category
stringclasses 11
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stringlengths 23
148
⌀ | description
stringlengths 24
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stringlengths 1.83k
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stringlengths 2.1k
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|---|---|---|---|---|
category: "correlation-swaps" | null | description: "Correlation Swap Confirmation" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"><header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234233423420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2007/05/02/234233413420</correlationId>
<sequenceNumber>1</sequenceNumber><trade><tradeHeader>
<partyTradeIdentifier><partyReference href="gh4903"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier><tradeDate>2006-11-07</tradeDate>
</tradeHeader><correlationSwap><extraordinaryEvents><mergerEvents>
<shareForShare>CalculationAgent</shareForShare>
<shareForOther>CalculationAgent</shareForOther>
<shareForCombined>CalculationAgent</shareForCombined>
</mergerEvents><tenderOffer>true</tenderOffer><tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents><failureToDeliver>true</failureToDeliver>
<representations><nonReliance>true</nonReliance><agreementsRegardingHedging>true</agreementsRegardingHedging><additionalAcknowledgements>true</additionalAcknowledgements>
</representations><nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents><correlationLeg><payerPartyReference href="ab9560"/><receiverPartyReference href="gh4903"/><terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap Confirmation"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"><header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234233423420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2007/05/02/234233413420</correlationId>
<sequenceNumber>1</sequenceNumber><trade><tradeHeader>
<partyTradeIdentifier><partyReference href="gh4903"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier><tradeDate>2006-11-07</tradeDate>
</tradeHeader><correlationSwap><extraordinaryEvents><mergerEvents>
<shareForShare>CalculationAgent</shareForShare>
<shareForOther>CalculationAgent</shareForOther>
<shareForCombined>CalculationAgent</shareForCombined>
</mergerEvents><tenderOffer>true</tenderOffer><tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents><failureToDeliver>true</failureToDeliver>
<representations><nonReliance>true</nonReliance><agreementsRegardingHedging>true</agreementsRegardingHedging><additionalAcknowledgements>true</additionalAcknowledgements>
</representations><nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents><correlationLeg><payerPartyReference href="ab9560"/><receiverPartyReference href="gh4903"/><terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention> |
category: "correlation-swaps" | null | description: "Correlation Swap Confirmation" | ### Response: NONE</businessDayConvention>
<dateRelativeTo href="sd2344"/>
</relativeDate>
</terminationDate><underlyer>
<basket>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">IBM.N</instrumentId>
<description>ABN AMRO HOLDING NV</description><exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XAMS</exchangeId><relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">MSFT.O</instrumentId>
<description>AEGON NV</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XAMS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">B.N</instrumentId>
<description>AIR LIQUIDE</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
</basket>
</underlyer>
<settlementType>Cash</settlementType><settlementDate id="sd2344"><relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap Confirmation"
### Response: NONE</businessDayConvention>
<dateRelativeTo href="sd2344"/>
</relativeDate>
</terminationDate><underlyer>
<basket>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">IBM.N</instrumentId>
<description>ABN AMRO HOLDING NV</description><exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XAMS</exchangeId><relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">MSFT.O</instrumentId>
<description>AEGON NV</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XAMS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">B.N</instrumentId>
<description>AIR LIQUIDE</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
</basket>
</underlyer>
<settlementType>Cash</settlementType><settlementDate id="sd2344"><relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters> |
category: "correlation-swaps" | null | description: "Correlation Swap Confirmation" | ### Response:
<dateRelativeTo href="vd8290"/>
</relativeDate>
</settlementDate>
<valuation><valuationDate id="vd8290">
<adjustableDate>
<unadjustedDate>2007-06-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuation>
<amount><observationStartDate>
<adjustableDate>
<unadjustedDate>2006-11-07</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</observationStartDate>
<correlation>
<closingLevel>true</closingLevel><expectedN>30</expectedN><notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>15000000</amount>
</notionalAmount>
<correlationStrikePrice>0.60123</correlationStrikePrice>
<boundedCorrelation><minimumBoundaryPercent>0.35123</minimumBoundaryPercent><maximumBoundaryPercent>0.85123</maximumBoundaryPercent>
</boundedCorrelation>
<numberOfDataSeries>1</numberOfDataSeries>
</correlation>
</amount>
</correlationLeg>
</correlationSwap><calculationAgent>
<calculationAgentPartyReference href="gh4903"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap Confirmation"
### Response:
<dateRelativeTo href="vd8290"/>
</relativeDate>
</settlementDate>
<valuation><valuationDate id="vd8290">
<adjustableDate>
<unadjustedDate>2007-06-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuation>
<amount><observationStartDate>
<adjustableDate>
<unadjustedDate>2006-11-07</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</observationStartDate>
<correlation>
<closingLevel>true</closingLevel><expectedN>30</expectedN><notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>15000000</amount>
</notionalAmount>
<correlationStrikePrice>0.60123</correlationStrikePrice>
<boundedCorrelation><minimumBoundaryPercent>0.35123</minimumBoundaryPercent><maximumBoundaryPercent>0.85123</maximumBoundaryPercent>
</boundedCorrelation>
<numberOfDataSeries>1</numberOfDataSeries>
</correlation>
</amount>
</correlationLeg>
</correlationSwap><calculationAgent>
<calculationAgentPartyReference href="gh4903"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law"> |
category: "correlation-swaps" | null | description: "Correlation Swap Confirmation" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"><header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234233423420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2007/05/02/234233423419</correlationId>
<sequenceNumber>1</sequenceNumber><trade><tradeHeader>
<partyTradeIdentifier><partyReference href="gh4903"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier><tradeDate>2005-11-07</tradeDate>
</tradeHeader>
<correlationSwap><extraordinaryEvents><mergerEvents>
<shareForShare>AlternativeObligation</shareForShare>
<shareForOther>AlternativeObligation</shareForOther>
<shareForCombined>AlternativeObligation</shareForCombined></mergerEvents><tenderOffer>true</tenderOffer><tenderOfferEvents>
<shareForShare>AlternativeObligation</shareForShare>
<shareForOther>AlternativeObligation</shareForOther>
<shareForCombined>AlternativeObligation</shareForCombined></tenderOfferEvents><additionalDisruptionEvents><changeInLaw>true</changeInLaw><failureToDeliver>false</failureToDeliver><insolvencyFiling>false</insolvencyFiling><hedgingDisruption>false</hedgingDisruption><lossOfStockBorrow>false</lossOfStockBorrow><increasedCostOfStockBorrow>false</increasedCostOfStockBorrow><increasedCostOfHedging>false</increasedCostOfHedging><determiningPartyReference href="gh4903"/>
</additionalDisruptionEvents>
<representations><nonReliance>true</nonReliance><agreementsRegardingHedging>true</agreementsRegardingHedging><additionalAcknowledgements> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap Confirmation"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"><header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234233423420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2007/05/02/234233423419</correlationId>
<sequenceNumber>1</sequenceNumber><trade><tradeHeader>
<partyTradeIdentifier><partyReference href="gh4903"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier><tradeDate>2005-11-07</tradeDate>
</tradeHeader>
<correlationSwap><extraordinaryEvents><mergerEvents>
<shareForShare>AlternativeObligation</shareForShare>
<shareForOther>AlternativeObligation</shareForOther>
<shareForCombined>AlternativeObligation</shareForCombined></mergerEvents><tenderOffer>true</tenderOffer><tenderOfferEvents>
<shareForShare>AlternativeObligation</shareForShare>
<shareForOther>AlternativeObligation</shareForOther>
<shareForCombined>AlternativeObligation</shareForCombined></tenderOfferEvents><additionalDisruptionEvents><changeInLaw>true</changeInLaw><failureToDeliver>false</failureToDeliver><insolvencyFiling>false</insolvencyFiling><hedgingDisruption>false</hedgingDisruption><lossOfStockBorrow>false</lossOfStockBorrow><increasedCostOfStockBorrow>false</increasedCostOfStockBorrow><increasedCostOfHedging>false</increasedCostOfHedging><determiningPartyReference href="gh4903"/>
</additionalDisruptionEvents>
<representations><nonReliance>true</nonReliance><agreementsRegardingHedging>true</agreementsRegardingHedging><additionalAcknowledgements> |
category: "correlation-swaps" | null | description: "Correlation Swap Confirmation" | ### Response: true</additionalAcknowledgements>
</representations><nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents><correlationLeg><payerPartyReference href="ab9560"/><receiverPartyReference href="gh4903"/><terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="sd2344"/>
</relativeDate>
</terminationDate><underlyer>
<basket>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">IBM.N</instrumentId>
<description>ABN AMRO HOLDING NV</description><exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XAMS</exchangeId><relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">MSFT.O</instrumentId>
<description>AEGON NV</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XAMS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">B.N</instrumentId>
<description>AIR LIQUIDE</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
</basket>
</underlyer>
<settlementType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap Confirmation"
### Response: true</additionalAcknowledgements>
</representations><nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents><correlationLeg><payerPartyReference href="ab9560"/><receiverPartyReference href="gh4903"/><terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="sd2344"/>
</relativeDate>
</terminationDate><underlyer>
<basket>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">IBM.N</instrumentId>
<description>ABN AMRO HOLDING NV</description><exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XAMS</exchangeId><relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">MSFT.O</instrumentId>
<description>AEGON NV</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XAMS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">B.N</instrumentId>
<description>AIR LIQUIDE</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
</basket>
</underlyer>
<settlementType> |
category: "correlation-swaps" | null | description: "Correlation Swap Confirmation" | ### Response: Cash</settlementType><settlementDate id="sd2344"><relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="vs8292"/>
</relativeDate>
</settlementDate>
<valuation><valuationDate id="vs8292">
<adjustableDate>
<unadjustedDate>2005-12-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuation>
<amount><observationStartDate>
<adjustableDate>
<unadjustedDate>2005-01-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</observationStartDate>
<correlation>
<closingLevel>true</closingLevel><expectedN>30</expectedN><notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>15000000</amount>
</notionalAmount>
<correlationStrikePrice>0.60123</correlationStrikePrice>
<boundedCorrelation><minimumBoundaryPercent>0.35123</minimumBoundaryPercent><maximumBoundaryPercent>0.85123</maximumBoundaryPercent>
</boundedCorrelation>
<numberOfDataSeries>1</numberOfDataSeries>
</correlation>
</amount>
</correlationLeg>
</correlationSwap><calculationAgent>
<calculationAgentPartyReference href="ab9560"/>
<calculationAgentPartyReference href="gh4903"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap Confirmation"
### Response: Cash</settlementType><settlementDate id="sd2344"><relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="vs8292"/>
</relativeDate>
</settlementDate>
<valuation><valuationDate id="vs8292">
<adjustableDate>
<unadjustedDate>2005-12-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuation>
<amount><observationStartDate>
<adjustableDate>
<unadjustedDate>2005-01-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</observationStartDate>
<correlation>
<closingLevel>true</closingLevel><expectedN>30</expectedN><notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>15000000</amount>
</notionalAmount>
<correlationStrikePrice>0.60123</correlationStrikePrice>
<boundedCorrelation><minimumBoundaryPercent>0.35123</minimumBoundaryPercent><maximumBoundaryPercent>0.85123</maximumBoundaryPercent>
</boundedCorrelation>
<numberOfDataSeries>1</numberOfDataSeries>
</correlation>
</amount>
</correlationLeg>
</correlationSwap><calculationAgent>
<calculationAgentPartyReference href="ab9560"/>
<calculationAgentPartyReference href="gh4903"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version"> |
category: "correlation-swaps" | null | description: "Correlation Swap" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"><header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234234923420</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2000-08-01T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2000/08/01/234234923120</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="kom722"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="kow029"/>
<tradeId tradeIdScheme="http://www.partyB.com/coding-scheme/trade-id">6569</tradeId>
</partyTradeIdentifier>
<tradeDate>2007-01-05</tradeDate>
</tradeHeader>
<correlationSwap>
<correlationLeg>
<payerPartyReference href="kom722"/>
<receiverPartyReference href="kow029"/>
<underlyer>
<basket id="SP500Top3">
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">IBM.N</instrumentId>
<description>International Business Machines Common Share</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</exchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">MSFT.O</instrumentId>
<description>Microsoft Common Share</description> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"><header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234234923420</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2000-08-01T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2000/08/01/234234923120</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="kom722"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="kow029"/>
<tradeId tradeIdScheme="http://www.partyB.com/coding-scheme/trade-id">6569</tradeId>
</partyTradeIdentifier>
<tradeDate>2007-01-05</tradeDate>
</tradeHeader>
<correlationSwap>
<correlationLeg>
<payerPartyReference href="kom722"/>
<receiverPartyReference href="kow029"/>
<underlyer>
<basket id="SP500Top3">
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">IBM.N</instrumentId>
<description>International Business Machines Common Share</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</exchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">MSFT.O</instrumentId>
<description>Microsoft Common Share</description> |
category: "correlation-swaps" | null | description: "Correlation Swap" | ### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNAS</exchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">B.N</instrumentId>
<description>Barnes and Noble Common Share</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</exchangeId>
</equity>
</basketConstituent>
</basket>
</underlyer>
<settlementType>Cash</settlementType>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="vd903"/>
</relativeDate>
</settlementDate>
<valuation>
<valuationDate id="vd903">
<adjustableDate>
<unadjustedDate>2009-12-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuation>
<amount>
<observationStartDate>
<adjustableDate>
<unadjustedDate>2007-01-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</observationStartDate>
<allDividends>false</allDividends>
<correlation>
<closingLevel>true</closingLevel>
<expectedN>120</expectedN>
<notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap"
### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNAS</exchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">B.N</instrumentId>
<description>Barnes and Noble Common Share</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</exchangeId>
</equity>
</basketConstituent>
</basket>
</underlyer>
<settlementType>Cash</settlementType>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="vd903"/>
</relativeDate>
</settlementDate>
<valuation>
<valuationDate id="vd903">
<adjustableDate>
<unadjustedDate>2009-12-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuation>
<amount>
<observationStartDate>
<adjustableDate>
<unadjustedDate>2007-01-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</observationStartDate>
<allDividends>false</allDividends>
<correlation>
<closingLevel>true</closingLevel>
<expectedN>120</expectedN>
<notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "correlation-swaps" | null | description: "Correlation Swap Confirmation" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"><header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234234923420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2007/05/02/234234923419</correlationId>
<sequenceNumber>1</sequenceNumber><trade><tradeHeader>
<partyTradeIdentifier><partyReference href="gh4903"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier><tradeDate id="td9202">2007-05-01</tradeDate>
</tradeHeader>
<correlationSwap><extraordinaryEvents><mergerEvents>
<shareForShare>CalculationAgent</shareForShare>
<shareForOther>CalculationAgent</shareForOther>
<shareForCombined>CalculationAgent</shareForCombined>
</mergerEvents><tenderOfferEvents>
<shareForShare>CalculationAgent</shareForShare>
<shareForOther>CalculationAgent</shareForOther>
<shareForCombined>CalculationAgent</shareForCombined>
</tenderOfferEvents><failureToDeliver>true</failureToDeliver><nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<correlationLeg><payerPartyReference href="ab9560"/><receiverPartyReference href="gh4903"/><terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="sd2344"/>
</relativeDate>
</terminationDate><underlyer>
<basket>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap Confirmation"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"><header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234234923420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2007/05/02/234234923419</correlationId>
<sequenceNumber>1</sequenceNumber><trade><tradeHeader>
<partyTradeIdentifier><partyReference href="gh4903"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier><tradeDate id="td9202">2007-05-01</tradeDate>
</tradeHeader>
<correlationSwap><extraordinaryEvents><mergerEvents>
<shareForShare>CalculationAgent</shareForShare>
<shareForOther>CalculationAgent</shareForOther>
<shareForCombined>CalculationAgent</shareForCombined>
</mergerEvents><tenderOfferEvents>
<shareForShare>CalculationAgent</shareForShare>
<shareForOther>CalculationAgent</shareForOther>
<shareForCombined>CalculationAgent</shareForCombined>
</tenderOfferEvents><failureToDeliver>true</failureToDeliver><nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<correlationLeg><payerPartyReference href="ab9560"/><receiverPartyReference href="gh4903"/><terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="sd2344"/>
</relativeDate>
</terminationDate><underlyer>
<basket>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN"> |
category: "correlation-swaps" | null | description: "Correlation Swap Confirmation" | ### Response: IBM.N</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNAS</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">MSFT.O</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNAS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">B.N</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNAS</relatedExchangeId>
</equity>
</basketConstituent>
</basket>
</underlyer>
<settlementType>Cash</settlementType><settlementDate id="sd2344"><relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="vs8292"/>
</relativeDate>
</settlementDate>
<valuation><valuationDate id="vs8292">
<adjustableDate>
<unadjustedDate>2007-06-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuation>
<amount><observationStartDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap Confirmation"
### Response: IBM.N</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNAS</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">MSFT.O</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNAS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">B.N</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNAS</relatedExchangeId>
</equity>
</basketConstituent>
</basket>
</underlyer>
<settlementType>Cash</settlementType><settlementDate id="sd2344"><relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="vs8292"/>
</relativeDate>
</settlementDate>
<valuation><valuationDate id="vs8292">
<adjustableDate>
<unadjustedDate>2007-06-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuation>
<amount><observationStartDate> |
category: "correlation-swaps" | null | description: "Correlation Swap Confirmation" | ### Response:
<adjustableDate>
<unadjustedDate>2007-01-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</observationStartDate>
<allDividends>false</allDividends>
<correlation>
<closingLevel>true</closingLevel><expectedN>30</expectedN><notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>350000</amount>
</notionalAmount>
<correlationStrikePrice>0.60123</correlationStrikePrice>
<boundedCorrelation><minimumBoundaryPercent>0.35123</minimumBoundaryPercent><maximumBoundaryPercent>0.85123</maximumBoundaryPercent>
</boundedCorrelation>
<numberOfDataSeries>1</numberOfDataSeries>
</correlation>
</amount>
</correlationLeg>
</correlationSwap><calculationAgent>
<calculationAgentPartyReference href="gh4903"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">USNY</governingLaw>
</trade><party id="ab9560">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">959800NKRMZ8NEKQ0A23</partyId>
<partyName>Client</partyName>
</party>
<party id="gh4903">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
<partyName> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap Confirmation"
### Response:
<adjustableDate>
<unadjustedDate>2007-01-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</observationStartDate>
<allDividends>false</allDividends>
<correlation>
<closingLevel>true</closingLevel><expectedN>30</expectedN><notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>350000</amount>
</notionalAmount>
<correlationStrikePrice>0.60123</correlationStrikePrice>
<boundedCorrelation><minimumBoundaryPercent>0.35123</minimumBoundaryPercent><maximumBoundaryPercent>0.85123</maximumBoundaryPercent>
</boundedCorrelation>
<numberOfDataSeries>1</numberOfDataSeries>
</correlation>
</amount>
</correlationLeg>
</correlationSwap><calculationAgent>
<calculationAgentPartyReference href="gh4903"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">USNY</governingLaw>
</trade><party id="ab9560">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">959800NKRMZ8NEKQ0A23</partyId>
<partyName>Client</partyName>
</party>
<party id="gh4903">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
<partyName> |
category: "credit-derivatives" | null | description: "Australian Corporate, Short Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-12-04</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Amcor Ltd</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">0C575S</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US867211AA21</instrumentId>
<couponRate>0.0675</couponRate>
<maturity>2003-06-15</maturity>
</bond>
<primaryObligor>
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Sunclipse, Inc.</entityName>
</primaryObligor>
<guarantorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Australian Corporate, Short Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-12-04</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Amcor Ltd</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">0C575S</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US867211AA21</instrumentId>
<couponRate>0.0675</couponRate>
<maturity>2003-06-15</maturity>
</bond>
<primaryObligor>
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Sunclipse, Inc.</entityName>
</primaryObligor>
<guarantorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency> |
category: "credit-derivatives" | null | description: "US Corporate, Short Form, Fixed Regular Payment Schedule, Recovery Factor" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-09-06</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Tenet Healthcare Corporation</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">8G836J</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP">88033GAT7</instrumentId>
<couponRate>0.06</couponRate>
<maturity>2011-12-01</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-06</firstPaymentDate>
<rollConvention>6</rollConvention>
<fixedAmountCalculation>
<fixedRate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "US Corporate, Short Form, Fixed Regular Payment Schedule, Recovery Factor"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-09-06</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Tenet Healthcare Corporation</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">8G836J</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP">88033GAT7</instrumentId>
<couponRate>0.06</couponRate>
<maturity>2011-12-01</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-06</firstPaymentDate>
<rollConvention>6</rollConvention>
<fixedAmountCalculation>
<fixedRate> |
category: "credit-derivatives" | null | description: "European Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37262</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37262</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-02</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2008-01-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "European Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37262</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37262</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-02</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2008-01-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> |
category: "credit-derivatives" | null | description: "European Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: Invensys plc</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">4A7324</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US826166AA89</instrumentId>
<couponRate>0.07125</couponRate>
<maturity>2007-01-15</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-01-15</firstPaymentDate>
<rollConvention>15</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>5000000.0</amount>
</calculationAmount>
<fixedRate>0.009</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>5000000.0</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">R</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "European Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: Invensys plc</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">4A7324</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US826166AA89</instrumentId>
<couponRate>0.07125</couponRate>
<maturity>2007-01-15</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-01-15</firstPaymentDate>
<rollConvention>15</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>5000000.0</amount>
</calculationAmount>
<fixedRate>0.009</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>5000000.0</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">R</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "credit-derivatives" | null | description: "European Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BorrowedMoney</category>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notContingent>true</notContingent>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<consentRequiredLoan>
<applicable>true</applicable>
</consentRequiredLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "European Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BorrowedMoney</category>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notContingent>true</notContingent>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<consentRequiredLoan>
<applicable>true</applicable>
</consentRequiredLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version"> |
category: "credit-derivatives" | null | description: "US Corporate, Short Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-09-06</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Tenet Healthcare Corporation</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">8G836J</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP">88033GAT7</instrumentId>
<couponRate>0.06</couponRate>
<maturity>2011-12-01</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-06</firstPaymentDate>
<rollConvention>6</rollConvention>
<fixedAmountCalculation>
<fixedRate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "US Corporate, Short Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-09-06</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Tenet Healthcare Corporation</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">8G836J</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP">88033GAT7</instrumentId>
<couponRate>0.06</couponRate>
<maturity>2011-12-01</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-06</firstPaymentDate>
<rollConvention>6</rollConvention>
<fixedAmountCalculation>
<fixedRate> |
category: "credit-derivatives" | null | description: "Australian Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37258</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37258</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-12-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">AUSY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Australian Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37258</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37258</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-12-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">AUSY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "credit-derivatives" | null | description: "Australian Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: AUSY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">AMP Group Holdings Limited</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">GG3682</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">XS0092202836</instrumentId>
<couponRate>0.06375</couponRate>
<maturity>2010-11-17</maturity>
</bond>
<primaryObligor>
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">AMP (UK) Financial Services Plc</entityName>
</primaryObligor>
<guarantorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-04</firstPaymentDate>
<rollConvention>4</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<fixedRate>0.0056</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Australian Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: AUSY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">AMP Group Holdings Limited</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">GG3682</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">XS0092202836</instrumentId>
<couponRate>0.06375</couponRate>
<maturity>2010-11-17</maturity>
</bond>
<primaryObligor>
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">AMP (UK) Financial Services Plc</entityName>
</primaryObligor>
<guarantorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-04</firstPaymentDate>
<rollConvention>4</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<fixedRate>0.0056</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "credit-derivatives" | null | description: "Australian Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">ModR</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<publicSource>The Australian Financial Review</publicSource>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BorrowedMoney</category>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Australian Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">ModR</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<publicSource>The Australian Financial Review</publicSource>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BorrowedMoney</category>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "credit-derivatives" | null | description: "Australian Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: CAD</currency>
</specifiedCurrency>
<notContingent>true</notContingent>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<consentRequiredLoan>
<applicable>true</applicable>
</consentRequiredLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">1992</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA1999Credit</contractualDefinitions>
<contractualTermsSupplement>
<type contractualSupplementScheme="http://www.fpml.org/coding-scheme/contractual-supplement">ISDA1999CreditRestructuring</type>
</contractualTermsSupplement>
<contractualTermsSupplement>
<type contractualSupplementScheme="http://www.fpml.org/coding-scheme/contractual-supplement">ISDA1999CreditSuccessorAndCreditEvents</type>
</contractualTermsSupplement>
<contractualTermsSupplement>
<type contractualSupplementScheme="http://www.fpml.org/coding-scheme/contractual-supplement">ISDA1999CreditConvertibleExchangeableAccretingObligations</type>
</contractualTermsSupplement>
</documentation>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">254900BIAQJIUV6DLE92</partyId> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Australian Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: CAD</currency>
</specifiedCurrency>
<notContingent>true</notContingent>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<consentRequiredLoan>
<applicable>true</applicable>
</consentRequiredLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">1992</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA1999Credit</contractualDefinitions>
<contractualTermsSupplement>
<type contractualSupplementScheme="http://www.fpml.org/coding-scheme/contractual-supplement">ISDA1999CreditRestructuring</type>
</contractualTermsSupplement>
<contractualTermsSupplement>
<type contractualSupplementScheme="http://www.fpml.org/coding-scheme/contractual-supplement">ISDA1999CreditSuccessorAndCreditEvents</type>
</contractualTermsSupplement>
<contractualTermsSupplement>
<type contractualSupplementScheme="http://www.fpml.org/coding-scheme/contractual-supplement">ISDA1999CreditConvertibleExchangeableAccretingObligations</type>
</contractualTermsSupplement>
</documentation>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">254900BIAQJIUV6DLE92</partyId> |
category: "credit-derivatives" | null | description: "Emerging Markets Latin American Sovereign, Long Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37204</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37204</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-11-22</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets Latin American Sovereign, Long Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37204</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37204</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-11-22</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> |
category: "credit-derivatives" | null | description: "Emerging Markets Latin American Sovereign, Long Form, Fixed Regular Payment Schedule" | ### Response: Federative Republic of Brazil</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">115CCB</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US105756AL40</instrumentId>
<couponRate>0.1225</couponRate>
<maturity>2030-03-06</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-05-23</firstPaymentDate>
<rollConvention>23</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<fixedRate>0.266</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<creditEvents>
<failureToPay>
<applicable>true</applicable>
<gracePeriodExtension>
<applicable>true</applicable>
</gracePeriodExtension>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<obligationAcceleration>true</obligationAcceleration>
<repudiationMoratorium>true</repudiationMoratorium>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets Latin American Sovereign, Long Form, Fixed Regular Payment Schedule"
### Response: Federative Republic of Brazil</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">115CCB</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US105756AL40</instrumentId>
<couponRate>0.1225</couponRate>
<maturity>2030-03-06</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-05-23</firstPaymentDate>
<rollConvention>23</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<fixedRate>0.266</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<creditEvents>
<failureToPay>
<applicable>true</applicable>
<gracePeriodExtension>
<applicable>true</applicable>
</gracePeriodExtension>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<obligationAcceleration>true</obligationAcceleration>
<repudiationMoratorium>true</repudiationMoratorium>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring"> |
category: "credit-derivatives" | null | description: "Emerging Markets Latin American Sovereign, Long Form, Fixed Regular Payment Schedule" | ### Response: R</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>Bond</category>
<notSubordinated>true</notSubordinated>
<notDomesticCurrency>
<applicable>true</applicable>
</notDomesticCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notDomesticIssuance>true</notDomesticIssuance>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDaysNotSpecified>true</businessDaysNotSpecified>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>Bond</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notContingent>true</notContingent>
<notDomesticIssuance>true</notDomesticIssuance>
<transferable>true</transferable>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets Latin American Sovereign, Long Form, Fixed Regular Payment Schedule"
### Response: R</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>Bond</category>
<notSubordinated>true</notSubordinated>
<notDomesticCurrency>
<applicable>true</applicable>
</notDomesticCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notDomesticIssuance>true</notDomesticIssuance>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDaysNotSpecified>true</businessDaysNotSpecified>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>Bond</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notContingent>true</notContingent>
<notDomesticIssuance>true</notDomesticIssuance>
<transferable>true</transferable>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type"> |
category: "credit-derivatives" | null | description: "Emerging Markets Asian Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37260</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37260</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-08-22</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets Asian Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37260</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37260</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-08-22</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> |
category: "credit-derivatives" | null | description: "Emerging Markets Asian Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: People's Republic of China</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">7I343A</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US061194AB21</instrumentId>
<couponRate>0.0825</couponRate>
<maturity>2014-03-03</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2002-11-28</firstPaymentDate>
<rollConvention>28</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000000.0</amount>
</calculationAmount>
<fixedRate>0.0085</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000000.0</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<obligationAcceleration>true</obligationAcceleration>
<repudiationMoratorium>true</repudiationMoratorium>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets Asian Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: People's Republic of China</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">7I343A</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US061194AB21</instrumentId>
<couponRate>0.0825</couponRate>
<maturity>2014-03-03</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2002-11-28</firstPaymentDate>
<rollConvention>28</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000000.0</amount>
</calculationAmount>
<fixedRate>0.0085</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000000.0</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<obligationAcceleration>true</obligationAcceleration>
<repudiationMoratorium>true</repudiationMoratorium>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring"> |
category: "credit-derivatives" | null | description: "Emerging Markets Asian Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: R</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<notSovereignLender>true</notSovereignLender>
<notDomesticCurrency>
<applicable>true</applicable>
</notDomesticCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notDomesticIssuance>true</notDomesticIssuance>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notSovereignLender>true</notSovereignLender>
<notDomesticLaw>true</notDomesticLaw>
<notContingent>true</notContingent>
<notDomesticIssuance>true</notDomesticIssuance>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets Asian Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: R</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<notSovereignLender>true</notSovereignLender>
<notDomesticCurrency>
<applicable>true</applicable>
</notDomesticCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notDomesticIssuance>true</notDomesticIssuance>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notSovereignLender>true</notSovereignLender>
<notDomesticLaw>true</notDomesticLaw>
<notContingent>true</notContingent>
<notDomesticIssuance>true</notDomesticIssuance>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent> |
category: "credit-derivatives" | null | description: "US Corporate, Short Form, Fixed Regular Payment Schedule, Portfolio Compression" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-09-06</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Tenet Healthcare Corporation</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">8G836J</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP">88033GAT7</instrumentId>
<couponRate>0.06</couponRate>
<maturity>2011-12-01</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-06</firstPaymentDate>
<rollConvention>6</rollConvention>
<fixedAmountCalculation>
<fixedRate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "US Corporate, Short Form, Fixed Regular Payment Schedule, Portfolio Compression"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-09-06</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Tenet Healthcare Corporation</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">8G836J</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP">88033GAT7</instrumentId>
<couponRate>0.06</couponRate>
<maturity>2011-12-01</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-06</firstPaymentDate>
<rollConvention>6</rollConvention>
<fixedAmountCalculation>
<fixedRate> |
category: "credit-derivatives" | null | description: "European Corporate, Short Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-02</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-03</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2008-01-15</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Abbey National PLC</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">002BB2</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">XS009316049</instrumentId>
<couponRate>0.05375</couponRate>
<maturity>2009-12-30</maturity>
</bond>
<primaryObligor>
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Abbey National Treasury Services plc</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">GLEECI</entityId>
</primaryObligor>
<guarantorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "European Corporate, Short Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-02</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-03</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2008-01-15</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Abbey National PLC</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">002BB2</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">XS009316049</instrumentId>
<couponRate>0.05375</couponRate>
<maturity>2009-12-30</maturity>
</bond>
<primaryObligor>
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Abbey National Treasury Services plc</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">GLEECI</entityId>
</primaryObligor>
<guarantorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms> |
category: "dividend-swaps" | null | description: "Dividend Swap (illustrating predetermined clearing)" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.fpml.org/msg-id">123</messageId>
<sentBy>GS</sentBy>
<sendTo>CPTY</sendTo>
<creationTimestamp>2012-01-27T15:38:00-00:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2012/01/27/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
</partyTradeIdentifier>
<tradeDate>2012-01-27</tradeDate>
</tradeHeader>
<dividendSwapOptionTransactionSupplement>
<buyerPartyReference href="partyA"/>
<sellerPartyReference href="partyB"/>
<optionType>Call</optionType>
<equityPremium>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1500000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2012-01-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</paymentDate>
</equityPremium>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2015-03-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Dividend Swap (illustrating predetermined clearing)"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.fpml.org/msg-id">123</messageId>
<sentBy>GS</sentBy>
<sendTo>CPTY</sendTo>
<creationTimestamp>2012-01-27T15:38:00-00:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2012/01/27/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
</partyTradeIdentifier>
<tradeDate>2012-01-27</tradeDate>
</tradeHeader>
<dividendSwapOptionTransactionSupplement>
<buyerPartyReference href="partyA"/>
<sellerPartyReference href="partyB"/>
<optionType>Call</optionType>
<equityPremium>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1500000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2012-01-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</paymentDate>
</equityPremium>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2015-03-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate> |
category: "dividend-swaps" | null | description: "Dividend Swap (illustrating predetermined clearing)" | ### Response:
</expirationDate>
<equityExpirationTimeType>OSP</equityExpirationTimeType>
<equityExpirationTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</equityExpirationTime>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="valuationDate">
<valuationDate>
<adjustableDate>
<unadjustedDate>2015-03-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<valuationTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</valuationTime>
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<clearingInstructions>
<clearedPhysicalSettlement>true</clearedPhysicalSettlement>
<predeterminedClearingOrganizationPartyReference href="clearing-svc"/>
</clearingInstructions>
<dividendSwapTransactionSupplement>
<dividendLeg>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-Bloomberg-1-0">.STOX50E</instrumentId>
<description>STOXX 50 Euro</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XEUR</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<settlementDate>
<relativeDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Dividend Swap (illustrating predetermined clearing)"
### Response:
</expirationDate>
<equityExpirationTimeType>OSP</equityExpirationTimeType>
<equityExpirationTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</equityExpirationTime>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="valuationDate">
<valuationDate>
<adjustableDate>
<unadjustedDate>2015-03-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<valuationTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</valuationTime>
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<clearingInstructions>
<clearedPhysicalSettlement>true</clearedPhysicalSettlement>
<predeterminedClearingOrganizationPartyReference href="clearing-svc"/>
</clearingInstructions>
<dividendSwapTransactionSupplement>
<dividendLeg>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-Bloomberg-1-0">.STOX50E</instrumentId>
<description>STOXX 50 Euro</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XEUR</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<settlementDate>
<relativeDate> |
category: "dividend-swaps" | null | description: "Dividend Swap (illustrating predetermined clearing)" | ### Response:
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="valuationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<declaredCashDividendPercentage>1.0</declaredCashDividendPercentage>
<declaredCashEquivalentDividendPercentage>1.0</declaredCashEquivalentDividendPercentage>
<dividendPeriod id="d1">
<unadjustedStartDate>2015-12-20</unadjustedStartDate>
<unadjustedEndDate id="e1">2016-03-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p1">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
<dividendPeriod id="d2">
<unadjustedStartDate>2016-03-19</unadjustedStartDate>
<unadjustedEndDate id="e2">2016-06-20</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p2">
<relativeDate>
<periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Dividend Swap (illustrating predetermined clearing)"
### Response:
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="valuationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<declaredCashDividendPercentage>1.0</declaredCashDividendPercentage>
<declaredCashEquivalentDividendPercentage>1.0</declaredCashEquivalentDividendPercentage>
<dividendPeriod id="d1">
<unadjustedStartDate>2015-12-20</unadjustedStartDate>
<unadjustedEndDate id="e1">2016-03-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p1">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
<dividendPeriod id="d2">
<unadjustedStartDate>2016-03-19</unadjustedStartDate>
<unadjustedEndDate id="e2">2016-06-20</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p2">
<relativeDate>
<periodMultiplier> |
category: "dividend-swaps" | null | description: "Short Form Dividend Swap for Japanese Underlyer" | ### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.example.com/messageId">MS/2006/07/02/15-99</messageId>
<inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2006/07/02/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="kom722"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="kow029"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-19</tradeDate>
</tradeHeader>
<dividendSwapTransactionSupplement>
<dividendLeg>
<payerPartyReference href="kom722"/>
<receiverPartyReference href="kow029"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://example.com/instrumentId">.N225</instrumentId>
<description>NIKKEI 225 INDEX</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XTKS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XOSE</relatedExchangeId>
</index>
<openUnits>1000</openUnits>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Short Form Dividend Swap for Japanese Underlyer"
### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.example.com/messageId">MS/2006/07/02/15-99</messageId>
<inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2006/07/02/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="kom722"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="kow029"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-19</tradeDate>
</tradeHeader>
<dividendSwapTransactionSupplement>
<dividendLeg>
<payerPartyReference href="kom722"/>
<receiverPartyReference href="kow029"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://example.com/instrumentId">.N225</instrumentId>
<description>NIKKEI 225 INDEX</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XTKS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XOSE</relatedExchangeId>
</index>
<openUnits>1000</openUnits>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "dividend-swaps" | null | description: "Short Form Dividend Swap for Japanese Underlyer" | ### Response: JPY</settlementCurrency>
<dividendPeriod id="d1">
<unadjustedStartDate>2010-12-20</unadjustedStartDate>
<unadjustedEndDate id="e1">2011-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p1">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</paymentDate>
<valuationDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</valuationDate>
</dividendPeriod>
<dividendPeriod id="d2">
<unadjustedStartDate>2011-12-20</unadjustedStartDate>
<unadjustedEndDate id="e2">2012-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p2">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e2"/>
</relativeDate>
</paymentDate>
<valuationDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Short Form Dividend Swap for Japanese Underlyer"
### Response: JPY</settlementCurrency>
<dividendPeriod id="d1">
<unadjustedStartDate>2010-12-20</unadjustedStartDate>
<unadjustedEndDate id="e1">2011-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p1">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</paymentDate>
<valuationDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</valuationDate>
</dividendPeriod>
<dividendPeriod id="d2">
<unadjustedStartDate>2011-12-20</unadjustedStartDate>
<unadjustedEndDate id="e2">2012-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p2">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e2"/>
</relativeDate>
</paymentDate>
<valuationDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention> |
category: "dividend-swaps" | null | description: "Dividend Swap" | ### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.example.com/messageId">MS/2006/07/04/15-99</messageId>
<inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2006/07/02/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="kom722"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="kow029"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-19</tradeDate>
</tradeHeader><dividendSwapTransactionSupplement>
<dividendLeg>
<payerPartyReference href="kom722"/>
<receiverPartyReference href="kow029"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://example.com/instrumentId">.FCHI</instrumentId>
<description>France CAC 40 Index</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XMAT</relatedExchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XMON</relatedExchangeId>
</index>
<openUnits>1000</openUnits> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Dividend Swap"
### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.example.com/messageId">MS/2006/07/04/15-99</messageId>
<inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2006/07/02/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="kom722"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="kow029"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-19</tradeDate>
</tradeHeader><dividendSwapTransactionSupplement>
<dividendLeg>
<payerPartyReference href="kom722"/>
<receiverPartyReference href="kow029"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://example.com/instrumentId">.FCHI</instrumentId>
<description>France CAC 40 Index</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XMAT</relatedExchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XMON</relatedExchangeId>
</index>
<openUnits>1000</openUnits> |
category: "dividend-swaps" | null | description: "Dividend Swap" | ### Response:
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<declaredCashDividendPercentage>1.0</declaredCashDividendPercentage>
<declaredCashEquivalentDividendPercentage>1.0</declaredCashEquivalentDividendPercentage>
<dividendPeriod id="d1">
<unadjustedStartDate>2010-12-20</unadjustedStartDate>
<unadjustedEndDate id="e1">2011-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p1">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
<dividendPeriod id="d2">
<unadjustedStartDate>2011-12-20</unadjustedStartDate>
<unadjustedEndDate id="e2">2012-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p2">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e2"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
</dividendLeg>
<fixedLeg>
<payerPartyReference href="kow029"/>
<receiverPartyReference href="kom722"/>
<fixedPayment> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Dividend Swap"
### Response:
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<declaredCashDividendPercentage>1.0</declaredCashDividendPercentage>
<declaredCashEquivalentDividendPercentage>1.0</declaredCashEquivalentDividendPercentage>
<dividendPeriod id="d1">
<unadjustedStartDate>2010-12-20</unadjustedStartDate>
<unadjustedEndDate id="e1">2011-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p1">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
<dividendPeriod id="d2">
<unadjustedStartDate>2011-12-20</unadjustedStartDate>
<unadjustedEndDate id="e2">2012-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p2">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e2"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
</dividendLeg>
<fixedLeg>
<payerPartyReference href="kow029"/>
<receiverPartyReference href="kom722"/>
<fixedPayment> |
category: "dividend-swaps" | null | description: "Dividend Swap Collateral" | ### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.example.com/messageId">MS/2006/07/02/15-99</messageId>
<inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2006/07/02/133</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="kom722"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="kow029"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-19</tradeDate>
</tradeHeader><dividendSwapTransactionSupplement>
<dividendLeg>
<payerPartyReference href="kom722"/>
<receiverPartyReference href="kow029"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4-1/instrumentId">.FCHI</instrumentId>
<description>France CAC 40 Index</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">XMAT</relatedExchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">XMON</relatedExchangeId>
</index>
<openUnits>1000</openUnits>
</singleUnderlyer> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Dividend Swap Collateral"
### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.example.com/messageId">MS/2006/07/02/15-99</messageId>
<inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2006/07/02/133</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="kom722"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="kow029"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-19</tradeDate>
</tradeHeader><dividendSwapTransactionSupplement>
<dividendLeg>
<payerPartyReference href="kom722"/>
<receiverPartyReference href="kow029"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4-1/instrumentId">.FCHI</instrumentId>
<description>France CAC 40 Index</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">XMAT</relatedExchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">XMON</relatedExchangeId>
</index>
<openUnits>1000</openUnits>
</singleUnderlyer> |
category: "dividend-swaps" | null | description: "Dividend Swap Collateral" | ### Response:
</underlyer>
<settlementType>Cash</settlementType>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<declaredCashDividendPercentage>1.0</declaredCashDividendPercentage>
<declaredCashEquivalentDividendPercentage>1.0</declaredCashEquivalentDividendPercentage>
<dividendPeriod id="d1">
<unadjustedStartDate id="s1">2010-12-20</unadjustedStartDate>
<unadjustedEndDate id="e1">2011-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p1">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
<dividendPeriod id="d2">
<unadjustedStartDate id="s2">2011-12-20</unadjustedStartDate>
<unadjustedEndDate id="e2">2012-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p2">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e2"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
</dividendLeg>
<fixedLeg>
<payerPartyReference href="kow029"/>
<receiverPartyReference href="kom722"/>
<fixedPayment>
<paymentAmount> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Dividend Swap Collateral"
### Response:
</underlyer>
<settlementType>Cash</settlementType>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<declaredCashDividendPercentage>1.0</declaredCashDividendPercentage>
<declaredCashEquivalentDividendPercentage>1.0</declaredCashEquivalentDividendPercentage>
<dividendPeriod id="d1">
<unadjustedStartDate id="s1">2010-12-20</unadjustedStartDate>
<unadjustedEndDate id="e1">2011-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p1">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
<dividendPeriod id="d2">
<unadjustedStartDate id="s2">2011-12-20</unadjustedStartDate>
<unadjustedEndDate id="e2">2012-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p2">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e2"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
</dividendLeg>
<fixedLeg>
<payerPartyReference href="kow029"/>
<receiverPartyReference href="kom722"/>
<fixedPayment>
<paymentAmount> |
category: "dividend-swaps" | null | description: "Dividend Swap Collateral" | ### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>50000</amount>
</paymentAmount>
<paymentDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="p1"/>
</paymentDate>
</fixedPayment>
<fixedPayment>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>56000</amount>
</paymentAmount>
<paymentDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="p1"/>
</paymentDate>
</fixedPayment>
</fixedLeg>
</dividendSwapTransactionSupplement>
<collateral>
<independentAmount><payerPartyReference href="kow029"/>
<receiverPartyReference href="kom722"/>
<paymentDetail><paymentDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="s1"/>
</relativeDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>25000</amount>
</paymentAmount>
</paymentDetail>
<paymentDetail><paymentDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="s1"/>
</relativeDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>28000</amount>
</paymentAmount>
</paymentDetail>
</independentAmount>
</collateral>
</trade>
<party id="kom722">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
</party>
<party id="kow029">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Dividend Swap Collateral"
### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>50000</amount>
</paymentAmount>
<paymentDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="p1"/>
</paymentDate>
</fixedPayment>
<fixedPayment>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>56000</amount>
</paymentAmount>
<paymentDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="p1"/>
</paymentDate>
</fixedPayment>
</fixedLeg>
</dividendSwapTransactionSupplement>
<collateral>
<independentAmount><payerPartyReference href="kow029"/>
<receiverPartyReference href="kom722"/>
<paymentDetail><paymentDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="s1"/>
</relativeDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>25000</amount>
</paymentAmount>
</paymentDetail>
<paymentDetail><paymentDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="s1"/>
</relativeDate>
</paymentDate>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>28000</amount>
</paymentAmount>
</paymentDetail>
</independentAmount>
</collateral>
</trade>
<party id="kom722">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
</party>
<party id="kow029">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id"> |
category: "equity-forwards" | null | description: "Equity Forward Stock Long FormTradeCancelled message of an Equity Forward Stock Long Form trade." | ### Response: <executionRetracted xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/02/15-38</messageId>
<sentBy>PartyAXXX</sentBy>
<sendTo>PartyBXXX</sendTo>
<creationTimestamp>2006-04-02T15:38:00Z</creationTimestamp>
</header>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/04/02/15-38</correlationId>
<sequenceNumber>7</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.Party1.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<equityForward>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Forward:PriceReturnBasicPerformance:SingleName</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Forward</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XLDN</exchangeId>
</equity>
<openUnits>31000</openUnits>
<dividendPayout>
<dividendPayoutRatio>1</dividendPayoutRatio>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2004-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-forwards"
description: "Equity Forward Stock Long FormTradeCancelled message of an Equity Forward Stock Long Form trade."
### Response: <executionRetracted xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/02/15-38</messageId>
<sentBy>PartyAXXX</sentBy>
<sendTo>PartyBXXX</sendTo>
<creationTimestamp>2006-04-02T15:38:00Z</creationTimestamp>
</header>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/04/02/15-38</correlationId>
<sequenceNumber>7</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.Party1.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<equityForward>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Forward:PriceReturnBasicPerformance:SingleName</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Forward</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XLDN</exchangeId>
</equity>
<openUnits>31000</openUnits>
<dividendPayout>
<dividendPayoutRatio>1</dividendPayoutRatio>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2004-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention> |
category: "equity-forwards" | null | description: "Equity Forward Stock Long FormTradeCancelled message of an Equity Forward Stock Long Form trade." | ### Response:
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>OSP</equityExpirationTimeType>
</equityEuropeanExercise>
<prePayment>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<prePayment>true</prePayment>
<prePaymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>40500</amount>
</prePaymentAmount>
<prePaymentDate>
<unadjustedDate>2004-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</prePaymentDate>
</prePayment>
<equityValuation>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Physical</settlementType>
</equityExercise>
<feature>
<asian>
<averagingInOut>Out</averagingInOut>
<averagingPeriodOut>
<averagingDateTimes>
<dateTime>2000-08-01T08:57:00</dateTime>
<dateTime>2000-09-01T08:57:00</dateTime>
<dateTime>2000-10-01T08:57:00</dateTime>
<dateTime>2000-11-01T08:57:00</dateTime>
<dateTime>2000-12-01T08:57:00</dateTime> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-forwards"
description: "Equity Forward Stock Long FormTradeCancelled message of an Equity Forward Stock Long Form trade."
### Response:
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>OSP</equityExpirationTimeType>
</equityEuropeanExercise>
<prePayment>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<prePayment>true</prePayment>
<prePaymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>40500</amount>
</prePaymentAmount>
<prePaymentDate>
<unadjustedDate>2004-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</prePaymentDate>
</prePayment>
<equityValuation>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Physical</settlementType>
</equityExercise>
<feature>
<asian>
<averagingInOut>Out</averagingInOut>
<averagingPeriodOut>
<averagingDateTimes>
<dateTime>2000-08-01T08:57:00</dateTime>
<dateTime>2000-09-01T08:57:00</dateTime>
<dateTime>2000-10-01T08:57:00</dateTime>
<dateTime>2000-11-01T08:57:00</dateTime>
<dateTime>2000-12-01T08:57:00</dateTime> |
category: "equity-forwards" | null | description: "Equity Forward Stock Long FormTradeCancelled message of an Equity Forward Stock Long Form trade." | ### Response:
<dateTime>2001-01-04T08:57:00</dateTime>
<dateTime>2001-02-01T08:57:00</dateTime>
<dateTime>2001-03-01T08:57:00</dateTime>
</averagingDateTimes>
<marketDisruption marketDisruptionScheme="http://www.fpml.org/coding-scheme/market-disruption">ModifiedPostponement</marketDisruption>
</averagingPeriodOut>
</asian>
</feature>
<dividendConditions>
<dividendReinvestment>false</dividendReinvestment>
<dividendEntitlement>ExDate</dividendEntitlement>
<dividendPaymentDate>
<dividendDateReference>ExDate</dividendDateReference>
</dividendPaymentDate>
<dividendPeriodEffectiveDate href="TradeDate"/>
<dividendPeriodEndDate href="FinalValuationDate"/>
<extraOrdinaryDividends href="party1"/>
<excessDividendAmount>RecordAmount</excessDividendAmount>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">DividendCurrency</determinationMethod>
</dividendConditions>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-forwards"
description: "Equity Forward Stock Long FormTradeCancelled message of an Equity Forward Stock Long Form trade."
### Response:
<dateTime>2001-01-04T08:57:00</dateTime>
<dateTime>2001-02-01T08:57:00</dateTime>
<dateTime>2001-03-01T08:57:00</dateTime>
</averagingDateTimes>
<marketDisruption marketDisruptionScheme="http://www.fpml.org/coding-scheme/market-disruption">ModifiedPostponement</marketDisruption>
</averagingPeriodOut>
</asian>
</feature>
<dividendConditions>
<dividendReinvestment>false</dividendReinvestment>
<dividendEntitlement>ExDate</dividendEntitlement>
<dividendPaymentDate>
<dividendDateReference>ExDate</dividendDateReference>
</dividendPaymentDate>
<dividendPeriodEffectiveDate href="TradeDate"/>
<dividendPeriodEndDate href="FinalValuationDate"/>
<extraOrdinaryDividends href="party1"/>
<excessDividendAmount>RecordAmount</excessDividendAmount>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">DividendCurrency</determinationMethod>
</dividendConditions>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/> |
category: "equity-options" | null | description: "Equity Option Transaction Supplement Non-Deliverable Index" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.example.com/trade-id-1-0">2</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.example.com/trade-id-1-0">2</tradeId>
</partyTradeIdentifier>
<tradeDate>2006-02-09</tradeDate>
</tradeHeader>
<equityOptionTransactionSupplement>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-Reuters-RIC">.KS50</instrumentId>
<description>KOREA SE KOSPI 50 INDEX</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC-1-0">KSC</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC-1-0">All Exchanges</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2006-02-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2006-09-18</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>AsSpecifiedInMasterConfirmation</equityExpirationTimeType>
<equityMultipleExercise> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Equity Option Transaction Supplement Non-Deliverable Index"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.example.com/trade-id-1-0">2</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.example.com/trade-id-1-0">2</tradeId>
</partyTradeIdentifier>
<tradeDate>2006-02-09</tradeDate>
</tradeHeader>
<equityOptionTransactionSupplement>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-Reuters-RIC">.KS50</instrumentId>
<description>KOREA SE KOSPI 50 INDEX</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC-1-0">KSC</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC-1-0">All Exchanges</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2006-02-09</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2006-09-18</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>AsSpecifiedInMasterConfirmation</equityExpirationTimeType>
<equityMultipleExercise> |
category: "equity-options" | null | description: "Equity Option Transaction Supplement Non-Deliverable Index" | ### Response:
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>1000000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="valuationDate">
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="valuationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<fxFeature>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</referenceCurrency>
<quanto/>
</fxFeature>
<strike>
<strikePrice>1325.0</strikePrice>
</strike>
<numberOfOptions>1000000.0</numberOfOptions>
<equityPremium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>750000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2006-09-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>0.75</amount>
</pricePerOption>
</equityPremium>
<multiplier>1</multiplier>
</equityOptionTransactionSupplement>
<documentation>
<masterConfirmation>
<masterConfirmationType masterConfirmationTypeScheme="http://www.fpml.org/coding-scheme/master-confirmation-type">ISDA2005EquityAsiaExcludingJapanInterdealer</masterConfirmationType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Equity Option Transaction Supplement Non-Deliverable Index"
### Response:
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>1000000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="valuationDate">
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="valuationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<fxFeature>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</referenceCurrency>
<quanto/>
</fxFeature>
<strike>
<strikePrice>1325.0</strikePrice>
</strike>
<numberOfOptions>1000000.0</numberOfOptions>
<equityPremium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>750000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2006-09-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>0.75</amount>
</pricePerOption>
</equityPremium>
<multiplier>1</multiplier>
</equityOptionTransactionSupplement>
<documentation>
<masterConfirmation>
<masterConfirmationType masterConfirmationTypeScheme="http://www.fpml.org/coding-scheme/master-confirmation-type">ISDA2005EquityAsiaExcludingJapanInterdealer</masterConfirmationType> |
category: "equity-options" | null | description: "Basket Passthrough Long Form" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.abc.com/messageId/OTC">BasketOption456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">abc</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2000/08/01/BasketOption987</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-06-28</tradeDate>
</tradeHeader>
<equityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Option:PriceReturnBasicPerformance:Basket</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<basket>
<basketConstituent>
<equity id="AholdEquity">
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">AHLD.NA</instrumentId>
<description>Ahold</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XASE</exchangeId>
</equity>
<constituentWeight>
<basketPercentage>0.40</basketPercentage>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<equity id="RoyalDutchEquity">
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">RD.NA</instrumentId>
<description>Royal Dutch</description> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Basket Passthrough Long Form"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.abc.com/messageId/OTC">BasketOption456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">abc</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2000/08/01/BasketOption987</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-06-28</tradeDate>
</tradeHeader>
<equityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Option:PriceReturnBasicPerformance:Basket</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<basket>
<basketConstituent>
<equity id="AholdEquity">
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">AHLD.NA</instrumentId>
<description>Ahold</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XASE</exchangeId>
</equity>
<constituentWeight>
<basketPercentage>0.40</basketPercentage>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<equity id="RoyalDutchEquity">
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">RD.NA</instrumentId>
<description>Royal Dutch</description> |
category: "equity-options" | null | description: "Basket Passthrough Long Form" | ### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XASE</exchangeId>
</equity>
<constituentWeight>
<basketPercentage>0.60</basketPercentage>
</constituentWeight>
</basketConstituent>
</basket>
</underlyer>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2002-07-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>Close</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise><feature>
<passThrough>
<passThroughItem>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<underlyerReference href="AholdEquity"/>
<passThroughPercentage>0.80</passThroughPercentage>
</passThroughItem>
<passThroughItem>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<underlyerReference href="RoyalDutchEquity"/>
<passThroughPercentage>1.20</passThroughPercentage>
</passThroughItem>
</passThrough>
</feature>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>AlternativeObligation</shareForShare>
<shareForOther>CancellationAndPayment</shareForOther>
<shareForCombined>CancellationAndPayment</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Basket Passthrough Long Form"
### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XASE</exchangeId>
</equity>
<constituentWeight>
<basketPercentage>0.60</basketPercentage>
</constituentWeight>
</basketConstituent>
</basket>
</underlyer>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2002-07-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>Close</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise><feature>
<passThrough>
<passThroughItem>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<underlyerReference href="AholdEquity"/>
<passThroughPercentage>0.80</passThroughPercentage>
</passThroughItem>
<passThroughItem>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<underlyerReference href="RoyalDutchEquity"/>
<passThroughPercentage>1.20</passThroughPercentage>
</passThroughItem>
</passThrough>
</feature>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>AlternativeObligation</shareForShare>
<shareForOther>CancellationAndPayment</shareForOther>
<shareForCombined>CancellationAndPayment</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther> |
category: "equity-options" | null | description: "Basket Passthrough Long Form" | ### Response: ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<numberOfOptions>79.099093</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>213.5675511</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-07-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Basket Passthrough Long Form"
### Response: ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<numberOfOptions>79.099093</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>213.5675511</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-07-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version"> |
category: "equity-options" | null | description: "Dividend Adjustment" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.msdw.com/messageId/OTC">EquityShareOption456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">msdw</sentBy>
<creationTimestamp>2006-08-13T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2000/08/13/456a789b</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="jb2890"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2006-08-14</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="PartyB"/>
<sellerPartyReference href="jb2890"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<equity id="ud892">
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNSE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2006-08-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2008-08-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Dividend Adjustment"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.msdw.com/messageId/OTC">EquityShareOption456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">msdw</sentBy>
<creationTimestamp>2006-08-13T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2000/08/13/456a789b</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="jb2890"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2006-08-14</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="PartyB"/>
<sellerPartyReference href="jb2890"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<equity id="ud892">
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNSE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2006-08-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2008-08-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate> |
category: "equity-options" | null | description: "Dividend Adjustment" | ### Response:
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>150000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Election</settlementType>
<settlementMethodElectionDate>
<adjustableDate>
<unadjustedDate>2008-06-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementMethodElectionDate>
<settlementMethodElectingPartyReference href="jb2890"/>
</equityExercise>
<feature>
<dividendAdjustment>
<dividendPeriod>
<unadjustedStartDate>2006-08-14</unadjustedStartDate>
<unadjustedEndDate>2007-08-14</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<underlyerReference href="ud892"/>
<dividend>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1.80</amount>
</dividend>
<multiplier>0.91</multiplier>
</dividendPeriod>
<dividendPeriod>
<unadjustedStartDate>2007-08-15</unadjustedStartDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Dividend Adjustment"
### Response:
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>150000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Election</settlementType>
<settlementMethodElectionDate>
<adjustableDate>
<unadjustedDate>2008-06-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementMethodElectionDate>
<settlementMethodElectingPartyReference href="jb2890"/>
</equityExercise>
<feature>
<dividendAdjustment>
<dividendPeriod>
<unadjustedStartDate>2006-08-14</unadjustedStartDate>
<unadjustedEndDate>2007-08-14</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<underlyerReference href="ud892"/>
<dividend>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1.80</amount>
</dividend>
<multiplier>0.91</multiplier>
</dividendPeriod>
<dividendPeriod>
<unadjustedStartDate>2007-08-15</unadjustedStartDate> |
category: "equity-options" | null | description: "Dividend Adjustment" | ### Response:
<unadjustedEndDate>2008-08-14</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<underlyerReference href="ud892"/>
<dividend>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1.90</amount>
</dividend>
<multiplier>0.91</multiplier>
</dividendPeriod>
</dividendAdjustment>
</feature>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="jb2890"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<strike>
<strikePrice>32.00</strikePrice>
</strike>
<numberOfOptions>150000</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Dividend Adjustment"
### Response:
<unadjustedEndDate>2008-08-14</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
<underlyerReference href="ud892"/>
<dividend>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1.90</amount>
</dividend>
<multiplier>0.91</multiplier>
</dividendPeriod>
</dividendAdjustment>
</feature>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="jb2890"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<strike>
<strikePrice>32.00</strikePrice>
</strike>
<numberOfOptions>150000</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement> |
category: "equity-options" | sub category: "European Call Index Long Form" | description: "On 4 September, 2001, Party A and Party B agree to an equity option
trade. The terms of the contract are:" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.msdw.com/messageId/OTC">EquityIndexOption456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">msdw</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2000/08/01/EquityIndexOption369</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.PartyB.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-09-04</tradeDate>
</tradeHeader>
<equityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Option:PriceReturnBasicPerformance:SingleIndex</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.SSMI</instrumentId>
<description>Swiss Market Index</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNYS</exchangeId>
</index>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2004-12-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>OSP</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "European Call Index Long Form"
description: "On 4 September, 2001, Party A and Party B agree to an equity option
trade. The terms of the contract are:"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.msdw.com/messageId/OTC">EquityIndexOption456a789b</messageId>
<sentBy messageAddressScheme="http://www.MsgParty.com/partyId">msdw</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2000/08/01/EquityIndexOption369</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.PartyB.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-09-04</tradeDate>
</tradeHeader>
<equityOption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Option:PriceReturnBasicPerformance:SingleIndex</productType>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.SSMI</instrumentId>
<description>Swiss Market Index</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNYS</exchangeId>
</index>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2004-12-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>OSP</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise> |
category: "equity-options" | sub category: "European Call Index Long Form" | description: "On 4 September, 2001, Party A and Party B agree to an equity option
trade. The terms of the contract are:" | ### Response: true</automaticExercise>
<equityValuation id="valuation">
<valuationTimeType>OSP</valuationTimeType>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="valuation"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Cash</settlementType>
</equityExercise>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<indexAdjustmentEvents>
<indexModification>CalculationAgentAdjustment</indexModification>
<indexCancellation>CancellationAndPayment</indexCancellation>
<indexDisruption>CalculationAgentAdjustment</indexDisruption>
</indexAdjustmentEvents>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<indexDisclaimer>true</indexDisclaimer>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
</extraordinaryEvents>
<strike>
<strikePrice>8700</strikePrice>
</strike>
<numberOfOptions>2500</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "European Call Index Long Form"
description: "On 4 September, 2001, Party A and Party B agree to an equity option
trade. The terms of the contract are:"
### Response: true</automaticExercise>
<equityValuation id="valuation">
<valuationTimeType>OSP</valuationTimeType>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="valuation"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Cash</settlementType>
</equityExercise>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<indexAdjustmentEvents>
<indexModification>CalculationAgentAdjustment</indexModification>
<indexCancellation>CancellationAndPayment</indexCancellation>
<indexDisruption>CalculationAgentAdjustment</indexDisruption>
</indexAdjustmentEvents>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<indexDisclaimer>true</indexDisclaimer>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
</extraordinaryEvents>
<strike>
<strikePrice>8700</strikePrice>
</strike>
<numberOfOptions>2500</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/> |
category: "equity-options" | sub category: "Equity Option Transaction Supplement (Index Option) Asian Schedule" | description: "An example illustratingAsian schedule." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="perFpMLReqmt">123466-002700000000022</messageId>
<sentBy>DTCC00006441</sentBy>
<sendTo>DTCC00006440</sendTo>
<creationTimestamp>2002-09-24T18:08:40.335-05:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2009/02/24/123466</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="TradeRefNbr">TW9236</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-10-31</tradeDate>
</tradeHeader>
<equityOptionTransactionSupplement id="equityOption">
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2003/instrument-id-Reuters-RIC">.SPX</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC">N</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC">A</relatedExchangeId>
<futureId futureIdScheme="ExchangeTradedContract">0904</futureId>
</index>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2002-10-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2003-04-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Equity Option Transaction Supplement (Index Option) Asian Schedule"
description: "An example illustratingAsian schedule."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="perFpMLReqmt">123466-002700000000022</messageId>
<sentBy>DTCC00006441</sentBy>
<sendTo>DTCC00006440</sendTo>
<creationTimestamp>2002-09-24T18:08:40.335-05:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2009/02/24/123466</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="TradeRefNbr">TW9236</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-10-31</tradeDate>
</tradeHeader>
<equityOptionTransactionSupplement id="equityOption">
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2003/instrument-id-Reuters-RIC">.SPX</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC">N</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC">A</relatedExchangeId>
<futureId futureIdScheme="ExchangeTradedContract">0904</futureId>
</index>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2002-10-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2003-04-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention> |
category: "equity-options" | sub category: "Equity Option Transaction Supplement (Index Option) Asian Schedule" | description: "An example illustratingAsian schedule." | ### Response: NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTimeType>Close</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>5250</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="Valuation">
<valuationDates>
<periodicDates>
<calculationStartDate>
<adjustableDate>
<unadjustedDate>2001-11-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</calculationStartDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>EOM</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</calculationPeriodDatesAdjustments>
</periodicDates>
</valuationDates>
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="Valuation"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<feature>
<asian>
<averagingInOut>Out</averagingInOut>
<averagingPeriodOut>
<schedule>
<startDate>2002-11-11</startDate>
<endDate>2003-11-11</endDate>
<averagingPeriodFrequency>
<periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Equity Option Transaction Supplement (Index Option) Asian Schedule"
description: "An example illustratingAsian schedule."
### Response: NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTimeType>Close</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>5250</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="Valuation">
<valuationDates>
<periodicDates>
<calculationStartDate>
<adjustableDate>
<unadjustedDate>2001-11-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</calculationStartDate>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
<rollConvention>EOM</rollConvention>
</calculationPeriodFrequency>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</calculationPeriodDatesAdjustments>
</periodicDates>
</valuationDates>
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="Valuation"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<feature>
<asian>
<averagingInOut>Out</averagingInOut>
<averagingPeriodOut>
<schedule>
<startDate>2002-11-11</startDate>
<endDate>2003-11-11</endDate>
<averagingPeriodFrequency>
<periodMultiplier> |
category: "equity-options" | null | description: "Quanto Long Form" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-07-13</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNSE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2001-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Quanto Long Form"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-07-13</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">STM-FP</instrumentId>
<description>STMicroelectronics N.V. ordinary shares</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XNSE</exchangeId>
</equity>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2001-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions> |
category: "equity-options" | null | description: "Quanto Long Form" | ### Response: 1</minimumNumberOfOptions>
<maximumNumberOfOptions>150000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Physical</settlementType>
</equityExercise>
<fxFeature>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</referenceCurrency>
<quanto>
<fxRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency2>
<quoteBasis>Currency1PerCurrency2</quoteBasis>
</quotedCurrencyPair>
<rate>0.95</rate>
</fxRate>
<fxSpotRateSource>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>WMRH</rateSourcePage>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>15:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</fixingTime>
</fxSpotRateSource>
</quanto>
</fxFeature>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Quanto Long Form"
### Response: 1</minimumNumberOfOptions>
<maximumNumberOfOptions>150000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source">OfficialClose</settlementPriceSource>
<settlementType>Physical</settlementType>
</equityExercise>
<fxFeature>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</referenceCurrency>
<quanto>
<fxRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency2>
<quoteBasis>Currency1PerCurrency2</quoteBasis>
</quotedCurrencyPair>
<rate>0.95</rate>
</fxRate>
<fxSpotRateSource>
<primaryRateSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">Reuters</rateSource>
<rateSourcePage>WMRH</rateSourcePage>
</primaryRateSource>
<fixingTime>
<hourMinuteTime>15:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">DEFR</businessCenter>
</fixingTime>
</fxSpotRateSource>
</quanto>
</fxFeature>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare> |
category: "equity-options" | null | description: "Quanto Long Form" | ### Response:
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<strike>
<strikePrice>32</strikePrice>
</strike>
<numberOfOptions>150000</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>405000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2001-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
description: "Quanto Long Form"
### Response:
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<strike>
<strikePrice>32</strikePrice>
</strike>
<numberOfOptions>150000</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>405000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2001-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type"> |
category: "equity-options" | sub category: "Nested Basket" | description: "An example illustratingflat basket weights." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">2342340029</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">PARTYAC0902</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2000/08/01/2342340029</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType><underlyer>
<basket>
<basketConstituent>
<index>
<instrumentId instrumentIdScheme="http://www.ftse.com/coding-scheme/instrument-id">FXI</instrumentId>
<description>FTSE/Xinhua China 25 Index</description>
</index><constituentWeight>
<basketPercentage>0.50</basketPercentage>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.kse.or.kr/coding-scheme/instrument-id">005440.KS</instrumentId>
<description>HYUNDAI MOTOR COMPANY</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XKHA</exchangeId>
</equity><constituentWeight>
<basketPercentage>0.25</basketPercentage>
</constituentWeight> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Nested Basket"
description: "An example illustratingflat basket weights."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">2342340029</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">PARTYAC0902</sentBy>
<creationTimestamp>2000-08-01T08:57:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2000/08/01/2342340029</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2001-07-13</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType><underlyer>
<basket>
<basketConstituent>
<index>
<instrumentId instrumentIdScheme="http://www.ftse.com/coding-scheme/instrument-id">FXI</instrumentId>
<description>FTSE/Xinhua China 25 Index</description>
</index><constituentWeight>
<basketPercentage>0.50</basketPercentage>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.kse.or.kr/coding-scheme/instrument-id">005440.KS</instrumentId>
<description>HYUNDAI MOTOR COMPANY</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XKHA</exchangeId>
</equity><constituentWeight>
<basketPercentage>0.25</basketPercentage>
</constituentWeight> |
category: "equity-options" | sub category: "Nested Basket" | description: "An example illustratingflat basket weights." | ### Response:
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.kse.or.kr/coding-scheme/instrument-id">000270.KS</instrumentId>
<description>KIA MOTORS CORPORATION</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XKHA</exchangeId>
</equity><constituentWeight>
<basketPercentage>0.25</basketPercentage>
</constituentWeight>
</basketConstituent>
</basket>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2005-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>150000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Nested Basket"
description: "An example illustratingflat basket weights."
### Response:
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.kse.or.kr/coding-scheme/instrument-id">000270.KS</instrumentId>
<description>KIA MOTORS CORPORATION</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XKHA</exchangeId>
</equity><constituentWeight>
<basketPercentage>0.25</basketPercentage>
</constituentWeight>
</basketConstituent>
</basket>
</underlyer>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2001-07-13</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate>
<unadjustedDate>2005-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTime>
<hourMinuteTime>17:15:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</latestExerciseTime>
<latestExerciseTimeType>SpecificTime</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>150000</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType>Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementPriceSource settlementPriceSourceScheme="http://www.fpml.org/coding-scheme/settlement-price-source"> |
category: "equity-options" | sub category: "Nested Basket" | description: "An example illustratingflat basket weights." | ### Response: OfficialClose</settlementPriceSource>
<settlementType>Election</settlementType>
<settlementMethodElectionDate>
<adjustableDate>
<unadjustedDate>2004-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementMethodElectionDate>
<settlementMethodElectingPartyReference href="party1"/>
</equityExercise>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents><strike>
<strikePrice>32.00</strikePrice>
</strike>
<numberOfOptions>150000</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Nested Basket"
description: "An example illustratingflat basket weights."
### Response: OfficialClose</settlementPriceSource>
<settlementType>Election</settlementType>
<settlementMethodElectionDate>
<adjustableDate>
<unadjustedDate>2004-09-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</settlementMethodElectionDate>
<settlementMethodElectingPartyReference href="party1"/>
</equityExercise>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents><strike>
<strikePrice>32.00</strikePrice>
</strike>
<numberOfOptions>150000</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium> |
category: "equity-options" | sub category: "Equity Option Transaction Supplement (Index Option) Asian Dates" | description: "An example illustratingasian dates." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="perFpMLReqmt">123488-002700000099999</messageId>
<sentBy>DTCC00006441</sentBy>
<sendTo>DTCC00006440</sendTo>
<creationTimestamp>2002-09-24T18:08:40.335-05:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2009/02/24/123488</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="TradeRefNbr">TW9236</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-10-31</tradeDate>
</tradeHeader>
<equityOptionTransactionSupplement id="equityOption">
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2003/instrument-id-Reuters-RIC">.SPX</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC">N</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC">A</relatedExchangeId>
<futureId futureIdScheme="ExchangeTradedContract">0904</futureId>
</index>
</singleUnderlyer>
</underlyer>
<notional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1234</amount>
</notional>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2002-10-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Equity Option Transaction Supplement (Index Option) Asian Dates"
description: "An example illustratingasian dates."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="perFpMLReqmt">123488-002700000099999</messageId>
<sentBy>DTCC00006441</sentBy>
<sendTo>DTCC00006440</sendTo>
<creationTimestamp>2002-09-24T18:08:40.335-05:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2009/02/24/123488</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="Party1"/>
<tradeId tradeIdScheme="TradeRefNbr">TW9236</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-10-31</tradeDate>
</tradeHeader>
<equityOptionTransactionSupplement id="equityOption">
<buyerPartyReference href="Party1"/>
<sellerPartyReference href="Party2"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2003/instrument-id-Reuters-RIC">.SPX</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC">N</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/spec/2002/exchange-id-REC">A</relatedExchangeId>
<futureId futureIdScheme="ExchangeTradedContract">0904</futureId>
</index>
</singleUnderlyer>
</underlyer>
<notional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1234</amount>
</notional>
<equityExercise>
<equityAmericanExercise>
<commencementDate>
<adjustableDate>
<unadjustedDate>2002-10-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</commencementDate> |
category: "equity-options" | sub category: "Equity Option Transaction Supplement (Index Option) Asian Dates" | description: "An example illustratingasian dates." | ### Response:
<expirationDate>
<adjustableDate>
<unadjustedDate>2003-04-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTimeType>Close</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>5250</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="Valuation">
<valuationDates>
<adjustableDates id="averagingDates">
<unadjustedDate>2002-11-01</unadjustedDate>
<unadjustedDate>2002-11-15</unadjustedDate>
<unadjustedDate>2002-12-01</unadjustedDate>
<unadjustedDate>2002-12-15</unadjustedDate>
<unadjustedDate>2003-01-01</unadjustedDate>
<unadjustedDate>2003-01-15</unadjustedDate>
<unadjustedDate>2003-02-01</unadjustedDate>
<unadjustedDate>2003-02-15</unadjustedDate>
<unadjustedDate>2003-03-01</unadjustedDate>
<unadjustedDate>2003-03-15</unadjustedDate>
<unadjustedDate>2003-04-01</unadjustedDate>
<unadjustedDate>2003-04-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">NYSE</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDates>
</valuationDates>
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="Valuation"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Equity Option Transaction Supplement (Index Option) Asian Dates"
description: "An example illustratingasian dates."
### Response:
<expirationDate>
<adjustableDate>
<unadjustedDate>2003-04-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<latestExerciseTimeType>Close</latestExerciseTimeType>
<equityExpirationTimeType>Close</equityExpirationTimeType>
<equityMultipleExercise>
<integralMultipleExercise>1</integralMultipleExercise>
<minimumNumberOfOptions>1</minimumNumberOfOptions>
<maximumNumberOfOptions>5250</maximumNumberOfOptions>
</equityMultipleExercise>
</equityAmericanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="Valuation">
<valuationDates>
<adjustableDates id="averagingDates">
<unadjustedDate>2002-11-01</unadjustedDate>
<unadjustedDate>2002-11-15</unadjustedDate>
<unadjustedDate>2002-12-01</unadjustedDate>
<unadjustedDate>2002-12-15</unadjustedDate>
<unadjustedDate>2003-01-01</unadjustedDate>
<unadjustedDate>2003-01-15</unadjustedDate>
<unadjustedDate>2003-02-01</unadjustedDate>
<unadjustedDate>2003-02-15</unadjustedDate>
<unadjustedDate>2003-03-01</unadjustedDate>
<unadjustedDate>2003-03-15</unadjustedDate>
<unadjustedDate>2003-04-01</unadjustedDate>
<unadjustedDate>2003-04-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">NYSE</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDates>
</valuationDates>
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="Valuation"/> |
category: "equity-options" | sub category: "Equity Option Transaction Supplement (Index Option) Asian Dates" | description: "An example illustratingasian dates." | ### Response:
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<feature>
<asian>
<averagingInOut>Out</averagingInOut>
<averagingPeriodOut>
<averagingObservations>
<averagingObservation>
<dateTime>2002-11-01T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2002-11-15T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2002-12-01T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2002-12-15T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2003-01-01T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2003-01-15T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2003-02-01T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2003-02-15T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2003-03-01T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2003-03-15T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2003-04-01T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2003-04-15T18:08:40.335-05:00</dateTime>
<weight> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Equity Option Transaction Supplement (Index Option) Asian Dates"
description: "An example illustratingasian dates."
### Response:
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<feature>
<asian>
<averagingInOut>Out</averagingInOut>
<averagingPeriodOut>
<averagingObservations>
<averagingObservation>
<dateTime>2002-11-01T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2002-11-15T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2002-12-01T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2002-12-15T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2003-01-01T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2003-01-15T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2003-02-01T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2003-02-15T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2003-03-01T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2003-03-15T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2003-04-01T18:08:40.335-05:00</dateTime>
<weight>10</weight>
</averagingObservation>
<averagingObservation>
<dateTime>2003-04-15T18:08:40.335-05:00</dateTime>
<weight> |
category: "equity-options" | sub category: "Asian Option Long Form" | description: "On 28 June, 2000, Party A and Party B agree to an equity option trade.
The terms of the contract are: This example shows a RequestTradeConfirmation message of this trade sent by Party A to Party B." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/02/15-99</messageId>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-04-02T15:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2006/04/02/32-09</correlationId>
<sequenceNumber>9</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-06-28</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.N225</instrumentId>
<description>NIKKEI 225 INDEX</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XTKS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XOSE</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2002-07-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>Close</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Asian Option Long Form"
description: "On 28 June, 2000, Party A and Party B agree to an equity option trade.
The terms of the contract are: This example shows a RequestTradeConfirmation message of this trade sent by Party A to Party B."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/02/15-99</messageId>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-04-02T15:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CS/2006/04/02/32-09</correlationId>
<sequenceNumber>9</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.PartyA.com/eqd-trade-id">1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-06-28</tradeDate>
</tradeHeader>
<equityOption>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<optionType>Call</optionType>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">.N225</instrumentId>
<description>NIKKEI 225 INDEX</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XTKS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XOSE</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2002-07-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<equityExpirationTimeType>Close</equityExpirationTimeType>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation>
<valuationTimeType> |
category: "equity-options" | sub category: "Asian Option Long Form" | description: "On 28 June, 2000, Party A and Party B agree to an equity option trade.
The terms of the contract are: This example shows a RequestTradeConfirmation message of this trade sent by Party A to Party B." | ### Response: Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise><feature>
<asian>
<averagingInOut>Out</averagingInOut>
<averagingPeriodOut>
<averagingDateTimes>
<dateTime>2000-08-01T08:57:00</dateTime>
<dateTime>2000-09-01T08:57:00</dateTime>
<dateTime>2000-10-01T08:57:00</dateTime>
<dateTime>2000-11-01T08:57:00</dateTime>
<dateTime>2000-12-01T08:57:00</dateTime>
<dateTime>2001-01-04T08:57:00</dateTime>
<dateTime>2001-02-01T08:57:00</dateTime>
<dateTime>2001-03-01T08:57:00</dateTime>
</averagingDateTimes>
<marketDisruption marketDisruptionScheme="http://www.fpml.org/coding-scheme/market-disruption">ModifiedPostponement</marketDisruption>
</averagingPeriodOut>
</asian>
</feature>
<fxFeature>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</referenceCurrency>
<composite/>
</fxFeature>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<indexAdjustmentEvents>
<indexModification>CalculationAgentAdjustment</indexModification>
<indexCancellation>CancellationAndPayment</indexCancellation>
<indexDisruption>CalculationAgentAdjustment</indexDisruption>
</indexAdjustmentEvents>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<indexDisclaimer> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Asian Option Long Form"
description: "On 28 June, 2000, Party A and Party B agree to an equity option trade.
The terms of the contract are: This example shows a RequestTradeConfirmation message of this trade sent by Party A to Party B."
### Response: Close</valuationTimeType>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise><feature>
<asian>
<averagingInOut>Out</averagingInOut>
<averagingPeriodOut>
<averagingDateTimes>
<dateTime>2000-08-01T08:57:00</dateTime>
<dateTime>2000-09-01T08:57:00</dateTime>
<dateTime>2000-10-01T08:57:00</dateTime>
<dateTime>2000-11-01T08:57:00</dateTime>
<dateTime>2000-12-01T08:57:00</dateTime>
<dateTime>2001-01-04T08:57:00</dateTime>
<dateTime>2001-02-01T08:57:00</dateTime>
<dateTime>2001-03-01T08:57:00</dateTime>
</averagingDateTimes>
<marketDisruption marketDisruptionScheme="http://www.fpml.org/coding-scheme/market-disruption">ModifiedPostponement</marketDisruption>
</averagingPeriodOut>
</asian>
</feature>
<fxFeature>
<referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</referenceCurrency>
<composite/>
</fxFeature>
<methodOfAdjustment>CalculationAgent</methodOfAdjustment>
<extraordinaryEvents>
<indexAdjustmentEvents>
<indexModification>CalculationAgentAdjustment</indexModification>
<indexCancellation>CancellationAndPayment</indexCancellation>
<indexDisruption>CalculationAgentAdjustment</indexDisruption>
</indexAdjustmentEvents>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<indexDisclaimer> |
category: "equity-options" | sub category: "Asian Option Long Form" | description: "On 28 June, 2000, Party A and Party B agree to an equity option trade.
The terms of the contract are: This example shows a RequestTradeConfirmation message of this trade sent by Party A to Party B." | ### Response: true</indexDisclaimer>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
</extraordinaryEvents>
<strike>
<strikePrice>17475.90</strikePrice>
</strike>
<numberOfOptions>79.099093</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>213.5675511</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-07-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">GBEN</governingLaw>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-options"
sub category: "Asian Option Long Form"
description: "On 28 June, 2000, Party A and Party B agree to an equity option trade.
The terms of the contract are: This example shows a RequestTradeConfirmation message of this trade sent by Party A to Party B."
### Response: true</indexDisclaimer>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
</extraordinaryEvents>
<strike>
<strikePrice>17475.90</strikePrice>
</strike>
<numberOfOptions>79.099093</numberOfOptions>
<optionEntitlement>1.00</optionEntitlement>
<equityPremium>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>213.5675511</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-07-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</paymentDate>
<pricePerOption>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>2.70</amount>
</pricePerOption>
</equityPremium>
</equityOption>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">GBEN</governingLaw>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id"> |
category: "equity-swaps" | null | description: "Zero-strike Equity Swap" | ### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</messageId><inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/07/03/15-92</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/07/02/32-09</correlationId>
<sequenceNumber>8</sequenceNumber>
<trade><tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5678</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-10-17</tradeDate>
</tradeHeader>
<returnSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:SingleName</productType>
<returnLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="EffectiveDate">
<adjustableDate>
<unadjustedDate>2002-10-24</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<underlyer>
<singleUnderlyer> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Zero-strike Equity Swap"
### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</messageId><inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/07/03/15-92</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/07/02/32-09</correlationId>
<sequenceNumber>8</sequenceNumber>
<trade><tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5678</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-10-17</tradeDate>
</tradeHeader>
<returnSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:SingleName</productType>
<returnLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="EffectiveDate">
<adjustableDate>
<unadjustedDate>2002-10-24</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<underlyer>
<singleUnderlyer> |
category: "equity-swaps" | null | description: "Zero-strike Equity Swap" | ### Response:
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">ZEE.NS</instrumentId>
<description>ZEE</description>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XNSE</exchangeId>
</equity>
<openUnits>31000</openUnits>
<dividendPayout>
<dividendPayoutRatio>1</dividendPayoutRatio>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1.8036</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>false</notionalReset>
<valuationPriceFinal>
<commission>
<commissionDenomination>BPS</commissionDenomination>
<commissionAmount>60</commissionAmount>
</commission>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-10-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="EquityPaymentDate">
<paymentDateFinal id="FinalEquityPaymentDate">
<relativeDate>
<periodMultiplier>5</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="PrimaryBusinessCenter">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Zero-strike Equity Swap"
### Response:
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">ZEE.NS</instrumentId>
<description>ZEE</description>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XNSE</exchangeId>
</equity>
<openUnits>31000</openUnits>
<dividendPayout>
<dividendPayoutRatio>1</dividendPayoutRatio>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1.8036</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>false</notionalReset>
<valuationPriceFinal>
<commission>
<commissionDenomination>BPS</commissionDenomination>
<commissionAmount>60</commissionAmount>
</commission>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-10-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="EquityPaymentDate">
<paymentDateFinal id="FinalEquityPaymentDate">
<relativeDate>
<periodMultiplier>5</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="PrimaryBusinessCenter">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn> |
category: "equity-swaps" | null | description: "Zero-strike Equity Swap" | ### Response:
<notional>
<notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>55911.60</amount>
</notionalAmount>
</notional>
<amount><currencyReference href="ReferenceCurrency"/>
<formula>
<formulaDescription>Final Price * Number of Shares</formulaDescription>
<math>
<mi>valuationPriceFinal</mi>
<mo>*</mo>
<mi>openUnits</mi>
</math>
</formula>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
<dividendConditions>
<dividendReinvestment>false</dividendReinvestment>
<dividendEntitlement>ExDate</dividendEntitlement>
<dividendPaymentDate>
<dividendDateReference>EquityPaymentDate</dividendDateReference>
</dividendPaymentDate>
<dividendPeriodEffectiveDate href="TradeDate"/>
<dividendPeriodEndDate href="FinalValuationDate"/><excessDividendAmount>PaidAmount</excessDividendAmount><currencyReference href="ReferenceCurrency"/>
</dividendConditions>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
<fxFeature>
<referenceCurrency id="ReferenceCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</referenceCurrency>
<composite>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">CalculationAgent</determinationMethod>
</composite>
</fxFeature>
</returnLeg>
<principalExchangeFeatures>
<principalExchanges>
<initialExchange>true</initialExchange>
<finalExchange>false</finalExchange>
<intermediateExchange>false</intermediateExchange>
</principalExchanges>
<principalExchangeDescriptions>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<principalExchangeAmount>
<principalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>55911.60</amount> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Zero-strike Equity Swap"
### Response:
<notional>
<notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>55911.60</amount>
</notionalAmount>
</notional>
<amount><currencyReference href="ReferenceCurrency"/>
<formula>
<formulaDescription>Final Price * Number of Shares</formulaDescription>
<math>
<mi>valuationPriceFinal</mi>
<mo>*</mo>
<mi>openUnits</mi>
</math>
</formula>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
<dividendConditions>
<dividendReinvestment>false</dividendReinvestment>
<dividendEntitlement>ExDate</dividendEntitlement>
<dividendPaymentDate>
<dividendDateReference>EquityPaymentDate</dividendDateReference>
</dividendPaymentDate>
<dividendPeriodEffectiveDate href="TradeDate"/>
<dividendPeriodEndDate href="FinalValuationDate"/><excessDividendAmount>PaidAmount</excessDividendAmount><currencyReference href="ReferenceCurrency"/>
</dividendConditions>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
<fxFeature>
<referenceCurrency id="ReferenceCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</referenceCurrency>
<composite>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">CalculationAgent</determinationMethod>
</composite>
</fxFeature>
</returnLeg>
<principalExchangeFeatures>
<principalExchanges>
<initialExchange>true</initialExchange>
<finalExchange>false</finalExchange>
<intermediateExchange>false</intermediateExchange>
</principalExchanges>
<principalExchangeDescriptions>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<principalExchangeAmount>
<principalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>55911.60</amount> |
category: "equity-swaps" | null | description: "Zero-strike Equity Swap" | ### Response:
</principalAmount>
</principalExchangeAmount>
<principalExchangeDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EffectiveDate"/>
</relativeDate>
</principalExchangeDate>
</principalExchangeDescriptions>
</principalExchangeFeatures>
<earlyTermination>
<partyReference href="party1"/>
<startingDate>
<dateRelativeTo href="TradeDate"/>
</startingDate>
</earlyTermination>
<earlyTermination>
<partyReference href="party2"/>
<startingDate>
<dateRelativeTo href="TradeDate"/>
</startingDate>
</earlyTermination>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Zero-strike Equity Swap"
### Response:
</principalAmount>
</principalExchangeAmount>
<principalExchangeDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EffectiveDate"/>
</relativeDate>
</principalExchangeDate>
</principalExchangeDescriptions>
</principalExchangeFeatures>
<earlyTermination>
<partyReference href="party1"/>
<startingDate>
<dateRelativeTo href="TradeDate"/>
</startingDate>
</earlyTermination>
<earlyTermination>
<partyReference href="party2"/>
<startingDate>
<dateRelativeTo href="TradeDate"/>
</startingDate>
</earlyTermination>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency> |
category: "equity-swaps" | null | description: "Composite basket long form with separate spreadsParty A sends a RequestTradeConfirmation message to Party B with the details of the agreement." | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</messageId>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/07/02/32-09</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade><tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1245</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">4569</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-17</tradeDate>
</tradeHeader>
<returnSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:Basket</productType>
<returnLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="EffectiveDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<underlyer>
<basket> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Composite basket long form with separate spreadsParty A sends a RequestTradeConfirmation message to Party B with the details of the agreement."
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</messageId>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/07/02/32-09</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade><tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1245</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">4569</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-17</tradeDate>
</tradeHeader>
<returnSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:Basket</productType>
<returnLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="EffectiveDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<underlyer>
<basket> |
category: "equity-swaps" | null | description: "Composite basket long form with separate spreadsParty A sends a RequestTradeConfirmation message to Party B with the details of the agreement." | ### Response:
<openUnits>1</openUnits>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">TIT.ME</instrumentId>
<description>Telecom Italia spa</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMIL</exchangeId>
</equity>
<constituentWeight>
<openUnits>432000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
<underlyerSpread href="US_TIT.ME"/>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">NOK1V.HE</instrumentId>
<description>Nokya Oyj</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XHEL</exchangeId>
</equity>
<constituentWeight>
<openUnits>227000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
<underlyerSpread href="US_NOKIV.HE"/>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">TIM.MI</instrumentId>
<description>Telecom Italia Mobile spa</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMIL</exchangeId>
</equity>
<constituentWeight>
<openUnits>783000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
<underlyerSpread href="US_TIM.MI"/>
</basketConstituent>
<basketConstituent>
<equity> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Composite basket long form with separate spreadsParty A sends a RequestTradeConfirmation message to Party B with the details of the agreement."
### Response:
<openUnits>1</openUnits>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">TIT.ME</instrumentId>
<description>Telecom Italia spa</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMIL</exchangeId>
</equity>
<constituentWeight>
<openUnits>432000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
<underlyerSpread href="US_TIT.ME"/>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">NOK1V.HE</instrumentId>
<description>Nokya Oyj</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XHEL</exchangeId>
</equity>
<constituentWeight>
<openUnits>227000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
<underlyerSpread href="US_NOKIV.HE"/>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">TIM.MI</instrumentId>
<description>Telecom Italia Mobile spa</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMIL</exchangeId>
</equity>
<constituentWeight>
<openUnits>783000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
<underlyerSpread href="US_TIM.MI"/>
</basketConstituent>
<basketConstituent>
<equity> |
category: "equity-swaps" | null | description: "Composite basket long form with separate spreadsParty A sends a RequestTradeConfirmation message to Party B with the details of the agreement." | ### Response:
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">TEF.MC</instrumentId>
<description>Telefonica de Espana</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMAD</exchangeId>
</equity>
<constituentWeight>
<openUnits>344000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
<underlyerSpread href="US_TEF.MC"/>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">PTCO.IN</instrumentId>
<description>Portugal Telecom SA</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XCVM</exchangeId>
</equity>
<constituentWeight>
<openUnits>340000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
<underlyerSpread href="US_PTCO.IN"/>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">VOD.L</instrumentId>
<description>Vodafone Group</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XLON</exchangeId>
</equity>
<constituentWeight>
<openUnits>2486000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
<underlyerSpread href="US_VOD.L"/>
</basketConstituent>
</basket>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Composite basket long form with separate spreadsParty A sends a RequestTradeConfirmation message to Party B with the details of the agreement."
### Response:
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">TEF.MC</instrumentId>
<description>Telefonica de Espana</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMAD</exchangeId>
</equity>
<constituentWeight>
<openUnits>344000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
<underlyerSpread href="US_TEF.MC"/>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">PTCO.IN</instrumentId>
<description>Portugal Telecom SA</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XCVM</exchangeId>
</equity>
<constituentWeight>
<openUnits>340000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
<underlyerSpread href="US_PTCO.IN"/>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">VOD.L</instrumentId>
<description>Vodafone Group</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XLON</exchangeId>
</equity>
<constituentWeight>
<openUnits>2486000</openUnits>
</constituentWeight>
<dividendPayout>
<dividendPayoutRatio>0.85</dividendPayoutRatio>
</dividendPayout>
<underlyerSpread href="US_VOD.L"/>
</basketConstituent>
</basket>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "equity-swaps" | null | description: "Composite basket long form with separate spreadsParty A sends a RequestTradeConfirmation message to Party B with the details of the agreement." | ### Response: EUR</currency>
<amount>19785157.16</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="InterimValuationDate">
<adjustableDates>
<unadjustedDate>2002-10-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</valuationDates>
<valuationTimeType>Close</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-01-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="EquityPaymentDate">
<paymentDatesInterim id="InterimEquityPaymentDate">
<relativeDates>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenter">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="InterimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal id="FinalEquityPaymentDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Composite basket long form with separate spreadsParty A sends a RequestTradeConfirmation message to Party B with the details of the agreement."
### Response: EUR</currency>
<amount>19785157.16</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="InterimValuationDate">
<adjustableDates>
<unadjustedDate>2002-10-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</valuationDates>
<valuationTimeType>Close</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-01-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="EquityPaymentDate">
<paymentDatesInterim id="InterimEquityPaymentDate">
<relativeDates>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenter">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="InterimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal id="FinalEquityPaymentDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier> |
category: "equity-swaps" | null | description: "Composite basket long form with separate spreadsParty A sends a RequestTradeConfirmation message to Party B with the details of the agreement." | ### Response:
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="EquityNotionalAmount">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>19785157.16</amount>
</notionalAmount>
</notional>
<amount>
<currencyReference href="ReferenceCurrency"/>
<referenceAmount>ISDA Standard</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
<dividendConditions>
<dividendReinvestment>false</dividendReinvestment>
<dividendEntitlement>ExDate</dividendEntitlement>
<dividendPaymentDate>
<dividendDateReference>EquityPaymentDate</dividendDateReference>
</dividendPaymentDate>
<dividendPeriodEffectiveDate href="TradeDate"/>
<dividendPeriodEndDate href="FinalValuationDate"/>
<excessDividendAmount>PaidAmount</excessDividendAmount>
<currencyReference href="ReferenceCurrency"/>
</dividendConditions>
</return>
<notionalAdjustments>Execution</notionalAdjustments>
<fxFeature>
<referenceCurrency id="ReferenceCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</referenceCurrency>
<composite>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">CalculationAgent</determinationMethod>
</composite>
</fxFeature>
</returnLeg>
<interestLeg>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
<effectiveDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Composite basket long form with separate spreadsParty A sends a RequestTradeConfirmation message to Party B with the details of the agreement."
### Response:
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="EquityNotionalAmount">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>19785157.16</amount>
</notionalAmount>
</notional>
<amount>
<currencyReference href="ReferenceCurrency"/>
<referenceAmount>ISDA Standard</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
<dividendConditions>
<dividendReinvestment>false</dividendReinvestment>
<dividendEntitlement>ExDate</dividendEntitlement>
<dividendPaymentDate>
<dividendDateReference>EquityPaymentDate</dividendDateReference>
</dividendPaymentDate>
<dividendPeriodEffectiveDate href="TradeDate"/>
<dividendPeriodEndDate href="FinalValuationDate"/>
<excessDividendAmount>PaidAmount</excessDividendAmount>
<currencyReference href="ReferenceCurrency"/>
</dividendConditions>
</return>
<notionalAdjustments>Execution</notionalAdjustments>
<fxFeature>
<referenceCurrency id="ReferenceCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</referenceCurrency>
<composite>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">CalculationAgent</determinationMethod>
</composite>
</fxFeature>
</returnLeg>
<interestLeg>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
<effectiveDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType> |
category: "equity-swaps" | null | description: "Composite basket long form with separate spreadsParty A sends a RequestTradeConfirmation message to Party B with the details of the agreement." | ### Response:
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="InterestLegPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EquityPaymentDate"/>
</relativeDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="EquityNotionalAmount"/>
</notional>
<interestAmount>
<currencyReference href="ReferenceCurrency"/>
<referenceAmount>Standard ISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule id="US_TIT.ME">
<initialValue>0.0050</initialValue>
</spreadSchedule>
<spreadSchedule id="US_NOKIV.HE">
<initialValue>0.0050</initialValue>
<step>
<stepDate>2002-03-17</stepDate>
<stepValue>0.0055</stepValue>
</step>
</spreadSchedule>
<spreadSchedule id="US_TIM.MI">
<initialValue>0.0050</initialValue>
</spreadSchedule>
<spreadSchedule id="US_TEF.MC">
<initialValue>0.0050</initialValue>
<step>
<stepDate>2002-04-17</stepDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Composite basket long form with separate spreadsParty A sends a RequestTradeConfirmation message to Party B with the details of the agreement."
### Response:
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="InterestLegPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EquityPaymentDate"/>
</relativeDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="EquityNotionalAmount"/>
</notional>
<interestAmount>
<currencyReference href="ReferenceCurrency"/>
<referenceAmount>Standard ISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule id="US_TIT.ME">
<initialValue>0.0050</initialValue>
</spreadSchedule>
<spreadSchedule id="US_NOKIV.HE">
<initialValue>0.0050</initialValue>
<step>
<stepDate>2002-03-17</stepDate>
<stepValue>0.0055</stepValue>
</step>
</spreadSchedule>
<spreadSchedule id="US_TIM.MI">
<initialValue>0.0050</initialValue>
</spreadSchedule>
<spreadSchedule id="US_TEF.MC">
<initialValue>0.0050</initialValue>
<step>
<stepDate>2002-04-17</stepDate> |
category: "equity-swaps" | null | description: "Composite basket long form with separate spreadsParty A sends a RequestTradeConfirmation message to Party B with the details of the agreement." | ### Response:
<stepValue>0.0042</stepValue>
</step>
</spreadSchedule>
<spreadSchedule id="US_PTCO.IN">
<initialValue>0.0050</initialValue>
<step>
<stepDate>2002-03-20</stepDate>
<stepValue>0.0065</stepValue>
</step>
</spreadSchedule>
<spreadSchedule id="US_VOD.L">
<initialValue>0.0050</initialValue>
<step>
<stepDate>2002-02-22</stepDate>
<stepValue>0.0022</stepValue>
</step>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</interestCalculation>
</interestLeg>
<earlyTermination>
<partyReference href="party1"/>
<startingDate>
<dateRelativeTo href="TradeDate"/>
</startingDate>
</earlyTermination>
<earlyTermination>
<partyReference href="party2"/>
<startingDate>
<dateRelativeTo href="TradeDate"/>
</startingDate>
</earlyTermination>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Composite basket long form with separate spreadsParty A sends a RequestTradeConfirmation message to Party B with the details of the agreement."
### Response:
<stepValue>0.0042</stepValue>
</step>
</spreadSchedule>
<spreadSchedule id="US_PTCO.IN">
<initialValue>0.0050</initialValue>
<step>
<stepDate>2002-03-20</stepDate>
<stepValue>0.0065</stepValue>
</step>
</spreadSchedule>
<spreadSchedule id="US_VOD.L">
<initialValue>0.0050</initialValue>
<step>
<stepDate>2002-02-22</stepDate>
<stepValue>0.0022</stepValue>
</step>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</interestCalculation>
</interestLeg>
<earlyTermination>
<partyReference href="party1"/>
<startingDate>
<dateRelativeTo href="TradeDate"/>
</startingDate>
</earlyTermination>
<earlyTermination>
<partyReference href="party2"/>
<startingDate>
<dateRelativeTo href="TradeDate"/>
</startingDate>
</earlyTermination>
<extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/> |
category: "equity-swaps" | null | description: "Single Underlyer Swap with both an Initial and a Final Stub" | ### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/07/07/15-99</messageId><inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/07/03/15-91</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00+05:00</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/07/02/32-09</correlationId>
<sequenceNumber>6</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://http://www.partyB.com/eqs-trade-id">5678</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-17</tradeDate>
</tradeHeader>
<returnSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:Basket</productType>
<returnLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="EffectiveDate">
<adjustableDate>
<unadjustedDate>2002-07-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<adjustableDate>
<unadjustedDate>2004-07-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Underlyer Swap with both an Initial and a Final Stub"
### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/07/07/15-99</messageId><inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/07/03/15-91</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00+05:00</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/07/02/32-09</correlationId>
<sequenceNumber>6</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://http://www.partyB.com/eqs-trade-id">5678</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-17</tradeDate>
</tradeHeader>
<returnSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:Basket</productType>
<returnLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="EffectiveDate">
<adjustableDate>
<unadjustedDate>2002-07-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<adjustableDate>
<unadjustedDate>2004-07-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "equity-swaps" | null | description: "Single Underlyer Swap with both an Initial and a Final Stub" | ### Response: EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<underlyer>
<basket>
<openUnits>1</openUnits>
<basketConstituent>
<bond>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-ISIN-1-0">67812345</instrumentId>
<description>Telecom Italia spa</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMIL</exchangeId>
</bond>
<constituentWeight>
<openUnits>432000</openUnits>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<bond>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-ISIN-1-0">56781234</instrumentId>
<description>Nokya Oyj</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/4.0/exchangeId">XHEL</exchangeId>
</bond>
<constituentWeight>
<openUnits>227000</openUnits>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<bond>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-ISIN-1-0">45678123</instrumentId>
<description>Telecom Italia Mobile spa</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMIL</exchangeId>
</bond>
<constituentWeight>
<openUnits>783000</openUnits>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<bond>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-ISIN-1-0">34567812</instrumentId>
<description>Telefonica de Espana</description> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Underlyer Swap with both an Initial and a Final Stub"
### Response: EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</terminationDate>
<underlyer>
<basket>
<openUnits>1</openUnits>
<basketConstituent>
<bond>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-ISIN-1-0">67812345</instrumentId>
<description>Telecom Italia spa</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMIL</exchangeId>
</bond>
<constituentWeight>
<openUnits>432000</openUnits>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<bond>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-ISIN-1-0">56781234</instrumentId>
<description>Nokya Oyj</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/4.0/exchangeId">XHEL</exchangeId>
</bond>
<constituentWeight>
<openUnits>227000</openUnits>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<bond>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-ISIN-1-0">45678123</instrumentId>
<description>Telecom Italia Mobile spa</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMIL</exchangeId>
</bond>
<constituentWeight>
<openUnits>783000</openUnits>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<bond>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-ISIN-1-0">34567812</instrumentId>
<description>Telefonica de Espana</description> |
category: "equity-swaps" | null | description: "Single Underlyer Swap with both an Initial and a Final Stub" | ### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMAD</exchangeId>
</bond>
<constituentWeight>
<openUnits>344000</openUnits>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<bond>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-ISIN-1-0">23456781</instrumentId>
<description>Portugal Telecom SA</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XCVM</exchangeId>
</bond>
<constituentWeight>
<openUnits>340000</openUnits>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<bond>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-ISIN-1-0">12345678</instrumentId>
<description>Vodafone Group</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XLON</exchangeId>
</bond>
<constituentWeight>
<openUnits>2486000</openUnits>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<index>
<instrumentId instrumentIdScheme="http://www.bloomberg.com">MSCIWGBI</instrumentId>
<description>MSCI World Government Bond Index.</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</index>
</basketConstituent>
</basket>
</underlyer>
<rateOfReturn>
<initialPrice>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">CalculationAgent</determinationMethod>
<valuationRules>
<valuationDate>
<relativeDateSequence>
<dateRelativeTo href="EffectiveDate"/>
<dateOffset> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Underlyer Swap with both an Initial and a Final Stub"
### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMAD</exchangeId>
</bond>
<constituentWeight>
<openUnits>344000</openUnits>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<bond>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-ISIN-1-0">23456781</instrumentId>
<description>Portugal Telecom SA</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XCVM</exchangeId>
</bond>
<constituentWeight>
<openUnits>340000</openUnits>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<bond>
<instrumentId instrumentIdScheme="http://www.abc.com/instrument-id-ISIN-1-0">12345678</instrumentId>
<description>Vodafone Group</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XLON</exchangeId>
</bond>
<constituentWeight>
<openUnits>2486000</openUnits>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<index>
<instrumentId instrumentIdScheme="http://www.bloomberg.com">MSCIWGBI</instrumentId>
<description>MSCI World Government Bond Index.</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</index>
</basketConstituent>
</basket>
</underlyer>
<rateOfReturn>
<initialPrice>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">CalculationAgent</determinationMethod>
<valuationRules>
<valuationDate>
<relativeDateSequence>
<dateRelativeTo href="EffectiveDate"/>
<dateOffset> |
category: "equity-swaps" | null | description: "Single Underlyer Swap with both an Initial and a Final Stub" | ### Response:
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateOffset>
</relativeDateSequence>
</valuationDate>
<valuationTimeType>Close</valuationTimeType>
</valuationRules>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="InterimValuationDates">
<adjustableDates>
<unadjustedDate>2002-07-26</unadjustedDate>
<unadjustedDate>2002-08-28</unadjustedDate>
<unadjustedDate>2002-09-26</unadjustedDate>
<unadjustedDate>2002-10-27</unadjustedDate>
<unadjustedDate>2002-11-28</unadjustedDate>
<unadjustedDate>2002-12-26</unadjustedDate>
<unadjustedDate>2003-01-29</unadjustedDate>
<unadjustedDate>2003-02-26</unadjustedDate>
<unadjustedDate>2003-03-26</unadjustedDate>
<unadjustedDate>2003-04-28</unadjustedDate>
<unadjustedDate>2003-05-28</unadjustedDate>
<unadjustedDate>2003-06-26</unadjustedDate>
<unadjustedDate>2003-07-29</unadjustedDate>
<unadjustedDate>2003-08-27</unadjustedDate>
<unadjustedDate>2003-09-26</unadjustedDate>
<unadjustedDate>2003-10-29</unadjustedDate>
<unadjustedDate>2003-11-26</unadjustedDate>
<unadjustedDate>2003-12-29</unadjustedDate>
<unadjustedDate>2004-01-28</unadjustedDate>
<unadjustedDate>2004-02-25</unadjustedDate>
<unadjustedDate>2004-03-26</unadjustedDate>
<unadjustedDate>2004-04-28</unadjustedDate>
<unadjustedDate>2004-05-27</unadjustedDate>
<unadjustedDate>2004-06-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</valuationDates> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Underlyer Swap with both an Initial and a Final Stub"
### Response:
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateOffset>
</relativeDateSequence>
</valuationDate>
<valuationTimeType>Close</valuationTimeType>
</valuationRules>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="InterimValuationDates">
<adjustableDates>
<unadjustedDate>2002-07-26</unadjustedDate>
<unadjustedDate>2002-08-28</unadjustedDate>
<unadjustedDate>2002-09-26</unadjustedDate>
<unadjustedDate>2002-10-27</unadjustedDate>
<unadjustedDate>2002-11-28</unadjustedDate>
<unadjustedDate>2002-12-26</unadjustedDate>
<unadjustedDate>2003-01-29</unadjustedDate>
<unadjustedDate>2003-02-26</unadjustedDate>
<unadjustedDate>2003-03-26</unadjustedDate>
<unadjustedDate>2003-04-28</unadjustedDate>
<unadjustedDate>2003-05-28</unadjustedDate>
<unadjustedDate>2003-06-26</unadjustedDate>
<unadjustedDate>2003-07-29</unadjustedDate>
<unadjustedDate>2003-08-27</unadjustedDate>
<unadjustedDate>2003-09-26</unadjustedDate>
<unadjustedDate>2003-10-29</unadjustedDate>
<unadjustedDate>2003-11-26</unadjustedDate>
<unadjustedDate>2003-12-29</unadjustedDate>
<unadjustedDate>2004-01-28</unadjustedDate>
<unadjustedDate>2004-02-25</unadjustedDate>
<unadjustedDate>2004-03-26</unadjustedDate>
<unadjustedDate>2004-04-28</unadjustedDate>
<unadjustedDate>2004-05-27</unadjustedDate>
<unadjustedDate>2004-06-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</valuationDates> |
category: "equity-swaps" | null | description: "Single Underlyer Swap with both an Initial and a Final Stub" | ### Response:
<valuationTimeType>Close</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-07-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="EquityPaymentDate">
<paymentDatesInterim id="InterimEquityPaymentDate">
<relativeDates>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenter">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="InterimValuationDates"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal id="FinalEquityPaymentDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="EquityNotionalAmount">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>10500000.00</amount>
</notionalAmount>
</notional>
<amount>
<currencyReference href="ReferenceCurrency"/>
<referenceAmount>ISDA Standard</referenceAmount> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Underlyer Swap with both an Initial and a Final Stub"
### Response:
<valuationTimeType>Close</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-07-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="EquityPaymentDate">
<paymentDatesInterim id="InterimEquityPaymentDate">
<relativeDates>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenter">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="InterimValuationDates"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal id="FinalEquityPaymentDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="EquityNotionalAmount">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>10500000.00</amount>
</notionalAmount>
</notional>
<amount>
<currencyReference href="ReferenceCurrency"/>
<referenceAmount>ISDA Standard</referenceAmount> |
category: "equity-swaps" | null | description: "Single Underlyer Swap with both an Initial and a Final Stub" | ### Response:
<cashSettlement>false</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
</return>
<notionalAdjustments>Execution</notionalAdjustments>
<fxFeature>
<referenceCurrency id="ReferenceCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</referenceCurrency>
<composite>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">CalculationAgent</determinationMethod>
</composite>
</fxFeature>
</returnLeg>
<interestLeg>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
<effectiveDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="InterestLegPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
<dateRelativeTo href="EquityPaymentDate"/>
</relativeDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="EquityNotionalAmount"/>
</notional> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Underlyer Swap with both an Initial and a Final Stub"
### Response:
<cashSettlement>false</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
</return>
<notionalAdjustments>Execution</notionalAdjustments>
<fxFeature>
<referenceCurrency id="ReferenceCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</referenceCurrency>
<composite>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">CalculationAgent</determinationMethod>
</composite>
</fxFeature>
</returnLeg>
<interestLeg>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
<effectiveDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="InterestLegPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<businessCentersReference href="primaryBusinessCenter"/>
<dateRelativeTo href="EquityPaymentDate"/>
</relativeDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="EquityNotionalAmount"/>
</notional> |
category: "equity-swaps" | null | description: "Single Underlyer Swap with both an Initial and a Final Stub" | ### Response:
<interestAmount>
<currencyReference href="ReferenceCurrency"/>
<referenceAmount>Standard ISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0050</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction>
</interestCalculation>
<stubCalculationPeriod>
<initialStub>
<stubRate>0.02125</stubRate>
<stubStartDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EffectiveDate"/>
</relativeDate>
</stubStartDate>
<stubEndDate>
<adjustableDate>
<unadjustedDate>2002-08-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</stubEndDate>
</initialStub>
<finalStub>
<floatingRate>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>W</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0050</initialValue>
</spreadSchedule>
</floatingRate>
<stubStartDate>
<adjustableDate>
<unadjustedDate>2004-07-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</stubStartDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Underlyer Swap with both an Initial and a Final Stub"
### Response:
<interestAmount>
<currencyReference href="ReferenceCurrency"/>
<referenceAmount>Standard ISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0050</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction>
</interestCalculation>
<stubCalculationPeriod>
<initialStub>
<stubRate>0.02125</stubRate>
<stubStartDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EffectiveDate"/>
</relativeDate>
</stubStartDate>
<stubEndDate>
<adjustableDate>
<unadjustedDate>2002-08-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</stubEndDate>
</initialStub>
<finalStub>
<floatingRate>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>1</periodMultiplier>
<period>W</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0050</initialValue>
</spreadSchedule>
</floatingRate>
<stubStartDate>
<adjustableDate>
<unadjustedDate>2004-07-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</stubStartDate> |
category: "equity-swaps" | null | description: "Index Swap With a Quanto Feature Long Form" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</messageId>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/07/02/32-09</correlationId>
<sequenceNumber>8</sequenceNumber>
<trade><tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-19</tradeDate>
</tradeHeader>
<returnSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:Basket</productType>
<returnLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="EffectiveDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="ReturnLegFinalPaymentDate"/>
</relativeDate>
</terminationDate>
<underlyer>
<basket> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Index Swap With a Quanto Feature Long Form"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</messageId>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/07/02/32-09</correlationId>
<sequenceNumber>8</sequenceNumber>
<trade><tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-19</tradeDate>
</tradeHeader>
<returnSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:Basket</productType>
<returnLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="EffectiveDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="ReturnLegFinalPaymentDate"/>
</relativeDate>
</terminationDate>
<underlyer>
<basket> |
category: "equity-swaps" | null | description: "Index Swap With a Quanto Feature Long Form" | ### Response:
<openUnits>1</openUnits>
<basketConstituent>
<index>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">.FCHI</instrumentId>
<description>France CAC 40 Index</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMAT</relatedExchangeId>
<relatedExchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMON</relatedExchangeId>
</index>
<constituentWeight>
<openUnits>960</openUnits>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<index>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">.IBEX</instrumentId>
<description>IBEX 35</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<relatedExchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMEF</relatedExchangeId>
</index>
<constituentWeight>
<openUnits>260</openUnits>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<index>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">.HSI</instrumentId>
<description>Hong Kong Hang Seng Index</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">HKD</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XHKG</exchangeId>
</index>
<constituentWeight>
<openUnits>580</openUnits>
</constituentWeight>
</basketConstituent>
</basket>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5591987.41</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Index Swap With a Quanto Feature Long Form"
### Response:
<openUnits>1</openUnits>
<basketConstituent>
<index>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">.FCHI</instrumentId>
<description>France CAC 40 Index</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMAT</relatedExchangeId>
<relatedExchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMON</relatedExchangeId>
</index>
<constituentWeight>
<openUnits>960</openUnits>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<index>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">.IBEX</instrumentId>
<description>IBEX 35</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<relatedExchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XMEF</relatedExchangeId>
</index>
<constituentWeight>
<openUnits>260</openUnits>
</constituentWeight>
</basketConstituent>
<basketConstituent>
<index>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">.HSI</instrumentId>
<description>Hong Kong Hang Seng Index</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">HKD</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XHKG</exchangeId>
</index>
<constituentWeight>
<openUnits>580</openUnits>
</constituentWeight>
</basketConstituent>
</basket>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5591987.41</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice> |
category: "equity-swaps" | null | description: "Index Swap With a Quanto Feature Long Form" | ### Response:
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="InterimValuationDate">
<adjustableDates>
<unadjustedDate>2002-10-21</unadjustedDate>
<unadjustedDate>2004-01-20</unadjustedDate>
<unadjustedDate>2004-04-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</valuationDates>
<valuationTimeType>Close</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-07-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="ReturnLegPaymentDate">
<paymentDatesInterim id="ReturnLegInterimPaymentDate">
<relativeDates>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="PrimaryBusinessCenter">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">HKHK</businessCenter>
</businessCenters>
<dateRelativeTo href="InterimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal id="ReturnLegFinalPaymentDate"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Index Swap With a Quanto Feature Long Form"
### Response:
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="InterimValuationDate">
<adjustableDates>
<unadjustedDate>2002-10-21</unadjustedDate>
<unadjustedDate>2004-01-20</unadjustedDate>
<unadjustedDate>2004-04-22</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</valuationDates>
<valuationTimeType>Close</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-07-21</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="ReturnLegPaymentDate">
<paymentDatesInterim id="ReturnLegInterimPaymentDate">
<relativeDates>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="PrimaryBusinessCenter">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">HKHK</businessCenter>
</businessCenters>
<dateRelativeTo href="InterimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal id="ReturnLegFinalPaymentDate"> |
category: "equity-swaps" | null | description: "Index Swap With a Quanto Feature Long Form" | ### Response:
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="PrimaryBusinessCenter"/>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="NotionalAmount">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5591987.41</amount>
</notionalAmount>
</notional>
<amount><currencyReference href="ReferenceCurrency"/>
<referenceAmount>Standard ISDA</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Price</returnType>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
<fxFeature>
<referenceCurrency id="ReferenceCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</referenceCurrency>
<quanto>
<fxRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<rate>0.99140</rate>
</fxRate>
<fxRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">HKD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<rate>7.80</rate>
</fxRate>
</quanto>
</fxFeature>
</returnLeg>
<interestLeg>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
<effectiveDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Index Swap With a Quanto Feature Long Form"
### Response:
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="PrimaryBusinessCenter"/>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="NotionalAmount">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5591987.41</amount>
</notionalAmount>
</notional>
<amount><currencyReference href="ReferenceCurrency"/>
<referenceAmount>Standard ISDA</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Price</returnType>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
<fxFeature>
<referenceCurrency id="ReferenceCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</referenceCurrency>
<quanto>
<fxRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<rate>0.99140</rate>
</fxRate>
<fxRate>
<quotedCurrencyPair>
<currency1 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency1>
<currency2 currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">HKD</currency2>
<quoteBasis>Currency2PerCurrency1</quoteBasis>
</quotedCurrencyPair>
<rate>7.80</rate>
</fxRate>
</quanto>
</fxFeature>
</returnLeg>
<interestLeg>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
<effectiveDate> |
category: "equity-swaps" | null | description: "Index Swap With a Quanto Feature Long Form" | ### Response:
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="ReturnLegFinalPaymentDate"/>
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="InterestLegPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="ReturnLegPaymentDate"/>
</relativeDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="NotionalAmount"/>
</notional>
<interestAmount><currencyReference href="ReferenceCurrency"/>
<referenceAmount>Standard ISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>-0.00220</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</interestCalculation>
</interestLeg>
<extraordinaryEvents>
<indexAdjustmentEvents>
<indexModification>CalculationAgentAdjustment</indexModification> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Index Swap With a Quanto Feature Long Form"
### Response:
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="ReturnLegFinalPaymentDate"/>
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="InterestLegPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="ReturnLegPaymentDate"/>
</relativeDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="NotionalAmount"/>
</notional>
<interestAmount><currencyReference href="ReferenceCurrency"/>
<referenceAmount>Standard ISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>-0.00220</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</interestCalculation>
</interestLeg>
<extraordinaryEvents>
<indexAdjustmentEvents>
<indexModification>CalculationAgentAdjustment</indexModification> |
category: "equity-swaps" | null | description: "Index Swap With a Quanto Feature Long Form" | ### Response:
<indexCancellation>CancellationAndPayment</indexCancellation>
<indexDisruption>CalculationAgentAdjustment</indexDisruption>
</indexAdjustmentEvents>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<indexDisclaimer>true</indexDisclaimer>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
</extraordinaryEvents>
</returnSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">GBEN</governingLaw>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId>
</party>
</requestConfirmation> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Index Swap With a Quanto Feature Long Form"
### Response:
<indexCancellation>CancellationAndPayment</indexCancellation>
<indexDisruption>CalculationAgentAdjustment</indexDisruption>
</indexAdjustmentEvents>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption>
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<indexDisclaimer>true</indexDisclaimer>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
</extraordinaryEvents>
</returnSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">GBEN</governingLaw>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
</party>
<party id="party2">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId>
</party>
</requestConfirmation> |
category: "equity-swaps" | null | description: "Equity Accrual Swap on European Index Underlyer Short Form" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2008/04/07/15-99</messageId>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2008-09-02T16:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2008/07/02/32-09</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade><tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">6234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">6569</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2007-09-24</tradeDate>
</tradeHeader>
<equitySwapTransactionSupplement>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:SingleName</productType>
<returnLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="EffectiveDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<underlyer> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Equity Accrual Swap on European Index Underlyer Short Form"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2008/04/07/15-99</messageId>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2008-09-02T16:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2008/07/02/32-09</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade><tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">6234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">6569</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2007-09-24</tradeDate>
</tradeHeader>
<equitySwapTransactionSupplement>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:SingleName</productType>
<returnLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="EffectiveDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<underlyer> |
category: "equity-swaps" | null | description: "Equity Accrual Swap on European Index Underlyer Short Form" | ### Response:
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">NOK1V.HE</instrumentId>
<description>Nokya Oyj</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XHEL</exchangeId>
</equity>
<openUnits>760400</openUnits>
<dividendPayout>
<dividendPayoutRatio>1</dividendPayoutRatio>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>37.44</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="InterimValuationDate">
<adjustableDates>
<unadjustedDate>2007-10-12</unadjustedDate>
<unadjustedDate>2007-11-13</unadjustedDate>
<unadjustedDate>2007-12-12</unadjustedDate>
<unadjustedDate>2008-01-14</unadjustedDate>
<unadjustedDate>2008-02-12</unadjustedDate>
<unadjustedDate>2008-03-12</unadjustedDate>
<unadjustedDate>2008-04-12</unadjustedDate>
<unadjustedDate>2008-05-13</unadjustedDate>
<unadjustedDate>2008-06-12</unadjustedDate>
<unadjustedDate>2008-07-12</unadjustedDate>
<unadjustedDate>2008-08-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</valuationDates>
<valuationTimeType>Close</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Equity Accrual Swap on European Index Underlyer Short Form"
### Response:
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId">NOK1V.HE</instrumentId>
<description>Nokya Oyj</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XHEL</exchangeId>
</equity>
<openUnits>760400</openUnits>
<dividendPayout>
<dividendPayoutRatio>1</dividendPayoutRatio>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<netPrice>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>37.44</amount>
<priceExpression>AbsoluteTerms</priceExpression>
</netPrice>
</initialPrice>
<notionalReset>true</notionalReset>
<valuationPriceInterim>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">ValuationTime</determinationMethod>
<valuationRules>
<valuationDates id="InterimValuationDate">
<adjustableDates>
<unadjustedDate>2007-10-12</unadjustedDate>
<unadjustedDate>2007-11-13</unadjustedDate>
<unadjustedDate>2007-12-12</unadjustedDate>
<unadjustedDate>2008-01-14</unadjustedDate>
<unadjustedDate>2008-02-12</unadjustedDate>
<unadjustedDate>2008-03-12</unadjustedDate>
<unadjustedDate>2008-04-12</unadjustedDate>
<unadjustedDate>2008-05-13</unadjustedDate>
<unadjustedDate>2008-06-12</unadjustedDate>
<unadjustedDate>2008-07-12</unadjustedDate>
<unadjustedDate>2008-08-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDates>
</valuationDates>
<valuationTimeType>Close</valuationTimeType>
</valuationRules>
</valuationPriceInterim>
<valuationPriceFinal>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method"> |
category: "equity-swaps" | null | description: "Equity Accrual Swap on European Index Underlyer Short Form" | ### Response: HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2008-09-24</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="EquityPaymentDate">
<paymentDatesInterim id="InterimEquityPaymentDate">
<relativeDates>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="PrimaryBusinessCenter">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="InterimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal id="FinalEquityPaymentDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="PrimaryBusinessCenter"/>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="EquityNotionalAmount">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>28469376</amount>
</notionalAmount>
</notional>
<amount>
<currency id="EquityPaymentCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<referenceAmount>ISDA Standard</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType><dividendConditions>
<dividendPaymentDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Equity Accrual Swap on European Index Underlyer Short Form"
### Response: HedgeExecution</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2008-09-24</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="EquityPaymentDate">
<paymentDatesInterim id="InterimEquityPaymentDate">
<relativeDates>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="PrimaryBusinessCenter">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="InterimValuationDate"/>
</relativeDates>
</paymentDatesInterim>
<paymentDateFinal id="FinalEquityPaymentDate">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="PrimaryBusinessCenter"/>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional>
<notionalAmount id="EquityNotionalAmount">
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>28469376</amount>
</notionalAmount>
</notional>
<amount>
<currency id="EquityPaymentCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<referenceAmount>ISDA Standard</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType><dividendConditions>
<dividendPaymentDate> |
category: "equity-swaps" | null | description: "Equity Accrual Swap on European Index Underlyer Short Form" | ### Response:
<dividendDateReference>EquityPaymentDate</dividendDateReference>
</dividendPaymentDate>
<dividendPeriod>FirstPeriod</dividendPeriod>
<declaredCashDividendPercentage>.01</declaredCashDividendPercentage>
</dividendConditions>
</return><notionalAdjustments>Execution</notionalAdjustments></returnLeg><interestLeg>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
<effectiveDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="InterestLegPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EquityPaymentDate"/>
</relativeDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="EquityNotionalAmount"/>
</notional>
<interestAmount>
<currencyReference href="EquityPaymentCurrency"/>
<referenceAmount>Standard ISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Equity Accrual Swap on European Index Underlyer Short Form"
### Response:
<dividendDateReference>EquityPaymentDate</dividendDateReference>
</dividendPaymentDate>
<dividendPeriod>FirstPeriod</dividendPeriod>
<declaredCashDividendPercentage>.01</declaredCashDividendPercentage>
</dividendConditions>
</return><notionalAdjustments>Execution</notionalAdjustments></returnLeg><interestLeg>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
<effectiveDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>ExchangeBusiness</dayType>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="TradeDate"/>
</relativeDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="InterestLegPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<relativeDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EquityPaymentDate"/>
</relativeDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeNotionalAmount href="EquityNotionalAmount"/>
</notional>
<interestAmount>
<currencyReference href="EquityPaymentCurrency"/>
<referenceAmount>Standard ISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex> |
category: "equity-swaps" | null | description: "Single Underlyer Swap with an Upfront Fee as well as a Brokerage Fee Long Form" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</messageId>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/07/02/32-09</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade><tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1934</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5978</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-09-10</tradeDate>
</tradeHeader>
<returnSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:SingleName</productType>
<returnLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="EffectiveDate">
<adjustableDate>
<unadjustedDate>2002-09-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Underlyer Swap with an Upfront Fee as well as a Brokerage Fee Long Form"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header><messageId messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</messageId>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/correlationId">CS/2006/07/02/32-09</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade><tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1934</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5978</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-09-10</tradeDate>
</tradeHeader>
<returnSwap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">Equity:Swap:PriceReturnBasicPerformance:SingleName</productType>
<returnLeg>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<effectiveDate id="EffectiveDate">
<adjustableDate>
<unadjustedDate>2002-09-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</effectiveDate>
<terminationDate id="TerminationDate">
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<underlyer>
<singleUnderlyer>
<equity>
<instrumentId instrumentIdScheme="http://www.abc.com/instrumentId"> |
category: "equity-swaps" | null | description: "Single Underlyer Swap with an Upfront Fee as well as a Brokerage Fee Long Form" | ### Response: 2881.TW</instrumentId>
<description>Fubon Financial Holdings Co., Ltd.</description>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XTAI</exchangeId>
</equity>
<openUnits>18388000</openUnits>
<dividendPayout>
<dividendPayoutConditions>Dividend actually paid to and received by a non-resident of Taiwan holding</dividendPayoutConditions>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<commission>
<commissionDenomination>BPS</commissionDenomination>
<commissionAmount>30</commissionAmount>
</commission><determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">CalculationAgent</determinationMethod>
<valuationRules>
<valuationDate id="InitialValuationDate">
<relativeDateSequence>
<dateRelativeTo href="TradeDate"/>
<dateOffset>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateOffset>
</relativeDateSequence>
</valuationDate>
</valuationRules>
</initialPrice>
<notionalReset>false</notionalReset>
<valuationPriceFinal>
<commission>
<commissionDenomination>BPS</commissionDenomination>
<commissionAmount>30</commissionAmount>
</commission><determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">CalculationAgent</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-03-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="PrimaryBusinessCenter"/>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="EquityPaymentDate">
<paymentDateFinal id="FinalEquityPaymentDate"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Underlyer Swap with an Upfront Fee as well as a Brokerage Fee Long Form"
### Response: 2881.TW</instrumentId>
<description>Fubon Financial Holdings Co., Ltd.</description>
<exchangeId exchangeIdScheme="http://www.abc.com/exchangeId">XTAI</exchangeId>
</equity>
<openUnits>18388000</openUnits>
<dividendPayout>
<dividendPayoutConditions>Dividend actually paid to and received by a non-resident of Taiwan holding</dividendPayoutConditions>
</dividendPayout>
</singleUnderlyer>
</underlyer>
<rateOfReturn>
<initialPrice>
<commission>
<commissionDenomination>BPS</commissionDenomination>
<commissionAmount>30</commissionAmount>
</commission><determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">CalculationAgent</determinationMethod>
<valuationRules>
<valuationDate id="InitialValuationDate">
<relativeDateSequence>
<dateRelativeTo href="TradeDate"/>
<dateOffset>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateOffset>
</relativeDateSequence>
</valuationDate>
</valuationRules>
</initialPrice>
<notionalReset>false</notionalReset>
<valuationPriceFinal>
<commission>
<commissionDenomination>BPS</commissionDenomination>
<commissionAmount>30</commissionAmount>
</commission><determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">CalculationAgent</determinationMethod>
<valuationRules>
<valuationDate id="FinalValuationDate">
<adjustableDate>
<unadjustedDate>2004-03-12</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="PrimaryBusinessCenter"/>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuationRules>
</valuationPriceFinal>
<paymentDates id="EquityPaymentDate">
<paymentDateFinal id="FinalEquityPaymentDate"> |
category: "equity-swaps" | null | description: "Single Underlyer Swap with an Upfront Fee as well as a Brokerage Fee Long Form" | ### Response:
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="PrimaryBusinessCenter">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">TWTA</businessCenter>
</businessCenters>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional><determinationMethod id="EquityNotionalAmount" determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">CalculationAgent</determinationMethod>
</notional>
<amount><currencyReference href="ReferenceCurrency"/>
<referenceAmount>ISDA Standard</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
<dividendConditions>
<dividendReinvestment>false</dividendReinvestment>
<dividendEntitlement>ExDate</dividendEntitlement>
<dividendPaymentDate>
<dividendDateReference>ExDate</dividendDateReference>
</dividendPaymentDate>
<dividendPeriodEffectiveDate href="TradeDate"/>
<dividendPeriodEndDate href="FinalValuationDate"/>
<excessDividendAmount>PaidAmount</excessDividendAmount><currencyReference href="ReferenceCurrency"/>
</dividendConditions>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
<fxFeature>
<referenceCurrency id="ReferenceCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</referenceCurrency>
<composite>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">CalculationAgent</determinationMethod>
</composite>
</fxFeature>
</returnLeg>
<interestLeg>
<payerPartyReference href="party2"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Underlyer Swap with an Upfront Fee as well as a Brokerage Fee Long Form"
### Response:
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="PrimaryBusinessCenter">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">TWTA</businessCenter>
</businessCenters>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDate>
</paymentDateFinal>
</paymentDates>
</rateOfReturn>
<notional><determinationMethod id="EquityNotionalAmount" determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">CalculationAgent</determinationMethod>
</notional>
<amount><currencyReference href="ReferenceCurrency"/>
<referenceAmount>ISDA Standard</referenceAmount>
<cashSettlement>true</cashSettlement>
</amount>
<return>
<returnType>Total</returnType>
<dividendConditions>
<dividendReinvestment>false</dividendReinvestment>
<dividendEntitlement>ExDate</dividendEntitlement>
<dividendPaymentDate>
<dividendDateReference>ExDate</dividendDateReference>
</dividendPaymentDate>
<dividendPeriodEffectiveDate href="TradeDate"/>
<dividendPeriodEndDate href="FinalValuationDate"/>
<excessDividendAmount>PaidAmount</excessDividendAmount><currencyReference href="ReferenceCurrency"/>
</dividendConditions>
</return>
<notionalAdjustments>Standard</notionalAdjustments>
<fxFeature>
<referenceCurrency id="ReferenceCurrency" currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</referenceCurrency>
<composite>
<determinationMethod determinationMethodScheme="http://www.fpml.org/coding-scheme/determination-method">CalculationAgent</determinationMethod>
</composite>
</fxFeature>
</returnLeg>
<interestLeg>
<payerPartyReference href="party2"/> |
category: "equity-swaps" | null | description: "Single Underlyer Swap with an Upfront Fee as well as a Brokerage Fee Long Form" | ### Response:
<receiverPartyReference href="party1"/>
<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
<effectiveDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EffectiveDate"/>
</relativeDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="InterestLegPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<relativeDates>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="PrimaryBusinessCenter"/>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeDeterminationMethod href="EquityNotionalAmount"/>
</notional>
<interestAmount><currencyReference href="ReferenceCurrency"/>
<referenceAmount>Standard ISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</interestCalculation>
</interestLeg>
<additionalPayment> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Underlyer Swap with an Upfront Fee as well as a Brokerage Fee Long Form"
### Response:
<receiverPartyReference href="party1"/>
<interestLegCalculationPeriodDates id="InterestLegPeriodDates">
<effectiveDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EffectiveDate"/>
</relativeDate>
</effectiveDate>
<terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="FinalEquityPaymentDate"/>
</relativeDate>
</terminationDate>
<interestLegResetDates>
<calculationPeriodDatesReference href="InterestLegPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
</interestLegResetDates>
<interestLegPaymentDates>
<relativeDates>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="PrimaryBusinessCenter"/>
<dateRelativeTo href="FinalValuationDate"/>
</relativeDates>
</interestLegPaymentDates>
</interestLegCalculationPeriodDates>
<notional>
<relativeDeterminationMethod href="EquityNotionalAmount"/>
</notional>
<interestAmount><currencyReference href="ReferenceCurrency"/>
<referenceAmount>Standard ISDA</referenceAmount>
</interestAmount>
<interestCalculation>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</interestCalculation>
</interestLeg>
<additionalPayment> |
category: "equity-swaps" | null | description: "Single Underlyer Swap with an Upfront Fee as well as a Brokerage Fee Long Form" | ### Response:
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<additionalPaymentAmount>
<formula>
<formulaDescription>18388000 * Reference Price * [6.5% (the upfront Fee) + 0.63% (taxes)]</formulaDescription>
<math>
<mn>18388000</mn>
<mo>*</mo>
<mi>ReferencePrice</mi>
<mo>*</mo>
<mo>(</mo>
<mn>6.5</mn>
<mo>%</mo>
<mo>+</mo>
<mn>0.63</mn>
<mo>%</mo>
<mo>)</mo>
</math>
<formulaComponent name="ReferencePrice">
<componentDescription>Volume-weighted average price per share of underlying security on Trade Date</componentDescription>
</formulaComponent>
</formula>
</additionalPaymentAmount>
<additionalPaymentDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EffectiveDate"/>
</relativeDate>
</additionalPaymentDate>
<paymentType>Upfront fee</paymentType>
</additionalPayment>
<earlyTermination>
<partyReference href="party2"/>
<startingDate>
<dateRelativeTo href="TradeDate"/>
</startingDate>
</earlyTermination><extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Underlyer Swap with an Upfront Fee as well as a Brokerage Fee Long Form"
### Response:
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<additionalPaymentAmount>
<formula>
<formulaDescription>18388000 * Reference Price * [6.5% (the upfront Fee) + 0.63% (taxes)]</formulaDescription>
<math>
<mn>18388000</mn>
<mo>*</mo>
<mi>ReferencePrice</mi>
<mo>*</mo>
<mo>(</mo>
<mn>6.5</mn>
<mo>%</mo>
<mo>+</mo>
<mn>0.63</mn>
<mo>%</mo>
<mo>)</mo>
</math>
<formulaComponent name="ReferencePrice">
<componentDescription>Volume-weighted average price per share of underlying security on Trade Date</componentDescription>
</formulaComponent>
</formula>
</additionalPaymentAmount>
<additionalPaymentDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NotApplicable</businessDayConvention>
<dateRelativeTo href="EffectiveDate"/>
</relativeDate>
</additionalPaymentDate>
<paymentType>Upfront fee</paymentType>
</additionalPayment>
<earlyTermination>
<partyReference href="party2"/>
<startingDate>
<dateRelativeTo href="TradeDate"/>
</startingDate>
</earlyTermination><extraordinaryEvents>
<mergerEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</mergerEvents>
<tenderOffer>true</tenderOffer>
<tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents>
<compositionOfCombinedConsideration>true</compositionOfCombinedConsideration>
<additionalDisruptionEvents>
<changeInLaw>true</changeInLaw>
<failureToDeliver>true</failureToDeliver>
<insolvencyFiling>false</insolvencyFiling>
<hedgingDisruption>true</hedgingDisruption> |
category: "equity-swaps" | null | description: "Single Underlyer Swap with an Upfront Fee as well as a Brokerage Fee Long Form" | ### Response:
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
</returnSwap>
<otherPartyPayment>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party3"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate id="BrokerageFeePaymentDate">2002-09-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</paymentDate>
<paymentType>BrokerageFee</paymentType>
</otherPartyPayment>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">GBEN</governingLaw>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "equity-swaps"
description: "Single Underlyer Swap with an Upfront Fee as well as a Brokerage Fee Long Form"
### Response:
<lossOfStockBorrow>true</lossOfStockBorrow>
<increasedCostOfStockBorrow>false</increasedCostOfStockBorrow>
<increasedCostOfHedging>false</increasedCostOfHedging>
<determiningPartyReference href="party1"/>
</additionalDisruptionEvents>
<representations>
<nonReliance>true</nonReliance>
<agreementsRegardingHedging>true</agreementsRegardingHedging>
<additionalAcknowledgements>true</additionalAcknowledgements>
</representations>
<nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
</returnSwap>
<otherPartyPayment>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party3"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate id="BrokerageFeePaymentDate">2002-09-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</paymentDate>
<paymentType>BrokerageFee</paymentType>
</otherPartyPayment>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">GBEN</governingLaw>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id"> |