File: eqd40_ex05_averaging_in.xml

package info (click to toggle)
fastinfoset 1.2.12-3
  • links: PTS, VCS
  • area: main
  • in suites: bookworm, bullseye, buster, sid, trixie
  • size: 14,540 kB
  • sloc: xml: 23,888; java: 23,855; sh: 363; csh: 14; makefile: 7
file content (13 lines) | stat: -rw-r--r-- 4,915 bytes parent folder | download | duplicates (3)
1
2
3
4
5
6
7
8
9
10
11
12
13
<?xml version="1.0" encoding="UTF-8"?>
<!--
  == Copyright (c) 2002-2003. All rights reserved.
  == Financial Products Markup Language is subject to the FpML public license.
  == A copy of this license is available at http://www.fpml.org/documents/license
  --><FpML version="4-0" xmlns="http://www.fpml.org/2003/FpML-4-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/2003/FpML-4-0 ../fpml-main-4-0.xsd http://www.w3.org/2000/09/xmldsig# xmldsig-core-schema.xsd" xsi:type="DataDocument"><!-- Version 0.12, 24 Jan 2002 --><!-- fpml-4-0-eqd-gs-european-call-index.xml --><!-- Version 0.13, 28 Jan 2002 --><!-- 1. revised following updates to eqd DTD on 24 Jan 2002 --><!-- 2. update using FpML 2.0 LCWD samples as a template --><!-- Version 0.14, 29 Jan 2002 --><!-- 1. Confirm data population prior to distribution --><!-- MSDW confirm --><!-- AP Version 0.30 30 October 2002 --><!-- AP Version 0.31 01 November 2002 --><trade><tradeHeader><partyTradeIdentifier><partyReference href="partyA"/><tradeId tradeIdScheme="http://www.partyA.com/eqd-trade-id">1234</tradeId></partyTradeIdentifier><tradeDate>2000-06-28</tradeDate></tradeHeader><equityOption><productType>europeanCallIndex</productType><buyerPartyReference href="partyB"/><sellerPartyReference href="partyA"/><optionType>Call</optionType><!-- AP 18 Nov 02 move to underlyer
                        <underlying>
                                <description>NIKKEI 225 INDEX</description>
                                <instrumentId instrumentIdScheme="">.N225</instrumentId>
                                <exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.0/ExchangeID">Tokyo Stock Exchange</exchangeId>
                                <relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.0/ExchangeID">Osaka Securities Exchange</relatedExchangeId>
                        </underlying>
                        --><underlyer><singleUnderlyer><index><instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.0/instrumentId">.N225</instrumentId><description>NIKKEI 225 INDEX</description><exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.0/exchangeId">TSE</exchangeId><relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.0/exchangeId">OSE</relatedExchangeId></index><openUnits>1</openUnits></singleUnderlyer></underlyer><strike><strikePrice>17475.90</strikePrice></strike><numberOfOptions>79.099093</numberOfOptions><optionEntitlement>1.00</optionEntitlement><equityExercise><equityEuropeanExercise><expirationDate><adjustableDate><unadjustedDate>2002-07-01</unadjustedDate><dateAdjustments><businessDayConvention>NONE</businessDayConvention></dateAdjustments></adjustableDate></expirationDate><equityExpirationTimeType>Close</equityExpirationTimeType></equityEuropeanExercise><automaticExerciseApplicable>true</automaticExerciseApplicable><equityValuation><valuationTimeType>Close</valuationTimeType></equityValuation><settlementCurrency>EUR</settlementCurrency><!-- settlementPriceSource made optional in the case of Asians. JS. 17/5/02 SCB+++ --><!-- Verify scheme name JS 17/5/02 --><settlementType>Cash</settlementType><failureToDeliverApplicable>true</failureToDeliverApplicable></equityExercise><fxFeature><fxFeatureType>Composite</fxFeatureType></fxFeature><equityOptionFeatures><asian><!-- Scheme name needs verification JS 17/5/02 SCB+++ --><averagingInOut>In</averagingInOut><averagingPeriodIn><averagingDateTimes><dateTime>2000-08-01T08:57:00-00:00</dateTime><dateTime>2000-09-01T08:57:00-00:00</dateTime><dateTime>2000-10-01T08:57:00-00:00</dateTime><dateTime>2000-11-01T08:57:00-00:00</dateTime><dateTime>2000-12-01T08:57:00-00:00</dateTime><dateTime>2001-01-04T08:57:00-00:00</dateTime><dateTime>2001-02-01T08:57:00-00:00</dateTime><dateTime>2001-03-01T08:57:00-00:00</dateTime></averagingDateTimes><marketDisruption>ModifiedPostponement</marketDisruption></averagingPeriodIn></asian></equityOptionFeatures><equityPremium><payerPartyReference href="partyB"/><receiverPartyReference href="partyA"/><paymentAmount><currency>EUR</currency><amount>107821.57</amount></paymentAmount><paymentDate><unadjustedDate>2000-07-03</unadjustedDate><dateAdjustments><businessDayConvention>NONE</businessDayConvention></dateAdjustments></paymentDate><pricePerOption>1363.1202</pricePerOption></equityPremium><methodOfAdjustment>CalculationAgent</methodOfAdjustment></equityOption><calculationAgent><calculationAgentPartyReference href="partyA"/></calculationAgent><documentation><masterAgreement><masterAgreementType>ISDA2002</masterAgreementType></masterAgreement><contractualDefinitions>ISDA2000</contractualDefinitions><contractualDefinitions>ISDA1996Equity</contractualDefinitions></documentation><governingLaw>GBEN</governingLaw></trade><party id="partyA"><partyId>Party A</partyId></party><party id="partyB"><partyId>Party B</partyId></party></FpML>