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stringclasses 11
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stringlengths 23
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stringlengths 24
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category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency Interest Rate Swap with Compounding, Payment Delay and Final Rate Rounding" | description: "On 25 April, 2000 Morgan Stanley Dean Witter and JPMorgan enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:" | ### Response:
<roundingDirection>Nearest</roundingDirection>
<precision>7</precision>
</finalRateRounding>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<compoundingMethod>Flat</compoundingMethod>
</calculation>
</calculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>2000-11-03</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2000-04-27</adjustedStartDate>
<adjustedEndDate>2000-07-27</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2000-04-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2000-07-27</adjustedStartDate>
<adjustedEndDate>2000-10-27</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2000-07-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2001-05-04</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2000-10-27</adjustedStartDate>
<adjustedEndDate>2001-01-29</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2000-10-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2001-01-29</adjustedStartDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency Interest Rate Swap with Compounding, Payment Delay and Final Rate Rounding"
description: "On 25 April, 2000 Morgan Stanley Dean Witter and JPMorgan enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:"
### Response:
<roundingDirection>Nearest</roundingDirection>
<precision>7</precision>
</finalRateRounding>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<compoundingMethod>Flat</compoundingMethod>
</calculation>
</calculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>2000-11-03</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2000-04-27</adjustedStartDate>
<adjustedEndDate>2000-07-27</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2000-04-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2000-07-27</adjustedStartDate>
<adjustedEndDate>2000-10-27</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2000-07-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2001-05-04</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2000-10-27</adjustedStartDate>
<adjustedEndDate>2001-01-29</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2000-10-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2001-01-29</adjustedStartDate> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency Interest Rate Swap with Compounding, Payment Delay and Final Rate Rounding" | description: "On 25 April, 2000 Morgan Stanley Dean Witter and JPMorgan enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:" | ### Response:
<adjustedEndDate>2001-04-27</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2001-01-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2001-11-05</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2001-04-27</adjustedStartDate>
<adjustedEndDate>2001-07-27</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2001-04-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2001-07-27</adjustedStartDate>
<adjustedEndDate>2001-10-29</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2001-07-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2002-05-06</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2001-10-29</adjustedStartDate>
<adjustedEndDate>2002-01-29</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2001-10-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2002-01-29</adjustedStartDate>
<adjustedEndDate>2002-04-29</adjustedEndDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency Interest Rate Swap with Compounding, Payment Delay and Final Rate Rounding"
description: "On 25 April, 2000 Morgan Stanley Dean Witter and JPMorgan enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:"
### Response:
<adjustedEndDate>2001-04-27</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2001-01-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2001-11-05</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2001-04-27</adjustedStartDate>
<adjustedEndDate>2001-07-27</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2001-04-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2001-07-27</adjustedStartDate>
<adjustedEndDate>2001-10-29</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2001-07-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2002-05-06</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2001-10-29</adjustedStartDate>
<adjustedEndDate>2002-01-29</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2001-10-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
<calculationPeriod>
<adjustedStartDate>2002-01-29</adjustedStartDate>
<adjustedEndDate>2002-04-29</adjustedEndDate> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency Interest Rate Swap with Compounding, Payment Delay and Final Rate Rounding" | description: "On 25 April, 2000 Morgan Stanley Dean Witter and JPMorgan enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:" | ### Response:
<notionalAmount>100000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2002-01-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
</cashflows>
</swapStream><swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2000-04-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2002-04-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>27</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>5</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency Interest Rate Swap with Compounding, Payment Delay and Final Rate Rounding"
description: "On 25 April, 2000 Morgan Stanley Dean Witter and JPMorgan enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:"
### Response:
<notionalAmount>100000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>2002-01-25</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
</cashflows>
</swapStream><swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2000-04-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2002-04-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>27</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>5</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency Interest Rate Swap with Compounding, Payment Delay and Final Rate Rounding" | description: "On 25 April, 2000 Morgan Stanley Dean Witter and JPMorgan enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:" | ### Response:
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.0585</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>2000-11-03</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2000-04-27</adjustedStartDate>
<adjustedEndDate>2000-10-27</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<fixedRate>0.0585</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2001-05-04</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2000-10-27</adjustedStartDate>
<adjustedEndDate>2001-04-27</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<fixedRate>0.0585</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2001-11-05</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2001-04-27</adjustedStartDate>
<adjustedEndDate>2001-10-29</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<fixedRate>0.0585</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2002-05-06</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2001-10-29</adjustedStartDate>
<adjustedEndDate>2002-04-29</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<fixedRate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency Interest Rate Swap with Compounding, Payment Delay and Final Rate Rounding"
description: "On 25 April, 2000 Morgan Stanley Dean Witter and JPMorgan enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:"
### Response:
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.0585</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters>
<paymentCalculationPeriod>
<adjustedPaymentDate>2000-11-03</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2000-04-27</adjustedStartDate>
<adjustedEndDate>2000-10-27</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<fixedRate>0.0585</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2001-05-04</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2000-10-27</adjustedStartDate>
<adjustedEndDate>2001-04-27</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<fixedRate>0.0585</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2001-11-05</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2001-04-27</adjustedStartDate>
<adjustedEndDate>2001-10-29</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<fixedRate>0.0585</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>2002-05-06</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>2001-10-29</adjustedStartDate>
<adjustedEndDate>2002-04-29</adjustedEndDate>
<notionalAmount>100000000.00</notionalAmount>
<fixedRate> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Single Currency Interest Rate Swap with Arrears Reset, Step-Up Coupon and Upfront FeeNote the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-4</tradeId>
</partyTradeIdentifier>
<tradeDate>2018-11-14</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType>
<productId>64209465</productId>
<swapStream id="InterestRateSwap-64209465-Floating-leg-2">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="calculationPeriodDates-64209465-650">
<effectiveDate>
<unadjustedDate>2018-11-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209465-651">
<unadjustedDate>2020-11-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Single Currency Interest Rate Swap with Arrears Reset, Step-Up Coupon and Upfront FeeNote the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-4</tradeId>
</partyTradeIdentifier>
<tradeDate>2018-11-14</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType>
<productId>64209465</productId>
<swapStream id="InterestRateSwap-64209465-Floating-leg-2">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="calculationPeriodDates-64209465-650">
<effectiveDate>
<unadjustedDate>2018-11-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209465-651">
<unadjustedDate>2020-11-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Single Currency Interest Rate Swap with Arrears Reset, Step-Up Coupon and Upfront FeeNote the following:" | ### Response:
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>15</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209465-650"/>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates-64209465-652">
<calculationPeriodDatesReference href="calculationPeriodDates-64209465-650"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USGS</businessCenter>
</businessCenters>
<dateRelativeTo href="calculationPeriodDates-64209465-650"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Single Currency Interest Rate Swap with Arrears Reset, Step-Up Coupon and Upfront FeeNote the following:"
### Response:
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>15</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209465-650"/>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates-64209465-652">
<calculationPeriodDatesReference href="calculationPeriodDates-64209465-650"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USGS</businessCenter>
</businessCenters>
<dateRelativeTo href="calculationPeriodDates-64209465-650"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Single Currency Interest Rate Swap with Arrears Reset, Step-Up Coupon and Upfront FeeNote the following:" | ### Response:
<initialValue>86000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-SOFR-COMPOUND</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="InterestRateSwap-64209465-Fixed-leg-1">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="calculationPeriodDates-64209465-653">
<effectiveDate>
<unadjustedDate>2018-11-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209465-654">
<unadjustedDate>2020-11-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Single Currency Interest Rate Swap with Arrears Reset, Step-Up Coupon and Upfront FeeNote the following:"
### Response:
<initialValue>86000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-SOFR-COMPOUND</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="InterestRateSwap-64209465-Fixed-leg-1">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="calculationPeriodDates-64209465-653">
<effectiveDate>
<unadjustedDate>2018-11-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209465-654">
<unadjustedDate>2020-11-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Single Currency Interest Rate Swap with Arrears Reset, Step-Up Coupon and Upfront FeeNote the following:" | ### Response:
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>15</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209465-653"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>86000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.013</initialValue>
<step>
<stepDate>2019-05-15</stepDate>
<stepValue>0.015</stepValue>
</step>
<step>
<stepDate>2019-11-15</stepDate>
<stepValue>0.017</stepValue>
</step>
<step>
<stepDate>2020-05-15</stepDate>
<stepValue>0.019</stepValue>
</step>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<additionalPayment>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Single Currency Interest Rate Swap with Arrears Reset, Step-Up Coupon and Upfront FeeNote the following:"
### Response:
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>15</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209465-653"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>86000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.013</initialValue>
<step>
<stepDate>2019-05-15</stepDate>
<stepValue>0.015</stepValue>
</step>
<step>
<stepDate>2019-11-15</stepDate>
<stepValue>0.017</stepValue>
</step>
<step>
<stepDate>2020-05-15</stepDate>
<stepValue>0.019</stepValue>
</step>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<additionalPayment>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency Interest Rate Swap with Arrears Reset, Step-Up Coupon and Upfront Fee" | description: "On 25 April, 2000 Morgan Stanley Dean Witter and JPMorgan enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">56323</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.msdw/swaps/trade-id">56990</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-04-25</tradeDate>
</tradeHeader>
<swap><swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2000-04-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2002-04-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenters">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>27</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency Interest Rate Swap with Arrears Reset, Step-Up Coupon and Upfront Fee"
description: "On 25 April, 2000 Morgan Stanley Dean Witter and JPMorgan enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">56323</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.msdw/swaps/trade-id">56990</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-04-25</tradeDate>
</tradeHeader>
<swap><swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2000-04-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2002-04-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenters">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>27</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency Interest Rate Swap with Arrears Reset, Step-Up Coupon and Upfront Fee" | description: "On 25 April, 2000 Morgan Stanley Dean Witter and JPMorgan enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:" | ### Response:
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency Interest Rate Swap with Arrears Reset, Step-Up Coupon and Upfront Fee"
description: "On 25 April, 2000 Morgan Stanley Dean Witter and JPMorgan enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:"
### Response:
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency Interest Rate Swap with Arrears Reset, Step-Up Coupon and Upfront Fee" | description: "On 25 April, 2000 Morgan Stanley Dean Witter and JPMorgan enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:" | ### Response:
</calculationPeriodAmount>
</swapStream><swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2000-04-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2002-04-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>27</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.06</initialValue>
<step>
<stepDate>2001-04-27</stepDate>
<stepValue>0.065</stepValue>
</step>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency Interest Rate Swap with Arrears Reset, Step-Up Coupon and Upfront Fee"
description: "On 25 April, 2000 Morgan Stanley Dean Witter and JPMorgan enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:"
### Response:
</calculationPeriodAmount>
</swapStream><swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2000-04-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2002-04-27</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>27</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.06</initialValue>
<step>
<stepDate>2001-04-27</stepDate>
<stepValue>0.065</stepValue>
</step>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction"> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Single Currency Interest Rate Swap with Long Initial Stub and Short Final StubNote the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-5</tradeId>
</partyTradeIdentifier>
<tradeDate>2019-02-28</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType>
<productId>64209466</productId>
<swapStream id="InterestRateSwap-64209466-Floating-leg-2">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="calculationPeriodDates-64209466-91951">
<effectiveDate>
<unadjustedDate>2018-03-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209466-91952">
<unadjustedDate>2024-02-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Single Currency Interest Rate Swap with Long Initial Stub and Short Final StubNote the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-5</tradeId>
</partyTradeIdentifier>
<tradeDate>2019-02-28</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType>
<productId>64209466</productId>
<swapStream id="InterestRateSwap-64209466-Floating-leg-2">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="calculationPeriodDates-64209466-91951">
<effectiveDate>
<unadjustedDate>2018-03-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209466-91952">
<unadjustedDate>2024-02-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Single Currency Interest Rate Swap with Long Initial Stub and Short Final StubNote the following:" | ### Response:
<firstRegularPeriodStartDate>2018-06-29</firstRegularPeriodStartDate>
<lastRegularPeriodEndDate>2023-12-29</lastRegularPeriodEndDate>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>29</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209466-91951"/>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2018-06-29</firstPaymentDate>
<lastRegularPaymentDate>2023-12-29</lastRegularPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates-64209466-91955">
<calculationPeriodDatesReference href="calculationPeriodDates-64209466-91951"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates-64209466-91955"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Single Currency Interest Rate Swap with Long Initial Stub and Short Final StubNote the following:"
### Response:
<firstRegularPeriodStartDate>2018-06-29</firstRegularPeriodStartDate>
<lastRegularPeriodEndDate>2023-12-29</lastRegularPeriodEndDate>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>29</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209466-91951"/>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2018-06-29</firstPaymentDate>
<lastRegularPaymentDate>2023-12-29</lastRegularPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates-64209466-91955">
<calculationPeriodDatesReference href="calculationPeriodDates-64209466-91951"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates-64209466-91955"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Single Currency Interest Rate Swap with Long Initial Stub and Short Final StubNote the following:" | ### Response:
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>6000000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">JPY-TIBOR-DTIBOR</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0005</initialValue>
</spreadSchedule>
<initialRate>0.0008615</initialRate>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<stubCalculationPeriodAmount>
<calculationPeriodDatesReference href="calculationPeriodDates-64209466-91951"/>
<initialStub>
<floatingRate>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">JPY-TIBOR-DTIBOR</floatingRateIndex>
</floatingRate>
</initialStub>
<finalStub>
<floatingRate>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">JPY-TIBOR-DTIBOR</floatingRateIndex>
</floatingRate>
</finalStub>
</stubCalculationPeriodAmount>
</swapStream>
<swapStream id="InterestRateSwap-64209466-Fixed-leg-1">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="calculationPeriodDates-64209466-91956">
<effectiveDate>
<unadjustedDate>2018-03-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Single Currency Interest Rate Swap with Long Initial Stub and Short Final StubNote the following:"
### Response:
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>6000000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">JPY-TIBOR-DTIBOR</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.0005</initialValue>
</spreadSchedule>
<initialRate>0.0008615</initialRate>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<stubCalculationPeriodAmount>
<calculationPeriodDatesReference href="calculationPeriodDates-64209466-91951"/>
<initialStub>
<floatingRate>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">JPY-TIBOR-DTIBOR</floatingRateIndex>
</floatingRate>
</initialStub>
<finalStub>
<floatingRate>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">JPY-TIBOR-DTIBOR</floatingRateIndex>
</floatingRate>
</finalStub>
</stubCalculationPeriodAmount>
</swapStream>
<swapStream id="InterestRateSwap-64209466-Fixed-leg-1">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="calculationPeriodDates-64209466-91956">
<effectiveDate>
<unadjustedDate>2018-03-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Single Currency Interest Rate Swap with Long Initial Stub and Short Final StubNote the following:" | ### Response: JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209466-91957">
<unadjustedDate>2024-02-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<firstRegularPeriodStartDate>2018-06-29</firstRegularPeriodStartDate>
<lastRegularPeriodEndDate>2023-12-29</lastRegularPeriodEndDate>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>29</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209466-91956"/>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2018-06-29</firstPaymentDate>
<lastRegularPaymentDate>2023-12-29</lastRegularPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>6000000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Single Currency Interest Rate Swap with Long Initial Stub and Short Final StubNote the following:"
### Response: JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209466-91957">
<unadjustedDate>2024-02-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<firstRegularPeriodStartDate>2018-06-29</firstRegularPeriodStartDate>
<lastRegularPeriodEndDate>2023-12-29</lastRegularPeriodEndDate>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>29</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209466-91956"/>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2018-06-29</firstPaymentDate>
<lastRegularPaymentDate>2023-12-29</lastRegularPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>6000000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency Interest Rate Swap with Long Initial Stub and Short Final Stub" | description: "On 3 April, 2000 Chase and UBS Warburg enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">921934</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.ubsw.com/swaps/trade-id">204334</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-04-03</tradeDate>
</tradeHeader>
<swap><swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2000-04-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2005-01-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenters">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<firstPeriodStartDate>
<unadjustedDate>2000-03-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</firstPeriodStartDate>
<firstRegularPeriodStartDate>2000-10-05</firstRegularPeriodStartDate>
<lastRegularPeriodEndDate>2004-10-05</lastRegularPeriodEndDate>
<calculationPeriodFrequency> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency Interest Rate Swap with Long Initial Stub and Short Final Stub"
description: "On 3 April, 2000 Chase and UBS Warburg enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">921934</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.ubsw.com/swaps/trade-id">204334</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-04-03</tradeDate>
</tradeHeader>
<swap><swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2000-04-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2005-01-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenters">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<firstPeriodStartDate>
<unadjustedDate>2000-03-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</firstPeriodStartDate>
<firstRegularPeriodStartDate>2000-10-05</firstRegularPeriodStartDate>
<lastRegularPeriodEndDate>2004-10-05</lastRegularPeriodEndDate>
<calculationPeriodFrequency> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency Interest Rate Swap with Long Initial Stub and Short Final Stub" | description: "On 3 April, 2000 Chase and UBS Warburg enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:" | ### Response:
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>5</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2000-10-05</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>75000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency Interest Rate Swap with Long Initial Stub and Short Final Stub"
description: "On 3 April, 2000 Chase and UBS Warburg enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:"
### Response:
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>5</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2000-10-05</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>75000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency Interest Rate Swap with Long Initial Stub and Short Final Stub" | description: "On 3 April, 2000 Chase and UBS Warburg enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:" | ### Response:
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.001</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<stubCalculationPeriodAmount>
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<initialStub>
<stubRate>0.05125</stubRate>
</initialStub>
<finalStub>
<floatingRate>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRate>
</finalStub>
</stubCalculationPeriodAmount>
</swapStream><swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2000-04-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2005-01-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<firstPeriodStartDate>
<unadjustedDate>2000-03-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</firstPeriodStartDate>
<firstRegularPeriodStartDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency Interest Rate Swap with Long Initial Stub and Short Final Stub"
description: "On 3 April, 2000 Chase and UBS Warburg enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:"
### Response:
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0.001</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<stubCalculationPeriodAmount>
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<initialStub>
<stubRate>0.05125</stubRate>
</initialStub>
<finalStub>
<floatingRate>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRate>
</finalStub>
</stubCalculationPeriodAmount>
</swapStream><swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2000-04-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2005-01-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<firstPeriodStartDate>
<unadjustedDate>2000-03-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</firstPeriodStartDate>
<firstRegularPeriodStartDate> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Cross Currency Interest Rate SwapNote the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-6</tradeId>
</partyTradeIdentifier>
<tradeDate>2018-09-09</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:CrossCurrency:FixedFloat</productType>
<productId>64209467</productId>
<swapStream id="CrossCurrencySwap-64209467-Floating-leg-2">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="calculationPeriodDates-64209467-672">
<effectiveDate>
<unadjustedDate>2018-09-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</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">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209467-673">
<unadjustedDate>2023-09-10</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"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Cross Currency Interest Rate SwapNote the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-6</tradeId>
</partyTradeIdentifier>
<tradeDate>2018-09-09</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:CrossCurrency:FixedFloat</productType>
<productId>64209467</productId>
<swapStream id="CrossCurrencySwap-64209467-Floating-leg-2">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="calculationPeriodDates-64209467-672">
<effectiveDate>
<unadjustedDate>2018-09-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</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">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209467-673">
<unadjustedDate>2023-09-10</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"> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Cross Currency Interest Rate SwapNote the following:" | ### Response: JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</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">JPTO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>10</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209467-672"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates-64209467-679">
<calculationPeriodDatesReference href="calculationPeriodDates-64209467-672"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Cross Currency Interest Rate SwapNote the following:"
### Response: JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</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">JPTO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>10</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209467-672"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates-64209467-679">
<calculationPeriodDatesReference href="calculationPeriodDates-64209467-672"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Cross Currency Interest Rate SwapNote the following:" | ### Response:
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates-64209467-679"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>121700000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0</initialValue>
</spreadSchedule>
<initialRate>1.2</initialRate>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<compoundingMethod>Flat</compoundingMethod>
</calculation>
</calculationPeriodAmount>
<principalExchanges>
<initialExchange>true</initialExchange>
<finalExchange>true</finalExchange>
<intermediateExchange>false</intermediateExchange>
</principalExchanges>
<cashflows> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Cross Currency Interest Rate SwapNote the following:"
### Response:
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates-64209467-679"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>121700000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0</initialValue>
</spreadSchedule>
<initialRate>1.2</initialRate>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<compoundingMethod>Flat</compoundingMethod>
</calculation>
</calculationPeriodAmount>
<principalExchanges>
<initialExchange>true</initialExchange>
<finalExchange>true</finalExchange>
<intermediateExchange>false</intermediateExchange>
</principalExchanges>
<cashflows> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Cross Currency Interest Rate SwapNote the following:" | ### Response:
<cashflowsMatchParameters>false</cashflowsMatchParameters>
<principalExchange>
<unadjustedPrincipalExchangeDate>2018-09-10</unadjustedPrincipalExchangeDate>
<principalExchangeAmount>-121700000</principalExchangeAmount>
</principalExchange>
<principalExchange>
<unadjustedPrincipalExchangeDate>2023-09-10</unadjustedPrincipalExchangeDate>
<principalExchangeAmount>121700000</principalExchangeAmount>
</principalExchange>
</cashflows>
</swapStream>
<swapStream id="CrossCurrencySwap-64209467-Fixed-leg-1">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="calculationPeriodDates-64209467-669">
<effectiveDate>
<unadjustedDate>2018-09-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</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">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209467-670">
<unadjustedDate>2023-09-10</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">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Cross Currency Interest Rate SwapNote the following:"
### Response:
<cashflowsMatchParameters>false</cashflowsMatchParameters>
<principalExchange>
<unadjustedPrincipalExchangeDate>2018-09-10</unadjustedPrincipalExchangeDate>
<principalExchangeAmount>-121700000</principalExchangeAmount>
</principalExchange>
<principalExchange>
<unadjustedPrincipalExchangeDate>2023-09-10</unadjustedPrincipalExchangeDate>
<principalExchangeAmount>121700000</principalExchangeAmount>
</principalExchange>
</cashflows>
</swapStream>
<swapStream id="CrossCurrencySwap-64209467-Fixed-leg-1">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="calculationPeriodDates-64209467-669">
<effectiveDate>
<unadjustedDate>2018-09-10</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</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">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209467-670">
<unadjustedDate>2023-09-10</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">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Cross Currency Interest Rate SwapNote the following:" | ### Response:
<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">JPTO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>10</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209467-669"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100500000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>-0.00385</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction>
</calculation>
</calculationPeriodAmount> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Cross Currency Interest Rate SwapNote the following:"
### Response:
<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">JPTO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>10</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209467-669"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100500000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>-0.00385</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction>
</calculation>
</calculationPeriodAmount> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Cross Currency Interest Rate Swap" | description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA cross-currency swap agreement with each other. The terms of the contract are: Note the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">TW9235</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">SW2000</tradeId>
</partyTradeIdentifier>
<tradeDate>1994-12-12</tradeDate>
</tradeHeader>
<swap><swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>1994-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>1999-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenters">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Cross Currency Interest Rate Swap"
description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA cross-currency swap agreement with each other. The terms of the contract are: Note the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">TW9235</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">SW2000</tradeId>
</partyTradeIdentifier>
<tradeDate>1994-12-12</tradeDate>
</tradeHeader>
<swap><swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>1994-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>1999-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenters">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Cross Currency Interest Rate Swap" | description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA cross-currency swap agreement with each other. The terms of the contract are: Note the following:" | ### Response: 14</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>10000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Cross Currency Interest Rate Swap"
description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA cross-currency swap agreement with each other. The terms of the contract are: Note the following:"
### Response: 14</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>10000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Cross Currency Interest Rate Swap" | description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA cross-currency swap agreement with each other. The terms of the contract are: Note the following:" | ### Response:
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<principalExchanges>
<initialExchange>true</initialExchange>
<finalExchange>true</finalExchange>
<intermediateExchange>false</intermediateExchange>
</principalExchanges>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters><principalExchange>
<adjustedPrincipalExchangeDate>1994-12-14</adjustedPrincipalExchangeDate>
<principalExchangeAmount>-10000000.00</principalExchangeAmount>
</principalExchange><principalExchange>
<adjustedPrincipalExchangeDate>1999-12-14</adjustedPrincipalExchangeDate>
<principalExchangeAmount>10000000.00</principalExchangeAmount>
</principalExchange>
<paymentCalculationPeriod>
<adjustedPaymentDate>1995-06-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1994-12-14</adjustedStartDate>
<adjustedEndDate>1995-06-14</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1994-12-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1995-12-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1995-06-14</adjustedStartDate>
<adjustedEndDate>1995-12-14</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1995-06-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1996-06-14</adjustedPaymentDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Cross Currency Interest Rate Swap"
description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA cross-currency swap agreement with each other. The terms of the contract are: Note the following:"
### Response:
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<principalExchanges>
<initialExchange>true</initialExchange>
<finalExchange>true</finalExchange>
<intermediateExchange>false</intermediateExchange>
</principalExchanges>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters><principalExchange>
<adjustedPrincipalExchangeDate>1994-12-14</adjustedPrincipalExchangeDate>
<principalExchangeAmount>-10000000.00</principalExchangeAmount>
</principalExchange><principalExchange>
<adjustedPrincipalExchangeDate>1999-12-14</adjustedPrincipalExchangeDate>
<principalExchangeAmount>10000000.00</principalExchangeAmount>
</principalExchange>
<paymentCalculationPeriod>
<adjustedPaymentDate>1995-06-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1994-12-14</adjustedStartDate>
<adjustedEndDate>1995-06-14</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1994-12-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1995-12-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1995-06-14</adjustedStartDate>
<adjustedEndDate>1995-12-14</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1995-06-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1996-06-14</adjustedPaymentDate> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Cross Currency Interest Rate Swap" | description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA cross-currency swap agreement with each other. The terms of the contract are: Note the following:" | ### Response:
<calculationPeriod>
<adjustedStartDate>1995-12-14</adjustedStartDate>
<adjustedEndDate>1996-06-14</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1995-12-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1996-12-16</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1996-06-14</adjustedStartDate>
<adjustedEndDate>1996-12-16</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1996-06-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1997-06-16</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1996-12-16</adjustedStartDate>
<adjustedEndDate>1997-06-16</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1996-12-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1997-12-15</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1997-06-16</adjustedStartDate>
<adjustedEndDate>1997-12-15</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1997-06-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Cross Currency Interest Rate Swap"
description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA cross-currency swap agreement with each other. The terms of the contract are: Note the following:"
### Response:
<calculationPeriod>
<adjustedStartDate>1995-12-14</adjustedStartDate>
<adjustedEndDate>1996-06-14</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1995-12-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1996-12-16</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1996-06-14</adjustedStartDate>
<adjustedEndDate>1996-12-16</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1996-06-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1997-06-16</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1996-12-16</adjustedStartDate>
<adjustedEndDate>1997-06-16</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1996-12-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1997-12-15</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1997-06-16</adjustedStartDate>
<adjustedEndDate>1997-12-15</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1997-06-12</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Cross Currency Interest Rate Swap" | description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA cross-currency swap agreement with each other. The terms of the contract are: Note the following:" | ### Response:
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1998-06-15</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1997-12-15</adjustedStartDate>
<adjustedEndDate>1998-06-15</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1997-12-11</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1998-12-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1998-06-15</adjustedStartDate>
<adjustedEndDate>1998-12-14</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1998-06-11</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1999-06-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1998-12-14</adjustedStartDate>
<adjustedEndDate>1999-06-14</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1998-12-10</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1999-12-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1999-06-14</adjustedStartDate>
<adjustedEndDate>1999-12-14</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Cross Currency Interest Rate Swap"
description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA cross-currency swap agreement with each other. The terms of the contract are: Note the following:"
### Response:
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1998-06-15</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1997-12-15</adjustedStartDate>
<adjustedEndDate>1998-06-15</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1997-12-11</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1998-12-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1998-06-15</adjustedStartDate>
<adjustedEndDate>1998-12-14</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1998-06-11</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1999-06-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1998-12-14</adjustedStartDate>
<adjustedEndDate>1999-06-14</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount>
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1998-12-10</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1999-12-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1999-06-14</adjustedStartDate>
<adjustedEndDate>1999-12-14</adjustedEndDate>
<notionalAmount>10000000.00</notionalAmount> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Cross Currency Interest Rate Swap" | description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA cross-currency swap agreement with each other. The terms of the contract are: Note the following:" | ### Response:
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1999-06-10</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
</cashflows>
</swapStream><swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>1994-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>1999-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>14</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1000000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Cross Currency Interest Rate Swap"
description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA cross-currency swap agreement with each other. The terms of the contract are: Note the following:"
### Response:
<floatingRateDefinition>
<rateObservation>
<adjustedFixingDate>1999-06-10</adjustedFixingDate>
<observationWeight>1</observationWeight>
</rateObservation>
</floatingRateDefinition>
</calculationPeriod>
</paymentCalculationPeriod>
</cashflows>
</swapStream><swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>1994-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>1999-12-14</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>14</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1000000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Cross Currency Interest Rate Swap" | description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA cross-currency swap agreement with each other. The terms of the contract are: Note the following:" | ### Response: JPY</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.06</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30E/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<principalExchanges>
<initialExchange>true</initialExchange>
<finalExchange>true</finalExchange>
<intermediateExchange>false</intermediateExchange>
</principalExchanges>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters><principalExchange>
<adjustedPrincipalExchangeDate>1994-12-14</adjustedPrincipalExchangeDate>
<principalExchangeAmount>-1000000000.00</principalExchangeAmount>
</principalExchange><principalExchange>
<adjustedPrincipalExchangeDate>1999-12-14</adjustedPrincipalExchangeDate>
<principalExchangeAmount>1000000000.00</principalExchangeAmount>
</principalExchange>
<paymentCalculationPeriod>
<adjustedPaymentDate>1995-12-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1994-12-14</adjustedStartDate>
<adjustedEndDate>1995-12-14</adjustedEndDate>
<notionalAmount>1000000000.00</notionalAmount>
<fixedRate>0.06</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1996-12-16</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1995-12-14</adjustedStartDate>
<adjustedEndDate>1996-12-16</adjustedEndDate>
<notionalAmount>1000000000.00</notionalAmount>
<fixedRate>0.06</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1997-12-15</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1996-12-16</adjustedStartDate>
<adjustedEndDate>1997-12-15</adjustedEndDate>
<notionalAmount>1000000000.00</notionalAmount>
<fixedRate>0.06</fixedRate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Cross Currency Interest Rate Swap"
description: "On 12 December, 1994 Chase New York and Barclays Bank London enter into an ISDA cross-currency swap agreement with each other. The terms of the contract are: Note the following:"
### Response: JPY</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.06</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30E/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<principalExchanges>
<initialExchange>true</initialExchange>
<finalExchange>true</finalExchange>
<intermediateExchange>false</intermediateExchange>
</principalExchanges>
<cashflows>
<cashflowsMatchParameters>true</cashflowsMatchParameters><principalExchange>
<adjustedPrincipalExchangeDate>1994-12-14</adjustedPrincipalExchangeDate>
<principalExchangeAmount>-1000000000.00</principalExchangeAmount>
</principalExchange><principalExchange>
<adjustedPrincipalExchangeDate>1999-12-14</adjustedPrincipalExchangeDate>
<principalExchangeAmount>1000000000.00</principalExchangeAmount>
</principalExchange>
<paymentCalculationPeriod>
<adjustedPaymentDate>1995-12-14</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1994-12-14</adjustedStartDate>
<adjustedEndDate>1995-12-14</adjustedEndDate>
<notionalAmount>1000000000.00</notionalAmount>
<fixedRate>0.06</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1996-12-16</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1995-12-14</adjustedStartDate>
<adjustedEndDate>1996-12-16</adjustedEndDate>
<notionalAmount>1000000000.00</notionalAmount>
<fixedRate>0.06</fixedRate>
</calculationPeriod>
</paymentCalculationPeriod>
<paymentCalculationPeriod>
<adjustedPaymentDate>1997-12-15</adjustedPaymentDate>
<calculationPeriod>
<adjustedStartDate>1996-12-16</adjustedStartDate>
<adjustedEndDate>1997-12-15</adjustedEndDate>
<notionalAmount>1000000000.00</notionalAmount>
<fixedRate>0.06</fixedRate> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Overnight Interest Rate Swap (OIS)Note the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId>
</partyTradeIdentifier>
<tradeDate>2018-11-15</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat:OIS</productType>
<productId>64209468</productId>
<swapStream id="InterestRateSwap-64209468-Floating-leg-2">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="calculationPeriodDates-64209468-677">
<effectiveDate>
<unadjustedDate>2018-11-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209468-678">
<unadjustedDate>2023-11-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Overnight Interest Rate Swap (OIS)Note the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId>
</partyTradeIdentifier>
<tradeDate>2018-11-15</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat:OIS</productType>
<productId>64209468</productId>
<swapStream id="InterestRateSwap-64209468-Floating-leg-2">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="calculationPeriodDates-64209468-677">
<effectiveDate>
<unadjustedDate>2018-11-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209468-678">
<unadjustedDate>2023-11-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Overnight Interest Rate Swap (OIS)Note the following:" | ### Response:
<periodMultiplier>12</periodMultiplier>
<period>M</period>
<rollConvention>16</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates-64209468-680">
<calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>0</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="calculationPeriodDates-64209468-677"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>12</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Overnight Interest Rate Swap (OIS)Note the following:"
### Response:
<periodMultiplier>12</periodMultiplier>
<period>M</period>
<rollConvention>16</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates-64209468-680">
<calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>0</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="calculationPeriodDates-64209468-677"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>12</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Overnight Interest Rate Swap (OIS)Note the following:" | ### Response:
<initialValue>3672000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA-OIS-COMPOUND</floatingRateIndex>
<indexTenor>
<periodMultiplier>12</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<compoundingMethod>Flat</compoundingMethod>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="InterestRateSwap-64209468-Fixed-leg-1">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="calculationPeriodDates-64209468-681">
<effectiveDate>
<unadjustedDate>2018-11-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209468-682">
<unadjustedDate>2023-11-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Overnight Interest Rate Swap (OIS)Note the following:"
### Response:
<initialValue>3672000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA-OIS-COMPOUND</floatingRateIndex>
<indexTenor>
<periodMultiplier>12</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<compoundingMethod>Flat</compoundingMethod>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="InterestRateSwap-64209468-Fixed-leg-1">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="calculationPeriodDates-64209468-681">
<effectiveDate>
<unadjustedDate>2018-11-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209468-682">
<unadjustedDate>2023-11-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Overnight Interest Rate Swap (OIS)Note the following:" | ### Response: EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>5</periodMultiplier>
<period>Y</period>
<rollConvention>16</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>3672000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.002</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
</swap>
<calculationAgent>
<calculationAgentPartyReference href="partyA"/>
</calculationAgent>
</trade>
<party id="partyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300ABANKV6BYQOWM67</partyId>
<partyName>A BANK("ABANK")</partyName>
</party>
<party id="partyB">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">529900CPTY57S5UCBB52</partyId> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Overnight Interest Rate Swap (OIS)Note the following:"
### Response: EUTA</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>5</periodMultiplier>
<period>Y</period>
<rollConvention>16</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>3672000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.002</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
</swap>
<calculationAgent>
<calculationAgentPartyReference href="partyA"/>
</calculationAgent>
</trade>
<party id="partyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300ABANKV6BYQOWM67</partyId>
<partyName>A BANK("ABANK")</partyName>
</party>
<party id="partyB">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">529900CPTY57S5UCBB52</partyId> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Overnight Interest Rate Swap (OIS)" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7b</tradeId>
</partyTradeIdentifier>
<tradeDate>2023-02-14</tradeDate>
</tradeHeader>
<swap>
<swapStream id="floatingLeg">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="floatingLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2023-03-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2024-12-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<firstRegularPeriodStartDate>2023-12-31</firstRegularPeriodStartDate>
<stubPeriodType>ShortInitial</stubPeriodType>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>EOM</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="floatingLegShort">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Overnight Interest Rate Swap (OIS)"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7b</tradeId>
</partyTradeIdentifier>
<tradeDate>2023-02-14</tradeDate>
</tradeHeader>
<swap>
<swapStream id="floatingLeg">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="floatingLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2023-03-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2024-12-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<firstRegularPeriodStartDate>2023-12-31</firstRegularPeriodStartDate>
<stubPeriodType>ShortInitial</stubPeriodType>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>EOM</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="floatingLegShort">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Overnight Interest Rate Swap (OIS)" | ### Response:
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<firstPaymentDate>2023-12-31</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="floatingLegResetDates">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USGS</businessCenter>
</businessCenters>
<dateRelativeTo href="floatingLegResetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1200000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Overnight Interest Rate Swap (OIS)"
### Response:
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<firstPaymentDate>2023-12-31</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="floatingLegResetDates">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USGS</businessCenter>
</businessCenters>
<dateRelativeTo href="floatingLegResetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1200000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index"> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Overnight Interest Rate Swap (OIS)" | ### Response: USD-SOFR-COMPOUND</floatingRateIndex>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<stubCalculationPeriodAmount>
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/>
<initialStub>
<floatingRate>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-SOFR-COMPOUND</floatingRateIndex>
</floatingRate>
</initialStub>
</stubCalculationPeriodAmount>
</swapStream>
<swapStream id="fixedLeg">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="fixedLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2023-03-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2024-12-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<firstRegularPeriodStartDate>2023-12-31</firstRegularPeriodStartDate>
<stubPeriodType>ShortInitial</stubPeriodType>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>EOM</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="fixedLegShort"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Overnight Interest Rate Swap (OIS)"
### Response: USD-SOFR-COMPOUND</floatingRateIndex>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<stubCalculationPeriodAmount>
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/>
<initialStub>
<floatingRate>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-SOFR-COMPOUND</floatingRateIndex>
</floatingRate>
</initialStub>
</stubCalculationPeriodAmount>
</swapStream>
<swapStream id="fixedLeg">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="fixedLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2023-03-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2024-12-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<firstRegularPeriodStartDate>2023-12-31</firstRegularPeriodStartDate>
<stubPeriodType>ShortInitial</stubPeriodType>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>EOM</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="fixedLegShort"> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Overnight Interest Rate Swap (OIS)" | ### Response:
<calculationPeriodDatesReference href="fixedLegCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<firstPaymentDate>2023-12-31</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1200000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.005</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
</swap>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.swapswire.com/spec/2001/master-agreement-type-1-0">ISDA</masterAgreementType>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2006</contractualDefinitions>
</documentation>
</trade>
<party id="partyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300ABANKV6BYQOWM67</partyId>
<partyName>A BANK("ABANK")</partyName>
</party>
<party id="partyB">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">529900CPTY57S5UCBB52</partyId> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Overnight Interest Rate Swap (OIS)"
### Response:
<calculationPeriodDatesReference href="fixedLegCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<firstPaymentDate>2023-12-31</firstPaymentDate>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1200000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.005</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
</swap>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.swapswire.com/spec/2001/master-agreement-type-1-0">ISDA</masterAgreementType>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2006</contractualDefinitions>
</documentation>
</trade>
<party id="partyA">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300ABANKV6BYQOWM67</partyId>
<partyName>A BANK("ABANK")</partyName>
</party>
<party id="partyB">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">529900CPTY57S5UCBB52</partyId> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Overnight Interest Rate Swap (OIS)" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7c</tradeId>
</partyTradeIdentifier>
<tradeDate>2023-02-16</tradeDate>
</tradeHeader>
<swap>
<swapStream id="floatingLeg">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="floatingLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2023-02-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2033-02-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>16</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="floatingLegPaymentDates">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Overnight Interest Rate Swap (OIS)"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7c</tradeId>
</partyTradeIdentifier>
<tradeDate>2023-02-16</tradeDate>
</tradeHeader>
<swap>
<swapStream id="floatingLeg">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="floatingLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2023-02-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2033-02-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>16</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="floatingLegPaymentDates">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Overnight Interest Rate Swap (OIS)" | ### Response:
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="floatingLegResetDates">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="floatingLegResetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1100000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">GBP-SONIA-OIS Compound</floatingRateIndex>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction>
</calculation> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Overnight Interest Rate Swap (OIS)"
### Response:
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="floatingLegResetDates">
<calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="floatingLegResetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>1100000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">GBP-SONIA-OIS Compound</floatingRateIndex>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction>
</calculation> |
category: "interest-rate-derivatives" | null | description: "Fixed/Floating Overnight Interest Rate Swap (OIS)" | ### Response:
</calculationPeriodAmount>
</swapStream>
<swapStream id="fixedLeg">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="fixedLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2023-02-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2033-02-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>16</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="fixedLegPaymentDates">
<calculationPeriodDatesReference href="fixedLegCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Fixed/Floating Overnight Interest Rate Swap (OIS)"
### Response:
</calculationPeriodAmount>
</swapStream>
<swapStream id="fixedLeg">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="fixedLegCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2023-02-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2033-02-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>16</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates id="fixedLegPaymentDates">
<calculationPeriodDatesReference href="fixedLegCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Overnight Interest Rate Swap (OIS)" | description: "On 25 January, 2001 Citibank and Mizuho Capital enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.citibank.com/swaps/trade-id">TRN12000</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.mizuhocap.com/swaps/trade-id">TRN13000</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-01-25</tradeDate>
</tradeHeader>
<swap><swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2001-01-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2001-04-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenters">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Overnight Interest Rate Swap (OIS)"
description: "On 25 January, 2001 Citibank and Mizuho Capital enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.citibank.com/swaps/trade-id">TRN12000</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.mizuhocap.com/swaps/trade-id">TRN13000</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-01-25</tradeDate>
</tradeHeader>
<swap><swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2001-01-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2001-04-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="primaryBusinessCenters">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Overnight Interest Rate Swap (OIS)" | description: "On 25 January, 2001 Citibank and Mizuho Capital enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:" | ### Response: 1</periodMultiplier>
<period>T</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA-OIS-COMPOUND</floatingRateIndex>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Overnight Interest Rate Swap (OIS)"
description: "On 25 January, 2001 Citibank and Mizuho Capital enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:"
### Response: 1</periodMultiplier>
<period>T</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates">
<calculationPeriodDatesReference href="floatingCalcPeriodDates"/>
<resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>PRECEDING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA-OIS-COMPOUND</floatingRateIndex>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Overnight Interest Rate Swap (OIS)" | description: "On 25 January, 2001 Citibank and Mizuho Capital enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:" | ### Response:
</swapStream><swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2001-01-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2001-04-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.051</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Overnight Interest Rate Swap (OIS)"
description: "On 25 January, 2001 Citibank and Mizuho Capital enter into an ISDA swap agreement with each other. The terms of the contract are: Note the following:"
### Response:
</swapStream><swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2001-01-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2001-04-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="primaryBusinessCenters"/>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000.00</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.051</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> |
category: "interest-rate-derivatives" | null | description: "Forward Rate AgreementNote the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-8</tradeId>
</partyTradeIdentifier>
<tradeDate>2019-01-14</tradeDate>
</tradeHeader>
<fra>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:FRA</productType>
<productId>64209469</productId>
<buyerPartyReference href="partyB"/>
<sellerPartyReference href="partyA"/>
<adjustedEffectiveDate id="resetDate">2019-01-14</adjustedEffectiveDate>
<adjustedTerminationDate>2019-06-13</adjustedTerminationDate>
<paymentDate>
<unadjustedDate>2019-01-14</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>
</paymentDate>
<fixingDateOffset>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDate"/>
</fixingDateOffset>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<calculationPeriodNumberOfDays>150</calculationPeriodNumberOfDays>
<notional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "Forward Rate AgreementNote the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-8</tradeId>
</partyTradeIdentifier>
<tradeDate>2019-01-14</tradeDate>
</tradeHeader>
<fra>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:FRA</productType>
<productId>64209469</productId>
<buyerPartyReference href="partyB"/>
<sellerPartyReference href="partyA"/>
<adjustedEffectiveDate id="resetDate">2019-01-14</adjustedEffectiveDate>
<adjustedTerminationDate>2019-06-13</adjustedTerminationDate>
<paymentDate>
<unadjustedDate>2019-01-14</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>
</paymentDate>
<fixingDateOffset>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDate"/>
</fixingDateOffset>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<calculationPeriodNumberOfDays>150</calculationPeriodNumberOfDays>
<notional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "interest-rate-derivatives" | sub category: "Forward Rate Agreement" | description: "On 14 May, 1991 ABN AMRO Bank and Midland Bank enter a Forward Rate Agreement in which ABN AMRO is the seller of the notional contract amount and Midland the buyer. The terms of the contract are: Note the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.hsbc.com/swaps/trade-id">MB87623</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abnamro.com/swaps/trade-id">AA9876</tradeId>
</partyTradeIdentifier>
<tradeDate>1991-05-14</tradeDate>
</tradeHeader>
<fra>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<adjustedEffectiveDate id="resetDate">1991-07-17</adjustedEffectiveDate>
<adjustedTerminationDate>1992-01-17</adjustedTerminationDate>
<paymentDate>
<unadjustedDate>1991-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CHZU</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
<fixingDateOffset>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDate"/>
</fixingDateOffset>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<calculationPeriodNumberOfDays>184</calculationPeriodNumberOfDays>
<notional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</currency>
<amount>25000000.00</amount>
</notional>
<fixedRate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Forward Rate Agreement"
description: "On 14 May, 1991 ABN AMRO Bank and Midland Bank enter a Forward Rate Agreement in which ABN AMRO is the seller of the notional contract amount and Midland the buyer. The terms of the contract are: Note the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.hsbc.com/swaps/trade-id">MB87623</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abnamro.com/swaps/trade-id">AA9876</tradeId>
</partyTradeIdentifier>
<tradeDate>1991-05-14</tradeDate>
</tradeHeader>
<fra>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<adjustedEffectiveDate id="resetDate">1991-07-17</adjustedEffectiveDate>
<adjustedTerminationDate>1992-01-17</adjustedTerminationDate>
<paymentDate>
<unadjustedDate>1991-07-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CHZU</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
<fixingDateOffset>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDate"/>
</fixingDateOffset>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
<calculationPeriodNumberOfDays>184</calculationPeriodNumberOfDays>
<notional>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CHF</currency>
<amount>25000000.00</amount>
</notional>
<fixedRate> |
category: "interest-rate-derivatives" | null | description: "European Swaption, Physical Settlement, Explicit Underlying Effective DateNote the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-9</tradeId>
</partyTradeIdentifier>
<tradeDate>2018-09-17</tradeDate>
</tradeHeader>
<swaption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:Option:Swaption</productType>
<productId>64209470</productId>
<buyerPartyReference href="partyA"/>
<sellerPartyReference href="partyB"/>
<premium>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>5000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2018-09-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
<paymentType>PremiumAmount</paymentType>
</premium>
<europeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate id="expirationDate-64209470-695">2019-09-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<earliestExerciseTime>
<hourMinuteTime>00:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "European Swaption, Physical Settlement, Explicit Underlying Effective DateNote the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-9</tradeId>
</partyTradeIdentifier>
<tradeDate>2018-09-17</tradeDate>
</tradeHeader>
<swaption>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:Option:Swaption</productType>
<productId>64209470</productId>
<buyerPartyReference href="partyA"/>
<sellerPartyReference href="partyB"/>
<premium>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>5000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2018-09-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
<paymentType>PremiumAmount</paymentType>
</premium>
<europeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate id="expirationDate-64209470-695">2019-09-17</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<earliestExerciseTime>
<hourMinuteTime>00:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "interest-rate-derivatives" | null | description: "European Swaption, Physical Settlement, Explicit Underlying Effective DateNote the following:" | ### Response: BEBR</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</expirationTime>
</europeanExercise>
<exerciseProcedure>
<manualExercise/>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<calculationAgent>
<calculationAgentPartyReference href="partyB"/>
</calculationAgent>
<physicalSettlement>
<clearedPhysicalSettlement>false</clearedPhysicalSettlement>
</physicalSettlement>
<swaptionStraddle>false</swaptionStraddle>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:CrossCurrency:FixedFloat</productType>
<swapStream id="Swaption-64209470-Floating-leg-2">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="calculationPeriodDates-64209470-696">
<effectiveDate>
<unadjustedDate>2019-09-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209470-697">
<unadjustedDate>2029-09-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "European Swaption, Physical Settlement, Explicit Underlying Effective DateNote the following:"
### Response: BEBR</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</expirationTime>
</europeanExercise>
<exerciseProcedure>
<manualExercise/>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<calculationAgent>
<calculationAgentPartyReference href="partyB"/>
</calculationAgent>
<physicalSettlement>
<clearedPhysicalSettlement>false</clearedPhysicalSettlement>
</physicalSettlement>
<swaptionStraddle>false</swaptionStraddle>
<swap>
<productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:CrossCurrency:FixedFloat</productType>
<swapStream id="Swaption-64209470-Floating-leg-2">
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<calculationPeriodDates id="calculationPeriodDates-64209470-696">
<effectiveDate>
<unadjustedDate>2019-09-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209470-697">
<unadjustedDate>2029-09-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> |
category: "interest-rate-derivatives" | null | description: "European Swaption, Physical Settlement, Explicit Underlying Effective DateNote the following:" | ### Response:
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>19</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209470-696"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates-64209470-702">
<calculationPeriodDatesReference href="calculationPeriodDates-64209470-696"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="calculationPeriodDates-64209470-696"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "European Swaption, Physical Settlement, Explicit Underlying Effective DateNote the following:"
### Response:
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>19</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="calculationPeriodDates-64209470-696"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates-64209470-702">
<calculationPeriodDatesReference href="calculationPeriodDates-64209470-696"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="calculationPeriodDates-64209470-696"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule> |
category: "interest-rate-derivatives" | null | description: "European Swaption, Physical Settlement, Explicit Underlying Effective DateNote the following:" | ### Response:
<initialValue>10000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Reuters</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="Swaption-64209470-Fixed-leg-1">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="calculationPeriodDates-64209470-704">
<effectiveDate>
<unadjustedDate>2019-09-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209470-705">
<unadjustedDate>2029-09-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
description: "European Swaption, Physical Settlement, Explicit Underlying Effective DateNote the following:"
### Response:
<initialValue>10000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Reuters</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
<spreadSchedule>
<initialValue>0</initialValue>
</spreadSchedule>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream id="Swaption-64209470-Fixed-leg-1">
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<calculationPeriodDates id="calculationPeriodDates-64209470-704">
<effectiveDate>
<unadjustedDate>2019-09-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</effectiveDate>
<terminationDate id="terminationDate-64209470-705">
<unadjustedDate>2029-09-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Physical Settlement, Explicit Underlying Effective Date" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-08-30</tradeDate>
</tradeHeader>
<swaption>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>100000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
</premium>
<europeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2001-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Physical Settlement, Explicit Underlying Effective Date"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-08-30</tradeDate>
</tradeHeader>
<swaption>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>100000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
</premium>
<europeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2001-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Physical Settlement, Explicit Underlying Effective Date" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response:
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</expirationTime>
</europeanExercise>
<exerciseProcedure>
<manualExercise>
<exerciseNotice>
<partyReference href="party2"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</exerciseNotice>
</manualExercise>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<calculationAgent>
<calculationAgentPartyReference href="party2"/>
</calculationAgent>
<swaptionStraddle>false</swaptionStraddle>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Physical Settlement, Explicit Underlying Effective Date"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response:
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</expirationTime>
</europeanExercise>
<exerciseProcedure>
<manualExercise>
<exerciseNotice>
<partyReference href="party2"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</exerciseNotice>
</manualExercise>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<calculationAgent>
<calculationAgentPartyReference href="party2"/>
</calculationAgent>
<swaptionStraddle>false</swaptionStraddle>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Physical Settlement, Explicit Underlying Effective Date" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response:
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Physical Settlement, Explicit Underlying Effective Date"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response:
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Physical Settlement, Explicit Underlying Effective Date" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response: MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Physical Settlement, Explicit Underlying Effective Date"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response: MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Physical Settlement, Relative Underlying Effective Date" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-08-30</tradeDate>
</tradeHeader>
<swaption>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>100000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
</premium>
<europeanExercise id="europeanExercise0">
<expirationDate>
<adjustableDate>
<unadjustedDate>2001-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<relevantUnderlyingDate>
<relativeDates> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Physical Settlement, Relative Underlying Effective Date"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-08-30</tradeDate>
</tradeHeader>
<swaption>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>100000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
</premium>
<europeanExercise id="europeanExercise0">
<expirationDate>
<adjustableDate>
<unadjustedDate>2001-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<relevantUnderlyingDate>
<relativeDates> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Physical Settlement, Relative Underlying Effective Date" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:" | ### 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="europeanExercise0"/>
</relativeDates>
</relevantUnderlyingDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</expirationTime>
</europeanExercise>
<exerciseProcedure>
<manualExercise>
<exerciseNotice>
<partyReference href="party2"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</exerciseNotice>
</manualExercise>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<calculationAgent>
<calculationAgentPartyReference href="party2"/>
</calculationAgent>
<swaptionStraddle>false</swaptionStraddle>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Physical Settlement, Relative Underlying Effective Date"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:"
### 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="europeanExercise0"/>
</relativeDates>
</relevantUnderlyingDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</expirationTime>
</europeanExercise>
<exerciseProcedure>
<manualExercise>
<exerciseNotice>
<partyReference href="party2"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</exerciseNotice>
</manualExercise>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<calculationAgent>
<calculationAgentPartyReference href="party2"/>
</calculationAgent>
<swaptionStraddle>false</swaptionStraddle>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Physical Settlement, Relative Underlying Effective Date" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:" | ### Response:
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Physical Settlement, Relative Underlying Effective Date"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:"
### Response:
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Physical Settlement, Relative Underlying Effective Date" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:" | ### Response:
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Physical Settlement, Relative Underlying Effective Date"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:"
### Response:
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Physical Settlement, Partial Exercise, Automatic Exercise" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-08-30</tradeDate>
</tradeHeader>
<swaption>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>100000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
</premium>
<europeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2001-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Physical Settlement, Partial Exercise, Automatic Exercise"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-08-30</tradeDate>
</tradeHeader>
<swaption>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>100000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
</premium>
<europeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2001-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Physical Settlement, Partial Exercise, Automatic Exercise" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:" | ### Response:
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</expirationTime>
<partialExercise>
<notionalReference href="notional0"/>
<notionalReference href="notional1"/>
<integralMultipleAmount>10000000</integralMultipleAmount>
<minimumNotionalAmount>50000000</minimumNotionalAmount>
</partialExercise>
</europeanExercise>
<exerciseProcedure>
<automaticExercise>
<thresholdRate>0.0002</thresholdRate>
</automaticExercise>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<calculationAgent>
<calculationAgentPartyReference href="party2"/>
</calculationAgent>
<swaptionStraddle>false</swaptionStraddle>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Physical Settlement, Partial Exercise, Automatic Exercise"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:"
### Response:
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</expirationTime>
<partialExercise>
<notionalReference href="notional0"/>
<notionalReference href="notional1"/>
<integralMultipleAmount>10000000</integralMultipleAmount>
<minimumNotionalAmount>50000000</minimumNotionalAmount>
</partialExercise>
</europeanExercise>
<exerciseProcedure>
<automaticExercise>
<thresholdRate>0.0002</thresholdRate>
</automaticExercise>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<calculationAgent>
<calculationAgentPartyReference href="party2"/>
</calculationAgent>
<swaptionStraddle>false</swaptionStraddle>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Physical Settlement, Partial Exercise, Automatic Exercise" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:" | ### Response: Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule id="notional0">
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Physical Settlement, Partial Exercise, Automatic Exercise"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:"
### Response: Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule id="notional0">
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Physical Settlement, Partial Exercise, Automatic Exercise" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:" | ### Response:
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Physical Settlement, Partial Exercise, Automatic Exercise"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:"
### Response:
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Cash Settlement, Swaption Straddle" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-08-30</tradeDate>
</tradeHeader>
<swaption>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>100000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
</premium>
<europeanExercise id="europeanExercise0">
<expirationDate>
<adjustableDate>
<unadjustedDate>2001-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<earliestExerciseTime>
<hourMinuteTime> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Cash Settlement, Swaption Straddle"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-08-30</tradeDate>
</tradeHeader>
<swaption>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>100000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
</premium>
<europeanExercise id="europeanExercise0">
<expirationDate>
<adjustableDate>
<unadjustedDate>2001-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<earliestExerciseTime>
<hourMinuteTime> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Cash Settlement, Swaption Straddle" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:" | ### Response: 09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</expirationTime>
</europeanExercise>
<exerciseProcedure>
<manualExercise>
<exerciseNotice>
<partyReference href="party1"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</exerciseNotice>
</manualExercise>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<calculationAgent>
<calculationAgentPartyReference href="party2"/>
</calculationAgent>
<cashSettlement id="cashSettlement0">
<cashSettlementValuationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</cashSettlementValuationTime>
<cashSettlementValuationDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="europeanExercise0"/>
</cashSettlementValuationDate>
<cashSettlementPaymentDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="europeanExercise0"/>
</relativeDate>
</cashSettlementPaymentDate>
<parYieldCurveUnadjustedMethod>
<settlementRateSource>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">ISDA</rateSource>
</informationSource> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Cash Settlement, Swaption Straddle"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:"
### Response: 09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</expirationTime>
</europeanExercise>
<exerciseProcedure>
<manualExercise>
<exerciseNotice>
<partyReference href="party1"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</exerciseNotice>
</manualExercise>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<calculationAgent>
<calculationAgentPartyReference href="party2"/>
</calculationAgent>
<cashSettlement id="cashSettlement0">
<cashSettlementValuationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</cashSettlementValuationTime>
<cashSettlementValuationDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="europeanExercise0"/>
</cashSettlementValuationDate>
<cashSettlementPaymentDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="europeanExercise0"/>
</relativeDate>
</cashSettlementPaymentDate>
<parYieldCurveUnadjustedMethod>
<settlementRateSource>
<informationSource>
<rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">ISDA</rateSource>
</informationSource> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Cash Settlement, Swaption Straddle" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:" | ### Response:
</settlementRateSource>
<quotationRateType>Mid</quotationRateType>
</parYieldCurveUnadjustedMethod>
</cashSettlement>
<swaptionStraddle>true</swaptionStraddle>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Cash Settlement, Swaption Straddle"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:"
### Response:
</settlementRateSource>
<quotationRateType>Mid</quotationRateType>
</parYieldCurveUnadjustedMethod>
</cashSettlement>
<swaptionStraddle>true</swaptionStraddle>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Cash Settlement, Swaption Straddle" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:" | ### Response:
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Cash Settlement, Swaption Straddle"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:"
### Response:
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments> |
category: "interest-rate-derivatives" | sub category: "European Swaption, Cash Settlement, Swaption Straddle" | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:" | ### Response:
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "European Swaption, Cash Settlement, Swaption Straddle"
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are:"
### Response:
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation> |
category: "interest-rate-derivatives" | sub category: "Bermuda Swaption, Physical Settlement." | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-08-30</tradeDate>
</tradeHeader>
<swaption>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>100000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
</premium>
<bermudaExercise id="bermudaExercise0">
<bermudaExerciseDates>
<adjustableDates>
<unadjustedDate>2000-12-28</unadjustedDate>
<unadjustedDate>2001-04-28</unadjustedDate>
<unadjustedDate>2001-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Bermuda Swaption, Physical Settlement."
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-08-30</tradeDate>
</tradeHeader>
<swaption>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>100000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
</premium>
<bermudaExercise id="bermudaExercise0">
<bermudaExerciseDates>
<adjustableDates>
<unadjustedDate>2000-12-28</unadjustedDate>
<unadjustedDate>2001-04-28</unadjustedDate>
<unadjustedDate>2001-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments> |
category: "interest-rate-derivatives" | sub category: "Bermuda Swaption, Physical Settlement." | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response:
</adjustableDates>
</bermudaExerciseDates>
<relevantUnderlyingDate>
<relativeDates>
<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>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="bermudaExercise0"/>
</relativeDates>
</relevantUnderlyingDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</expirationTime>
</bermudaExercise>
<exerciseProcedure>
<manualExercise>
<exerciseNotice>
<partyReference href="party2"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</exerciseNotice>
</manualExercise>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<calculationAgent>
<calculationAgentPartyReference href="party2"/>
</calculationAgent>
<swaptionStraddle>false</swaptionStraddle>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Bermuda Swaption, Physical Settlement."
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response:
</adjustableDates>
</bermudaExerciseDates>
<relevantUnderlyingDate>
<relativeDates>
<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>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="bermudaExercise0"/>
</relativeDates>
</relevantUnderlyingDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</expirationTime>
</bermudaExercise>
<exerciseProcedure>
<manualExercise>
<exerciseNotice>
<partyReference href="party2"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</exerciseNotice>
</manualExercise>
<followUpConfirmation>true</followUpConfirmation>
</exerciseProcedure>
<calculationAgent>
<calculationAgentPartyReference href="party2"/>
</calculationAgent>
<swaptionStraddle>false</swaptionStraddle>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention> |
category: "interest-rate-derivatives" | sub category: "Bermuda Swaption, Physical Settlement." | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response: MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Bermuda Swaption, Physical Settlement."
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response: MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1"> |
category: "interest-rate-derivatives" | sub category: "Bermuda Swaption, Physical Settlement." | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response:
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Bermuda Swaption, Physical Settlement."
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response:
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0"> |
category: "interest-rate-derivatives" | sub category: "American Swaption, Physical Settlement." | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-08-30</tradeDate>
</tradeHeader>
<swaption>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>100000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
</premium>
<americanExercise id="americanExercise0">
<commencementDate>
<adjustableDate>
<unadjustedDate>2000-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "American Swaption, Physical Settlement."
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2000-08-30</tradeDate>
</tradeHeader>
<swaption>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<premium>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>100000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2000-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</paymentDate>
</premium>
<americanExercise id="americanExercise0">
<commencementDate>
<adjustableDate>
<unadjustedDate>2000-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</commencementDate>
<expirationDate>
<adjustableDate> |
category: "interest-rate-derivatives" | sub category: "American Swaption, Physical Settlement." | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response:
<unadjustedDate>2002-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<relevantUnderlyingDate>
<relativeDates>
<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>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="americanExercise0"/>
</relativeDates>
</relevantUnderlyingDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</earliestExerciseTime>
<latestExerciseTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</latestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</expirationTime>
</americanExercise>
<exerciseProcedure>
<manualExercise>
<exerciseNotice>
<partyReference href="party2"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</exerciseNotice>
</manualExercise>
<followUpConfirmation>true</followUpConfirmation> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "American Swaption, Physical Settlement."
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response:
<unadjustedDate>2002-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<relevantUnderlyingDate>
<relativeDates>
<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>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="americanExercise0"/>
</relativeDates>
</relevantUnderlyingDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</earliestExerciseTime>
<latestExerciseTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</latestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</expirationTime>
</americanExercise>
<exerciseProcedure>
<manualExercise>
<exerciseNotice>
<partyReference href="party2"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</exerciseNotice>
</manualExercise>
<followUpConfirmation>true</followUpConfirmation> |
category: "interest-rate-derivatives" | sub category: "American Swaption, Physical Settlement." | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response:
</exerciseProcedure>
<calculationAgent>
<calculationAgentPartyReference href="party2"/>
</calculationAgent>
<swaptionStraddle>false</swaptionStraddle>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "American Swaption, Physical Settlement."
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response:
</exerciseProcedure>
<calculationAgent>
<calculationAgentPartyReference href="party2"/>
</calculationAgent>
<swaptionStraddle>false</swaptionStraddle>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule> |
category: "interest-rate-derivatives" | sub category: "American Swaption, Physical Settlement." | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response:
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "American Swaption, Physical Settlement."
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response:
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention> |
category: "interest-rate-derivatives" | sub category: "American Swaption, Physical Settlement." | description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:" | ### Response: MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "American Swaption, Physical Settlement."
description: "On 30 August, 2000 Party buys from PartyB an option to exercise into an underlying ISDA swap. The terms of the contract are: Note the following:"
### Response: MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With Mandatory Early Termination." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With Mandatory Early Termination."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With Mandatory Early Termination." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:" | ### Response: Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With Mandatory Early Termination."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:"
### Response: Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With Mandatory Early Termination." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:" | ### Response: 6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With Mandatory Early Termination."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:"
### Response: 6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index"> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With Mandatory Early Termination." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:" | ### Response: EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<earlyTerminationProvision>
<mandatoryEarlyTermination>
<mandatoryEarlyTerminationDate id="mandatoryEarlyTerminationDate0">
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</mandatoryEarlyTerminationDate>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
<calculationAgentPartyReference href="party2"/>
</calculationAgent>
<cashSettlement id="cashSettlement0">
<cashSettlementValuationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</cashSettlementValuationTime>
<cashSettlementValuationDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="mandatoryEarlyTerminationDate0"/>
</cashSettlementValuationDate>
<cashPriceMethod>
<cashSettlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With Mandatory Early Termination."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are: Note the following:"
### Response: EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<earlyTerminationProvision>
<mandatoryEarlyTermination>
<mandatoryEarlyTerminationDate id="mandatoryEarlyTerminationDate0">
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</mandatoryEarlyTerminationDate>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
<calculationAgentPartyReference href="party2"/>
</calculationAgent>
<cashSettlement id="cashSettlement0">
<cashSettlementValuationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</cashSettlementValuationTime>
<cashSettlementValuationDate>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="mandatoryEarlyTerminationDate0"/>
</cashSettlementValuationDate>
<cashPriceMethod>
<cashSettlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With European Style Optional Early Termination." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With European Style Optional Early Termination."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With European Style Optional Early Termination." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are:" | ### Response: Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With European Style Optional Early Termination."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are:"
### Response: Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With European Style Optional Early Termination." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are:" | ### Response: 6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With European Style Optional Early Termination."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are:"
### Response: 6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index"> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With European Style Optional Early Termination." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are:" | ### Response: EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<earlyTerminationProvision>
<optionalEarlyTermination>
<europeanExercise>
<expirationDate>
<relativeDate>
<periodMultiplier>-5</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="cashSettlementPayment0"/>
</relativeDate>
</expirationDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</expirationTime>
</europeanExercise>
<exerciseNotice>
<partyReference href="party2"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</exerciseNotice>
<followUpConfirmation>true</followUpConfirmation>
<calculationAgent>
<calculationAgentParty>NonExercisingParty</calculationAgentParty>
</calculationAgent>
<cashSettlement>
<cashSettlementValuationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With European Style Optional Early Termination."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with early termination provision. The terms of the contract are:"
### Response: EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<earlyTerminationProvision>
<optionalEarlyTermination>
<europeanExercise>
<expirationDate>
<relativeDate>
<periodMultiplier>-5</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</businessCenters>
<dateRelativeTo href="cashSettlementPayment0"/>
</relativeDate>
</expirationDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</expirationTime>
</europeanExercise>
<exerciseNotice>
<partyReference href="party2"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
</exerciseNotice>
<followUpConfirmation>true</followUpConfirmation>
<calculationAgent>
<calculationAgentParty>NonExercisingParty</calculationAgentParty>
</calculationAgent>
<cashSettlement>
<cashSettlementValuationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With European Cancelable Provision." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with Cancelable provision. The terms of the contract are:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2011-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With European Cancelable Provision."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with Cancelable provision. The terms of the contract are:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2011-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With European Cancelable Provision." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with Cancelable provision. The terms of the contract are:" | ### Response: Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2011-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With European Cancelable Provision."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with Cancelable provision. The terms of the contract are:"
### Response: Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2011-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With European Cancelable Provision." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with Cancelable provision. The terms of the contract are:" | ### Response: 6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With European Cancelable Provision."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with Cancelable provision. The terms of the contract are:"
### Response: 6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index"> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With European Cancelable Provision." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with Cancelable provision. The terms of the contract are:" | ### Response: EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<cancelableProvision>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<europeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2006-08-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<relevantUnderlyingDate>
<adjustableDates>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDates>
</relevantUnderlyingDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</expirationTime>
</europeanExercise>
<exerciseNotice>
<partyReference href="party1"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With European Cancelable Provision."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with Cancelable provision. The terms of the contract are:"
### Response: EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<cancelableProvision>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<europeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2006-08-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<relevantUnderlyingDate>
<adjustableDates>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDates>
</relevantUnderlyingDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</expirationTime>
</europeanExercise>
<exerciseNotice>
<partyReference href="party1"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With European Extendible Provision." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with Extendible provision. The terms of the contract are:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With European Extendible Provision."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with Extendible provision. The terms of the contract are:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>Y</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With European Extendible Provision." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with Extendible provision. The terms of the contract are:" | ### Response: Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With European Extendible Provision."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with Extendible provision. The terms of the contract are:"
### Response: Y</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.05</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
<unadjustedDate>2001-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With European Extendible Provision." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with Extendible provision. The terms of the contract are:" | ### Response: 6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With European Extendible Provision."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with Extendible provision. The terms of the contract are:"
### Response: 6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters1">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates1"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="fixingBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index"> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating Single Currency IRS With European Extendible Provision." | description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with Extendible provision. The terms of the contract are:" | ### Response: EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<extendibleProvision>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<europeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2006-08-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<relevantUnderlyingDate>
<adjustableDates>
<unadjustedDate>2011-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDates>
</relevantUnderlyingDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</expirationTime>
</europeanExercise>
<exerciseNotice>
<partyReference href="party1"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating Single Currency IRS With European Extendible Provision."
description: "On 30 August, 2000 PartyA and PartyB agree to enter into an ISDA swap with Extendible provision. The terms of the contract are:"
### Response: EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<extendibleProvision>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<europeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2006-08-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
<relevantUnderlyingDate>
<adjustableDates>
<unadjustedDate>2011-08-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</adjustableDates>
</relevantUnderlyingDate>
<earliestExerciseTime>
<hourMinuteTime>09:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</earliestExerciseTime>
<expirationTime>
<hourMinuteTime>11:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter>
</expirationTime>
</europeanExercise>
<exerciseNotice>
<partyReference href="party1"/>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "interest-rate-derivatives" | sub category: "Interest Rate Cap" | description: "On 29 April, 2001 PartyA sells to PartyB an interest rate cap. The terms of the contract are: Note the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<capFloor>
<capFloorStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-06-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-06-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<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>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Interest Rate Cap"
description: "On 29 April, 2001 PartyA sells to PartyB an interest rate cap. The terms of the contract are: Note the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<capFloor>
<capFloorStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-06-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-06-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<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>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/> |
category: "interest-rate-derivatives" | sub category: "Interest Rate Cap" | description: "On 29 April, 2001 PartyA sells to PartyB an interest rate cap. The terms of the contract are: Note the following:" | ### Response:
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<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>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="resetBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="resetBusinessCenters0"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Interest Rate Cap"
description: "On 29 April, 2001 PartyA sells to PartyB an interest rate cap. The terms of the contract are: Note the following:"
### Response:
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<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>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="resetBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="resetBusinessCenters0"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor> |
category: "interest-rate-derivatives" | sub category: "Interest Rate Floor" | description: "On 29 April, 2001 PartyA sells to PartyB an interest rate floor. The terms of the contract are: Note the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<capFloor>
<capFloorStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-06-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-06-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<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>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Interest Rate Floor"
description: "On 29 April, 2001 PartyA sells to PartyB an interest rate floor. The terms of the contract are: Note the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<capFloor>
<capFloorStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-06-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-06-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<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>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/> |
category: "interest-rate-derivatives" | sub category: "Interest Rate Floor" | description: "On 29 April, 2001 PartyA sells to PartyB an interest rate floor. The terms of the contract are: Note the following:" | ### Response:
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<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>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="resetBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="resetBusinessCenters0"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Interest Rate Floor"
description: "On 29 April, 2001 PartyA sells to PartyB an interest rate floor. The terms of the contract are: Note the following:"
### Response:
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<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>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="resetBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="resetBusinessCenters0"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor> |
category: "interest-rate-derivatives" | sub category: "Interest Rate Collar" | description: "On 29 April, 2001 PartyB sells to PartyA an interest rate collar (PartyA buys a cap and sells a floor). The terms of the contract are: Note the following:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<capFloor>
<capFloorStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-06-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-06-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<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>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Interest Rate Collar"
description: "On 29 April, 2001 PartyB sells to PartyA an interest rate collar (PartyA buys a cap and sells a floor). The terms of the contract are: Note the following:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-04-29</tradeDate>
</tradeHeader>
<capFloor>
<capFloorStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
<unadjustedDate>2001-06-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2006-06-30</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="accrualBusinessCenters0">
<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>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>30</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalcPeriodDates0"/> |
category: "interest-rate-derivatives" | sub category: "Interest Rate Collar" | description: "On 29 April, 2001 PartyB sells to PartyA an interest rate collar (PartyA buys a cap and sells a floor). The terms of the contract are: Note the following:" | ### Response:
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<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>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="resetBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="resetBusinessCenters0"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Interest Rate Collar"
description: "On 29 April, 2001 PartyB sells to PartyA an interest rate collar (PartyA buys a cap and sells a floor). The terms of the contract are: Note the following:"
### Response:
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters id="paymentBusinessCenters0">
<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>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
<calculationPeriodDatesReference href="CalcPeriodDates0"/>
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters id="resetBusinessCenters0">
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="resetDates0"/>
</fixingDates>
<resetFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCentersReference href="resetBusinessCenters0"/>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>100000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex>
<indexTenor> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate" | description: "On 9 January, 2001 PartyA and PartyB agree to enter into an FX Reseting interest rate swap. The terms of the contract are:" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-01-09</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2006-01-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2011-01-11</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">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate"
description: "On 9 January, 2001 PartyA and PartyB agree to enter into an FX Reseting interest rate swap. The terms of the contract are:"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId>
</partyTradeIdentifier>
<tradeDate>2001-01-09</tradeDate>
</tradeHeader>
<swap>
<swapStream>
<payerPartyReference href="party2"/>
<receiverPartyReference href="party1"/>
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>2006-01-11</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
<unadjustedDate>2011-01-11</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">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "interest-rate-derivatives" | sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate" | description: "On 9 January, 2001 PartyA and PartyB agree to enter into an FX Reseting interest rate swap. The terms of the contract are:" | ### Response: JPTO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>11</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule id="notionalScheduleJPY">
<notionalStepSchedule>
<initialValue>1000000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.01</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<principalExchanges>
<initialExchange>true</initialExchange>
<finalExchange>true</finalExchange>
<intermediateExchange>true</intermediateExchange>
</principalExchanges>
</swapStream>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="floatingCalcPeriodDates"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives"
sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate"
description: "On 9 January, 2001 PartyA and PartyB agree to enter into an FX Reseting interest rate swap. The terms of the contract are:"
### Response: JPTO</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<calculationPeriodFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
<rollConvention>11</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="fixedCalcPeriodDates"/>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule id="notionalScheduleJPY">
<notionalStepSchedule>
<initialValue>1000000000</initialValue>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0.01</initialValue>
</fixedRateSchedule>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction>
</calculation>
</calculationPeriodAmount>
<principalExchanges>
<initialExchange>true</initialExchange>
<finalExchange>true</finalExchange>
<intermediateExchange>true</intermediateExchange>
</principalExchanges>
</swapStream>
<swapStream>
<payerPartyReference href="party1"/>
<receiverPartyReference href="party2"/>
<calculationPeriodDates id="floatingCalcPeriodDates"> |