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### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Spot" description: " On 23 October, 2001, Citibank New York and Barclay's London agree to a foreign exchange trade. The terms of the contract are: Trade date: 23 October, 2001Value date: 25 October, 2001Barclays pays 10,000,000 GBP to CitibankCitibank pays 14,800,000 USD to BarclaysExchange rate equals 1.48 (USD per GBP). Matching Service sends a TradeConfirmed message to CITI with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">CITIUS</sendTo> <creationTimestamp>2001-10-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.barclays.com/fx/trade-id">BARC987</tradeId> </partyTradeIdentifier> <tradeDate>2001-10-23</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>14800000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-10-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.48</rate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">529900DTJ5A7S5UCBB52</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Spot 'Cross' (non-base currency) with Cross Rates" description: " On 23 October, 2001, Chase New York and CSFB New York agree to a foreign exchange trade. The terms of the contract are similar to Example 1, but in this case, the currencies exchanged are EUR and GBP. Both of these institutions are USD-based, so rates against the base currency (USD) have been captured as well. The terms of the contract are: Trade date: 23 October, 2001Value date: 25 October, 2001CSFB pays 100,000,000 EUR to ChaseChase pays 6,300,680 USD to CSFBExchange rate equals 0.630068 (GBP per EUR).GBPUSD rate equals 1.48, and EURUSD rate equals 0.9325. Chase sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">PARTYAUS</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-10-23T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="hhttp://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">PARTYA345</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.csfb.com/fx/trade-id">CSFB9842</tradeId> </partyTradeIdentifier> <tradeDate>2001-10-23</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>EUR</currency> <amount>6300680</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-10-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>EUR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.630068</rate> <!--5-1 FX Refactoring: Replaced sideRates with more flexible crossRate component to accommodate the currency exchange rates used to cross between the traded currencies --> <crossRate> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> <rate>1.4800</rate> </crossRate> <crossRate> <currency1>USD</currency1> <currency2>EUR</currency2> <quoteBasis>Currency1PerCurrency2</quoteBasis> <rate>0.9325</rate> </crossRate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">391200ZGI3FROE0WYF22</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Forward" description: " On 19 November, 2001, ABN Amro and DeutscheBank agree to a one-month forward foreign exchange contract. The terms of the contract are: Trade date: 19 November, 2001Value date: 21 December, 2001DB pays 10,000,000 EUR to ABNABN pays 9,175,000 USD to DBExchange rate equals 0.9175 (USD per EUR).Spot rate equals 0.9130, forward points equals 0.0045. ABN sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">ABN</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-11-19T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.abn-amro.com/fx/trade-id">ABN1234</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB5678</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-19</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>9175000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-12-21</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.9175</rate> <spotRate>0.9130</spotRate> <forwardPoints>0.0045</forwardPoints> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Forward with specific Settlement Instructions" description: " On 12 November, 2001, UBS Zurich and Citibank New York agree to a foreign exchange contract. The terms of the contract are: Trade date: 12 November, 2001Value date: 21 December, 2001UBS pays 10,000,000 GBP to CitiCiti pays 14,643,000 USD to UBSExchange rate equals 1.4643 (USD per GBP). Matching Service sends a TradeConfirmed message to CITI with the details of the confirmation. Settlement is highlighted in this example. In this case, UBS pays the GBP from their account at UBS London to Citi's GBP account at Citi London, with the ultimate beneficiary being Citi New York. For the USD, Citi pays the USD to ultimate beneficiary UBS Zurich, but in this case, UBS Zurich holds its USD at Citibank, and therefore UBS' account as Citibank is credited." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">CITIUS</sendTo> <creationTimestamp>2001-10-12T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationIdScheme">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">FWD123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">FXD2002987</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-12</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <settlementMethod>SWIFT</settlementMethod> <correspondentInformation> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">UBSWGB2L</routingId> </routingIds> </correspondentInformation> <beneficiaryBank> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">CITIGB2L</routingId> </routingIds> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">CITIUS33</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>14643000</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <beneficiaryBank> <routingIdsAndExplicitDetails> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">CITIUS33</routingId> </routingIds> <routingName>Citibank</routingName> <routingAccountNumber>/C/1234567788</routingAccountNumber> </routingIdsAndExplicitDetails> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">UBSWCHZH</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> </exchangedCurrency2> <valueDate>2002-04-01</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.4643</rate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Forward identified as using standard settlement instructions" description: " This is identical to Example 3, but the standard settlement scheme is used to highlight that this trade will be paid using standard, pre-agreed settlement instructions. ABN sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.matchingservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.matchingservice.com/partyId">ABN</sentBy> <sendTo messageAddressScheme="http://www.matchingservice.com/partyId">MATCHSRV</sendTo> <creationTimestamp>2001-11-19T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.matchingservice.com/coding-scheme/correlationId">FX987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.abn-amro.com/fx/trade-id">ABN1234</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB5678</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-19</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>10000000</amount> </paymentAmount> <settlementInformation> <standardSettlementStyle>Standard</standardSettlementStyle> </settlementInformation> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>9175000</amount> </paymentAmount> <settlementInformation> <standardSettlementStyle>Standard</standardSettlementStyle> </settlementInformation> </exchangedCurrency2> <valueDate>2001-12-21</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.9175</rate> <spotRate>0.9130</spotRate> <forwardPoints>0.0045</forwardPoints> <!--08-05-2010 Added an optional element pointValue - The forward point tick/pip factor associated with the quoteBasis for the Quoted CCYPair--> <pointValue>0.0001</pointValue> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Forward with split settlement" description: " On 12 November, 2001, DeutscheBank Frankfurt and ABN Amro Amsterdam agree to a forward foreign exchange contract. The terms of the contract are: Trade date: 12 November, 2001Value date: 14 February, 2002Deutsche pays 13,000,000 USD to ABNABN pays 14,393,600 EUR to DeutscheExchange rate equals 1.1072 (EUR per USD). Deutsche Bank sends a TradeConfirmed message to ABN Amro with the details of the confirmation. In this example, the exchange rate has been quoted as an "inverted" rate. Split settlement is highlighted in this example in the payment of the USD. Here, the following has been specified: 3,000,000 USD is to be paid to ABNAUS334,000,000 USD is to be paid to ABNAUS4C6,000,000 USD is to be paid to ABNAUS6F The ultimate beneficiary is ABNANL2A for all USD payments, but 3 different accounts have been specified for settlement. For the EUR, ABN pays all EUR to Deutsche, but specifies settlement of the EUR via a debit of ABN's account in EUR with Deutsche." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.db.com/coding-scheme/messageId">FX98765</messageId> <sentBy messageAddressScheme="http://www.db.com/partyId">DEUTDEFF</sentBy> <sendTo messageAddressScheme="http://www.db.com/partyId">ABNANL2A</sendTo> <creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.db.com/coding-scheme/correlationId">FX1234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.db.com/fx/trade-id">FX048VS</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.abn.com/fx/trade-id">USABC023</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-12</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>13000000</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <settlementMethod>SWIFT</settlementMethod> <correspondentInformation> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">DEUTUS33</routingId> </routingIds> </correspondentInformation> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> <splitSettlement> <splitSettlementAmount> <currency>USD</currency> <amount>3000000</amount> </splitSettlementAmount> <beneficiaryBank> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNAUS33</routingId> </routingIds> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> </splitSettlement> <splitSettlement> <splitSettlementAmount> <currency>USD</currency> <amount>4000000</amount> </splitSettlementAmount> <beneficiaryBank> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNAUS4C</routingId> </routingIds> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> </splitSettlement> <splitSettlement> <splitSettlementAmount> <currency>USD</currency> <amount>6000000</amount> </splitSettlementAmount> <beneficiaryBank> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNAUS6F</routingId> </routingIds> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> </splitSettlement> </settlementInstruction> </settlementInformation> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>14393600</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <beneficiaryBank> <routingIdsAndExplicitDetails> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">DEUTDEFF</routingId> </routingIds> <routingName>DeutscheBank</routingName> <routingAccountNumber>/D/123-456-789</routingAccountNumber> </routingIdsAndExplicitDetails> </beneficiaryBank> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">DEUTDEFF</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> </exchangedCurrency2> <valueDate>2002-02-14</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>EUR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.1072</rate> </exchangeRate> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "Non-deliverable FX Forward" description: " On 09 January, 2002, Chase New York and CSFB New York agree to a FX non-deliverable forward contract. The terms of the contract are: Trade date: 9 January, 2002Fixing date and time: 9 February, 2002, 14:30Business Calendar Location: MumbaiRate source: RBIBSettlement currency: USDValue date: 13 February, 2002CSFB has agreed to notionally purchase 434M INR for 10M USD with Chase.Since the contract is non-deliverable, the computed settlement will occur on the fixing date based upon the differential between the agreed-upon trade rate and the observed spot rate on the fixing date.Exchange rate equals 43.40 INR per USD. Chase sends a RequestTradeConfirmation message to CSFB with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">09876</messageId> <sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy> <sendTo messageAddressScheme="http://www.partyA.com/partyId">CSFBUS33</sendTo> <creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="hhttp://www.partyA.com/coding-scheme/correlationId">1234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">PARTYA345</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.csfb.com/fx/trade-id">CSFB9842</tradeId> </partyTradeIdentifier> <tradeDate>2002-01-09</tradeDate> </tradeHeader> <fxSingleLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>USD</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>INR</currency> <amount>434000000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2002-04-11</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>INR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>43.40</rate> <spotRate>43.35</spotRate> <forwardPoints>0.05</forwardPoints> </exchangeRate> <!--10-21-2010 FXWG and Coord apprv: renamed element/type from nonDeliverableForward/FxCashSettlement to nonDeliverableSettlement/FxCashSettlement --> <nonDeliverableSettlement> <settlementCurrency>USD</settlementCurrency> <fixing> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>INR</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <fixingDate>2002-04-09</fixingDate> <!--07-08-2010 Refactoring: instead of extending "FxSpotRateSource" complex type, added an optional element "fxSpotRateSource" of Type "FxSpotRateSource" that way eliminating dependency on the rate source--> <fxSpotRateSource> <primaryRateSource> <rateSource>Reuters</rateSource> <rateSourcePage>RBIB</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>14:30:00</hourMinuteTime> <businessCenter>INMU</businessCenter> </fixingTime> </fxSpotRateSource> </fixing> </nonDeliverableSettlement> </fxSingleLeg> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">391200ZGI3FROE0WYF22</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Swap" description: " On 23 January, 2002, Chase New York and Deutsche Frankfurt agree to an FX swap contract. The terms of the contract are: Trade date: 23 January, 2002Value date (near leg): 25 January, 2002Value date (far leg): 25 February, 2002On January 25, Deutsche pays 10,000,000 GBP to ChaseOn January 25, Chase pays 14,800,000 USD to DeutscheOn February 25, Chase pays 10,000,000 GBP to DeutscheOn February 25, Detusche pays 15,000,000 USD to ChaseExchange rates equal 1.48 on near leg, 1.5 on far leg. Deutsche Bank sends a TradeConfirmed message to Chase with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX098765</messageId> <sentBy messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sentBy> <sendTo messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sendTo> <creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.partyA.com/coding-scheme/correlationId">FX12345</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId> </partyTradeIdentifier> <tradeDate>2002-01-23</tradeDate> </tradeHeader> <fxSwap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxSwap</productType> <nearLeg> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>14800000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2002-01-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.48</rate> </exchangeRate> </nearLeg> <farLeg> <exchangedCurrency1> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>GBP</currency> <amount>10000000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>USD</currency> <amount>15000000</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2002-02-25</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>1.5</rate> </exchangeRate> </farLeg> </fxSwap> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Option - European exercise" description: " On 4 December, 2001, Chase agrees to purchase a standard FX OTC option from ABN Amro. The terms of the contract are: Trade date: 4 December, 2001Expiry date: 4 June, 2002Option buyer: ChaseOption seller: ABN AmroExercise style: EuropeanQuote: 75m 6-month AUD Put on 36.9m USD @ strike of 0.4920Option premium: 36,900 USDBusiness Calendar Location: New YorkCut Name: New York ABN Amro sends a RequestTradeConfirmation message to Chase with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == Example 9 Simple FX Option == Trade Date : 2001-12-04 == Expiry Date : 2002-06-04 == Option Buyer : PARTY A == Option Seller : ABN Amro == European Option : 75m AUD Put on 36.9m USD @ 0.4920 == Option Premium : 36,900 USD == Business Center : New York == Cut Name : New York == Product Type : Delta Put FX Option executed on the Reuters/ICor Trading System == Notes: == Overides business center and product type schemes with values defined by Reuters. == Uses single unique trade-id generated by Reuters STP Solution. == IBFXO within the tradeId represents ICor Brokerage FX Options Trading System --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX098765</messageId> <sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy> <sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo> <creationTimestamp>2002-01-04T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.abn.com/coding-scheme/correlationId">FX12345</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId> </partyTradeIdentifier> <tradeDate>2002-01-04</tradeDate> </tradeHeader> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <productType productTypeScheme="http://www.markets.Reuters.com/rss/spec/2001/product-type-1-0">Delta-Put-FX-Option</productType> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2002-06-04</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter id="primarybusinesscenter">USNY</businessCenter> </expiryTime> <cutName>NewYork</cutName> <valueDate>2002-06-06</valueDate> </europeanExercise> <!--FpML-5-1 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-1 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-1 'valueDate' was moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>AUD</currency> <amount>75000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>36900000</amount> </callCurrencyAmount> <!--FpML-5-1 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.4920</rate> <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis> </strike> <!--10-21-2010 FXWG apprv: remove 'quotedAs' component from FpML--> <!--quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>6</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs--> <!--FpML-5-1 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-12-06</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-0 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>36900</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <correspondentInformation> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">PARTYAUS33</routingId> </routingIds> </correspondentInformation> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> <!--FpML-5-1 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-1 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-1 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> <partyName>Party A</partyName> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> <partyName>ABN Amro</partyName> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Option - American exercise" description: " On 4 December, 2001, Chase agrees to purchase a standard FX OTC option from ABN Amro. The terms of the contract are: Trade date: 4 December, 2001Expiry date: 4 June, 2002Option buyer: ChaseOption seller: ABN AmroExercise style: AmericanQuote: 75m 6-month AUD Put on 36.9m USD @ strike of 0.4920Option premium: 36,900 USDBusiness Calendar Location: New YorkCut Name: New York ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == Example 10 Simple FX Option == Trade Date : 2001-12-04 == Expiry Date : 2002-06-04 == Option Buyer : Party A == Option Seller : ABN Amro == American Option : 75m AUD Put on 36.9m USD @ 0.4920 == Option Premium : 36,900 USD == Business Center : New York == Cut Name : New York == Product Type : Delta Put FX Option executed on the Reuters/ICor Trading System == --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX109876</messageId> <sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy> <sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo> <creationTimestamp>2001-12-04T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.abn.com/coding-scheme/correlationId">FX01234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://partyA.com/trades">123456789</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://adnamro.com/trade-ids">ABN1789</tradeId> </partyTradeIdentifier> <tradeDate>2001-12-04</tradeDate> </tradeHeader> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxOption</productType> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <americanExercise> <!--FpML 5-1 Added new element 'commencementDate'--> <!--FpML 5-1 08-19-2010 FXWG agreed to make 'commencementDate' ofType 'AdjustableOrRelative' instead of "date" --> <commencementDate> <adjustableDate> <unadjustedDate>2001-12-04</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expiryDate>2002-06-04</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <cutName>NewYork</cutName> <!--FpML-5-0 'latestValueDate' was renamed from 'valueDate' moved inside exercise style type (e.g. americanExercise)--> <latestValueDate>2002-06-06</latestValueDate> </americanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. americanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was renamed to 'latestValueDate' moved inside exercise style type (e.g. americanExercise)--> <putCurrencyAmount> <currency>AUD</currency> <amount>75000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>36900000</amount> </callCurrencyAmount> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.4920</rate> <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis> </strike> <!--FpML-5-1 Removed from 'fxOption'--> <!--<quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>6</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs>--> <!--FpML-5-1 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-12-06</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>36900</amount> </paymentAmount> <settlementInformation> <settlementInstruction> <correspondentInformation> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">PARTYAUS33</routingId> </routingIds> </correspondentInformation> <beneficiary> <routingIds> <routingId routingIdCodeScheme="http://www.fpml.org/coding-scheme/external/iso9362">ABNANL2A</routingId> </routingIds> </beneficiary> </settlementInstruction> </settlementInformation> <!--FpML-5-1 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-1 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-1 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> <partyName>PARTYA</partyName> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> <partyName>ABN Amro</partyName> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "Non-deliverable FX OTC Option" description: " On 15 January, 2001, Chase agrees to purchase a non-deliverable FX OTC USD / VEB option from ABN Amro. The terms of the contract are: Trade date: 15 January, 2001Expiry date: 9 April, 2001Expiry time: 10:00Value date: 11 April, 2001Option buyer: ChaseOption seller: ABN AmroExercise style: EuropeanCall currency: USDCall amount: 15,000,000Put currency: VEBPut amount: 17,250,000Strike price: 1.15Option premium: 372,750 USDPremium payment: 17 January, 2001Business Calendar Location: New YorkSettlement currency: USDPrimary rate source: VEB BCV28Secondary rate source: VEB 01 ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == Example 11 FX Non-deliverable Option == Trade Date : 2001-01-15 == Expiry Date : 2001-04-09 == Expiry Time : 10:00 == Value Date : 2001-04-11 == Option Buyer : Party A == Option Seller : ABN Amro == Exercise Style: European == Call Currency : USD == Call Amount : 15,000,000 == Put Currency : VEB == Put Amount : 17,250,000 == Strike Price : 1.15 == Option Premium : 372,750 USD == Premium Payment : 2001-01-17 == Business Center : New York --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX109876</messageId> <sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy> <sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo> <creationTimestamp>2001-01-15T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.abn.com/coding-scheme/conversationId">FX01234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-2-0">IBFXO-0123456789</tradeId> </partyTradeIdentifier> <tradeDate>2001-01-15</tradeDate> </tradeHeader> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <productType>ForeignExchange:NDO</productType> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2001-04-09</expiryDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2001-04-11</valueDate> </europeanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was renamed to 'latestValueDate' moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>VEB</currency> <amount>17250000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>15000000</amount> </callCurrencyAmount> <!--FpML-5-1 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>1.15</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <!--FpML-5-1 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-01-17</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-x Refactoring - Renamed from 'premiumAmount' to 'amount'--> <!--FpML-5-x Refactoring - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>372750</amount> </paymentAmount> </premium> <!--FX Refactoring - renamed element/type from cashSettlementTerms/FxCashSettlement to nonDeliverableSettlement/FxCashSettlement--> <cashSettlement> <settlementCurrency>USD</settlementCurrency> <!--FX Refactoring - modified FxFixing complex type used in nonDeliverableSettlement and cashSettlemen. Instead of extending FxSpotRateSource complex type, added an optional element fxSpotRateSource of Type FxSpotRateSource that way eliminating dependency on the rate source. 'fxSpotRateSource' Structure is moved after 'fixingDate' . --> <fixing> <quotedCurrencyPair> <currency1>VEB</currency1> <currency2>USD</currency2> <quoteBasis>Currency1PerCurrency2</quoteBasis> </quotedCurrencyPair> <fixingDate>2001-04-09</fixingDate> <fxSpotRateSource> <primaryRateSource> <rateSource>Reuters</rateSource> <rateSourcePage>VEB01</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>17:00:00</hourMinuteTime> <businessCenter>VECA</businessCenter> </fixingTime> </fxSpotRateSource> </fixing> </cashSettlement> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> <partyName>PARTYA</partyName> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> <partyName>ABN Amro</partyName> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Barrier Option" description: " On 16 August, 2001, DB agrees to purchase a EUR call against USD put barrier option with a knock-in Trade date: 16 August, 2001Expiry date: 6 February, 2002Expiry time: 10:00Value date: 8 February, 2002Option buyer: DBOption seller: ChaseExercise style: EuropeanCall currency: EURCall amount: 5,000,000Put currency: USDPut amount: 4,500,000Strike price: 0.9Knockin: 0.8975Reference spot: 0.8935Option premium: 45,000 USDPremium payment: 20 August, 2002Business Calendar Location: New York Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == Example 12 Knockin Barrier FX Option == Trade Date : 2001-08-16 == Expiry Date : 2002-02-06 == Expiry Time : 10:00 == Option Buyer : DB == Option Seller : Party A == Single Barrier Option : 5m EUR call on 4.5m USD put @ 0.9 strike w/ knockin at 0.8975 == Option Premium : 45,000 USD == Premium Payment: 2001-08-20 == Value Date : 2002-02-08 == Business Center : New York == Reference Spot : 0.8935 == Trigger Rate : 0.8975 (option is knocked in when this price is hit) --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX109876</messageId> <sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy> <sendTo messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sendTo> <creationTimestamp>2001-08-16T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.partyA.com/coding-scheme/correlationId">FX01234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId> </partyTradeIdentifier> <tradeDate>2001-08-16</tradeDate> </tradeHeader> <!--FpML 5-1 - fxBarrierOption is part of 'fxOption'--> <fxOption> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2002-02-06</expiryDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2002-02-08</valueDate> </europeanExercise> <putCurrencyAmount> <currency>USD</currency> <amount>4500000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>EUR</currency> <amount>5000000</amount> </callCurrencyAmount> <strike> <rate>0.9</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <spotRate>0.8935</spotRate> <features> <barrier> <!--FpML 5-5, Deprecate 'ReverseKnockin' and 'ReverseKnockout' values for 'barrierType', and add 'direction'. --> <barrierType>Knockin</barrierType> <direction>Up</direction> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>0.8975</triggerRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>EUR=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-08-16</observationStartDate> <observationEndDate>2002-02-06</observationEndDate> <observationEndTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </observationEndTime> </barrier> </features> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-06</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>USD</currency> <amount>45000</amount> </paymentAmount> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Double Barrier Option" description: " On 3 January, 2001, DB agrees to purchase a 2-month double knockout FX OTC JPY put / USD call option from Chase The terms of the contract are: Trade date: 3 January, 2002Expiry date: 4 March, 2002Expiry time: 10:00Value date: 6 March, 2002Option buyer: DBOption seller: ChaseExercise style: EuropeanCall currency: USDCall amount: 23,798,191.34Put currency: JPYPut amount: 2,500,000,000Strike price: 105.05Knockout: 102Knockout: 115Option premium: 192,765.35 USDPremium payment: 7 January, 2002Business Calendar Location: New York DB sends a RequestTradeConfirmation message to Chase with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- == Example 13 Double Knockout Barrier FX Option == Trade Date : 2002-01-03 == Expiry Date : 2002-03-04 == Expiry Time : 10:00 == Option Buyer : DB == Option Seller : Party A == Double Barrier Option : 2.5b JPY Put on 23,798,191.34 USD @ 105.05 strike w/ knockout at 102 & 115 == Option Premium : 192,765.35 USD (0.81% of USD) == Premium Payment: 2002-01-07 == Value Date : 2002-03-06 == Business Center : New York == Reference Spot : 106 --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.db.com/coding-scheme/messageId">FX109876</messageId> <sentBy messageAddressScheme="http://www.db.com/partyId">DEUTDEFF</sentBy> <sendTo messageAddressScheme="http://www.db.com/partyId">PARTYAUS33</sendTo> <creationTimestamp>2002-01-03T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.db.com/coding-scheme/correlationId">FX01234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">PARTYAUS33</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/swaps/trade-id">DEUTDEFF</tradeId> </partyTradeIdentifier> <tradeDate>2002-01-03</tradeDate> </tradeHeader> <fxOption> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DOUBLEBARRIER</productType> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <europeanExercise> <expiryDate>2002-03-04</expiryDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2002-03-06</valueDate> </europeanExercise> <putCurrencyAmount> <currency>JPY</currency> <amount>2500000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>23798191.34</amount> </callCurrencyAmount> <strike> <rate>105.05</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <spotRate>106</spotRate> <features> <barrier> <!--FpML 5-5, Deprecate 'ReverseKnockin' and 'ReverseKnockout' values for 'barrierType', and add 'direction'. --> <barrierType>Knockout</barrierType> <direction>Down</direction> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>102</triggerRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>JPY=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2002-01-03</observationStartDate> <observationEndDate>2002-03-04</observationEndDate> <observationEndTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </observationEndTime> </barrier> <barrier> <!--FpML 5-5, Deprecate 'ReverseKnockin' and 'ReverseKnockout' values for 'barrierType', and add 'direction'. --> <barrierType>Knockout</barrierType> <direction>Up</direction> <quotedCurrencyPair> <currency1>USD</currency1> <currency2>JPY</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>115</triggerRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>JPY=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2002-01-03</observationStartDate> <observationEndDate>2002-03-04</observationEndDate> <observationEndTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </observationEndTime> </barrier> </features> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2002-01-07</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>USD</currency> <amount>192765.35</amount> </paymentAmount> <quote> <value>0.0081</value> <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Digital/Binary Option -- Euro Binary" description: " On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD European binary option and pays a premium. At expiry, if the spot rate is above the trigger rate, UBS receives a payout. CITI sends a TradeConfirmed message to UBS with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- This example is an FX OTC Euro Binary Option == UBS buys a two week GBP/USD European binary option and pays a premium. == At expiry, if the spot rate is above the trigger rate, UBS receives a payout. --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.citi.com/coding-scheme/messageId">FX109876</messageId> <sentBy messageAddressScheme="http://www.citi.com/partyId">CITIUS33</sentBy> <sendTo messageAddressScheme="http://www.citi.com/partyId">UBSWGB2L</sendTo> <creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.citi.com/coding-scheme/correlationId">FX01234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10014</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20014</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-12</tradeDate> </tradeHeader> <fxDigitalOption> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">EuroBinary</productType> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <europeanExercise> <expiryDate>2001-11-26</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <valueDate>2001-11-28</valueDate> </europeanExercise> <trigger> <!--FpML-5-5 'triggerCondition': add values 'AtOrAbove' and 'atOrBelow', deprecate 'Above' and 'Below'. --> <triggerCondition>AtOrAbove</triggerCondition> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.4800</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> </trigger> <payout> <currency>GBP</currency> <amount>750000</amount> <payoutStyle>Immediate</payoutStyle> </payout> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-14</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>GBP</currency> <amount>53000</amount> </paymentAmount> </premium> </fxDigitalOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Digital/Binary Option -- Euro Range Digital" description: " On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD European range binary option and pays a premium. At expiry, if below the higher trigger rate and above the lower trigger rate, UBS receives a payout. CITI sends a RequestTradeConfirmation message to UBS with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- This example is an FX OTC Euro Range Binary Option == UBS buys a two week GBP/USD European Range binary option and pays a premium. == At expiry, if the spot rate is below the higher trigger rate, and above the lower trigger rate, UBS receives a payout. --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.citi.com/coding-scheme/messageId">FX109876</messageId> <sentBy messageAddressScheme="http://www.citi.com/partyId">CITI10015</sentBy> <sendTo messageAddressScheme="http://www.citi.com/partyId">UBSW20015</sendTo> <creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.citi.com/coding-scheme/correlationId">FX01234</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10015</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20015</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-12</tradeDate> </tradeHeader> <fxDigitalOption> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">EuroRangeBinary</productType> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <europeanExercise> <expiryDate>2001-11-26</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <valueDate>2001-11-26</valueDate> </europeanExercise> <trigger> <!--FpML-5-5 'triggerCondition': add values 'AtOrAbove' and 'atOrBelow', deprecate 'Above' and 'Below'. --> <triggerCondition>AtOrAbove</triggerCondition> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.4800</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> </trigger> <trigger> <!--FpML-5-5 'triggerCondition': add values 'AtOrAbove' and 'atOrBelow', deprecate 'Above' and 'Below'. --> <triggerCondition>AtOrBelow</triggerCondition> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.5500</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> </trigger> <payout> <currency>GBP</currency> <amount>1250000</amount> <payoutStyle>Immediate</payoutStyle> </payout> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-14</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>GBP</currency> <amount>43000</amount> </paymentAmount> </premium> </fxDigitalOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Digital/Binary Option -- One-Touch" description: " On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD one-touch option and pays a premium. At any time before expiry, if the spot rate is above the trigger rate, UBS receives a payout, but this payout is deferred until the value date of the option. CITI sends a TradeConfirmed message to UBS with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- This example is an FX One Touch Digital Option == UBS buys a two week GBP/USD One Touch (implicitly American) option and pays a premium. == At any time before expiry, if the spot rate is above the trigger rate, UBS receives a payout - but this is deferred to maturity --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.citi.com/coding-scheme/messageId">FX019876</messageId> <sentBy messageAddressScheme="http://www.citi.com/partyId">CITI10015</sentBy> <sendTo messageAddressScheme="http://www.citi.com/partyId">UBSW20015</sendTo> <creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.citi.com/coding-scheme/correlationId">FX12345</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10016</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20016</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-12</tradeDate> </tradeHeader> <fxDigitalOption> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">OneTouch</productType> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <americanExercise> <commencementDate> <adjustableDate> <unadjustedDate>2001-11-12</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expiryDate>2001-11-26</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <latestValueDate>2001-11-26</latestValueDate> </americanExercise> <touch> <touchCondition>Touch</touchCondition> <!--FpML 5-5, Add 'direction' with values 'AtOrAbove', 'AtOrBelow'. --> <direction>AtOrAbove</direction> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.5200</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-11-12</observationStartDate> <observationEndDate>2001-11-26</observationEndDate> <observationEndTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </observationEndTime> </touch> <payout> <currency>GBP</currency> <amount>2000000</amount> <payoutStyle>Deferred</payoutStyle> </payout> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-14</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>GBP</currency> <amount>78000</amount> </paymentAmount> </premium> </fxDigitalOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Digital/Binary Option -- No-Touch" description: " On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD no-touch option and pays a premium. If the spot rate remains below the trigger rate at all times until expiry, UBS receives a payout. CITI sends a TradeConfirmed message to UBS with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- This example is an FX No Touch Digital Option == UBS buys a two week GBP/USD No Touch option and pays a premium. == If the spot rate remains below the trigger rate at all times until expiry, UBS receives a payout. --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.ubs.com/coding-scheme/messageId">FX65432</messageId> <sentBy messageAddressScheme="http://www.ubs.com/partyId">UBSW20015</sentBy> <sendTo messageAddressScheme="http://www.ubs.com/partyId">CITI10015</sendTo> <creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.ubs.com/coding-scheme/correlationId">FX09876</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10017</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20018</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-12</tradeDate> </tradeHeader> <fxDigitalOption> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">NoTouch</productType> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <americanExercise> <commencementDate> <adjustableDate> <unadjustedDate>2001-11-12</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expiryDate>2001-11-26</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <latestValueDate>2001-11-26</latestValueDate> </americanExercise> <touch> <touchCondition>Notouch</touchCondition> <!--FpML 5-5, Add 'direction' with values 'AtOrAbove', 'AtOrBelow'. --> <direction>AtOrAbove</direction> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.5200</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-11-12</observationStartDate> <observationEndDate>2001-11-26</observationEndDate> <observationEndTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </observationEndTime> </touch> <payout> <currency>GBP</currency> <amount>3000000</amount> <payoutStyle>Immediate</payoutStyle> </payout> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-14</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>GBP</currency> <amount>78000</amount> </paymentAmount> </premium> </fxDigitalOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Digital/Binary Option -- Double One-Touch" description: " On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD double one-touch option and pays a premium. UBS receives a payout at maturity if the spot rate has crossed either trigger rate at some time during the lifetime of the option. UBS sends a RequestTradeConfirmation message to Citi with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- This example is an FX Double One Touch Digital Option == UBS buys a two week GBP/USD Double One Touch (implicitly American) option and pays a premium. == UBS receives a payout at maturity if the spot rate has crossed either trigger rates at some time during the lifetime of the option. --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.ubs.com/coding-scheme/messageId">FX87654</messageId> <sentBy messageAddressScheme="http://www.ubs.com/partyId">UBSW20015</sentBy> <sendTo messageAddressScheme="http://www.ubs.com/partyId">CITI10015</sendTo> <creationTimestamp>2001-11-12T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.ubs.com/coding-scheme/conversationId">FX65432</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10018</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20018</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-12</tradeDate> </tradeHeader> <fxDigitalOption> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DoubleOneTouch</productType> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <americanExercise> <commencementDate> <adjustableDate> <unadjustedDate>2001-11-12</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expiryDate>2001-11-26</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <latestValueDate>2001-11-26</latestValueDate> </americanExercise> <touch> <touchCondition>Touch</touchCondition> <!--FpML 5-5, Add 'direction' with values 'AtOrAbove', 'AtOrBelow'. --> <direction>AtOrAbove</direction> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.5200</triggerRate> <!--FpML 5-1, 'spotRate' was moved under under specific exercise's conditions (trigger or touch) under which the option will payout if exercisable --> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-11-12</observationStartDate> <observationEndDate>2001-11-26</observationEndDate> <observationEndTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </observationEndTime> </touch> <touch> <touchCondition>Touch</touchCondition> <!--FpML 5-5, Add 'direction' with values 'AtOrAbove', 'AtOrBelow'. --> <direction>AtOrBelow</direction> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.4600</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-11-12</observationStartDate> <observationEndDate>2001-11-26</observationEndDate> <observationEndTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </observationEndTime> </touch> <payout> <currency>GBP</currency> <amount>2000000</amount> <payoutStyle>Immediate</payoutStyle> </payout> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-14</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>GBP</currency> <amount>78000</amount> </paymentAmount> </premium> </fxDigitalOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Digital/Binary Option -- Double No-Touch" description: " On 12 November, 2001, UBS agrees to purchase a two-week GBP/USD double no-touch option and pays a premium. If the spot rate remains below the upper trigger rate and above the lower trigger rate at all times until expiry, UBS receives a payout. Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- This example is an FX Double No Touch Digital Option == UBS buys a two week GBP/USD Double No Touch option and pays a premium. == If the spot rate remains below the upper trigger rate and above the lower trigger rate at all times until expiry, UBS receives a payout. --> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.ubs.com/coding-scheme/messageId">FX87654</messageId> <sentBy messageAddressScheme="http://www.ubs.com/partyId">UBSW20015</sentBy> <sendTo messageAddressScheme="http://www.ubs.com/partyId">CITI10015</sendTo> <creationTimestamp>2007-01-05T15:38:00-05:00</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.ubs.com/coding-scheme/correlationId">FX65432</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.citi.com/fx/trade-id">CITI10019</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.ubsw.com/fx/trade-id">UBSW20019</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-12</tradeDate> </tradeHeader> <fxDigitalOption> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DoubleNoTouch</productType> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <americanExercise> <commencementDate> <adjustableDate> <unadjustedDate>2001-11-12</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter>GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expiryDate>2001-11-26</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </expiryTime> <cutName>LondonEveningPgm</cutName> <latestValueDate>2001-11-26</latestValueDate> </americanExercise> <touch> <touchCondition>Notouch</touchCondition> <!--FpML 5-5, Add 'direction' with values 'AtOrAbove', 'AtOrBelow'. --> <direction>AtOrAbove</direction> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.5200</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-11-12</observationStartDate> <observationEndDate>2001-11-26</observationEndDate> <observationEndTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </observationEndTime> </touch> <touch> <touchCondition>Notouch</touchCondition> <!--FpML 5-5, Add 'direction' with values 'AtOrAbove', 'AtOrBelow'. --> <direction>AtOrBelow</direction> <quotedCurrencyPair> <currency1>GBP</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <triggerRate>1.4500</triggerRate> <spotRate>1.4800</spotRate> <informationSource> <rateSource>Reuters</rateSource> <rateSourcePage>GBP=</rateSourcePage> </informationSource> <!--FpML 5-5, Add 'observationStartTime' and 'observationEndTime' and the ability to define a collection of obervation points to define a discrete observation schedule --> <observationStartDate>2001-11-12</observationStartDate> <observationEndDate>2001-11-26</observationEndDate> <observationEndTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </observationEndTime> </touch> <payout> <currency>GBP</currency> <amount>3000000</amount> <payoutStyle>Immediate</payoutStyle> </payout> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-14</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentAmount> <currency>GBP</currency> <amount>78000</amount> </paymentAmount> </premium> </fxDigitalOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">5493000SCC07UI6DB380</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFM8T61CT2L1QCEMIK50</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Average Rate Option with Parametric Schedule" description: " On 16 August, 2001, DB agrees to purchase an average rate option from Chase and pays a premium. The terms of the contract are: Trade date: 16 August, 2001Expiry date:Option buyer: DBOption seller: ChasePut: 5,750,000 MXNCall: 585,539.71 USDRate source: BNBXObservation start date: 1 November, 2001Observation end date: 30 November, 2001Observation frequency: Daily, all business days for each currency Chase sends a TradeConfirmed message to DB with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX87654</messageId> <sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy> <sendTo messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sendTo> <creationTimestamp>2001-08-16T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.partyA.com/coding-scheme/conversationId">FX65432</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.partyA.com/fx/trade-id">PA-12345</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB-98765</tradeId> </partyTradeIdentifier> <tradeDate>2001-08-16</tradeDate> </tradeHeader> <!--FpML 5-1 - fxAverageRateOption is part of 'fxOption' - 'features'--> <fxOption> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2001-11-30</expiryDate> <expiryTime> <hourMinuteTime>12:30:00</hourMinuteTime> <businessCenter>MXMC</businessCenter> </expiryTime> <valueDate>2001-12-04</valueDate> </europeanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <putCurrencyAmount> <currency>MXN</currency> <amount>5750000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>585539.71</amount> </callCurrencyAmount> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>9.82</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <!--FpML 5-1 fxSimpleOption product, added new 'feature' structure--> <!--FpML 5-1 fxAverageRateOption product, added 'feature/asian' level to the existing structure--> <features> <asian> <primaryRateSource> <rateSource>Reuters</rateSource> <rateSourcePage>BNBX</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>18:00:00</hourMinuteTime> <businessCenter>MXMC</businessCenter> </fixingTime> <!--FpML 5-1 fxAverageRateOption product, Renamed 'averageRateObservationSchedule' to 'observationSchedule'--> <observationSchedule> <!--FpML 5-1 fxAverageRateOption product, Renamed 'observationStartDate' to 'startDate'--> <startDate>2001-11-01</startDate> <!--FpML 5-1 fxAverageRateOption product, Renamed 'observationEndDate' to 'endDate'--> <endDate>2001-11-30</endDate> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> <rollConvention>NONE</rollConvention> </calculationPeriodFrequency> </observationSchedule> </asian> </features> <!--FpML-5-0 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-08-18</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>1750</amount> </paymentAmount> </premium> <!-- <payoutCurrency>USD</payoutCurrency> <averageRateQuoteBasis>PutCurrencyPerCallCurrency</averageRateQuoteBasis> --> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX OTC Average Rate Option with Specific Date Schedule" description: " This example is identical to Example 20. Instead of using a parametric frequency (e.g., daily), each specific observation date has been specified. All weighting factors are 1.0, since all rates would be weighted evenly when the average rate is computed upon expiry. Chase sends a RequestTradeConfirmation message to DB with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.partyA.com/coding-scheme/messageId">FX87654</messageId> <sentBy messageAddressScheme="http://www.partyA.com/partyId">PARTYAUS33</sentBy> <sendTo messageAddressScheme="http://www.partyA.com/partyId">DEUTDEFF</sendTo> <creationTimestamp>2010-11-05T12:34:56-05:00</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.example.com/conversationId">CRR/2007/01/04/2342342</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.chase.com/fx/trade-id">CH-23948</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.db.com/fx/trade-id">DB-89080</tradeId> </partyTradeIdentifier> <tradeDate>2010-08-16</tradeDate> </tradeHeader> <fxOption> <buyerPartyReference href="party2" /> <sellerPartyReference href="party1" /> <europeanExercise> <expiryDate>2010-11-30</expiryDate> <expiryTime> <hourMinuteTime>12:30:00</hourMinuteTime> <businessCenter>MXMC</businessCenter> </expiryTime> <valueDate>2010-12-04</valueDate> </europeanExercise> <putCurrencyAmount> <currency>MXN</currency> <amount>5750000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>463709.68</amount> </callCurrencyAmount> <strike> <rate>12.40</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <features> <asian> <primaryRateSource> <rateSource>Reuters</rateSource> <rateSourcePage>BNBX</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>18:00:00</hourMinuteTime> <businessCenter>MXMC</businessCenter> </fixingTime> <rateObservation> <date>2010-11-01</date> <averageRateWeightingFactor>1</averageRateWeightingFactor> <rate>12.34527</rate> </rateObservation> <rateObservation> <date>2010-11-02</date> <averageRateWeightingFactor>1</averageRateWeightingFactor> <rate>12.34527</rate> </rateObservation> <rateObservation> <date>2010-11-03</date> <averageRateWeightingFactor>1</averageRateWeightingFactor> <rate>12.26109</rate> </rateObservation> <rateObservation> <date>2010-11-04</date> <averageRateWeightingFactor>1</averageRateWeightingFactor> <rate>12.21616</rate> </rateObservation> <rateObservation> <date>2010-11-05</date> <averageRateWeightingFactor>3</averageRateWeightingFactor> <rate>12.24930</rate> </rateObservation> <rateObservation> <date>2010-11-08</date> <averageRateWeightingFactor>1</averageRateWeightingFactor> </rateObservation> <rateObservation> <date>2010-11-09</date> <averageRateWeightingFactor>1</averageRateWeightingFactor> </rateObservation> <rateObservation> <date>2010-11-10</date> <averageRateWeightingFactor>1</averageRateWeightingFactor> </rateObservation> <rateObservation> <date>2010-11-11</date> <averageRateWeightingFactor>1</averageRateWeightingFactor> </rateObservation> <rateObservation> <date>2010-11-12</date> <averageRateWeightingFactor>3</averageRateWeightingFactor> </rateObservation> <rateObservation> <date>2010-11-15</date> <averageRateWeightingFactor>1</averageRateWeightingFactor> </rateObservation> <rateObservation> <date>2010-11-16</date> <averageRateWeightingFactor>1</averageRateWeightingFactor> </rateObservation> <rateObservation> <date>2010-11-17</date> <averageRateWeightingFactor>1</averageRateWeightingFactor> </rateObservation> <rateObservation> <date>2010-11-18</date> <averageRateWeightingFactor>1</averageRateWeightingFactor> </rateObservation> <rateObservation> <date>2010-11-19</date> <averageRateWeightingFactor>3</averageRateWeightingFactor> </rateObservation> <rateObservation> <date>2010-11-22</date> <averageRateWeightingFactor>1</averageRateWeightingFactor> </rateObservation> <rateObservation> <date>2010-11-23</date> <averageRateWeightingFactor>1</averageRateWeightingFactor> </rateObservation> <rateObservation> <date>2010-11-24</date> <averageRateWeightingFactor>1</averageRateWeightingFactor> </rateObservation> <rateObservation> <date>2010-11-25</date> <averageRateWeightingFactor>1</averageRateWeightingFactor> </rateObservation> <rateObservation> <date>2010-11-26</date> <averageRateWeightingFactor>3</averageRateWeightingFactor> </rateObservation> <rateObservation> <date>2010-11-29</date> <averageRateWeightingFactor>1</averageRateWeightingFactor> </rateObservation> <rateObservation> <date>2010-11-30</date> <averageRateWeightingFactor>1</averageRateWeightingFactor> </rateObservation> <rateObservationQuoteBasis>PutCurrencyPerCallCurrency</rateObservationQuoteBasis> </asian> </features> <premium> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <!--FpML 5-1: As part of FX Product Refactoring work, Renamed from premiumSettlementDate to settlementDate--> <!--FpML 5-1: As part of FX Product Refactoring work, renamed from settlementDate to paymentDate/adjustableDate/unadjustedDate; moved before paymentAmount; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2010-08-18</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML 5-1: As part of FX Product Refactoring work, Renamed from premiumAmount to amount--> <!--FpML 5-1: As part of FX Product Refactoring work, renamed from amount to paymentAmount; moved after paymentDate--> <paymentAmount> <currency>USD</currency> <amount>1750</amount> </paymentAmount> </premium> </fxOption> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">7H6GLXDRUGQFU57RNE97</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">213800QILIUD4ROSUO03</partyId> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "Straddle (sample usage of Strategy)" description: " On 20 November 2001, Chase agrees to purchase a straddle from ABN Amro. A straddle consists of buying a call and a put for the same currency pair, at the same strike price. This contains two instances of the fxSimpleOption structure within strategy. Note that this is used when a single trade reference number is desired. ABN Amro sends a RequestTradeConfirmation message to Chase with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Example 22 At the money straddle using strategy == FX Option == Trade Date : 2001-11-20 == Expiry Date : 2001-12-20 == Option Buyer : PARTY A US == Option Seller : ABN Amro == Option Steategy : 100m AUD Straddle (50m per Leg) == Total Premium : 52,000 USD == Strike Price : 0.5200 == Business Center : New York == Cut Name : New York == Product Type : Straddle --> <!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal – pre and post.--> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX87654</messageId> <sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy> <sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo> <creationTimestamp>2001-11-20T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.abn.com/coding-scheme/conversationId">FX65432</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId> </partyTradeIdentifier> <tradeDate>2001-11-20</tradeDate> </tradeHeader> <strategy> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">Straddle</productType> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2001-12-20</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2001-12-24</valueDate> </europeanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>AUD</currency> <amount>50000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>26000000</amount> </callCurrencyAmount> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.5200</rate> <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis> </strike> <!--FpML-5-1 Removed from 'fxOption'--> <!--<quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>1</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs>--> <!--FpML-5-0 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-23</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>26000</amount> </paymentAmount> <!--FpML-5-0 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-0 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-0 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2001-12-20</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <cutName>NewYork</cutName> <valueDate>2001-12-24</valueDate> </europeanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>USD</currency> <amount>26000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>AUD</currency> <amount>50000000</amount> </callCurrencyAmount> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.5200</rate> <strikeQuoteBasis>PutCurrencyPerCallCurrency</strikeQuoteBasis> </strike> <!--5-1 Removed quotedAs from FpML--> <!--<quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>1</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs>--> <!--FpML-5-0 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-11-23</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>26000</amount> </paymentAmount> <!--FpML-5-0 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-0 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-0 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <quoteBasis>PercentageOfPutCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> </strategy> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> <partyName>PARTYA</partyName> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> <partyName>ABN Amro</partyName> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "Delta Hedge (sample usage of Strategy)" description: " On 4 December, 2001, Chase agrees to purchase an FX OTC European option from ABN Amro. At the same time, they agree to hedge their FX spot risk by doing a FX spot transaction. This is all part of a single trade strategy. ABN Amro sends a TradeConfirmed message to Chase with the details of the confirmation." ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- Example 23 Simple FX Option With Delta Hedge == FX Option == Trade Date : 2001-12-04 == Expiry Date : 2002-06-04 == Option Buyer : Chase == Option Seller : ABN Amro == European Option : 75m AUD Put on 36.9m USD @ 0.4920 == Option Premium : 36,900 USD == Business Center : New York == Cut Name : New York == == Delta Hedge: == Value Date : 2001-12-06 == CCY1/CCY2 : AUD/USD == Spot : 0.5193 == Chase Buys : 18,750,000 AUD == ABN Buys : 9,736,875 USD --> <!--5.0:Message type is a Root of the message--> <!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>--> <requestConfirmation xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.abn.com/coding-scheme/messageId">FX87654</messageId> <sentBy messageAddressScheme="http://www.abn.com/partyId">ABNANL2A</sentBy> <sendTo messageAddressScheme="http://www.abn.com/partyId">PARTYAUS33</sendTo> <creationTimestamp>2001-12-04T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.abn.com/coding-scheme/conversationId">FX65432</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2" /> <tradeId tradeIdScheme="http://www.markets.Reuters.com/rss/spec/2001/trade-id-3-0">123456789</tradeId> </partyTradeIdentifier> <tradeDate>2001-12-04</tradeDate> </tradeHeader> <strategy> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">DeltaHedge</productType> <!--FpML-5-0 Renamed from 'fxSimpleOption' to 'fxOption'--> <fxOption> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">EuropeanFXOption</productType> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise. 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' and 'valueDate' was moved in here--> <europeanExercise> <expiryDate>2002-06-04</expiryDate> <expiryTime> <hourMinuteTime>14:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <cutName>NewYork</cutName> <valueDate>2002-06-06</valueDate> </europeanExercise> <!--FpML-5-0 'expiryDateTime': 'expiryDate', 'expiryTime', 'cutName' was moved inside exercise style type (e.g. europeanExercise)--> <!--FpML-5-0 Instead of 'exerciseStyle' Enum, created specific exercise type e.g. europeanExercise, americanExercise--> <!--FpML-5-0 'valueDate' was moved inside exercise style type (e.g. europeanExercise)--> <putCurrencyAmount> <currency>AUD</currency> <amount>75000000</amount> </putCurrencyAmount> <callCurrencyAmount> <currency>USD</currency> <amount>36900000</amount> </callCurrencyAmount> <!--FpML-5-0 Renamed from 'fxStrikePrice' to 'strike'--> <strike> <rate>0.4920</rate> <strikeQuoteBasis>CallCurrencyPerPutCurrency</strikeQuoteBasis> </strike> <!--FpML-5-1 Removed from 'fxOption'--> <!--<quotedAs> <optionOnCurrency>AUD</optionOnCurrency> <faceOnCurrency>USD</faceOnCurrency> <quotedTenor> <periodMultiplier>6</periodMultiplier> <period>M</period> </quotedTenor> </quotedAs>--> <!--FpML-5-0 Renamed from 'fxOptionPremium' to 'premium'--> <premium> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <!--FpML-5-1 Renamed from 'premiumSettlementDate' to 'settlementDate'--> <!--09-02-2010 - renamed from 'settlementDate' to 'paymentDate/adjustableDate/unadjustedDate'; moved before 'paymentAmount'; allows dateAdjustments and relativeDate reference--> <paymentDate> <adjustableDate> <unadjustedDate>2001-12-06</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <!--FpML-5-1 Renamed from 'premiumAmount' to 'amount'--> <!--09-02-2010 - renamed from 'amount' to 'paymentAmount'; moved after 'paymentDate'--> <paymentAmount> <currency>USD</currency> <amount>36900</amount> </paymentAmount> <!--FpML-5-0 Renamed from 'premiumQuote' to 'quote'--> <quote> <!--FpML-5-0 Renamed from 'premiumValue' to 'value'--> <value>0.001</value> <!--FpML-5-0 Renamed from 'premiumQuoteBasis' to 'quoteBasis'--> <quoteBasis>PercentageOfCallCurrencyAmount</quoteBasis> </quote> </premium> </fxOption> <fxSingleLeg> <productType productTypeScheme="http://www.sample.com/coding-scheme/product-type-simple">SpotHedge</productType> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>AUD</currency> <amount>18750000</amount> </paymentAmount> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>9736875</amount> </paymentAmount> </exchangedCurrency2> <valueDate>2001-12-06</valueDate> <exchangeRate> <quotedCurrencyPair> <currency1>AUD</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <rate>0.5193</rate> </exchangeRate> </fxSingleLeg> </strategy> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300VBWWV6BYQOWM67</partyId> <partyName>PARTYA</partyName> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">BFXS5XCH7N0Y05NIXW11</partyId> <partyName>ABN Amro</partyName> </party> </requestConfirmation> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Variance Swap" description: " ISDA Template:June-2013-Vol-Swap-Var-Supplement-to-the-1998-FX-Defs-Final.pdf" ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!--See - ISDA templates - http://www.isda.org/publications/pdf/June-2013-Vol-Swap-Var-Supplement-to-the-1998-FX-Defs-Final.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <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> <!--A contract where one payer pays the other the difference between the Realised variance of underlying currency and the Strike --> <fxVarianceSwap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxVarianceSwap</productType> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <vegaNotional> <currency>USD</currency> <amount>100000.00</amount> </vegaNotional> <notional> <currency>USD</currency> <amount>33112582.78</amount> </notional> <fixedLeg> <payerPartyReference href="partyA" /> <fixedRate>0.1510</fixedRate> <!--variance "strike" [fixedRate]%--> </fixedLeg> <floatingLeg> <payerPartyReference href="partyB" /> </floatingLeg> <fixingInformationSource> <primaryRateSource> <rateSource>WM Company</rateSource> <rateSourcePage>Sponsor Mid Page</rateSourcePage> </primaryRateSource> <fixingTime> <hourMinuteTime>16:00:00</hourMinuteTime> <businessCenter>GBLO</businessCenter> </fixingTime> </fixingInformationSource> <fixingSchedule> <startDate>2011-03-01</startDate> <endDate>2011-03-31</endDate> <dayType>Business</dayType> <businessCenters> <businessCenter>USNY</businessCenter> </businessCenters> </fixingSchedule> <valuationDateOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessCenters> <businessCenter>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>USD</currency> <amount>5000.00</amount> </paymentAmount> <paymentDate> <adjustedDate>2011-03-03</adjustedDate> </paymentDate> </additionalPayment> <cashSettlement> <settlementCurrency>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">549300RE0FSXJE8G1L65</partyId> </party> <account id="accountA"> <accountId>123-acc123</accountId> <servicingParty href="partyA" /> </account> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Forward Volatility Agreement" description: " " confirmation: "SAMPLE CONFIRMATION -FOR DISCUSSION PURPOSES ONLY - 1 of 2 ENTITY ( party1 ) ADDRESS Confirmation DATE: Date TO: COUNTERPARTY ATTENTION: FROM: ENTITY ( party1 ) SUBJECT: Currency Option Transaction REFERENCE NUMBER: XXX XXXXXXXXX UTI: [●] USI (UNIQUE SWAP IDENTIFIER): [●] The purpose of this communication (a "Confirmation") is to confirm the terms and conditions of the above - referenced Transaction entered into on the Trade Date specified below (the "Transacti on") between ENTITY ("party1 ") and COUNTERPARTY (" party2 "). This communication constitutes a Confirmation. This Confirmation shall supersede and replace any standard short form confirmation or electronic confirmation message that is sent to you in connecti on with this Transaction. 1. This Confirmation is subject to, and incorporates, the definitions and provisions contained in the 1998 FX and Currency Option Definitions (as amended and supplemented by the 1998 ISDA Euro Definitions, collectively referred to hereinafter as the "1998 FX Definitions"), as published by the International Swaps and Derivatives Association, Inc. ("ISDA"), the Emerging Markets Traders Association and The Foreign Exchange Committee. If [party1 ] and Counterparty [party2] have ente red into a master agreement governing transactions of this type, (the "Agreement"), then this Transaction shall be governed thereby. If, and so long as, the parties have not entered into such an Agreement, then this Transaction shall constitute a "Transact ion" within the scope of, and shall be deemed to be governed by, the terms of the ISDA Master Agreement (Multicurrency - Cross Border) as published by ISDA (provided that (i) "Termination Currency" shall be USD (ii) Subparagraph (ii) of Section 2(c) (Netti ng) will not apply to Transactions, (iii) the Governing Law shall be the State of New York and (iv) for the purposes of Section 6(e), Loss shall be the applicable payment measure (as so modified, the "ISDA Terms")). Upon execution and delivery of an Agreem ent governing transactions of this type, such Agreement shall supercede the ISDA Terms, and all transactions then outstanding shall be governed thereby. All provisions contained in, or incorporated by reference to, the ISDA Terms or the Agreement, as appli cable, will govern this Confirmation except as expressly modified herein. In the event of any inconsistencies between this Confirmation and the 1998 FX Definitions or the Agreement, as applicable, this Confirmation will govern. 2. The terms of the partic ular Transaction to which this Confirmation relates are as follows: Trade Date: Sep 16 2014 Transaction Fee: USD 5,000.00, payable by [ party1 ] to [party2] on the Transaction Fee Payment Date Transaction Fee Payment Date: Sep 16 2014 Effective Date: Dec 16 2014 Buyer: [party1 ] Seller: [party2 ] Currency Option Style: European Currency Option Type: Straddle Currency Amount (per Underlying Option): EUR 10,000,000.00 Counter Currency Amount (per Underlying Option): An amount in USD calculated on the basis of the Currency Amount at the Strike Strike: As defined below Expiration Date: Mar 16 2015 SAMPLE CONFIRMATION -FOR DISCUSSION PURPOSES ONLY - 2 of 2 Expiration Time: 10:00 a.m. New York time Automatic Exercise: Applicable Settlement Date: Mar 16 2015 Settlement: Deliverable Premium: As defined below Premiu m Payment Date: Dec 16 2014 Special Conditions: (a) This Transaction (a Straddle) is composed of two "Underlying Options", one a EUR Call/USD Put ("Underlying Option 1") and the other a USD Call/EUR Put ("Underlying Option 2"), each comprised of the abov e described details. Upon payment of the Premium, the Buyer may elect to exercise either Underlying Option. Exercise of an Underlying Option is effective only on the Expiration Date at the Expiration Time. Notice of exercise may be given prior to the Expi ration Time but shall be effective only at the Expiration Time. (b) If Underlying Option 1 is exercised, such option shall be settled on the Settlement Date by the payment by the Buyer of the Counter Currency Amount to the Seller and the payment by the Seller of the Currency Amount to the Buyer. (c) If Underlying Option 2 is exercised, such option shall be settled on the Settlement Date by the payment by the Buyer of the Currency Amount to the Seller and the payment by the Seller of the Counter Currenc y Amount to the Buyer. 3. Definitions: “Premium” shall mean an amount in USD as determined by the Calculation Agent on the Effective Date in a commercially reasonable manner using the Black -Scholes Model (incorporating such forward foreign exchange rates , interest rates and other factors as thereby deemed appropriate by the Calculation Agent) and assuming an implied volatility rate of [RATE]%, such that the Strike of Underlying Option 1 and Underlying Option 2 shall be equal to the Strike . Upon notificat ion of the Premium, the Seller shall provide to the Buyer the account details to which such premium is to be paid. “Strike” shall mean the single Strike Price on both Underlying Option 1 and Underlying Option 2, expressed as the number of Yen per one Unit ed States Dollar, such that the net long/short of the delta of Underlying Option 1, and the delta of Underlying Option 2, using the Black -Scholes model, is neutral, i.e. the Delta Neutral Strike. The Strike Price will be determined with consideration of t he prevailing market rates on the Effective Date with respect to spot, forward points, interest rates and using an implied volatility of [130]%. "Calculation Agent" shall mean [ party1 ], the calculations and determinations of which shall be binding in abs ence of manifest error. Please confirm that the foregoing correctly sets forth the terms of our agreement with respect to this Transaction (Reference Number: XXX XXXXXXXXX) by signing this Confirmation in the space provided below and immediately returning a copy of the executed Confirmation via facsimile to the attention of FX Operations at 212 428 3338. Very truly yours, Agreed and Accepted By: COUNTERPARTY By: (Reference Number: XXX XXXXXXXXX) " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <!-- see template: fx-ex32-fx-forward-volatility-agreement.pdf --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <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> <!--a forward volatility agreement, which takes the form of a foreign currency straddle with deferred setting of Strike Price--> <fxForwardVolatilityAgreement> <!-- The parameters of the FVA --> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxForwardVolatilityAgreement</productType> <!--The buyer is the buyer of both options--> <buyerPartyReference href="party1" /> <sellerPartyReference href="party2" /> <!--for calculating the underlying spot rate;--> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <!--Effective date on the confirms--> <fixingDate>2014-12-16</fixingDate> <fixingTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </fixingTime> <!--The strike will be determined by the Calculation Agent at the Fixing Time on the Fixing Date based on the Volatility Price--> <forwardVolatilityStrikePrice>1.3</forwardVolatilityStrikePrice> <!-- The details of the straddle --> <straddle> <straddleType>AtTheMoneyForward</straddleType> <!-- mandatory. Enumerated values: AtTheMoneyForward and DeltaNeutral used for calculating the underlying spot rate which determined on the fixing (effective) date; Mean the single Strike Price for the whole underlying straddle, The Strike price shall be the at-the-money-forward strike, expressed in the Counter Currency, of one unit of Base Currency. The at-the-money-forward strike will be determined by the Calculation Agent at the Fixing Time on the Fixing Date based on the Forward Volatility Strike Price <INSERT,WMCO Spot Exchange Rate of the Currency Pair at 10am NY time,> and prevailing market data (except Volatility Price) as per standard market practice, acting in a commercially reasonable manner. In the event that there is no, or insufficient, prevailing market data on the Fixing Date, the Strike Price will be determined by the Calculation Agent at the Fixing Time on the Fixing Date based on the Volatility Price and such other information as the Calculation Agent determines necessary, acting in a commercially reasonable manner. The Calculation Agent will notify the counterparty of the Strike Price upon determination. --> <tenorPeriod> <periodMultiplier>3</periodMultiplier> <period>M</period> </tenorPeriod> <!--European Exercise only--> <europeanExercise> <expiryDate>2015-03-16</expiryDate> <expiryTime> <hourMinuteTime>10:00:00</hourMinuteTime> <businessCenter>USNY</businessCenter> </expiryTime> <valueDate>2015-03-16</valueDate> </europeanExercise> <notional> <currency>EUR</currency> <amount>10000000.00</amount> </notional> <!--The Counter Currency Amount is converted at the Strike Price--> <counterCurrency>USD</counterCurrency> <premium> <!--optional. should this be mandatory?--> <payerPartyReference href="party1" /> <!--the buyer of the straddle - the payer of the premium--> <receiverPartyReference href="party2" /> <paymentDate> <adjustableDate> <unadjustedDate>2014-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> <paymentCurrency>USD</paymentCurrency> <!--The premium will be determined by the Calculation Agent at the Fixing Time on the Fixing Date based on the Volatility Price and prevailing market data (except Volatility Price) as per standard market practice, acting in a commercially reasonable manner. In the event that there is no, or insufficient, prevailing market data on the Fixing Date, the Premium will be determined by the Calculation Agent at the Fixng Time on the Fixing Date based on the Volatility Price and such other information as the Calculation Agent determines necessary, acting in a commercially reasonable manner.--> </premium> <settlementDate> <adjustedDate>2014-12-16</adjustedDate> </settlementDate> <cashSettlement> <settlementCurrency>USD</settlementCurrency> </cashSettlement> </straddle> <additionalPayment> <!--details at the time of execution - upfront fee--> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <paymentAmount> <currency>USD</currency> <amount>5000.00</amount> </paymentAmount> <paymentDate> <adjustedDate>2014-09-16</adjustedDate> </paymentDate> </additionalPayment> </fxForwardVolatilityAgreement> <calculationAgent> <calculationAgentPartyReference href="party1" /> </calculationAgent> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300SRLRVTR996F086</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300RE0FSXJE8G1L65</partyId> </party> </executionNotification> "

### Instruction: Please help me generate a FpML XML code based on the following information: category: "FX Target" description: " " confirmation: " 1 of 3 Sample Confirmation DATE: [●] TO: [COUNTERPARTY] ATTENTION: FROM: [ABC BANK] SUBJECT: FX Transaction REFERENCE NUMBER: [●] The purpose of this communication (a "Confirmation") is to confirm the terms and conditions of the above-referenced Transaction entered into on the Trade Date specified below (the "Transaction") between ABC Bank ("ABC") and [COUNTERPARTY] ("Counterparty"). This communication constitutes a "Confirmation". This Confirmation shall supercede and replace any standard short form confirmation or electronic confirmation message that is sent to you in connection with this Transaction. Unless otherwise indicated we have acted as principal in respect of this Transaction. The venue and time of execution of this Transaction are available on request. 1. This Confirmation is subject to, and incorporates, the definitions and provisions contained in the 1998 FX and Currency Option Definitions (as amended and supplemented by the 1998 ISDA Euro Definitions, collectively referred to hereinafter as the "1998 FX Definitions") as published by the International Swaps and Derivatives Association, Inc. ("ISDA"), the Emerging Markets Traders Association and The Foreign Exchange Committee. This Confirmation supplements, forms a part of and is subject to the 1992 ISDA Master Agreement dated as of [●] between ABC and Counterparty, as amended and supplemented from time to time (the "Agreement"). All provisions contained in, or incorporated by reference to, the Agreement shall govern this Confirmation except as expressly modified below. In the event of any inconsistency between this Confirmation and the 1998 FX Definitions or the Agreement, as the case may be, this Confirmation will govern. 2. General Terms of this Transaction: Trade Date: Sep 11 2011 Transaction Fee: EUR 13,700.00 , payable Counterparty to ABC on the Transaction Fee Payment Date Transaction Fee Payment Date: [DATE] Currency and Amount payable by Counterparty (“EUR Amount”): EUR 100,000.00, subject to Early Termination Provisions Currency and Amount payable by ABC (“USD Amount”): USD 146,000.00, subject to Early Termination Provisions Forward Rate: 1.4600 USD/EUR Fixing Dates: As listed in Exhibit A attached hereto Settlement Dates: As listed in Exhibit A attached hereto Settlement: Deliverable 3. Early Termination Provisions: (i) If on any Settlement Date the Sum of Observed Quantity is equal to or greater than USD 50,000.00 then such Settlement Date shall be the “Final Settlement Date” and (a) the EUR Amount for such Final Settlement Date shall be adjusted (the “Adjusted EUR Amount”) such that it is equal to: Adjusted EUR Amount = [ (USD 50,000.00 - Sum of Observed Quantity up to and including the Settlement Date immediately preceding the Final Settlement Date ) / (Forward Rate - the Fixing Exchange 2 of 3 Rate for the Fixing Date corresponding to the Final Settlement Date) ] (b) the USD Amount for such Final Settlement Date shall be adjusted such that it is equal to: Adjusted EUR Amount x Forward Rate and (ii) this Transaction shall be early terminated and cancelled in whole on such Final Settlement Date (an “Early Termination Event”). Following such Early Termination Event, the parties shall be relieved of all further payment obligations under the Transaction described herein, except for (a) the obligation of ABC to pay the Transaction Fee, to the extent not already paid, and (b) the obligation by ABC to pay the USD Amount due and the obligation by Counterparty to pay the EUR Amount due on the Settlement Dates that occur on or prior to the Final Settlement Date, to the extent not already paid. Where “Observed Quantity ” shall be a USD amount calculated on each Fixing Date, as the greater of either: (i) (Forward Rate - Fixing Exchange Rate) * EUR Amount or (ii) zero and “Sum of Observed Quantity” with respect to a Settlement Date, shall mean the aggregate of the Observed Quantity applicable to each Fixing Date that occurred prior to such Settlement Date. 5. Definitions: “Fixing Exchange Rate” shall mean with respect to a Fixing Date, the USD/EUR rate, expressed as the amount of U.S. Dollar per one Euro, as reported at approximately 2:15 p.m. Central European time as reported by the European Central Bank as displayed on Reuters Screen ECB37, or such other symbol or page that may replace such symbol or page for the purpose of displaying such exchange rates; provided, however, that if such page is no longer published, or is not published as of the designated time and date, and no replacement symbol or page is designated, the Calculation Agent shall determine such affected Fixing Exchange Rate in good faith and in a commercially reasonable manner. "Calculation Agent" shall mean ABC, the calculations and determinations of which shall be binding in absence of manifest error. Please confirm that the foregoing correctly sets forth the terms of our agreement with respect to this Transaction (Reference Number: [●]) by signing this Confirmation in the space provided below and immediately returning a copy of the executed Confirmation via facsimile to the attention of FX Operations at [●]. Very truly yours, Agreed and Accepted By: [COUNTERPARTY] (Reference Number: [●]) 3 of 3 Exhibit A: Fixing Dates and Settlement Dates (Reference Number: [●]): Fixing Date Settlement Date Sep 28 2011 Sep 30 2011 Sep 29 2011 Oct 03 2011 Sep 30 2011 Oct 04 2011 Oct 03 2011 Oct 05 2011 Oct 04 2011 Oct 06 2011 Oct 05 2011 Oct 07 2011 Oct 06 2011 Oct 11 2011 Oct 07 2011 Oct 12 2011 Oct 11 2011 Oct 13 2011 Oct 12 2011 Oct 14 2011 Oct 13 2011 Oct 17 2011 Oct 14 2011 Oct 18 2011 Oct 17 2011 Oct 19 2011 Oct 18 2011 Oct 20 2011 Oct 19 2011 Oct 21 2011 Oct 20 2011 Oct 24 2011 Oct 21 2011 Oct 25 2011 Oct 24 2011 Oct 26 2011 Oct 25 2011 Oct 27 2011 Oct 26 2011 Oct 28 2011 Oct 27 2011 Oct 31 2011 Oct 28 2011 Nov 01 2011 Oct 31 2011 Nov 02 2011 Nov 01 2011 Nov 03 2011 Nov 02 2011 Nov 04 2011 Nov 03 2011 Nov 07 2011 Nov 04 2011 Nov 08 2011 Nov 07 2011 Nov 09 2011 Nov 08 2011 Nov 10 2011 Nov 09 2011 Nov 14 2011 Nov 10 2011 Nov 15 2011 Nov 14 2011 Nov 16 2011 Nov 15 2011 Nov 17 2011 Nov 16 2011 Nov 18 2011 Nov 17 2011 Nov 21 2011 Nov 18 2011 Nov 22 2011 " ### Response: "<?xml version="1.0" encoding="utf-8"?> <!--View is confirmation--> <!--Version is 5-10--> <!--NS is http://www.fpml.org/FpML-5/confirmation--> <!-- == Copyright (c) 2014-2018 All rights reserved. == Financial Products Markup Language is subject to the FpML public license. == A copy of this license is available at http://www.fpml.org/license/license.html --> <executionNotification xmlns="http://www.fpml.org/FpML-5/confirmation" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> <header> <messageId messageIdScheme="http://www.executionnotificationservice.com/coding-scheme/messageId">FX456a789b</messageId> <sentBy messageAddressScheme="http://www.executionnotificationservice.com/partyId">EXECSRV</sentBy> <sendTo messageAddressScheme="http://www.executionnotificationservice.com/partyId">PARTYA</sendTo> <creationTimestamp>2011-03-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1" /> <tradeId tradeIdScheme="http://www.abc.com/trade-id">12345</tradeId> </partyTradeIdentifier> <tradeDate>2011-09-11</tradeDate> </tradeHeader> <fxTargetKnockoutForward> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple">FxTarget</productType> <quotedCurrencyPair> <currency1>EUR</currency1> <currency2>USD</currency2> <quoteBasis>Currency2PerCurrency1</quoteBasis> </quotedCurrencyPair> <notionalAmount> <initialValue>100000.00</initialValue> <currency>EUR</currency> </notionalAmount> <target> <accumulationRegion> <lowerBound> <condition>AtOrAbove</condition> <strikeReference href="str1" /> </lowerBound> </accumulationRegion> <knockoutLevel> <amount> <currency>USD</currency> <amount>50000</amount> </amount> <targetStyle>Exact</targetStyle> <settlementAdjustmentStyle>VariedNotional</settlementAdjustmentStyle> </knockoutLevel> </target> <expirySchedule id="exsch1"> <adjustedDate>2011-09-28</adjustedDate> <adjustedDate>2011-09-29</adjustedDate> <adjustedDate>2011-09-30</adjustedDate> <adjustedDate>2011-10-03</adjustedDate> <adjustedDate>2011-10-04</adjustedDate> <adjustedDate>2011-10-05</adjustedDate> <adjustedDate>2011-10-06</adjustedDate> <adjustedDate>2011-10-07</adjustedDate> <adjustedDate>2011-10-11</adjustedDate> <adjustedDate>2011-10-12</adjustedDate> <adjustedDate>2011-10-13</adjustedDate> <adjustedDate>2011-10-14</adjustedDate> <adjustedDate>2011-10-17</adjustedDate> <adjustedDate>2011-10-18</adjustedDate> <adjustedDate>2011-10-19</adjustedDate> <adjustedDate>2011-10-20</adjustedDate> <adjustedDate>2011-10-21</adjustedDate> <adjustedDate>2011-10-24</adjustedDate> <adjustedDate>2011-10-25</adjustedDate> <adjustedDate>2011-10-26</adjustedDate> <adjustedDate>2011-10-27</adjustedDate> <adjustedDate>2011-10-28</adjustedDate> <adjustedDate>2011-10-31</adjustedDate> <adjustedDate>2011-11-01</adjustedDate> <adjustedDate>2011-11-02</adjustedDate> <adjustedDate>2011-11-03</adjustedDate> <adjustedDate>2011-11-04</adjustedDate> <adjustedDate>2011-11-07</adjustedDate> <adjustedDate>2011-11-08</adjustedDate> <adjustedDate>2011-11-09</adjustedDate> <adjustedDate>2011-11-10</adjustedDate> <adjustedDate>2011-11-14</adjustedDate> <adjustedDate>2011-11-15</adjustedDate> <adjustedDate>2011-11-16</adjustedDate> <adjustedDate>2011-11-17</adjustedDate> <adjustedDate>2011-11-18</adjustedDate> </expirySchedule> <settlementSchedule> <adjustedDate>2011-09-30</adjustedDate> <adjustedDate>2011-10-03</adjustedDate> <adjustedDate>2011-10-04</adjustedDate> <adjustedDate>2011-10-05</adjustedDate> <adjustedDate>2011-10-06</adjustedDate> <adjustedDate>2011-10-07</adjustedDate> <adjustedDate>2011-10-11</adjustedDate> <adjustedDate>2011-10-12</adjustedDate> <adjustedDate>2011-10-13</adjustedDate> <adjustedDate>2011-10-14</adjustedDate> <adjustedDate>2011-10-17</adjustedDate> <adjustedDate>2011-10-18</adjustedDate> <adjustedDate>2011-10-19</adjustedDate> <adjustedDate>2011-10-20</adjustedDate> <adjustedDate>2011-10-21</adjustedDate> <adjustedDate>2011-10-24</adjustedDate> <adjustedDate>2011-10-25</adjustedDate> <adjustedDate>2011-10-26</adjustedDate> <adjustedDate>2011-10-27</adjustedDate> <adjustedDate>2011-10-28</adjustedDate> <adjustedDate>2011-10-31</adjustedDate> <adjustedDate>2011-11-01</adjustedDate> <adjustedDate>2011-11-02</adjustedDate> <adjustedDate>2011-11-04</adjustedDate> <adjustedDate>2011-11-07</adjustedDate> <adjustedDate>2011-11-08</adjustedDate> <adjustedDate>2011-11-09</adjustedDate> <adjustedDate>2011-11-10</adjustedDate> <adjustedDate>2011-11-14</adjustedDate> <adjustedDate>2011-11-15</adjustedDate> <adjustedDate>2011-11-16</adjustedDate> <adjustedDate>2011-11-17</adjustedDate> <adjustedDate>2011-11-18</adjustedDate> <adjustedDate>2011-11-21</adjustedDate> <adjustedDate>2011-11-22</adjustedDate> </settlementSchedule> <fixingInformationSource> <rateSource>Reuters</rateSource> <rateSourcePage>ECB37</rateSourcePage> <fixingTime> <hourMinuteTime>14:15:00</hourMinuteTime> <businessCenter>EUTA</businessCenter> </fixingTime> </fixingInformationSource> <linearPayoffRegion> <exchangedCurrency1> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <currency>EUR</currency> </exchangedCurrency1> <exchangedCurrency2> <payerPartyReference href="party1" /> <receiverPartyReference href="party2" /> <currency>USD</currency> </exchangedCurrency2> <strike id="str1"> <initialValue>1.4600</initialValue> </strike> <counterCurrencyAmount> <initialValue>146000.00</initialValue> <currency>USD</currency> </counterCurrencyAmount> </linearPayoffRegion> <additionalPayment> <payerPartyReference href="party2" /> <receiverPartyReference href="party1" /> <paymentAmount> <currency>EUR</currency> <amount>13700.00</amount> </paymentAmount> <paymentDate> <adjustableDate> <unadjustedDate>2011-09-11</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </paymentDate> </additionalPayment> </fxTargetKnockoutForward> <calculationAgent> <calculationAgentPartyReference href="party1" /> </calculationAgent> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">ABC Bank</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Counterparty</partyId> </party> </executionNotification> "