>2014-07-03</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2013-08-07</adjustedDate>
<adjustedDate>2013-09-09</adjustedDate>
<adjustedDate>2013-10-09</adjustedDate>
<adjustedDate>2013-11-07</adjustedDate>
<adjustedDate>2013-12-09</adjustedDate>
<adjustedDate>2014-01-08</adjustedDate>
<adjustedDate>2014-02-07</adjustedDate>
<adjustedDate>2014-03-07</adjustedDate>
<adjustedDate>2014-04-09</adjustedDate>
<adjustedDate>2014-05-07</adjustedDate>
<adjustedDate>2014-06-09</adjustedDate>
<adjustedDate>2014-07-07</adjustedDate>
<finalSettlementDate>2014-07-07</finalSettlementDate>
</settlementSchedule>
<fixingInformationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Pivot"
### Response: VariedStrike</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2013-08-05</adjustedDate>
<adjustedDate>2013-09-05</adjustedDate>
<adjustedDate>2013-10-07</adjustedDate>
<adjustedDate>2013-11-05</adjustedDate>
<adjustedDate>2013-12-05</adjustedDate>
<adjustedDate>2014-01-06</adjustedDate>
<adjustedDate>2014-02-05</adjustedDate>
<adjustedDate>2014-03-05</adjustedDate>
<adjustedDate>2014-04-07</adjustedDate>
<adjustedDate>2014-05-05</adjustedDate>
<adjustedDate>2014-06-05</adjustedDate>
<adjustedDate>2014-07-03</adjustedDate>
<finalExpiryDate>2014-07-03</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2013-08-07</adjustedDate>
<adjustedDate>2013-09-09</adjustedDate>
<adjustedDate>2013-10-09</adjustedDate>
<adjustedDate>2013-11-07</adjustedDate>
<adjustedDate>2013-12-09</adjustedDate>
<adjustedDate>2014-01-08</adjustedDate>
<adjustedDate>2014-02-07</adjustedDate>
<adjustedDate>2014-03-07</adjustedDate>
<adjustedDate>2014-04-09</adjustedDate>
<adjustedDate>2014-05-07</adjustedDate>
<adjustedDate>2014-06-09</adjustedDate>
<adjustedDate>2014-07-07</adjustedDate>
<finalSettlementDate>2014-07-07</finalSettlementDate>
</settlementSchedule>
<fixingInformationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider"> |
category: "fx-derivatives" | null | description: "FX Target Pivot" | ### Response: Reuters</rateSource>
<rateSourcePage>ECB37</rateSourcePage>
<fixingTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</fixingTime>
</fixingInformationSource>
<pivot id="p1">
<initialValue>1.3150</initialValue>
</pivot>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>1.2100</initialValue>
</strike>
<upperBound>
<condition>AtOrBelow</condition>
<pivotReference href="p1"/>
</upperBound>
<leverage>
<condition>Below</condition>
<strikeReference href="s1"/>
<ratio>
<initialValue>2</initialValue>
</ratio>
</leverage>
</linearPayoffRegion>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike id="s2">
<initialValue>1.3600</initialValue>
</strike>
<lowerBound>
<condition>Above</condition>
<pivotReference href="p1"/>
</lowerBound>
<leverage>
<condition>Above</condition>
<strikeReference href="s2"/>
<ratio>
<initialValue>2</initialValue>
</ratio>
</leverage>
</linearPayoffRegion> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Pivot"
### Response: Reuters</rateSource>
<rateSourcePage>ECB37</rateSourcePage>
<fixingTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</fixingTime>
</fixingInformationSource>
<pivot id="p1">
<initialValue>1.3150</initialValue>
</pivot>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>1.2100</initialValue>
</strike>
<upperBound>
<condition>AtOrBelow</condition>
<pivotReference href="p1"/>
</upperBound>
<leverage>
<condition>Below</condition>
<strikeReference href="s1"/>
<ratio>
<initialValue>2</initialValue>
</ratio>
</leverage>
</linearPayoffRegion>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike id="s2">
<initialValue>1.3600</initialValue>
</strike>
<lowerBound>
<condition>Above</condition>
<pivotReference href="p1"/>
</lowerBound>
<leverage>
<condition>Above</condition>
<strikeReference href="s2"/>
<ratio>
<initialValue>2</initialValue>
</ratio>
</leverage>
</linearPayoffRegion> |
category: "fx-derivatives" | null | description: "FX Target Pivot 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>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>2013-07-04</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<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>10000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<strikeReference href="s1"/>
</lowerBound>
</accumulationRegion>
<accumulationRegion>
<upperBound>
<condition>AtOrBelow</condition>
<strikeReference href="s2"/>
</upperBound>
</accumulationRegion>
<knockoutLevel>
<amount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>150000</amount>
</amount>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Pivot 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>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>2013-07-04</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<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>10000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<strikeReference href="s1"/>
</lowerBound>
</accumulationRegion>
<accumulationRegion>
<upperBound>
<condition>AtOrBelow</condition>
<strikeReference href="s2"/>
</upperBound>
</accumulationRegion>
<knockoutLevel>
<amount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>150000</amount>
</amount>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle> |
category: "fx-derivatives" | null | description: "FX Target Pivot with Settlement Period Schedule" | ### Response: VariedStrike</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2013-08-05</adjustedDate>
<adjustedDate>2013-09-05</adjustedDate>
<adjustedDate>2013-10-07</adjustedDate>
<adjustedDate>2013-11-05</adjustedDate>
<adjustedDate>2013-12-05</adjustedDate>
<adjustedDate>2014-01-06</adjustedDate>
<adjustedDate>2014-02-05</adjustedDate>
<adjustedDate>2014-03-05</adjustedDate>
<adjustedDate>2014-04-07</adjustedDate>
<adjustedDate>2014-05-05</adjustedDate>
<adjustedDate>2014-06-05</adjustedDate>
<adjustedDate>2014-07-03</adjustedDate>
<finalExpiryDate>2014-07-03</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2013-08-07</adjustedDate>
<adjustedDate>2013-09-09</adjustedDate>
<adjustedDate>2013-10-09</adjustedDate>
<adjustedDate>2013-11-07</adjustedDate>
<adjustedDate>2013-12-09</adjustedDate>
<adjustedDate>2014-01-08</adjustedDate>
<adjustedDate>2014-02-07</adjustedDate>
<adjustedDate>2014-03-07</adjustedDate>
<adjustedDate>2014-04-09</adjustedDate>
<adjustedDate>2014-05-07</adjustedDate>
<adjustedDate>2014-06-09</adjustedDate>
<adjustedDate>2014-07-07</adjustedDate>
<finalSettlementDate>2014-07-07</finalSettlementDate>
</settlementSchedule>
<fixingInformationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Pivot with Settlement Period Schedule"
### Response: VariedStrike</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2013-08-05</adjustedDate>
<adjustedDate>2013-09-05</adjustedDate>
<adjustedDate>2013-10-07</adjustedDate>
<adjustedDate>2013-11-05</adjustedDate>
<adjustedDate>2013-12-05</adjustedDate>
<adjustedDate>2014-01-06</adjustedDate>
<adjustedDate>2014-02-05</adjustedDate>
<adjustedDate>2014-03-05</adjustedDate>
<adjustedDate>2014-04-07</adjustedDate>
<adjustedDate>2014-05-05</adjustedDate>
<adjustedDate>2014-06-05</adjustedDate>
<adjustedDate>2014-07-03</adjustedDate>
<finalExpiryDate>2014-07-03</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2013-08-07</adjustedDate>
<adjustedDate>2013-09-09</adjustedDate>
<adjustedDate>2013-10-09</adjustedDate>
<adjustedDate>2013-11-07</adjustedDate>
<adjustedDate>2013-12-09</adjustedDate>
<adjustedDate>2014-01-08</adjustedDate>
<adjustedDate>2014-02-07</adjustedDate>
<adjustedDate>2014-03-07</adjustedDate>
<adjustedDate>2014-04-09</adjustedDate>
<adjustedDate>2014-05-07</adjustedDate>
<adjustedDate>2014-06-09</adjustedDate>
<adjustedDate>2014-07-07</adjustedDate>
<finalSettlementDate>2014-07-07</finalSettlementDate>
</settlementSchedule>
<fixingInformationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider"> |
category: "fx-derivatives" | null | description: "FX Target Pivot with Settlement Period Schedule" | ### Response: Reuters</rateSource>
<rateSourcePage>ECB37</rateSourcePage>
<fixingTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</fixingTime>
</fixingInformationSource>
<pivot id="p1">
<initialValue>1.3150</initialValue>
</pivot>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>1.2100</initialValue>
</strike>
<upperBound>
<condition>AtOrBelow</condition>
<pivotReference href="p1"/>
</upperBound>
<leverage>
<condition>Below</condition>
<strikeReference href="s1"/>
<ratio>
<initialValue>2</initialValue>
</ratio>
</leverage>
</linearPayoffRegion>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike id="s2">
<initialValue>1.3600</initialValue>
</strike>
<lowerBound>
<condition>Above</condition>
<pivotReference href="p1"/>
</lowerBound>
<leverage>
<condition>Above</condition>
<strikeReference href="s2"/>
<ratio>
<initialValue>2</initialValue>
</ratio>
</leverage>
</linearPayoffRegion> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Pivot with Settlement Period Schedule"
### Response: Reuters</rateSource>
<rateSourcePage>ECB37</rateSourcePage>
<fixingTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</fixingTime>
</fixingInformationSource>
<pivot id="p1">
<initialValue>1.3150</initialValue>
</pivot>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>1.2100</initialValue>
</strike>
<upperBound>
<condition>AtOrBelow</condition>
<pivotReference href="p1"/>
</upperBound>
<leverage>
<condition>Below</condition>
<strikeReference href="s1"/>
<ratio>
<initialValue>2</initialValue>
</ratio>
</leverage>
</linearPayoffRegion>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike id="s2">
<initialValue>1.3600</initialValue>
</strike>
<lowerBound>
<condition>Above</condition>
<pivotReference href="p1"/>
</lowerBound>
<leverage>
<condition>Above</condition>
<strikeReference href="s2"/>
<ratio>
<initialValue>2</initialValue>
</ratio>
</leverage>
</linearPayoffRegion> |
category: "fx-derivatives" | null | description: "FX Target Pivot with Settlement Period Schedule" | ### Response:
<additionalPayment>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>101000.00</amount>
</paymentAmount>
<paymentDate>
<adjustableDate>
<unadjustedDate>2013-07-08</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
</additionalPayment>
<settlementPeriodSchedule>
<settlementPeriod>
<expiryDate>2013-08-05</expiryDate>
<settlementDate>2013-08-07</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2013-09-05</expiryDate>
<settlementDate>2013-09-09</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2013-10-07</expiryDate>
<settlementDate>2013-10-09</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Pivot with Settlement Period Schedule"
### Response:
<additionalPayment>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>101000.00</amount>
</paymentAmount>
<paymentDate>
<adjustableDate>
<unadjustedDate>2013-07-08</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
</additionalPayment>
<settlementPeriodSchedule>
<settlementPeriod>
<expiryDate>2013-08-05</expiryDate>
<settlementDate>2013-08-07</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2013-09-05</expiryDate>
<settlementDate>2013-09-09</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2013-10-07</expiryDate>
<settlementDate>2013-10-09</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod> |
category: "fx-derivatives" | null | description: "FX Target Pivot with Settlement Period Schedule" | ### Response:
<settlementPeriod>
<expiryDate>2013-11-05</expiryDate>
<settlementDate>2013-11-07</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2013-12-05</expiryDate>
<settlementDate>2013-12-09</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-01-06</expiryDate>
<settlementDate>2014-01-08</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-02-05</expiryDate>
<settlementDate>2014-02-07</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-03-05</expiryDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Pivot with Settlement Period Schedule"
### Response:
<settlementPeriod>
<expiryDate>2013-11-05</expiryDate>
<settlementDate>2013-11-07</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2013-12-05</expiryDate>
<settlementDate>2013-12-09</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-01-06</expiryDate>
<settlementDate>2014-01-08</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-02-05</expiryDate>
<settlementDate>2014-02-07</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-03-05</expiryDate> |
category: "fx-derivatives" | null | description: "FX Target Pivot with Settlement Period Schedule" | ### Response:
<settlementDate>2014-03-07</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-04-07</expiryDate>
<settlementDate>2014-04-09</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-05-05</expiryDate>
<settlementDate>2014-05-07</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-06-05</expiryDate>
<settlementDate>2014-06-09</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-07-03</expiryDate>
<settlementDate>2014-07-07</settlementDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Pivot with Settlement Period Schedule"
### Response:
<settlementDate>2014-03-07</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-04-07</expiryDate>
<settlementDate>2014-04-09</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-05-05</expiryDate>
<settlementDate>2014-05-07</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-06-05</expiryDate>
<settlementDate>2014-06-09</settlementDate>
<notionalAmount>10000000.00</notionalAmount>
<pivot>1.3150</pivot>
<payoff>
<strike>1.2100</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
<payoff>
<strike>1.3600</strike>
<leverage>
<notionalAmount>20000000.00</notionalAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-07-03</expiryDate>
<settlementDate>2014-07-07</settlementDate> |
category: "fx-derivatives" | null | description: "FX Target Leverage" | ### 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>2010-11-07</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>500000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1"/>
</lowerBound>
</accumulationRegion>
<knockoutLevel>
<amount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</currency>
<amount>40000.00</amount>
</amount>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<dateAdjustments>
<businessDayConvention> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Leverage"
### 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>2010-11-07</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>500000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1"/>
</lowerBound>
</accumulationRegion>
<knockoutLevel>
<amount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</currency>
<amount>40000.00</amount>
</amount>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<dateAdjustments>
<businessDayConvention> |
category: "fx-derivatives" | null | description: "FX Target Leverage" | ### Response: MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-11-20</adjustedDate>
<adjustedDate>2014-12-04</adjustedDate>
<adjustedDate>2014-12-18</adjustedDate>
<adjustedDate>2015-01-02</adjustedDate>
<adjustedDate>2015-01-15</adjustedDate>
<adjustedDate>2015-01-29</adjustedDate>
<adjustedDate>2015-02-12</adjustedDate>
<adjustedDate>2015-02-26</adjustedDate>
<adjustedDate>2015-03-12</adjustedDate>
<adjustedDate>2015-03-26</adjustedDate>
<adjustedDate>2015-04-09</adjustedDate>
<adjustedDate>2015-04-23</adjustedDate>
<adjustedDate>2015-05-07</adjustedDate>
<adjustedDate>2015-05-21</adjustedDate>
<adjustedDate>2015-06-04</adjustedDate>
<finalExpiryDate>2015-06-04</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CATO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-11-21</adjustedDate>
<adjustedDate>2014-12-05</adjustedDate>
<adjustedDate>2014-12-19</adjustedDate>
<adjustedDate>2015-01-05</adjustedDate>
<adjustedDate>2015-01-16</adjustedDate>
<adjustedDate>2015-01-30</adjustedDate>
<adjustedDate>2015-02-13</adjustedDate>
<adjustedDate>2015-02-27</adjustedDate>
<adjustedDate>2015-03-13</adjustedDate>
<adjustedDate>2015-03-27</adjustedDate>
<adjustedDate>2015-04-10</adjustedDate>
<adjustedDate>2015-04-24</adjustedDate>
<adjustedDate>2015-05-08</adjustedDate>
<adjustedDate>2015-05-22</adjustedDate>
<adjustedDate>2015-06-05</adjustedDate>
<finalSettlementDate>2015-06-05</finalSettlementDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Leverage"
### Response: MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-11-20</adjustedDate>
<adjustedDate>2014-12-04</adjustedDate>
<adjustedDate>2014-12-18</adjustedDate>
<adjustedDate>2015-01-02</adjustedDate>
<adjustedDate>2015-01-15</adjustedDate>
<adjustedDate>2015-01-29</adjustedDate>
<adjustedDate>2015-02-12</adjustedDate>
<adjustedDate>2015-02-26</adjustedDate>
<adjustedDate>2015-03-12</adjustedDate>
<adjustedDate>2015-03-26</adjustedDate>
<adjustedDate>2015-04-09</adjustedDate>
<adjustedDate>2015-04-23</adjustedDate>
<adjustedDate>2015-05-07</adjustedDate>
<adjustedDate>2015-05-21</adjustedDate>
<adjustedDate>2015-06-04</adjustedDate>
<finalExpiryDate>2015-06-04</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CATO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-11-21</adjustedDate>
<adjustedDate>2014-12-05</adjustedDate>
<adjustedDate>2014-12-19</adjustedDate>
<adjustedDate>2015-01-05</adjustedDate>
<adjustedDate>2015-01-16</adjustedDate>
<adjustedDate>2015-01-30</adjustedDate>
<adjustedDate>2015-02-13</adjustedDate>
<adjustedDate>2015-02-27</adjustedDate>
<adjustedDate>2015-03-13</adjustedDate>
<adjustedDate>2015-03-27</adjustedDate>
<adjustedDate>2015-04-10</adjustedDate>
<adjustedDate>2015-04-24</adjustedDate>
<adjustedDate>2015-05-08</adjustedDate>
<adjustedDate>2015-05-22</adjustedDate>
<adjustedDate>2015-06-05</adjustedDate>
<finalSettlementDate>2015-06-05</finalSettlementDate> |
category: "fx-derivatives" | null | description: "FX Target Leverage" | ### Response:
</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>1.0100</initialValue>
<step>
<stepDate>2014-12-04</stepDate>
<stepValue>1.0200</stepValue>
</step>
<step>
<stepDate>2015-01-02</stepDate>
<stepValue>1.0400</stepValue>
</step>
<step>
<stepDate>2015-03-12</stepDate>
<stepValue>1.0900</stepValue>
</step>
<step>
<stepDate>2015-05-07</stepDate>
<stepValue>1.1400</stepValue>
</step>
</strike>
<counterCurrencyAmount>
<initialValue>505000.00</initialValue>
<step>
<stepDate>2014-12-04</stepDate>
<stepValue>510000.00</stepValue>
</step>
<step>
<stepDate>2015-01-02</stepDate>
<stepValue>520000.00</stepValue>
</step><currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</currency>
</counterCurrencyAmount>
<leverage>
<condition>Below</condition>
<strikeReference href="s1"/>
<ratio>
<initialValue>2.5</initialValue>
<step>
<stepDate>2015-01-02</stepDate>
<stepValue>1.5</stepValue>
</step>
<step>
<stepDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Leverage"
### Response:
</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>1.0100</initialValue>
<step>
<stepDate>2014-12-04</stepDate>
<stepValue>1.0200</stepValue>
</step>
<step>
<stepDate>2015-01-02</stepDate>
<stepValue>1.0400</stepValue>
</step>
<step>
<stepDate>2015-03-12</stepDate>
<stepValue>1.0900</stepValue>
</step>
<step>
<stepDate>2015-05-07</stepDate>
<stepValue>1.1400</stepValue>
</step>
</strike>
<counterCurrencyAmount>
<initialValue>505000.00</initialValue>
<step>
<stepDate>2014-12-04</stepDate>
<stepValue>510000.00</stepValue>
</step>
<step>
<stepDate>2015-01-02</stepDate>
<stepValue>520000.00</stepValue>
</step><currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</currency>
</counterCurrencyAmount>
<leverage>
<condition>Below</condition>
<strikeReference href="s1"/>
<ratio>
<initialValue>2.5</initialValue>
<step>
<stepDate>2015-01-02</stepDate>
<stepValue>1.5</stepValue>
</step>
<step>
<stepDate> |
category: "fx-derivatives" | null | description: "FX Target Knockout" | ### 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>2010-11-07</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">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<notionalAmount>
<initialValue>1000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalAmount>
<target>
<accumulationRegion>
<upperBound>
<condition>Below</condition>
<strikeReference href="s1"/>
</upperBound>
</accumulationRegion>
<knockoutLevel>
<amount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>200000.00</amount>
</amount>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Knockout"
### 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>2010-11-07</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">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<notionalAmount>
<initialValue>1000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalAmount>
<target>
<accumulationRegion>
<upperBound>
<condition>Below</condition>
<strikeReference href="s1"/>
</upperBound>
</accumulationRegion>
<knockoutLevel>
<amount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>200000.00</amount>
</amount>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle> |
category: "fx-derivatives" | null | description: "FX Target Knockout" | ### Response:
</knockoutLevel>
</target>
<expirySchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-12-23</adjustedDate>
<adjustedDate>2015-01-27</adjustedDate>
<adjustedDate>2015-02-25</adjustedDate>
<adjustedDate>2015-03-26</adjustedDate>
<finalExpiryDate>2015-03-26</finalExpiryDate>
<expiryTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</expiryTime>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-12-24</adjustedDate>
<adjustedDate>2015-01-28</adjustedDate>
<adjustedDate>2015-02-26</adjustedDate>
<adjustedDate>2015-03-27</adjustedDate>
<finalSettlementDate>2015-03-27</finalSettlementDate>
</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">DEFR</businessCenter>
</fixingTime>
</fixingInformationSource>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<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 Target Knockout"
### Response:
</knockoutLevel>
</target>
<expirySchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-12-23</adjustedDate>
<adjustedDate>2015-01-27</adjustedDate>
<adjustedDate>2015-02-25</adjustedDate>
<adjustedDate>2015-03-26</adjustedDate>
<finalExpiryDate>2015-03-26</finalExpiryDate>
<expiryTime>
<hourMinuteTime>14:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</expiryTime>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-12-24</adjustedDate>
<adjustedDate>2015-01-28</adjustedDate>
<adjustedDate>2015-02-26</adjustedDate>
<adjustedDate>2015-03-27</adjustedDate>
<finalSettlementDate>2015-03-27</finalSettlementDate>
</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">DEFR</businessCenter>
</fixingTime>
</fixingInformationSource>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "fx-derivatives" | null | description: "FX Target Rebate" | ### 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>2014-02-27</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">CNY</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<notionalAmount>
<initialValue>1000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount>
<target id="t1">
<accumulationRegion>
<upperBound>
<condition>AtOrBelow</condition>
<level>
<initialValue>5.9800</initialValue>
</level>
</upperBound>
</accumulationRegion>
<knockoutLevel>
<amount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CNY</currency>
<amount>800000.00</amount>
</amount>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Rebate"
### 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>2014-02-27</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">CNY</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<notionalAmount>
<initialValue>1000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount>
<target id="t1">
<accumulationRegion>
<upperBound>
<condition>AtOrBelow</condition>
<level>
<initialValue>5.9800</initialValue>
</level>
</upperBound>
</accumulationRegion>
<knockoutLevel>
<amount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CNY</currency>
<amount>800000.00</amount>
</amount>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule> |
category: "fx-derivatives" | null | description: "FX Target Rebate" | ### Response:
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="BC"/>
</dateAdjustments>
<adjustedDate>2014-02-28</adjustedDate>
<adjustedDate>2014-03-31</adjustedDate>
<adjustedDate>2014-04-30</adjustedDate>
<adjustedDate>2014-05-30</adjustedDate>
<adjustedDate>2014-06-30</adjustedDate>
<adjustedDate>2014-07-31</adjustedDate>
<adjustedDate>2014-08-29</adjustedDate>
<adjustedDate>2014-09-30</adjustedDate>
<adjustedDate>2014-10-31</adjustedDate>
<adjustedDate>2014-11-28</adjustedDate>
<adjustedDate>2014-12-31</adjustedDate>
<adjustedDate>2015-01-30</adjustedDate>
<adjustedDate>2015-02-27</adjustedDate>
<adjustedDate>2015-03-31</adjustedDate>
<adjustedDate>2015-04-30</adjustedDate>
<adjustedDate>2015-05-29</adjustedDate>
<adjustedDate>2015-06-30</adjustedDate>
<adjustedDate>2015-07-31</adjustedDate>
<adjustedDate>2015-08-31</adjustedDate>
<adjustedDate>2015-09-30</adjustedDate>
<adjustedDate>2015-10-30</adjustedDate>
<adjustedDate>2015-11-30</adjustedDate>
<adjustedDate>2015-12-31</adjustedDate>
<adjustedDate>2016-01-29</adjustedDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="BC">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CNBE</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">HKHK</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-03-04</adjustedDate>
<adjustedDate>2014-04-02</adjustedDate>
<adjustedDate>2014-05-07</adjustedDate>
<adjustedDate>2014-06-04</adjustedDate>
<adjustedDate>2014-07-03</adjustedDate>
<adjustedDate>2014-08-04</adjustedDate>
<adjustedDate>2014-09-02</adjustedDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Rebate"
### Response:
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="BC"/>
</dateAdjustments>
<adjustedDate>2014-02-28</adjustedDate>
<adjustedDate>2014-03-31</adjustedDate>
<adjustedDate>2014-04-30</adjustedDate>
<adjustedDate>2014-05-30</adjustedDate>
<adjustedDate>2014-06-30</adjustedDate>
<adjustedDate>2014-07-31</adjustedDate>
<adjustedDate>2014-08-29</adjustedDate>
<adjustedDate>2014-09-30</adjustedDate>
<adjustedDate>2014-10-31</adjustedDate>
<adjustedDate>2014-11-28</adjustedDate>
<adjustedDate>2014-12-31</adjustedDate>
<adjustedDate>2015-01-30</adjustedDate>
<adjustedDate>2015-02-27</adjustedDate>
<adjustedDate>2015-03-31</adjustedDate>
<adjustedDate>2015-04-30</adjustedDate>
<adjustedDate>2015-05-29</adjustedDate>
<adjustedDate>2015-06-30</adjustedDate>
<adjustedDate>2015-07-31</adjustedDate>
<adjustedDate>2015-08-31</adjustedDate>
<adjustedDate>2015-09-30</adjustedDate>
<adjustedDate>2015-10-30</adjustedDate>
<adjustedDate>2015-11-30</adjustedDate>
<adjustedDate>2015-12-31</adjustedDate>
<adjustedDate>2016-01-29</adjustedDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="BC">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CNBE</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">HKHK</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-03-04</adjustedDate>
<adjustedDate>2014-04-02</adjustedDate>
<adjustedDate>2014-05-07</adjustedDate>
<adjustedDate>2014-06-04</adjustedDate>
<adjustedDate>2014-07-03</adjustedDate>
<adjustedDate>2014-08-04</adjustedDate>
<adjustedDate>2014-09-02</adjustedDate> |
category: "fx-derivatives" | null | description: "FX Target Rebate" | ### Response:
<adjustedDate>2014-10-09</adjustedDate>
<adjustedDate>2014-11-04</adjustedDate>
<adjustedDate>2014-12-02</adjustedDate>
<adjustedDate>2015-01-05</adjustedDate>
<adjustedDate>2015-02-03</adjustedDate>
<adjustedDate>2015-03-03</adjustedDate>
<adjustedDate>2015-04-02</adjustedDate>
<adjustedDate>2015-05-05</adjustedDate>
<adjustedDate>2015-06-02</adjustedDate>
<adjustedDate>2015-07-03</adjustedDate>
<adjustedDate>2015-08-04</adjustedDate>
<adjustedDate>2015-09-02</adjustedDate>
<adjustedDate>2015-10-09</adjustedDate>
<adjustedDate>2015-11-03</adjustedDate>
<adjustedDate>2015-12-02</adjustedDate>
<adjustedDate>2016-01-05</adjustedDate>
<adjustedDate>2016-02-02</adjustedDate>
<finalSettlementDate>2016-02-02</finalSettlementDate>
</settlementSchedule>
<fixingInformationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Bloomberg</rateSource>
<rateSourcePage>BFIX</rateSourcePage>
<fixingTime>
<hourMinuteTime>15:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</fixingTime>
</fixingInformationSource>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>6.1400</initialValue>
</strike>
<leverage>
<condition>Above</condition>
<level>
<initialValue>6.24</initialValue>
</level>
<ratio>
<initialValue>2</initialValue>
</ratio>
</leverage>
</linearPayoffRegion>
<constantPayoffRegion>
<lowerBound> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Rebate"
### Response:
<adjustedDate>2014-10-09</adjustedDate>
<adjustedDate>2014-11-04</adjustedDate>
<adjustedDate>2014-12-02</adjustedDate>
<adjustedDate>2015-01-05</adjustedDate>
<adjustedDate>2015-02-03</adjustedDate>
<adjustedDate>2015-03-03</adjustedDate>
<adjustedDate>2015-04-02</adjustedDate>
<adjustedDate>2015-05-05</adjustedDate>
<adjustedDate>2015-06-02</adjustedDate>
<adjustedDate>2015-07-03</adjustedDate>
<adjustedDate>2015-08-04</adjustedDate>
<adjustedDate>2015-09-02</adjustedDate>
<adjustedDate>2015-10-09</adjustedDate>
<adjustedDate>2015-11-03</adjustedDate>
<adjustedDate>2015-12-02</adjustedDate>
<adjustedDate>2016-01-05</adjustedDate>
<adjustedDate>2016-02-02</adjustedDate>
<finalSettlementDate>2016-02-02</finalSettlementDate>
</settlementSchedule>
<fixingInformationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Bloomberg</rateSource>
<rateSourcePage>BFIX</rateSourcePage>
<fixingTime>
<hourMinuteTime>15:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</fixingTime>
</fixingInformationSource>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>6.1400</initialValue>
</strike>
<leverage>
<condition>Above</condition>
<level>
<initialValue>6.24</initialValue>
</level>
<ratio>
<initialValue>2</initialValue>
</ratio>
</leverage>
</linearPayoffRegion>
<constantPayoffRegion>
<lowerBound> |
category: "fx-derivatives" | null | description: "FX Target Split" | ### 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>2014-12-21</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>2000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<level>
<initialValue>1.1000</initialValue>
</level>
</lowerBound>
</accumulationRegion>
<knockoutCount>
<conditionalFixings>4</conditionalFixings>
<settlementAtKnockout>true</settlementAtKnockout>
</knockoutCount>
</target>
<expirySchedule>
<adjustedDate>2014-12-23</adjustedDate>
<adjustedDate>2015-01-27</adjustedDate>
<adjustedDate>2015-02-25</adjustedDate>
<adjustedDate>2015-03-26</adjustedDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Split"
### 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>2014-12-21</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>2000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<level>
<initialValue>1.1000</initialValue>
</level>
</lowerBound>
</accumulationRegion>
<knockoutCount>
<conditionalFixings>4</conditionalFixings>
<settlementAtKnockout>true</settlementAtKnockout>
</knockoutCount>
</target>
<expirySchedule>
<adjustedDate>2014-12-23</adjustedDate>
<adjustedDate>2015-01-27</adjustedDate>
<adjustedDate>2015-02-25</adjustedDate>
<adjustedDate>2015-03-26</adjustedDate> |
category: "fx-derivatives" | null | description: "FX Target Split" | ### Response:
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CATO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-12-24</adjustedDate>
<adjustedDate>2015-01-28</adjustedDate>
<adjustedDate>2015-02-26</adjustedDate>
<adjustedDate>2015-03-27</adjustedDate>
</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>2090000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</currency>
</counterCurrencyAmount>
<leverage>
<condition>Below</condition>
<strikeReference href="s1"/>
<ratio>
<initialValue>2</initialValue>
</ratio>
</leverage>
</linearPayoffRegion>
</fxTargetKnockoutForward>
<calculationAgent>
<calculationAgentPartyReference href="ptyA"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Split"
### Response:
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CATO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-12-24</adjustedDate>
<adjustedDate>2015-01-28</adjustedDate>
<adjustedDate>2015-02-26</adjustedDate>
<adjustedDate>2015-03-27</adjustedDate>
</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>2090000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</currency>
</counterCurrencyAmount>
<leverage>
<condition>Below</condition>
<strikeReference href="s1"/>
<ratio>
<initialValue>2</initialValue>
</ratio>
</leverage>
</linearPayoffRegion>
</fxTargetKnockoutForward>
<calculationAgent>
<calculationAgentPartyReference href="ptyA"/> |
category: "fx-derivatives" | null | description: "FX Target Accelerated" | ### 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>2014-12-21</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>2000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<strikeReference href="s1"/>
</lowerBound>
<upperBound>
<condition>Below</condition>
<levelReference href="barrier"/>
</upperBound>
</accumulationRegion>
<accumulationRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<level id="barrier">
<initialValue>1.1000</initialValue>
</level>
</lowerBound>
<multiplier>2</multiplier>
</accumulationRegion>
<knockoutLevel>
<amount> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Accelerated"
### 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>2014-12-21</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>2000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<strikeReference href="s1"/>
</lowerBound>
<upperBound>
<condition>Below</condition>
<levelReference href="barrier"/>
</upperBound>
</accumulationRegion>
<accumulationRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<level id="barrier">
<initialValue>1.1000</initialValue>
</level>
</lowerBound>
<multiplier>2</multiplier>
</accumulationRegion>
<knockoutLevel>
<amount> |
category: "fx-derivatives" | null | description: "FX Target Accelerated" | ### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</currency>
<amount>100000.00</amount>
</amount>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<adjustedDate>2014-12-23</adjustedDate>
<adjustedDate>2015-01-27</adjustedDate>
<adjustedDate>2015-02-25</adjustedDate>
<adjustedDate>2015-03-26</adjustedDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CATO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-12-24</adjustedDate>
<adjustedDate>2015-01-28</adjustedDate>
<adjustedDate>2015-02-26</adjustedDate>
<adjustedDate>2015-03-27</adjustedDate>
</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> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Accelerated"
### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</currency>
<amount>100000.00</amount>
</amount>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<adjustedDate>2014-12-23</adjustedDate>
<adjustedDate>2015-01-27</adjustedDate>
<adjustedDate>2015-02-25</adjustedDate>
<adjustedDate>2015-03-26</adjustedDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CATO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-12-24</adjustedDate>
<adjustedDate>2015-01-28</adjustedDate>
<adjustedDate>2015-02-26</adjustedDate>
<adjustedDate>2015-03-27</adjustedDate>
</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> |
category: "fx-derivatives" | null | description: "FX Target Bonus Collar" | ### 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>2013-07-04</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<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>500000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1"/>
</lowerBound>
</accumulationRegion>
<knockoutLevel>
<intrinsicValue>0.10</intrinsicValue>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<startDate>2014-06-30</startDate>
<endDate>2014-07-03</endDate>
<observationFrequency>
<periodMultiplier>2</periodMultiplier>
<period>W</period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Bonus Collar"
### 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>2013-07-04</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<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>500000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1"/>
</lowerBound>
</accumulationRegion>
<knockoutLevel>
<intrinsicValue>0.10</intrinsicValue>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<startDate>2014-06-30</startDate>
<endDate>2014-07-03</endDate>
<observationFrequency>
<periodMultiplier>2</periodMultiplier>
<period>W</period> |
category: "fx-derivatives" | null | description: "FX Target Bonus Collar" | ### Response:
<periodConvention>MON</periodConvention>
</observationFrequency>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-06-30</adjustedDate>
<adjustedDate>2014-07-14</adjustedDate>
<adjustedDate>2014-07-28</adjustedDate>
<adjustedDate>2014-08-11</adjustedDate>
<adjustedDate>2014-08-25</adjustedDate>
<adjustedDate>2014-09-08</adjustedDate>
<adjustedDate>2014-09-22</adjustedDate>
<finalExpiryDate>2014-09-22</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-07-02</adjustedDate>
<adjustedDate>2014-07-16</adjustedDate>
<adjustedDate>2014-07-30</adjustedDate>
<adjustedDate>2014-08-13</adjustedDate>
<adjustedDate>2014-08-27</adjustedDate>
<adjustedDate>2014-09-10</adjustedDate>
<adjustedDate>2014-09-24</adjustedDate>
<finalSettlementDate>2014-09-24</finalSettlementDate>
</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">DEFR</businessCenter>
</fixingTime>
</fixingInformationSource>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Bonus Collar"
### Response:
<periodConvention>MON</periodConvention>
</observationFrequency>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-06-30</adjustedDate>
<adjustedDate>2014-07-14</adjustedDate>
<adjustedDate>2014-07-28</adjustedDate>
<adjustedDate>2014-08-11</adjustedDate>
<adjustedDate>2014-08-25</adjustedDate>
<adjustedDate>2014-09-08</adjustedDate>
<adjustedDate>2014-09-22</adjustedDate>
<finalExpiryDate>2014-09-22</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-07-02</adjustedDate>
<adjustedDate>2014-07-16</adjustedDate>
<adjustedDate>2014-07-30</adjustedDate>
<adjustedDate>2014-08-13</adjustedDate>
<adjustedDate>2014-08-27</adjustedDate>
<adjustedDate>2014-09-10</adjustedDate>
<adjustedDate>2014-09-24</adjustedDate>
<finalSettlementDate>2014-09-24</finalSettlementDate>
</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">DEFR</businessCenter>
</fixingTime>
</fixingInformationSource>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/> |
category: "fx-derivatives" | null | description: "FX Target Bonus Collar" | ### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>1.3235</initialValue>
</strike>
<counterCurrencyAmount>
<initialValue>661750.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</counterCurrencyAmount>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1"/>
</lowerBound>
</linearPayoffRegion>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike id="s2">
<initialValue>1.3035</initialValue>
</strike>
<upperBound>
<condition>Below</condition>
<strikeReference href="s2"/>
</upperBound>
<leverage>
<condition>Below</condition>
<strikeReference href="s2"/>
<notionalAmount>
<initialValue>1000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalAmount>
<counterCurrencyAmount>
<initialValue>1303500.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</counterCurrencyAmount>
</leverage>
</linearPayoffRegion>
<constantPayoffRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<strikeReference href="s2"/>
</lowerBound> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Bonus Collar"
### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>1.3235</initialValue>
</strike>
<counterCurrencyAmount>
<initialValue>661750.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</counterCurrencyAmount>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1"/>
</lowerBound>
</linearPayoffRegion>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike id="s2">
<initialValue>1.3035</initialValue>
</strike>
<upperBound>
<condition>Below</condition>
<strikeReference href="s2"/>
</upperBound>
<leverage>
<condition>Below</condition>
<strikeReference href="s2"/>
<notionalAmount>
<initialValue>1000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalAmount>
<counterCurrencyAmount>
<initialValue>1303500.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</counterCurrencyAmount>
</leverage>
</linearPayoffRegion>
<constantPayoffRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<strikeReference href="s2"/>
</lowerBound> |
category: "fx-derivatives" | null | description: "FX Target Bonus Collar 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>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>2013-07-04</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<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>500000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1"/>
</lowerBound>
</accumulationRegion>
<knockoutLevel>
<intrinsicValue>0.10</intrinsicValue>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<startDate>2014-06-30</startDate>
<endDate>2014-07-03</endDate>
<observationFrequency>
<periodMultiplier>2</periodMultiplier>
<period>W</period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Bonus Collar 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>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>2013-07-04</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<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>500000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalAmount>
<target>
<accumulationRegion>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1"/>
</lowerBound>
</accumulationRegion>
<knockoutLevel>
<intrinsicValue>0.10</intrinsicValue>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<startDate>2014-06-30</startDate>
<endDate>2014-07-03</endDate>
<observationFrequency>
<periodMultiplier>2</periodMultiplier>
<period>W</period> |
category: "fx-derivatives" | null | description: "FX Target Bonus Collar with Settlement Period Schedule" | ### Response:
<periodConvention>MON</periodConvention>
</observationFrequency>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-06-30</adjustedDate>
<adjustedDate>2014-07-14</adjustedDate>
<adjustedDate>2014-07-28</adjustedDate>
<adjustedDate>2014-08-11</adjustedDate>
<adjustedDate>2014-08-25</adjustedDate>
<adjustedDate>2014-09-08</adjustedDate>
<adjustedDate>2014-09-22</adjustedDate>
<finalExpiryDate>2014-09-22</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-07-02</adjustedDate>
<adjustedDate>2014-07-16</adjustedDate>
<adjustedDate>2014-07-30</adjustedDate>
<adjustedDate>2014-08-13</adjustedDate>
<adjustedDate>2014-08-27</adjustedDate>
<adjustedDate>2014-09-10</adjustedDate>
<adjustedDate>2014-09-24</adjustedDate>
<finalSettlementDate>2014-09-24</finalSettlementDate>
</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">DEFR</businessCenter>
</fixingTime>
</fixingInformationSource>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Bonus Collar with Settlement Period Schedule"
### Response:
<periodConvention>MON</periodConvention>
</observationFrequency>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-06-30</adjustedDate>
<adjustedDate>2014-07-14</adjustedDate>
<adjustedDate>2014-07-28</adjustedDate>
<adjustedDate>2014-08-11</adjustedDate>
<adjustedDate>2014-08-25</adjustedDate>
<adjustedDate>2014-09-08</adjustedDate>
<adjustedDate>2014-09-22</adjustedDate>
<finalExpiryDate>2014-09-22</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-07-02</adjustedDate>
<adjustedDate>2014-07-16</adjustedDate>
<adjustedDate>2014-07-30</adjustedDate>
<adjustedDate>2014-08-13</adjustedDate>
<adjustedDate>2014-08-27</adjustedDate>
<adjustedDate>2014-09-10</adjustedDate>
<adjustedDate>2014-09-24</adjustedDate>
<finalSettlementDate>2014-09-24</finalSettlementDate>
</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">DEFR</businessCenter>
</fixingTime>
</fixingInformationSource>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/> |
category: "fx-derivatives" | null | description: "FX Target Bonus Collar with Settlement Period Schedule" | ### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>1.3235</initialValue>
</strike>
<counterCurrencyAmount>
<initialValue>661750.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</counterCurrencyAmount>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1"/>
</lowerBound>
</linearPayoffRegion>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike id="s2">
<initialValue>1.3035</initialValue>
</strike>
<upperBound>
<condition>Below</condition>
<strikeReference href="s2"/>
</upperBound>
<leverage>
<condition>Below</condition>
<strikeReference href="s2"/>
<notionalAmount>
<initialValue>1000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalAmount>
<counterCurrencyAmount>
<initialValue>1303500.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</counterCurrencyAmount>
</leverage>
</linearPayoffRegion>
<constantPayoffRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<strikeReference href="s2"/>
</lowerBound> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Bonus Collar with Settlement Period Schedule"
### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>1.3235</initialValue>
</strike>
<counterCurrencyAmount>
<initialValue>661750.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</counterCurrencyAmount>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1"/>
</lowerBound>
</linearPayoffRegion>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike id="s2">
<initialValue>1.3035</initialValue>
</strike>
<upperBound>
<condition>Below</condition>
<strikeReference href="s2"/>
</upperBound>
<leverage>
<condition>Below</condition>
<strikeReference href="s2"/>
<notionalAmount>
<initialValue>1000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalAmount>
<counterCurrencyAmount>
<initialValue>1303500.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</counterCurrencyAmount>
</leverage>
</linearPayoffRegion>
<constantPayoffRegion>
<lowerBound>
<condition>AtOrAbove</condition>
<strikeReference href="s2"/>
</lowerBound> |
category: "fx-derivatives" | null | description: "FX Target Bonus Collar with Settlement Period Schedule" | ### Response:
<upperBound>
<condition>AtOrBelow</condition>
<strikeReference href="s1"/>
</upperBound>
<payoff><fixingAdjustment>0.0150</fixingAdjustment>
</payoff>
<physicalSettlement>
<exchangedCurrency1>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle>
</physicalSettlement>
</constantPayoffRegion>
<additionalPayment>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>91000.00</amount>
</paymentAmount>
<paymentDate>
<adjustableDate>
<unadjustedDate>2014-06-18</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
</additionalPayment>
<settlementPeriodSchedule>
<settlementPeriod>
<expiryDate>2014-06-30</expiryDate>
<settlementDate>2014-07-02</settlementDate>
<notionalAmount>500000.00</notionalAmount>
<payoff>
<strike>1.3235</strike>
<counterCurrencyAmount>661750.00</counterCurrencyAmount>
</payoff>
<payoff>
<strike>1.3035</strike>
<leverage>
<notionalAmount>1000000.00</notionalAmount>
<counterCurrencyAmount>1303500.00</counterCurrencyAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-07-14</expiryDate>
<settlementDate>2014-07-16</settlementDate>
<notionalAmount>500000.00</notionalAmount>
<payoff>
<strike> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Bonus Collar with Settlement Period Schedule"
### Response:
<upperBound>
<condition>AtOrBelow</condition>
<strikeReference href="s1"/>
</upperBound>
<payoff><fixingAdjustment>0.0150</fixingAdjustment>
</payoff>
<physicalSettlement>
<exchangedCurrency1>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<settlementAdjustmentStyle>VariedStrike</settlementAdjustmentStyle>
</physicalSettlement>
</constantPayoffRegion>
<additionalPayment>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>91000.00</amount>
</paymentAmount>
<paymentDate>
<adjustableDate>
<unadjustedDate>2014-06-18</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
</additionalPayment>
<settlementPeriodSchedule>
<settlementPeriod>
<expiryDate>2014-06-30</expiryDate>
<settlementDate>2014-07-02</settlementDate>
<notionalAmount>500000.00</notionalAmount>
<payoff>
<strike>1.3235</strike>
<counterCurrencyAmount>661750.00</counterCurrencyAmount>
</payoff>
<payoff>
<strike>1.3035</strike>
<leverage>
<notionalAmount>1000000.00</notionalAmount>
<counterCurrencyAmount>1303500.00</counterCurrencyAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-07-14</expiryDate>
<settlementDate>2014-07-16</settlementDate>
<notionalAmount>500000.00</notionalAmount>
<payoff>
<strike> |
category: "fx-derivatives" | null | description: "FX Target Bonus Collar with Settlement Period Schedule" | ### Response: 1.3235</strike>
<counterCurrencyAmount>661750.00</counterCurrencyAmount>
</payoff>
<payoff>
<strike>1.3035</strike>
<leverage>
<notionalAmount>1000000.00</notionalAmount>
<counterCurrencyAmount>1303500.00</counterCurrencyAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-07-28</expiryDate>
<settlementDate>2014-07-30</settlementDate>
<notionalAmount>500000.00</notionalAmount>
<payoff>
<strike>1.3235</strike>
<counterCurrencyAmount>661750.00</counterCurrencyAmount>
</payoff>
<payoff>
<strike>1.3035</strike>
<leverage>
<notionalAmount>1000000.00</notionalAmount>
<counterCurrencyAmount>1303500.00</counterCurrencyAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-08-11</expiryDate>
<settlementDate>2014-08-13</settlementDate>
<notionalAmount>500000.00</notionalAmount>
<payoff>
<strike>1.3235</strike>
<counterCurrencyAmount>661750.00</counterCurrencyAmount>
</payoff>
<payoff>
<strike>1.3035</strike>
<leverage>
<notionalAmount>1000000.00</notionalAmount>
<counterCurrencyAmount>1303500.00</counterCurrencyAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-08-25</expiryDate>
<settlementDate>2014-08-27</settlementDate>
<notionalAmount>500000.00</notionalAmount>
<payoff>
<strike>1.3235</strike>
<counterCurrencyAmount>661750.00</counterCurrencyAmount>
</payoff>
<payoff>
<strike>1.3035</strike>
<leverage>
<notionalAmount>1000000.00</notionalAmount>
<counterCurrencyAmount>1303500.00</counterCurrencyAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-09-08</expiryDate>
<settlementDate>2014-09-10</settlementDate>
<notionalAmount>500000.00</notionalAmount>
<payoff>
<strike>1.3235</strike> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target Bonus Collar with Settlement Period Schedule"
### Response: 1.3235</strike>
<counterCurrencyAmount>661750.00</counterCurrencyAmount>
</payoff>
<payoff>
<strike>1.3035</strike>
<leverage>
<notionalAmount>1000000.00</notionalAmount>
<counterCurrencyAmount>1303500.00</counterCurrencyAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-07-28</expiryDate>
<settlementDate>2014-07-30</settlementDate>
<notionalAmount>500000.00</notionalAmount>
<payoff>
<strike>1.3235</strike>
<counterCurrencyAmount>661750.00</counterCurrencyAmount>
</payoff>
<payoff>
<strike>1.3035</strike>
<leverage>
<notionalAmount>1000000.00</notionalAmount>
<counterCurrencyAmount>1303500.00</counterCurrencyAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-08-11</expiryDate>
<settlementDate>2014-08-13</settlementDate>
<notionalAmount>500000.00</notionalAmount>
<payoff>
<strike>1.3235</strike>
<counterCurrencyAmount>661750.00</counterCurrencyAmount>
</payoff>
<payoff>
<strike>1.3035</strike>
<leverage>
<notionalAmount>1000000.00</notionalAmount>
<counterCurrencyAmount>1303500.00</counterCurrencyAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-08-25</expiryDate>
<settlementDate>2014-08-27</settlementDate>
<notionalAmount>500000.00</notionalAmount>
<payoff>
<strike>1.3235</strike>
<counterCurrencyAmount>661750.00</counterCurrencyAmount>
</payoff>
<payoff>
<strike>1.3035</strike>
<leverage>
<notionalAmount>1000000.00</notionalAmount>
<counterCurrencyAmount>1303500.00</counterCurrencyAmount>
</leverage>
</payoff>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-09-08</expiryDate>
<settlementDate>2014-09-10</settlementDate>
<notionalAmount>500000.00</notionalAmount>
<payoff>
<strike>1.3235</strike> |
category: "fx-derivatives" | null | description: "FX Target EKI" | ### 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>2013-07-04</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<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>147058.82</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalAmount>
<target>
<accumulationRegion>
<upperBound>
<condition>Below</condition>
<strikeReference href="s1"/>
</upperBound>
</accumulationRegion>
<knockoutCount>
<conditionalFixings>5</conditionalFixings>
<settlementAtKnockout>true</settlementAtKnockout>
</knockoutCount>
</target>
<expirySchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target EKI"
### 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>2013-07-04</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<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>147058.82</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalAmount>
<target>
<accumulationRegion>
<upperBound>
<condition>Below</condition>
<strikeReference href="s1"/>
</upperBound>
</accumulationRegion>
<knockoutCount>
<conditionalFixings>5</conditionalFixings>
<settlementAtKnockout>true</settlementAtKnockout>
</knockoutCount>
</target>
<expirySchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> |
category: "fx-derivatives" | null | description: "FX Target EKI" | ### Response:
</businessCenters>
</dateAdjustments>
<adjustedDate>2017-01-18</adjustedDate>
<adjustedDate>2017-02-16</adjustedDate>
<adjustedDate>2017-03-16</adjustedDate>
<adjustedDate>2017-04-18</adjustedDate>
<adjustedDate>2017-05-18</adjustedDate>
<adjustedDate>2017-06-16</adjustedDate>
<adjustedDate>2017-07-18</adjustedDate>
<adjustedDate>2017-08-17</adjustedDate>
<adjustedDate>2017-09-18</adjustedDate>
<adjustedDate>2017-10-19</adjustedDate>
<adjustedDate>2017-11-16</adjustedDate>
<adjustedDate>2017-12-18</adjustedDate>
<finalExpiryDate>2017-12-18</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2017-01-29</adjustedDate>
<adjustedDate>2017-02-21</adjustedDate>
<adjustedDate>2017-03-20</adjustedDate>
<adjustedDate>2017-04-20</adjustedDate>
<adjustedDate>2017-05-22</adjustedDate>
<adjustedDate>2017-06-20</adjustedDate>
<adjustedDate>2017-07-20</adjustedDate>
<adjustedDate>2017-08-21</adjustedDate>
<adjustedDate>2017-09-20</adjustedDate>
<adjustedDate>2017-10-23</adjustedDate>
<adjustedDate>2017-11-20</adjustedDate>
<adjustedDate>2017-12-20</adjustedDate>
<finalSettlementDate>2017-12-20</finalSettlementDate>
</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">DEFR</businessCenter>
</fixingTime>
</fixingInformationSource> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target EKI"
### Response:
</businessCenters>
</dateAdjustments>
<adjustedDate>2017-01-18</adjustedDate>
<adjustedDate>2017-02-16</adjustedDate>
<adjustedDate>2017-03-16</adjustedDate>
<adjustedDate>2017-04-18</adjustedDate>
<adjustedDate>2017-05-18</adjustedDate>
<adjustedDate>2017-06-16</adjustedDate>
<adjustedDate>2017-07-18</adjustedDate>
<adjustedDate>2017-08-17</adjustedDate>
<adjustedDate>2017-09-18</adjustedDate>
<adjustedDate>2017-10-19</adjustedDate>
<adjustedDate>2017-11-16</adjustedDate>
<adjustedDate>2017-12-18</adjustedDate>
<finalExpiryDate>2017-12-18</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2017-01-29</adjustedDate>
<adjustedDate>2017-02-21</adjustedDate>
<adjustedDate>2017-03-20</adjustedDate>
<adjustedDate>2017-04-20</adjustedDate>
<adjustedDate>2017-05-22</adjustedDate>
<adjustedDate>2017-06-20</adjustedDate>
<adjustedDate>2017-07-20</adjustedDate>
<adjustedDate>2017-08-21</adjustedDate>
<adjustedDate>2017-09-20</adjustedDate>
<adjustedDate>2017-10-23</adjustedDate>
<adjustedDate>2017-11-20</adjustedDate>
<adjustedDate>2017-12-20</adjustedDate>
<finalSettlementDate>2017-12-20</finalSettlementDate>
</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">DEFR</businessCenter>
</fixingTime>
</fixingInformationSource> |
category: "fx-derivatives" | null | description: "FX Target EKI" | ### 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>2014-07-25</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<notionalAmount>
<initialValue>2000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency>
</notionalAmount>
<target>
<accumulationRegion>
<upperBound>
<condition>AtOrBelow</condition>
<strikeReference href="s1"/>
</upperBound>
</accumulationRegion>
<knockoutLevel>
<intrinsicValue>0.3</intrinsicValue>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<dateAdjustments>
<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: "fx-derivatives"
description: "FX Target EKI"
### 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>2014-07-25</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<notionalAmount>
<initialValue>2000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency>
</notionalAmount>
<target>
<accumulationRegion>
<upperBound>
<condition>AtOrBelow</condition>
<strikeReference href="s1"/>
</upperBound>
</accumulationRegion>
<knockoutLevel>
<intrinsicValue>0.3</intrinsicValue>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "fx-derivatives" | null | description: "FX Target EKI" | ### Response: EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-10-16</adjustedDate>
<adjustedDate>2014-11-18</adjustedDate>
<adjustedDate>2014-12-18</adjustedDate>
<adjustedDate>2015-01-16</adjustedDate>
<adjustedDate>2015-02-18</adjustedDate>
<adjustedDate>2015-03-18</adjustedDate>
<adjustedDate>2015-04-16</adjustedDate>
<adjustedDate>2015-05-18</adjustedDate>
<adjustedDate>2015-06-18</adjustedDate>
<adjustedDate>2015-07-16</adjustedDate>
<adjustedDate>2015-08-18</adjustedDate>
<adjustedDate>2015-09-17</adjustedDate>
<finalExpiryDate>2015-09-17</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<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">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-10-20</adjustedDate>
<adjustedDate>2014-11-20</adjustedDate>
<adjustedDate>2014-12-22</adjustedDate>
<adjustedDate>2015-01-20</adjustedDate>
<adjustedDate>2015-02-20</adjustedDate>
<adjustedDate>2015-03-20</adjustedDate>
<adjustedDate>2015-04-20</adjustedDate>
<adjustedDate>2015-05-20</adjustedDate>
<adjustedDate>2015-06-22</adjustedDate>
<adjustedDate>2015-07-20</adjustedDate>
<adjustedDate>2015-08-20</adjustedDate>
<adjustedDate>2015-09-21</adjustedDate>
<finalSettlementDate>2015-09-21</finalSettlementDate>
</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">DEFR</businessCenter>
</fixingTime> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Target EKI"
### Response: EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-10-16</adjustedDate>
<adjustedDate>2014-11-18</adjustedDate>
<adjustedDate>2014-12-18</adjustedDate>
<adjustedDate>2015-01-16</adjustedDate>
<adjustedDate>2015-02-18</adjustedDate>
<adjustedDate>2015-03-18</adjustedDate>
<adjustedDate>2015-04-16</adjustedDate>
<adjustedDate>2015-05-18</adjustedDate>
<adjustedDate>2015-06-18</adjustedDate>
<adjustedDate>2015-07-16</adjustedDate>
<adjustedDate>2015-08-18</adjustedDate>
<adjustedDate>2015-09-17</adjustedDate>
<finalExpiryDate>2015-09-17</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<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">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-10-20</adjustedDate>
<adjustedDate>2014-11-20</adjustedDate>
<adjustedDate>2014-12-22</adjustedDate>
<adjustedDate>2015-01-20</adjustedDate>
<adjustedDate>2015-02-20</adjustedDate>
<adjustedDate>2015-03-20</adjustedDate>
<adjustedDate>2015-04-20</adjustedDate>
<adjustedDate>2015-05-20</adjustedDate>
<adjustedDate>2015-06-22</adjustedDate>
<adjustedDate>2015-07-20</adjustedDate>
<adjustedDate>2015-08-20</adjustedDate>
<adjustedDate>2015-09-21</adjustedDate>
<finalSettlementDate>2015-09-21</finalSettlementDate>
</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">DEFR</businessCenter>
</fixingTime> |
category: "fx-derivatives" | null | description: "FX FX Target EKI 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>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>2014-07-25</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<notionalAmount>
<initialValue>2000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency>
</notionalAmount>
<target>
<accumulationRegion>
<upperBound>
<condition>AtOrBelow</condition>
<strikeReference href="s1"/>
</upperBound>
</accumulationRegion>
<knockoutLevel>
<intrinsicValue>0.3</intrinsicValue>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<dateAdjustments>
<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: "fx-derivatives"
description: "FX FX Target EKI 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>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>2014-07-25</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<notionalAmount>
<initialValue>2000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency>
</notionalAmount>
<target>
<accumulationRegion>
<upperBound>
<condition>AtOrBelow</condition>
<strikeReference href="s1"/>
</upperBound>
</accumulationRegion>
<knockoutLevel>
<intrinsicValue>0.3</intrinsicValue>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "fx-derivatives" | null | description: "FX FX Target EKI with Settlement Period Schedule" | ### Response: EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-10-16</adjustedDate>
<adjustedDate>2014-11-18</adjustedDate>
<adjustedDate>2014-12-18</adjustedDate>
<adjustedDate>2015-01-16</adjustedDate>
<adjustedDate>2015-02-18</adjustedDate>
<adjustedDate>2015-03-18</adjustedDate>
<adjustedDate>2015-04-16</adjustedDate>
<adjustedDate>2015-05-18</adjustedDate>
<adjustedDate>2015-06-18</adjustedDate>
<adjustedDate>2015-07-16</adjustedDate>
<adjustedDate>2015-08-18</adjustedDate>
<adjustedDate>2015-09-17</adjustedDate>
<finalExpiryDate>2015-09-17</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<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">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-10-20</adjustedDate>
<adjustedDate>2014-11-20</adjustedDate>
<adjustedDate>2014-12-22</adjustedDate>
<adjustedDate>2015-01-20</adjustedDate>
<adjustedDate>2015-02-20</adjustedDate>
<adjustedDate>2015-03-20</adjustedDate>
<adjustedDate>2015-04-20</adjustedDate>
<adjustedDate>2015-05-20</adjustedDate>
<adjustedDate>2015-06-22</adjustedDate>
<adjustedDate>2015-07-20</adjustedDate>
<adjustedDate>2015-08-20</adjustedDate>
<adjustedDate>2015-09-21</adjustedDate>
<finalSettlementDate>2015-09-21</finalSettlementDate>
</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">DEFR</businessCenter>
</fixingTime> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX FX Target EKI with Settlement Period Schedule"
### Response: EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-10-16</adjustedDate>
<adjustedDate>2014-11-18</adjustedDate>
<adjustedDate>2014-12-18</adjustedDate>
<adjustedDate>2015-01-16</adjustedDate>
<adjustedDate>2015-02-18</adjustedDate>
<adjustedDate>2015-03-18</adjustedDate>
<adjustedDate>2015-04-16</adjustedDate>
<adjustedDate>2015-05-18</adjustedDate>
<adjustedDate>2015-06-18</adjustedDate>
<adjustedDate>2015-07-16</adjustedDate>
<adjustedDate>2015-08-18</adjustedDate>
<adjustedDate>2015-09-17</adjustedDate>
<finalExpiryDate>2015-09-17</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<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">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-10-20</adjustedDate>
<adjustedDate>2014-11-20</adjustedDate>
<adjustedDate>2014-12-22</adjustedDate>
<adjustedDate>2015-01-20</adjustedDate>
<adjustedDate>2015-02-20</adjustedDate>
<adjustedDate>2015-03-20</adjustedDate>
<adjustedDate>2015-04-20</adjustedDate>
<adjustedDate>2015-05-20</adjustedDate>
<adjustedDate>2015-06-22</adjustedDate>
<adjustedDate>2015-07-20</adjustedDate>
<adjustedDate>2015-08-20</adjustedDate>
<adjustedDate>2015-09-21</adjustedDate>
<finalSettlementDate>2015-09-21</finalSettlementDate>
</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">DEFR</businessCenter>
</fixingTime> |
category: "fx-derivatives" | null | description: "FX FX Target EKI with Settlement Period Schedule" | ### Response:
</fixingInformationSource>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>4.24</initialValue>
</strike>
<leverage>
<condition>AtOrAbove</condition>
<barrierReference href="barrier"/>
<ratio>
<initialValue>1.5</initialValue>
</ratio>
</leverage>
</linearPayoffRegion>
<constantPayoffRegion>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1"/>
</lowerBound>
<upperBound>
<condition>Below</condition>
<barrierReference href="barrier"/>
</upperBound>
</constantPayoffRegion>
<barrier id="barrier">
<barrierType>Knockin</barrierType>
<style>European</style>
<scope>PerExpiry</scope>
<condition>AtOrAbove</condition>
<triggerRate>
<initialValue>4.28</initialValue>
</triggerRate>
</barrier>
<settlementPeriodSchedule>
<settlementPeriod>
<expiryDate>2014-10-16</expiryDate>
<settlementDate>2014-10-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-11-18</expiryDate>
<settlementDate>2014-11-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX FX Target EKI with Settlement Period Schedule"
### Response:
</fixingInformationSource>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>4.24</initialValue>
</strike>
<leverage>
<condition>AtOrAbove</condition>
<barrierReference href="barrier"/>
<ratio>
<initialValue>1.5</initialValue>
</ratio>
</leverage>
</linearPayoffRegion>
<constantPayoffRegion>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1"/>
</lowerBound>
<upperBound>
<condition>Below</condition>
<barrierReference href="barrier"/>
</upperBound>
</constantPayoffRegion>
<barrier id="barrier">
<barrierType>Knockin</barrierType>
<style>European</style>
<scope>PerExpiry</scope>
<condition>AtOrAbove</condition>
<triggerRate>
<initialValue>4.28</initialValue>
</triggerRate>
</barrier>
<settlementPeriodSchedule>
<settlementPeriod>
<expiryDate>2014-10-16</expiryDate>
<settlementDate>2014-10-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-11-18</expiryDate>
<settlementDate>2014-11-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate> |
category: "fx-derivatives" | null | description: "FX FX Target EKI with Settlement Period Schedule" | ### Response:
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-12-18</expiryDate>
<settlementDate>2014-12-22</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-01-16</expiryDate>
<settlementDate>2015-01-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-02-18</expiryDate>
<settlementDate>2015-02-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-03-18</expiryDate>
<settlementDate>2015-03-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-04-16</expiryDate>
<settlementDate>2015-04-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-05-18</expiryDate>
<settlementDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX FX Target EKI with Settlement Period Schedule"
### Response:
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-12-18</expiryDate>
<settlementDate>2014-12-22</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-01-16</expiryDate>
<settlementDate>2015-01-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-02-18</expiryDate>
<settlementDate>2015-02-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-03-18</expiryDate>
<settlementDate>2015-03-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-04-16</expiryDate>
<settlementDate>2015-04-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-05-18</expiryDate>
<settlementDate> |
category: "fx-derivatives" | null | description: "FX FX Target EKI with Settlement Period Schedule" | ### Response: 2015-05-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-06-18</expiryDate>
<settlementDate>2015-06-22</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-07-16</expiryDate>
<settlementDate>2015-07-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-08-18</expiryDate>
<settlementDate>2015-08-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-09-17</expiryDate>
<settlementDate>2015-09-21</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
</settlementPeriodSchedule>
</fxTargetKnockoutForward>
<calculationAgent>
<calculationAgentPartyReference href="ptyA"/>
</calculationAgent>
</trade>
<party id="ptyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX FX Target EKI with Settlement Period Schedule"
### Response: 2015-05-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-06-18</expiryDate>
<settlementDate>2015-06-22</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-07-16</expiryDate>
<settlementDate>2015-07-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-08-18</expiryDate>
<settlementDate>2015-08-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-09-17</expiryDate>
<settlementDate>2015-09-21</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
</settlementPeriodSchedule>
</fxTargetKnockoutForward>
<calculationAgent>
<calculationAgentPartyReference href="ptyA"/>
</calculationAgent>
</trade>
<party id="ptyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id"> |
category: "fx-derivatives" | null | description: "FX FX Target EKI with Settlement Period Schedule and ReferencesReferences to the payoff region and barriers can be added within the settlementPeriodSchedule to further describe the behavior of the components. Implementers may choose to add them within the first settlementPeriod only since all the other periods have the same behavior." | ### 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>2014-07-25</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<notionalAmount>
<initialValue>2000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency>
</notionalAmount>
<target>
<accumulationRegion>
<upperBound>
<condition>AtOrBelow</condition>
<strikeReference href="s1"/>
</upperBound>
</accumulationRegion>
<knockoutLevel>
<intrinsicValue>0.3</intrinsicValue>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<dateAdjustments>
<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: "fx-derivatives"
description: "FX FX Target EKI with Settlement Period Schedule and ReferencesReferences to the payoff region and barriers can be added within the settlementPeriodSchedule to further describe the behavior of the components. Implementers may choose to add them within the first settlementPeriod only since all the other periods have the same behavior."
### 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>2014-07-25</tradeDate>
</tradeHeader>
<fxTargetKnockoutForward>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<notionalAmount>
<initialValue>2000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency>
</notionalAmount>
<target>
<accumulationRegion>
<upperBound>
<condition>AtOrBelow</condition>
<strikeReference href="s1"/>
</upperBound>
</accumulationRegion>
<knockoutLevel>
<intrinsicValue>0.3</intrinsicValue>
<targetStyle>Exact</targetStyle>
<settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle>
</knockoutLevel>
</target>
<expirySchedule>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "fx-derivatives" | null | description: "FX FX Target EKI with Settlement Period Schedule and ReferencesReferences to the payoff region and barriers can be added within the settlementPeriodSchedule to further describe the behavior of the components. Implementers may choose to add them within the first settlementPeriod only since all the other periods have the same behavior." | ### Response: EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-10-16</adjustedDate>
<adjustedDate>2014-11-18</adjustedDate>
<adjustedDate>2014-12-18</adjustedDate>
<adjustedDate>2015-01-16</adjustedDate>
<adjustedDate>2015-02-18</adjustedDate>
<adjustedDate>2015-03-18</adjustedDate>
<adjustedDate>2015-04-16</adjustedDate>
<adjustedDate>2015-05-18</adjustedDate>
<adjustedDate>2015-06-18</adjustedDate>
<adjustedDate>2015-07-16</adjustedDate>
<adjustedDate>2015-08-18</adjustedDate>
<adjustedDate>2015-09-17</adjustedDate>
<finalExpiryDate>2015-09-17</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<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">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-10-20</adjustedDate>
<adjustedDate>2014-11-20</adjustedDate>
<adjustedDate>2014-12-22</adjustedDate>
<adjustedDate>2015-01-20</adjustedDate>
<adjustedDate>2015-02-20</adjustedDate>
<adjustedDate>2015-03-20</adjustedDate>
<adjustedDate>2015-04-20</adjustedDate>
<adjustedDate>2015-05-20</adjustedDate>
<adjustedDate>2015-06-22</adjustedDate>
<adjustedDate>2015-07-20</adjustedDate>
<adjustedDate>2015-08-20</adjustedDate>
<adjustedDate>2015-09-21</adjustedDate>
<finalSettlementDate>2015-09-21</finalSettlementDate>
</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">DEFR</businessCenter>
</fixingTime> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX FX Target EKI with Settlement Period Schedule and ReferencesReferences to the payoff region and barriers can be added within the settlementPeriodSchedule to further describe the behavior of the components. Implementers may choose to add them within the first settlementPeriod only since all the other periods have the same behavior."
### Response: EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-10-16</adjustedDate>
<adjustedDate>2014-11-18</adjustedDate>
<adjustedDate>2014-12-18</adjustedDate>
<adjustedDate>2015-01-16</adjustedDate>
<adjustedDate>2015-02-18</adjustedDate>
<adjustedDate>2015-03-18</adjustedDate>
<adjustedDate>2015-04-16</adjustedDate>
<adjustedDate>2015-05-18</adjustedDate>
<adjustedDate>2015-06-18</adjustedDate>
<adjustedDate>2015-07-16</adjustedDate>
<adjustedDate>2015-08-18</adjustedDate>
<adjustedDate>2015-09-17</adjustedDate>
<finalExpiryDate>2015-09-17</finalExpiryDate>
</expirySchedule>
<settlementSchedule>
<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">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-10-20</adjustedDate>
<adjustedDate>2014-11-20</adjustedDate>
<adjustedDate>2014-12-22</adjustedDate>
<adjustedDate>2015-01-20</adjustedDate>
<adjustedDate>2015-02-20</adjustedDate>
<adjustedDate>2015-03-20</adjustedDate>
<adjustedDate>2015-04-20</adjustedDate>
<adjustedDate>2015-05-20</adjustedDate>
<adjustedDate>2015-06-22</adjustedDate>
<adjustedDate>2015-07-20</adjustedDate>
<adjustedDate>2015-08-20</adjustedDate>
<adjustedDate>2015-09-21</adjustedDate>
<finalSettlementDate>2015-09-21</finalSettlementDate>
</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">DEFR</businessCenter>
</fixingTime> |
category: "fx-derivatives" | null | description: "FX FX Target EKI with Settlement Period Schedule and ReferencesReferences to the payoff region and barriers can be added within the settlementPeriodSchedule to further describe the behavior of the components. Implementers may choose to add them within the first settlementPeriod only since all the other periods have the same behavior." | ### Response:
</fixingInformationSource>
<linearPayoffRegion id="region">
<exchangedCurrency1>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>4.24</initialValue>
</strike>
<leverage>
<condition>AtOrAbove</condition>
<barrierReference href="barrier"/>
<ratio>
<initialValue>1.5</initialValue>
</ratio>
</leverage>
</linearPayoffRegion>
<constantPayoffRegion>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1"/>
</lowerBound>
<upperBound>
<condition>Below</condition>
<barrierReference href="barrier"/>
</upperBound>
</constantPayoffRegion>
<barrier id="barrier">
<barrierType>Knockin</barrierType>
<style>European</style>
<scope>PerExpiry</scope>
<condition>AtOrAbove</condition>
<triggerRate>
<initialValue>4.28</initialValue>
</triggerRate>
</barrier>
<settlementPeriodSchedule>
<settlementPeriod>
<expiryDate>2014-10-16</expiryDate>
<settlementDate>2014-10-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff><payoffRegionReference href="region"/>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier><barrierReference href="barrier"/>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-11-18</expiryDate>
<settlementDate>2014-11-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX FX Target EKI with Settlement Period Schedule and ReferencesReferences to the payoff region and barriers can be added within the settlementPeriodSchedule to further describe the behavior of the components. Implementers may choose to add them within the first settlementPeriod only since all the other periods have the same behavior."
### Response:
</fixingInformationSource>
<linearPayoffRegion id="region">
<exchangedCurrency1>
<payerPartyReference href="ptyB"/>
<receiverPartyReference href="ptyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="ptyA"/>
<receiverPartyReference href="ptyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">PLN</currency>
</exchangedCurrency2>
<strike id="s1">
<initialValue>4.24</initialValue>
</strike>
<leverage>
<condition>AtOrAbove</condition>
<barrierReference href="barrier"/>
<ratio>
<initialValue>1.5</initialValue>
</ratio>
</leverage>
</linearPayoffRegion>
<constantPayoffRegion>
<lowerBound>
<condition>Above</condition>
<strikeReference href="s1"/>
</lowerBound>
<upperBound>
<condition>Below</condition>
<barrierReference href="barrier"/>
</upperBound>
</constantPayoffRegion>
<barrier id="barrier">
<barrierType>Knockin</barrierType>
<style>European</style>
<scope>PerExpiry</scope>
<condition>AtOrAbove</condition>
<triggerRate>
<initialValue>4.28</initialValue>
</triggerRate>
</barrier>
<settlementPeriodSchedule>
<settlementPeriod>
<expiryDate>2014-10-16</expiryDate>
<settlementDate>2014-10-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff><payoffRegionReference href="region"/>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier><barrierReference href="barrier"/>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-11-18</expiryDate>
<settlementDate>2014-11-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount> |
category: "fx-derivatives" | null | description: "FX FX Target EKI with Settlement Period Schedule and ReferencesReferences to the payoff region and barriers can be added within the settlementPeriodSchedule to further describe the behavior of the components. Implementers may choose to add them within the first settlementPeriod only since all the other periods have the same behavior." | ### Response:
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-12-18</expiryDate>
<settlementDate>2014-12-22</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-01-16</expiryDate>
<settlementDate>2015-01-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-02-18</expiryDate>
<settlementDate>2015-02-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-03-18</expiryDate>
<settlementDate>2015-03-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-04-16</expiryDate>
<settlementDate>2015-04-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX FX Target EKI with Settlement Period Schedule and ReferencesReferences to the payoff region and barriers can be added within the settlementPeriodSchedule to further describe the behavior of the components. Implementers may choose to add them within the first settlementPeriod only since all the other periods have the same behavior."
### Response:
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2014-12-18</expiryDate>
<settlementDate>2014-12-22</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-01-16</expiryDate>
<settlementDate>2015-01-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-02-18</expiryDate>
<settlementDate>2015-02-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-03-18</expiryDate>
<settlementDate>2015-03-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-04-16</expiryDate>
<settlementDate>2015-04-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod> |
category: "fx-derivatives" | null | description: "FX FX Target EKI with Settlement Period Schedule and ReferencesReferences to the payoff region and barriers can be added within the settlementPeriodSchedule to further describe the behavior of the components. Implementers may choose to add them within the first settlementPeriod only since all the other periods have the same behavior." | ### Response:
<settlementPeriod>
<expiryDate>2015-05-18</expiryDate>
<settlementDate>2015-05-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-06-18</expiryDate>
<settlementDate>2015-06-22</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-07-16</expiryDate>
<settlementDate>2015-07-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-08-18</expiryDate>
<settlementDate>2015-08-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-09-17</expiryDate>
<settlementDate>2015-09-21</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
</settlementPeriodSchedule>
</fxTargetKnockoutForward>
<calculationAgent>
<calculationAgentPartyReference href="ptyA"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX FX Target EKI with Settlement Period Schedule and ReferencesReferences to the payoff region and barriers can be added within the settlementPeriodSchedule to further describe the behavior of the components. Implementers may choose to add them within the first settlementPeriod only since all the other periods have the same behavior."
### Response:
<settlementPeriod>
<expiryDate>2015-05-18</expiryDate>
<settlementDate>2015-05-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-06-18</expiryDate>
<settlementDate>2015-06-22</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-07-16</expiryDate>
<settlementDate>2015-07-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-08-18</expiryDate>
<settlementDate>2015-08-20</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
<settlementPeriod>
<expiryDate>2015-09-17</expiryDate>
<settlementDate>2015-09-21</settlementDate>
<notionalAmount>2000000</notionalAmount>
<payoff>
<strike>4.24</strike>
<leverage>
<notionalAmount>3000000</notionalAmount>
</leverage>
</payoff>
<barrier>
<triggerRate>4.28</triggerRate>
</barrier>
</settlementPeriod>
</settlementPeriodSchedule>
</fxTargetKnockoutForward>
<calculationAgent>
<calculationAgentPartyReference href="ptyA"/> |
category: "fx-derivatives" | null | description: "FX Accrual Forward Leverage" | ### 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>2014-06-09T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2014-06-09</tradeDate>
</tradeHeader>
<fxAccrualForward>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType><notionalAmount>
<initialValue>400000.00</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">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<informationSource><rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>BOFC</rateSourcePage>
<fixingTime>
<hourMinuteTime>12:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CATO</businessCenter>
</fixingTime>
</informationSource>
</observable>
<accrualRegion> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward Leverage"
### 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>2014-06-09T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2014-06-09</tradeDate>
</tradeHeader>
<fxAccrualForward>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType><notionalAmount>
<initialValue>400000.00</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">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<informationSource><rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>BOFC</rateSourcePage>
<fixingTime>
<hourMinuteTime>12:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CATO</businessCenter>
</fixingTime>
</informationSource>
</observable>
<accrualRegion> |
category: "fx-derivatives" | null | description: "FX Accrual Forward Leverage" | ### Response:
<observableReference href="ob1"/>
<lowerBound>
<condition>AtOrAbove</condition>
<level>
<initialValue>1.0825</initialValue>
</level>
</lowerBound>
<upperBound>
<condition>Below</condition>
<level>
<initialValue>1.1100</initialValue>
</level>
</upperBound>
</accrualRegion>
<accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>Above</condition>
<level>
<initialValue>1.0400</initialValue>
</level>
</lowerBound>
<upperBound>
<condition>Below</condition>
<level>
<initialValue>1.0825</initialValue>
</level>
</upperBound>
<accrualFactor>
<initialValue>2</initialValue>
</accrualFactor>
</accrualRegion>
<fixingSchedule><startDate>2014-10-01</startDate>
<endDate>2014-10-31</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">CATO</businessCenter>
</businessCenters>
<numberOfFixings>22</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate><adjustedDate>2014-10-31</adjustedDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
</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">CATO</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-11-03</adjustedDate>
</settlementDate>
<linearPayoffRegion>
<exchangedCurrency1> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward Leverage"
### Response:
<observableReference href="ob1"/>
<lowerBound>
<condition>AtOrAbove</condition>
<level>
<initialValue>1.0825</initialValue>
</level>
</lowerBound>
<upperBound>
<condition>Below</condition>
<level>
<initialValue>1.1100</initialValue>
</level>
</upperBound>
</accrualRegion>
<accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>Above</condition>
<level>
<initialValue>1.0400</initialValue>
</level>
</lowerBound>
<upperBound>
<condition>Below</condition>
<level>
<initialValue>1.0825</initialValue>
</level>
</upperBound>
<accrualFactor>
<initialValue>2</initialValue>
</accrualFactor>
</accrualRegion>
<fixingSchedule><startDate>2014-10-01</startDate>
<endDate>2014-10-31</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">CATO</businessCenter>
</businessCenters>
<numberOfFixings>22</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate><adjustedDate>2014-10-31</adjustedDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
</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">CATO</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-11-03</adjustedDate>
</settlementDate>
<linearPayoffRegion>
<exchangedCurrency1> |
category: "fx-derivatives" | null | description: "FX Accrual Forward American Lose Boost" | ### 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>2012-12-08T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2012-12-08</tradeDate>
</tradeHeader>
<fxAccrualForward>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType>
<notionalAmount>
<initialValue>420000.00</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">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>
</fixingTime>
</informationSource>
</observable> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward American Lose Boost"
### 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>2012-12-08T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2012-12-08</tradeDate>
</tradeHeader>
<fxAccrualForward>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType>
<notionalAmount>
<initialValue>420000.00</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">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>
</fixingTime>
</informationSource>
</observable> |
category: "fx-derivatives" | null | description: "FX Accrual Forward American Lose Boost" | ### Response:
<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>2012-12-08</startDate>
<endDate>2013-01-07</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">JPTO</businessCenter>
</businessCenters>
<numberOfFixings>21</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate><adjustedDate>2013-01-07</adjustedDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
</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">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2013-01-09</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 American Lose Boost"
### Response:
<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>2012-12-08</startDate>
<endDate>2013-01-07</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">JPTO</businessCenter>
</businessCenters>
<numberOfFixings>21</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate><adjustedDate>2013-01-07</adjustedDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
</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">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2013-01-09</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 American Lose Boost" | ### Response: USD</currency>
</exchangedCurrency1>
<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>47040000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
</counterCurrencyAmount>
</linearPayoffRegion><barrier>
<barrierType>Knockout</barrierType><style>American</style>
<scope>Global</scope>
<condition>AtOrAbove</condition>
<triggerRate>
<initialValue>120.00</initialValue>
</triggerRate><accrualRetention>Lose</accrualRetention>
<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>
</barrier>
<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>
</fxAccrualForward>
<calculationAgent>
<calculationAgentPartyReference href="partyA"/>
</calculationAgent>
</trade>
<party id="partyA">
<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 Lose Boost"
### Response: USD</currency>
</exchangedCurrency1>
<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>47040000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
</counterCurrencyAmount>
</linearPayoffRegion><barrier>
<barrierType>Knockout</barrierType><style>American</style>
<scope>Global</scope>
<condition>AtOrAbove</condition>
<triggerRate>
<initialValue>120.00</initialValue>
</triggerRate><accrualRetention>Lose</accrualRetention>
<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>
</barrier>
<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>
</fxAccrualForward>
<calculationAgent>
<calculationAgentPartyReference href="partyA"/>
</calculationAgent>
</trade>
<party id="partyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"> |
category: "fx-derivatives" | null | description: "FX Accrual Forward European Fading 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>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>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType>
<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> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward European Fading 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>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>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType>
<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> |
category: "fx-derivatives" | null | description: "FX Accrual Forward European Fading Forward" | ### Response:
<accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>Above</condition>
<level>
<initialValue>1.3725</initialValue>
</level></lowerBound><upperBound>
<condition>AtOrBelow</condition>
<level>
<initialValue>1.2695</initialValue>
</level></upperBound></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="partyB"/>
<receiverPartyReference href="partyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike>
<initialValue>1.3725</initialValue>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</strike>
<counterCurrencyAmount>
<initialValue>371584.70</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: "fx-derivatives"
description: "FX Accrual Forward European Fading Forward"
### Response:
<accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>Above</condition>
<level>
<initialValue>1.3725</initialValue>
</level></lowerBound><upperBound>
<condition>AtOrBelow</condition>
<level>
<initialValue>1.2695</initialValue>
</level></upperBound></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="partyB"/>
<receiverPartyReference href="partyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency2>
<strike>
<initialValue>1.3725</initialValue>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</strike>
<counterCurrencyAmount>
<initialValue>371584.70</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "fx-derivatives" | null | description: "FX Accrual Option Strategy Fading Extra" | ### 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>2014-10-01T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
</partyTradeIdentifier>
<tradeDate>2014-10-01</tradeDate>
</tradeHeader>
<strategy>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">FadingForwardStrategy</productType><fxOption>
<productType productTypeScheme="http://www.markets.Reuters.com/rss/spec/2001/product-type-1-0">Delta-Put-FX-Option</productType>
<buyerPartyReference href="partyB"/>
<sellerPartyReference href="partyA"/>
<europeanExercise>
<expiryDate>2014-10-31</expiryDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<valueDate>2014-11-03</valueDate>
</europeanExercise>
<putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</currency>
<amount>10825000.00</amount> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Option Strategy Fading Extra"
### 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>2014-10-01T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId>
</partyTradeIdentifier>
<tradeDate>2014-10-01</tradeDate>
</tradeHeader>
<strategy>
<productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">FadingForwardStrategy</productType><fxOption>
<productType productTypeScheme="http://www.markets.Reuters.com/rss/spec/2001/product-type-1-0">Delta-Put-FX-Option</productType>
<buyerPartyReference href="partyB"/>
<sellerPartyReference href="partyA"/>
<europeanExercise>
<expiryDate>2014-10-31</expiryDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
<valueDate>2014-11-03</valueDate>
</europeanExercise>
<putCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</currency>
<amount>10825000.00</amount> |
category: "fx-derivatives" | null | description: "FX Accrual Option Strategy Fading Extra" | ### Response:
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.00</amount>
</callCurrencyAmount>
<strike>
<rate>1.0825</rate>
<strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis>
</strike>
</fxOption><fxAccrualOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualOption</productType>
<buyerPartyReference href="partyA"/>
<sellerPartyReference href="partyB"/>
<putCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</putCurrency>
<callCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</callCurrency>
<notionalAmount>
<initialValue>10000000.00</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">CAD</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>BOFC</rateSourcePage>
<fixingTime>
<hourMinuteTime>12:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CATO</businessCenter>
</fixingTime>
</informationSource>
</observable><accrualRegion>
<observableReference href="ob1"/>
<upperBound>
<condition>Below</condition>
<level>
<initialValue>1.0700</initialValue>
</level>
</upperBound>
</accrualRegion>
<fixingSchedule><startDate>2014-10-01</startDate>
<endDate>2014-10-31</endDate>
<dayType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Option Strategy Fading Extra"
### Response:
</putCurrencyAmount>
<callCurrencyAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.00</amount>
</callCurrencyAmount>
<strike>
<rate>1.0825</rate>
<strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis>
</strike>
</fxOption><fxAccrualOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualOption</productType>
<buyerPartyReference href="partyA"/>
<sellerPartyReference href="partyB"/>
<putCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</putCurrency>
<callCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</callCurrency>
<notionalAmount>
<initialValue>10000000.00</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">CAD</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>BOFC</rateSourcePage>
<fixingTime>
<hourMinuteTime>12:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CATO</businessCenter>
</fixingTime>
</informationSource>
</observable><accrualRegion>
<observableReference href="ob1"/>
<upperBound>
<condition>Below</condition>
<level>
<initialValue>1.0700</initialValue>
</level>
</upperBound>
</accrualRegion>
<fixingSchedule><startDate>2014-10-01</startDate>
<endDate>2014-10-31</endDate>
<dayType> |
category: "fx-derivatives" | null | description: "FX Accrual Option Strategy Fading Extra" | ### Response: Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CATO</businessCenter>
</businessCenters>
<numberOfFixings>22</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate><adjustedDate>2014-10-31</adjustedDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
</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">CATO</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-11-03</adjustedDate>
</settlementDate>
<strike>
<initialValue>1.0825</initialValue>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike>
<counterCurrencyAmount>
<initialValue>10825000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</currency>
</counterCurrencyAmount><barrier>
<barrierType>Knockout</barrierType>
<style>European</style>
<scope>Global</scope>
<condition>AtOrAbove</condition>
<triggerRate>
<initialValue>1.0825</initialValue>
</triggerRate>
<accrualRetention>Lose</accrualRetention>
</barrier>
</fxAccrualOption>
</strategy>
<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">549300RE0FSXJE8G1L65</partyId>
</party>
</executionNotification> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Option Strategy Fading Extra"
### Response: Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CATO</businessCenter>
</businessCenters>
<numberOfFixings>22</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate><adjustedDate>2014-10-31</adjustedDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
</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">CATO</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-11-03</adjustedDate>
</settlementDate>
<strike>
<initialValue>1.0825</initialValue>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike>
<counterCurrencyAmount>
<initialValue>10825000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CAD</currency>
</counterCurrencyAmount><barrier>
<barrierType>Knockout</barrierType>
<style>European</style>
<scope>Global</scope>
<condition>AtOrAbove</condition>
<triggerRate>
<initialValue>1.0825</initialValue>
</triggerRate>
<accrualRetention>Lose</accrualRetention>
</barrier>
</fxAccrualOption>
</strategy>
<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">549300RE0FSXJE8G1L65</partyId>
</party>
</executionNotification> |
category: "fx-derivatives" | null | description: "FX Accrual Forward Boost Strip" | ### 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"
### 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" | ### 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><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>
<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><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> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward Boost Strip"
### 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><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>
<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><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> |
category: "fx-derivatives" | null | description: "FX Accrual Forward Boost Strip" | ### Response:
<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><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><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>
<fixingDate>2011-02-03</fixingDate>
<fixingDate>2011-02-04</fixingDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward Boost Strip"
### Response:
<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><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><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>
<fixingDate>2011-02-03</fixingDate>
<fixingDate>2011-02-04</fixingDate> |
category: "fx-derivatives" | null | description: "FX Accrual Forward Boost Strip" | ### Response:
<fixingDate>2011-02-07</fixingDate>
<fixingDate>2011-02-08</fixingDate>
<fixingDate>2011-02-09</fixingDate>
<fixingDate>2011-02-10</fixingDate>
<fixingDate>2011-02-11</fixingDate>
<fixingDate>2011-02-14</fixingDate>
<fixingDate>2011-02-15</fixingDate>
</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>
<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> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward Boost Strip"
### Response:
<fixingDate>2011-02-07</fixingDate>
<fixingDate>2011-02-08</fixingDate>
<fixingDate>2011-02-09</fixingDate>
<fixingDate>2011-02-10</fixingDate>
<fixingDate>2011-02-11</fixingDate>
<fixingDate>2011-02-14</fixingDate>
<fixingDate>2011-02-15</fixingDate>
</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>
<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> |
category: "fx-derivatives" | null | description: "FX Accrual Forward American Keep Double Multi Settlement" | ### 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"
### 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" | ### 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>
<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"
### 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>
<adjustedDate> |
category: "fx-derivatives" | null | description: "FX Accrual Forward American Keep Double Multi Settlement" | ### Response: 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"/>
<receiverPartyReference href="partyB"/> | ### 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"
### Response: 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"/>
<receiverPartyReference href="partyB"/> |
category: "fx-derivatives" | null | description: "FX Accrual Forward Collar" | ### 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>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType>
<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> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward Collar"
### 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>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType>
<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> |
category: "fx-derivatives" | null | description: "FX Accrual Forward Collar" | ### Response: <accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>Above</condition>
<level>
<initialValue>1.3200</initialValue>
</level></lowerBound><upperBound>
<condition>Below</condition>
<level>
<initialValue>1.4000</initialValue>
</level></upperBound></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">EUTA</businessCenter>
</businessCenters>
<numberOfFixings>255</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate>
<adjustedDate>2015-01-19</adjustedDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
</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>
<strike id="str1">
<initialValue>1.3900</initialValue>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</strike> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward Collar"
### Response: <accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>Above</condition>
<level>
<initialValue>1.3200</initialValue>
</level></lowerBound><upperBound>
<condition>Below</condition>
<level>
<initialValue>1.4000</initialValue>
</level></upperBound></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">EUTA</businessCenter>
</businessCenters>
<numberOfFixings>255</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate>
<adjustedDate>2015-01-19</adjustedDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
</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>
<strike id="str1">
<initialValue>1.3900</initialValue>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</strike> |
category: "fx-derivatives" | null | description: "FX Accrual Forward Variable 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>2011-07-07T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2011-07-07</tradeDate>
</tradeHeader>
<fxAccrualForward>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType>
<notionalAmount>
<initialValue>188000000.00</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>02:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</fixingTime>
</informationSource> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward Variable 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>2011-07-07T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2011-07-07</tradeDate>
</tradeHeader>
<fxAccrualForward>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualForward</productType>
<notionalAmount>
<initialValue>188000000.00</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>02:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</fixingTime>
</informationSource> |
category: "fx-derivatives" | null | description: "FX Accrual Forward Variable Strike" | ### Response:
</observable>
<accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>Above</condition>
<level>
<initialValue>1.35</initialValue>
</level>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</lowerBound>
<upperBound>
<condition>AtOrBelow</condition>
<level>
<initialValue>1.47</initialValue>
</level>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</upperBound>
<notionalAmount>
<initialValue>188000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount>
<counterCurrencyAmount>
<initialValue>127891156.46</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</counterCurrencyAmount>
</accrualRegion>
<accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>AtOrAbove</condition>
<level>
<initialValue>1.10</initialValue>
</level>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</lowerBound>
<upperBound>
<condition>AtOrBelow</condition>
<level>
<initialValue>1.35</initialValue>
</level>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</upperBound>
<notionalAmount>
<initialValue>188000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount>
<counterCurrencyAmount>
<initialValue>150761828.39</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</counterCurrencyAmount>
</accrualRegion>
<accrualRegion>
<observableReference href="ob1"/>
<upperBound>
<condition>Below</condition>
<level>
<initialValue>1.10</initialValue>
</level>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</upperBound>
<notionalAmount>
<initialValue>376000000.00</initialValue> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward Variable Strike"
### Response:
</observable>
<accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>Above</condition>
<level>
<initialValue>1.35</initialValue>
</level>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</lowerBound>
<upperBound>
<condition>AtOrBelow</condition>
<level>
<initialValue>1.47</initialValue>
</level>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</upperBound>
<notionalAmount>
<initialValue>188000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount>
<counterCurrencyAmount>
<initialValue>127891156.46</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</counterCurrencyAmount>
</accrualRegion>
<accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>AtOrAbove</condition>
<level>
<initialValue>1.10</initialValue>
</level>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</lowerBound>
<upperBound>
<condition>AtOrBelow</condition>
<level>
<initialValue>1.35</initialValue>
</level>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</upperBound>
<notionalAmount>
<initialValue>188000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount>
<counterCurrencyAmount>
<initialValue>150761828.39</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</counterCurrencyAmount>
</accrualRegion>
<accrualRegion>
<observableReference href="ob1"/>
<upperBound>
<condition>Below</condition>
<level>
<initialValue>1.10</initialValue>
</level>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</upperBound>
<notionalAmount>
<initialValue>376000000.00</initialValue> |
category: "fx-derivatives" | null | description: "FX Accrual Forward Variable Strike" | ### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount>
<counterCurrencyAmount>
<initialValue>301523656.78</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</counterCurrencyAmount>
</accrualRegion>
<fixingSchedule>
<startDate>2011-07-07</startDate>
<endDate>2012-12-19</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<numberOfFixings>376</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate>
<adjustedDate>2012-12-19</adjustedDate>
<expiryTime>
<hourMinuteTime>02:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</expiryTime>
</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>2012-12-21</adjustedDate>
</settlementDate>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency2>
<strike id="st1">
<initialValue>1.247</initialValue>
<quoteBasis>Currency2PerCurrency1</quoteBasis> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Forward Variable Strike"
### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalAmount>
<counterCurrencyAmount>
<initialValue>301523656.78</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</counterCurrencyAmount>
</accrualRegion>
<fixingSchedule>
<startDate>2011-07-07</startDate>
<endDate>2012-12-19</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<numberOfFixings>376</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate>
<adjustedDate>2012-12-19</adjustedDate>
<expiryTime>
<hourMinuteTime>02:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</expiryTime>
</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>2012-12-21</adjustedDate>
</settlementDate>
<linearPayoffRegion>
<exchangedCurrency1>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</exchangedCurrency1>
<exchangedCurrency2>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</exchangedCurrency2>
<strike id="st1">
<initialValue>1.247</initialValue>
<quoteBasis>Currency2PerCurrency1</quoteBasis> |
category: "fx-derivatives" | null | description: "FX Accrual Option American" | ### 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>2014-06-24</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">HKD</putCurrency>
<callCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</callCurrency>
<notionalAmount>
<initialValue>14018691.59</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</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">HKD</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 American"
### 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>2014-06-24</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">HKD</putCurrency>
<callCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</callCurrency>
<notionalAmount>
<initialValue>14018691.59</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</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">HKD</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 American" | ### Response: 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><initialValue>10.7500</initialValue>
</level>
</lowerBound>
</accrualRegion><fixingSchedule>
<startDate>2014-06-25</startDate>
<endDate>2014-09-30</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<numberOfFixings>70</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">FRPA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-09-30</adjustedDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
</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">HKHK</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-10-06</adjustedDate>
</settlementDate>
<strike>
<initialValue>10.7000</initialValue>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Option American"
### Response: 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><initialValue>10.7500</initialValue>
</level>
</lowerBound>
</accrualRegion><fixingSchedule>
<startDate>2014-06-25</startDate>
<endDate>2014-09-30</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<numberOfFixings>70</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">FRPA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-09-30</adjustedDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
</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">HKHK</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-10-06</adjustedDate>
</settlementDate>
<strike>
<initialValue>10.7000</initialValue>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> |
category: "fx-derivatives" | null | description: "FX Accrual Option Average Rate" | ### 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>2008-01-11</tradeDate>
</tradeHeader>
<fxAccrualOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualOption</productType>
<buyerPartyReference href="partyA"/>
<sellerPartyReference href="partyB"/>
<putCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</putCurrency>
<callCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</callCurrency>
<notionalAmount>
<initialValue>7000000.00</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">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> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Option Average Rate"
### 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>2008-01-11</tradeDate>
</tradeHeader>
<fxAccrualOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualOption</productType>
<buyerPartyReference href="partyA"/>
<sellerPartyReference href="partyB"/>
<putCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</putCurrency>
<callCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</callCurrency>
<notionalAmount>
<initialValue>7000000.00</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">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> |
category: "fx-derivatives" | null | description: "FX Accrual Option Average Rate" | ### Response: 1FED</rateSourcePage>
<fixingTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</fixingTime>
</informationSource>
</observable>
<accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>AtOrAbove</condition>
<level>
<initialValue>1.995</initialValue>
</level>
</lowerBound>
</accrualRegion>
<accrualRegion>
<observableReference href="ob1"/>
<upperBound>
<condition>Below</condition>
<level>
<initialValue>1.995</initialValue>
</level>
</upperBound>
<accrualFactor>
<initialValue>2</initialValue>
</accrualFactor>
</accrualRegion><fixingSchedule><startDate>2008-01-11</startDate>
<endDate>2008-06-30</endDate>
<dayType>Business</dayType>
<businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<numberOfFixings>21</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate>
<adjustedDate>2008-06-30</adjustedDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
</expiryDate>
<settlementDate>
<dateAdjustments><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">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2008-07-02</adjustedDate>
</settlementDate>
<strike>
<initialValue>1.995</initialValue>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike>
<counterCurrencyAmount>
<initialValue> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Option Average Rate"
### Response: 1FED</rateSourcePage>
<fixingTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</fixingTime>
</informationSource>
</observable>
<accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>AtOrAbove</condition>
<level>
<initialValue>1.995</initialValue>
</level>
</lowerBound>
</accrualRegion>
<accrualRegion>
<observableReference href="ob1"/>
<upperBound>
<condition>Below</condition>
<level>
<initialValue>1.995</initialValue>
</level>
</upperBound>
<accrualFactor>
<initialValue>2</initialValue>
</accrualFactor>
</accrualRegion><fixingSchedule><startDate>2008-01-11</startDate>
<endDate>2008-06-30</endDate>
<dayType>Business</dayType>
<businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<numberOfFixings>21</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate>
<adjustedDate>2008-06-30</adjustedDate>
<expiryTime>
<hourMinuteTime>14:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
</expiryDate>
<settlementDate>
<dateAdjustments><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">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2008-07-02</adjustedDate>
</settlementDate>
<strike>
<initialValue>1.995</initialValue>
<strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis>
</strike>
<counterCurrencyAmount>
<initialValue> |
category: "fx-derivatives" | null | description: "FX Accrual Option Average Rate" | ### Response: 3508771.93</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</counterCurrencyAmount><averageRate id="averageRate"><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>1FED</rateSourcePage>
<fixingTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</fixingTime>
</informationSource>
<fixingSchedule><startDate>2008-01-11</startDate>
<endDate>2008-06-30</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</fixingSchedule>
<averagingMethod>Arithmetic</averagingMethod>
<precision>4</precision>
</averageRate><premium>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<paymentDate>
<adjustableDate>
<unadjustedDate>2008-01-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>155000</amount>
</paymentAmount>
</premium>
</fxAccrualOption>
<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"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Option Average Rate"
### Response: 3508771.93</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</counterCurrencyAmount><averageRate id="averageRate"><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>1FED</rateSourcePage>
<fixingTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</fixingTime>
</informationSource>
<fixingSchedule><startDate>2008-01-11</startDate>
<endDate>2008-06-30</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</fixingSchedule>
<averagingMethod>Arithmetic</averagingMethod>
<precision>4</precision>
</averageRate><premium>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<paymentDate>
<adjustableDate>
<unadjustedDate>2008-01-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>155000</amount>
</paymentAmount>
</premium>
</fxAccrualOption>
<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"> |
category: "fx-derivatives" | null | description: "FX Accrual Digital Option American" | ### 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>2014-06-24</tradeDate>
</tradeHeader>
<fxAccrualDigitalOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualDigitalOption</productType>
<buyerPartyReference href="partyB"/>
<sellerPartyReference href="partyA"/>
<notionalAmount>
<initialValue>100000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">HKD</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">HKD</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"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "FX Accrual Digital Option American"
### 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>2014-06-24</tradeDate>
</tradeHeader>
<fxAccrualDigitalOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxAccrualDigitalOption</productType>
<buyerPartyReference href="partyB"/>
<sellerPartyReference href="partyA"/>
<notionalAmount>
<initialValue>100000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">HKD</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">HKD</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"> |
category: "fx-derivatives" | null | description: "FX Accrual Digital Option American" | ### Response: DEFR</businessCenter>
</fixingTime>
</informationSource>
</observable>
<accrualRegion>
<observableReference href="ob1"/><lowerBound>
<condition>Above</condition><level>
<initialValue>10.7500</initialValue>
</level>
</lowerBound>
</accrualRegion>
<fixingSchedule><startDate>2014-06-25</startDate>
<endDate>2014-09-30</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">HKHK</businessCenter>
</businessCenters>
<numberOfFixings>70</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>2014-09-30</adjustedDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
</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">HKHK</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-10-06</adjustedDate>
</settlementDate><trigger>
<triggerCondition>AtOrAbove</triggerCondition>
<quotedCurrencyPair>
<currency1 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 Digital Option American"
### Response: DEFR</businessCenter>
</fixingTime>
</informationSource>
</observable>
<accrualRegion>
<observableReference href="ob1"/><lowerBound>
<condition>Above</condition><level>
<initialValue>10.7500</initialValue>
</level>
</lowerBound>
</accrualRegion>
<fixingSchedule><startDate>2014-06-25</startDate>
<endDate>2014-09-30</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">HKHK</businessCenter>
</businessCenters>
<numberOfFixings>70</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>2014-09-30</adjustedDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
</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">HKHK</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2014-10-06</adjustedDate>
</settlementDate><trigger>
<triggerCondition>AtOrAbove</triggerCondition>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
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>2012-12-08T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2012-12-08</tradeDate>
</tradeHeader>
<fxRangeAccrual>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxRangeAccrual</productType>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<notionalAmount>
<initialValue>420000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</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> | ### 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>2012-12-08T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="#partyA">12345</tradeId>
</partyTradeIdentifier>
<tradeDate>2012-12-08</tradeDate>
</tradeHeader>
<fxRangeAccrual>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxRangeAccrual</productType>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<notionalAmount>
<initialValue>420000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</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> |
category: "fx-derivatives" | null | description: "FX Accrual Range Accrual European" | ### Response:
</fixingTime>
</informationSource>
</observable><accrualRegion>
<observableReference href="ob1"/>
<lowerBound>
<condition>AtOrAbove</condition>
<level>
<initialValue>1.30</initialValue>
</level>
</lowerBound>
<upperBound>
<condition>AtOrBelow</condition>
<level>
<initialValue>1.35</initialValue>
</level>
</upperBound>
</accrualRegion>
<fixingSchedule>
<startDate>2012-12-08</startDate>
<endDate>2013-01-07</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<numberOfFixings>21</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate><adjustedDate>2013-01-07</adjustedDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
</expiryDate>
<settlementDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2013-01-09</adjustedDate>
</settlementDate><premium>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<paymentDate>
<adjustableDate>
<unadjustedDate>2012-12-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>50000.00</amount>
</paymentAmount>
</premium>
</fxRangeAccrual>
<calculationAgent>
<calculationAgentPartyReference href="partyA"/>
</calculationAgent>
</trade> | ### 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>1.30</initialValue>
</level>
</lowerBound>
<upperBound>
<condition>AtOrBelow</condition>
<level>
<initialValue>1.35</initialValue>
</level>
</upperBound>
</accrualRegion>
<fixingSchedule>
<startDate>2012-12-08</startDate>
<endDate>2013-01-07</endDate>
<dayType>Business</dayType>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<numberOfFixings>21</numberOfFixings>
</fixingSchedule>
</accrual>
<expiryDate><adjustedDate>2013-01-07</adjustedDate>
<expiryTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</expiryTime>
</expiryDate>
<settlementDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2013-01-09</adjustedDate>
</settlementDate><premium>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<paymentDate>
<adjustableDate>
<unadjustedDate>2012-12-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>50000.00</amount>
</paymentAmount>
</premium>
</fxRangeAccrual>
<calculationAgent>
<calculationAgentPartyReference href="partyA"/>
</calculationAgent>
</trade> |
category: "fx-derivatives" | null | description: "Term Deposit Simple Term DepositABN Amro pays 4% CHF fixed rate loan on ACT/360 basis a for 25 million Deposit from Midland starting February 14, 2002 and maturing February 15, 2002. ABN Amro sends a TradeConfirmed message to Midland with the details of the confirmation." | ### 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.abn.com/coding-scheme/messageId">FX87653</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">MIDLGB22</sendTo>
<creationTimestamp>2001-12-04T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/conversationId">FX65431</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.hsbc.com/swaps/trade-id">MB87623</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abnamro.com/swaps/trade-id">AA9876</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-02-14</tradeDate>
</tradeHeader>
<termDeposit>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">TermDeposit</productType><payerPartyReference href="party1"/><receiverPartyReference href="party2"/>
<startDate>2002-02-14</startDate>
<maturityDate>2002-02-15</maturityDate>
<principal>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</currency>
<amount>25000000.00</amount>
</principal>
<fixedRate>0.04</fixedRate><dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</termDeposit>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">TR24TWEY5RVRQV65HD49</partyId>
</party>
<party id="party2">
<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: "Term Deposit Simple Term DepositABN Amro pays 4% CHF fixed rate loan on ACT/360 basis a for 25 million Deposit from Midland starting February 14, 2002 and maturing February 15, 2002. ABN Amro sends a TradeConfirmed message to Midland with the details of the confirmation."
### 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.abn.com/coding-scheme/messageId">FX87653</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">MIDLGB22</sendTo>
<creationTimestamp>2001-12-04T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/conversationId">FX65431</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.hsbc.com/swaps/trade-id">MB87623</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abnamro.com/swaps/trade-id">AA9876</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-02-14</tradeDate>
</tradeHeader>
<termDeposit>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">TermDeposit</productType><payerPartyReference href="party1"/><receiverPartyReference href="party2"/>
<startDate>2002-02-14</startDate>
<maturityDate>2002-02-15</maturityDate>
<principal>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</currency>
<amount>25000000.00</amount>
</principal>
<fixedRate>0.04</fixedRate><dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</termDeposit>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">TR24TWEY5RVRQV65HD49</partyId>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"> |
category: "fx-derivatives" | null | description: "Term Deposit Term Deposit with Settlement InstructionsABN Amro pays 4% CHF fixed rate loan on ACT/360 basis a for 25 million Deposit from Midland starting February 14, 2002 and maturing February 15, 2002. This example also demonstrates setting explicit settlement instructions for each cash flow. ABN Amro sends a TradeConfirmed message to Midland with the details of the confirmation." | ### 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.abn.com/coding-scheme/messageId">FX87653</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">MIDLGB22</sendTo>
<creationTimestamp>2001-12-04T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/correlationId">FX65431</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.midlandnb.com/swaps/trade-id">MB87623</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abn.com/swaps/trade-id">AA9876</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-02-14</tradeDate>
</tradeHeader>
<termDeposit>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">TermDeposit</productType><payerPartyReference href="party1"/><receiverPartyReference href="party2"/>
<startDate>2002-02-14</startDate>
<maturityDate>2002-02-15</maturityDate>
<principal>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</currency>
<amount>25000000.00</amount>
</principal>
<fixedRate>0.04</fixedRate><dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<interest>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</currency>
<amount>2777.77</amount>
</interest>
<payment>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "fx-derivatives"
description: "Term Deposit Term Deposit with Settlement InstructionsABN Amro pays 4% CHF fixed rate loan on ACT/360 basis a for 25 million Deposit from Midland starting February 14, 2002 and maturing February 15, 2002. This example also demonstrates setting explicit settlement instructions for each cash flow. ABN Amro sends a TradeConfirmed message to Midland with the details of the confirmation."
### 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.abn.com/coding-scheme/messageId">FX87653</messageId>
<sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy>
<sendTo messageAddressScheme="http://www.abn.com/partyId">MIDLGB22</sendTo>
<creationTimestamp>2001-12-04T08:57:00Z</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.abn.com/coding-scheme/correlationId">FX65431</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.midlandnb.com/swaps/trade-id">MB87623</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abn.com/swaps/trade-id">AA9876</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-02-14</tradeDate>
</tradeHeader>
<termDeposit>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">TermDeposit</productType><payerPartyReference href="party1"/><receiverPartyReference href="party2"/>
<startDate>2002-02-14</startDate>
<maturityDate>2002-02-15</maturityDate>
<principal>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</currency>
<amount>25000000.00</amount>
</principal>
<fixedRate>0.04</fixedRate><dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<interest>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</currency>
<amount>2777.77</amount>
</interest>
<payment>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/> |
category: "fx-derivatives" | null | description: "Term Deposit Term Deposit with Settlement InstructionsABN Amro pays 4% CHF fixed rate loan on ACT/360 basis a for 25 million Deposit from Midland starting February 14, 2002 and maturing February 15, 2002. This example also demonstrates setting explicit settlement instructions for each cash flow. ABN Amro sends a TradeConfirmed message to Midland with the details of the confirmation." | ### Response:
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</currency>
<amount>25000000</amount>
</paymentAmount>
<paymentType>Initial Principal Payment</paymentType>
<settlementInformation>
<settlementInstruction>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId>
</routingIds>
</beneficiary>
</settlementInstruction>
</settlementInformation>
</payment>
<payment>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</currency>
<amount>2777.77</amount>
</paymentAmount>
<paymentType>Interest Payment</paymentType>
<settlementInformation>
<settlementInstruction>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">MIDLAND</routingId>
</routingIds>
</beneficiary>
</settlementInstruction>
</settlementInformation>
</payment>
<payment>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</currency>
<amount>25000000</amount>
</paymentAmount>
<paymentType>Final Principal Payment</paymentType>
<settlementInformation>
<settlementInstruction>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">MIDLGB22</routingId>
</routingIds>
</beneficiary>
</settlementInstruction>
</settlementInformation>
</payment>
</termDeposit>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">TR24TWEY5RVRQV65HD49</partyId>
<partyName>MIDLAND</partyName>
</party>
<party id="party2">
<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: "Term Deposit Term Deposit with Settlement InstructionsABN Amro pays 4% CHF fixed rate loan on ACT/360 basis a for 25 million Deposit from Midland starting February 14, 2002 and maturing February 15, 2002. This example also demonstrates setting explicit settlement instructions for each cash flow. ABN Amro sends a TradeConfirmed message to Midland with the details of the confirmation."
### Response:
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</currency>
<amount>25000000</amount>
</paymentAmount>
<paymentType>Initial Principal Payment</paymentType>
<settlementInformation>
<settlementInstruction>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId>
</routingIds>
</beneficiary>
</settlementInstruction>
</settlementInformation>
</payment>
<payment>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</currency>
<amount>2777.77</amount>
</paymentAmount>
<paymentType>Interest Payment</paymentType>
<settlementInformation>
<settlementInstruction>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">MIDLAND</routingId>
</routingIds>
</beneficiary>
</settlementInstruction>
</settlementInformation>
</payment>
<payment>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</currency>
<amount>25000000</amount>
</paymentAmount>
<paymentType>Final Principal Payment</paymentType>
<settlementInformation>
<settlementInstruction>
<beneficiary>
<routingIds>
<routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">MIDLGB22</routingId>
</routingIds>
</beneficiary>
</settlementInstruction>
</settlementInformation>
</payment>
</termDeposit>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">TR24TWEY5RVRQV65HD49</partyId>
<partyName>MIDLAND</partyName>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442"> |
category: "inflation-swaps" | null | description: "Inflation Swap - Year on Year with Interpolation" | ### 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 Interpolation"
### 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 Interpolation" | ### 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 Interpolation"
### 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 Interpolation" | ### 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 Interpolation"
### 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 Interpolation" | ### 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">UK-RPI</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</indexTenor>
<inflationLag>
<periodMultiplier>2</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 Interpolation"
### 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">UK-RPI</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</indexTenor>
<inflationLag>
<periodMultiplier>2</periodMultiplier>
<period>M</period> |
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">43660124A</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.party-b.com/swaps/trade-id">43660133A</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyC"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">187355008-2</tradeId>
</partyTradeIdentifier>
<tradeDate>2022-06-13</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>2022-06-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate id="floatingLegTerminationDate">
<unadjustedDate>2025-07-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="floatingLegPaymentDates">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/>
<paymentFrequency> | ### 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">43660124A</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.party-b.com/swaps/trade-id">43660133A</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyC"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">187355008-2</tradeId>
</partyTradeIdentifier>
<tradeDate>2022-06-13</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>2022-06-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate id="floatingLegTerminationDate">
<unadjustedDate>2025-07-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="floatingLegPaymentDates">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/>
<paymentFrequency> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response:
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</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">BRBD</businessCenter>
</businessCenters>
<dateRelativeTo href="floatingLegResetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>474045351.35</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</currency>
</notionalStepSchedule>
</notionalSchedule>
<inflationRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/inflation-index-description-2-0">BRL-IPCA</floatingRateIndex>
<spreadSchedule>
<initialValue>0.0129</initialValue>
</spreadSchedule> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response:
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</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">BRBD</businessCenter>
</businessCenters>
<dateRelativeTo href="floatingLegResetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>474045351.35</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</currency>
</notionalStepSchedule>
</notionalSchedule>
<inflationRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/inflation-index-description-2-0">BRL-IPCA</floatingRateIndex>
<spreadSchedule>
<initialValue>0.0129</initialValue>
</spreadSchedule> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response:
<inflationLag>
<periodMultiplier>-1</periodMultiplier>
<period>M</period>
</inflationLag>
<indexSource rateSourcePageScheme="http://www.fpml.org/coding-scheme/inflation-index-source-2-4">BZSXPRTA</indexSource>
<interpolationMethod interpolationMethodScheme="http://www.fpml.org/coding-scheme/interpolation-method">None</interpolationMethod>
<fallbackBondApplicable>false</fallbackBondApplicable>
</inflationRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">BUS/252</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<settlementProvision>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<nonDeliverableSettlement>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</referenceCurrency>
<fxFixingSchedule>
<unadjustedDate>2025-06-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</fxFixingSchedule>
<settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">BRL.PTAX/BRL09</settlementRateOption>
</nonDeliverableSettlement>
</settlementProvision>
</swapStream>
<swapStream id="floatingLeg2">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="floatingLeg2CalcPeriodDates">
<effectiveDate>
<unadjustedDate>2022-06-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response:
<inflationLag>
<periodMultiplier>-1</periodMultiplier>
<period>M</period>
</inflationLag>
<indexSource rateSourcePageScheme="http://www.fpml.org/coding-scheme/inflation-index-source-2-4">BZSXPRTA</indexSource>
<interpolationMethod interpolationMethodScheme="http://www.fpml.org/coding-scheme/interpolation-method">None</interpolationMethod>
<fallbackBondApplicable>false</fallbackBondApplicable>
</inflationRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">BUS/252</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<settlementProvision>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<nonDeliverableSettlement>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</referenceCurrency>
<fxFixingSchedule>
<unadjustedDate>2025-06-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</fxFixingSchedule>
<settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">BRL.PTAX/BRL09</settlementRateOption>
</nonDeliverableSettlement>
</settlementProvision>
</swapStream>
<swapStream id="floatingLeg2">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="floatingLeg2CalcPeriodDates">
<effectiveDate>
<unadjustedDate>2022-06-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response:
<terminationDate id="floatingLeg2TerminationDate">
<unadjustedDate>2025-07-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="floatingLeg2PaymentDates">
<calculationPeriodDatesReference href="floatingLeg2CalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="floatingLeg2ResetDates">
<calculationPeriodDatesReference href="floatingLeg2CalcPeriodDates"/>
<fixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter>
</businessCenters>
<dateRelativeTo href="floatingLeg2ResetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response:
<terminationDate id="floatingLeg2TerminationDate">
<unadjustedDate>2025-07-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="floatingLeg2PaymentDates">
<calculationPeriodDatesReference href="floatingLeg2CalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="floatingLeg2ResetDates">
<calculationPeriodDatesReference href="floatingLeg2CalcPeriodDates"/>
<fixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter>
</businessCenters>
<dateRelativeTo href="floatingLeg2ResetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period> |
category: "inflation-swaps" | null | description: "Inflation Swap - Zero Coupon" | ### Response: T</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>474045351.35</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">BRL-CDI</floatingRateIndex>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">BUS/252</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<settlementProvision>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<nonDeliverableSettlement>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</referenceCurrency>
<fxFixingSchedule>
<unadjustedDate>2025-06-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</fxFixingSchedule>
<settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">BRL.PTAX/BRL09</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> | ### Instruction: Write part of the FpML XML code base on the following information: category: "inflation-swaps"
description: "Inflation Swap - Zero Coupon"
### Response: T</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>474045351.35</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">BRL-CDI</floatingRateIndex>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">BUS/252</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<settlementProvision>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<nonDeliverableSettlement>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</referenceCurrency>
<fxFixingSchedule>
<unadjustedDate>2025-06-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</fxFixingSchedule>
<settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">BRL.PTAX/BRL09</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> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Single Currency Interest Rate SwapNote 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="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-1</tradeId>
</partyTradeIdentifier>
<tradeDate>2018-11-06</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType>
<productId>64209462</productId>
<swapStream id="InterestRateSwap-64209462-Floating-leg-2">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="calculationPeriodDates-64209462-657">
<effectiveDate>
<unadjustedDate>2018-11-06</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">SEST</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209462-658">
<unadjustedDate>2023-11-06</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">SEST</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">SEST</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Single Currency Interest Rate SwapNote 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="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-1</tradeId>
</partyTradeIdentifier>
<tradeDate>2018-11-06</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType>
<productId>64209462</productId>
<swapStream id="InterestRateSwap-64209462-Floating-leg-2">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="calculationPeriodDates-64209462-657">
<effectiveDate>
<unadjustedDate>2018-11-06</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">SEST</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209462-658">
<unadjustedDate>2023-11-06</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">SEST</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">SEST</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Single Currency Interest Rate SwapNote the following:" | ### Response:
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>6</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209462-657"/>
<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">SEST</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates-64209462-662">
<calculationPeriodDatesReference href="calculationPeriodDates-64209462-657"/>
<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">SEST</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates-64209462-662"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">SEST</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>10000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">SEK</currency> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Single Currency Interest Rate SwapNote the following:"
### Response:
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>6</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209462-657"/>
<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">SEST</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates-64209462-662">
<calculationPeriodDatesReference href="calculationPeriodDates-64209462-657"/>
<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">SEST</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates-64209462-662"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">SEST</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>10000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">SEK</currency> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Single Currency Interest Rate SwapNote the following:" | ### Response:
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">SEK-STIBOR-SIDE</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="InterestRateSwap-64209462-Fixed-leg-1">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="calculationPeriodDates-64209462-663">
<effectiveDate>
<unadjustedDate>2018-11-06</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">SEST</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209462-664">
<unadjustedDate>2023-11-06</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">SEST</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">SEST</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>6</rollConvention>
</calculationPeriodFrequency> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Single Currency Interest Rate SwapNote the following:"
### Response:
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">SEK-STIBOR-SIDE</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="InterestRateSwap-64209462-Fixed-leg-1">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="calculationPeriodDates-64209462-663">
<effectiveDate>
<unadjustedDate>2018-11-06</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">SEST</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209462-664">
<unadjustedDate>2023-11-06</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">SEST</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">SEST</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>6</rollConvention>
</calculationPeriodFrequency> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency Interest Rate Swap" | description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA swap agreement with each other. 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/swaps/trade-id">TW9235</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">SW2000</tradeId>
</partyTradeIdentifier>
<tradeDate>1994-12-12</tradeDate>
</tradeHeader>
<swap><swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>1994-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>1999-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenters">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>14</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency Interest Rate Swap"
description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA swap agreement with each other. 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/swaps/trade-id">TW9235</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">SW2000</tradeId>
</partyTradeIdentifier>
<tradeDate>1994-12-12</tradeDate>
</tradeHeader>
<swap><swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>1994-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>1999-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenters">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>14</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency Interest Rate Swap" | description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:" | ### Response:
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<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="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>50000000.00</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-LIBOR-BBA</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><swapStream>
<payerPartyReference href="party2"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency Interest Rate Swap"
description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:"
### Response:
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<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="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>50000000.00</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-LIBOR-BBA</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><swapStream>
<payerPartyReference href="party2"/> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency Interest Rate Swap" | description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:" | ### Response:
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>1994-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>1999-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>14</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>50000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.06</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30E/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency Interest Rate Swap"
description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:"
### Response:
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>1994-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>1999-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>14</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>50000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.06</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30E/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency Interest Rate Swap with Compounding, Payment Delay and Final Rate Rounding" | description: "On 25 April, 2000 Morgan Stanley Dean Witter and JPMorgan enter into an ISDA swap agreement with each other. 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/swaps/trade-id">56323</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.msdw/swaps/trade-id">56990</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-04-25</tradeDate>
</tradeHeader>
<swap><swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2000-04-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2002-04-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenters">
<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>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>27</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency Interest Rate Swap with Compounding, Payment Delay and Final Rate Rounding"
description: "On 25 April, 2000 Morgan Stanley Dean Witter and JPMorgan enter into an ISDA swap agreement with each other. 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/swaps/trade-id">56323</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.msdw/swaps/trade-id">56990</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-04-25</tradeDate>
</tradeHeader>
<swap><swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2000-04-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2002-04-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenters">
<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>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>27</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency Interest Rate Swap with Compounding, Payment Delay and Final Rate Rounding" | description: "On 25 April, 2000 Morgan Stanley Dean Witter and JPMorgan enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:" | ### Response:
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>5</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<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="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000.00</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-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<finalRateRounding> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency Interest Rate Swap with Compounding, Payment Delay and Final Rate Rounding"
description: "On 25 April, 2000 Morgan Stanley Dean Witter and JPMorgan enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:"
### Response:
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>5</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<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="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000.00</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-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<finalRateRounding> |