Upload FX FpML 3 row training data.csv
Browse files- FX FpML 3 row training data.csv +454 -0
FX FpML 3 row training data.csv
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| 1 |
+
category,description,confirmation,output,text
|
| 2 |
+
"category: ""FX Spot""","description: "" On 23 October, 2001, Citibank New York and Barclay's London agree to a foreign exchange trade. The terms of the contract are: Trade date: 23 October, 2001Value date: 25 October, 2001Barclays pays 10,000,000 GBP to CitibankCitibank pays 14,800,000 USD to BarclaysExchange rate equals 1.48 (USD per GBP). Matching Service sends a TradeConfirmed message to CITI with the details of the confirmation.""",,"### Response: ""<?xml version=""1.0"" encoding=""utf-8""?>
|
| 3 |
+
<!--View is confirmation-->
|
| 4 |
+
<!--Version is 5-10-->
|
| 5 |
+
<!--NS is http://www.fpml.org/FpML-5/confirmation-->
|
| 6 |
+
<!--
|
| 7 |
+
== Copyright (c) 2014-2018 All rights reserved.
|
| 8 |
+
== Financial Products Markup Language is subject to the FpML public license.
|
| 9 |
+
== A copy of this license is available at http://www.fpml.org/license/license.html
|
| 10 |
+
-->
|
| 11 |
+
<!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal â pre and post.-->
|
| 12 |
+
<!--5.0:Message type is a Root of the message-->
|
| 13 |
+
<!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>-->
|
| 14 |
+
<requestConfirmation xmlns=""http://www.fpml.org/FpML-5/confirmation"" xmlns:xsi=""http://www.w3.org/2001/XMLSchema-instance"" fpmlVersion=""5-10"" xsi:schemaLocation=""http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"">
|
| 15 |
+
<header>
|
| 16 |
+
<messageId messageIdScheme=""http://www.matchingservice.com/coding-scheme/messageId"">FX456a789b</messageId>
|
| 17 |
+
<sentBy messageAddressScheme=""http://www.matchingservice.com/partyId"">MATCHSRV</sentBy>
|
| 18 |
+
<sendTo messageAddressScheme=""http://www.matchingservice.com/partyId"">CITIUS</sendTo>
|
| 19 |
+
<creationTimestamp>2001-10-01T08:57:00Z</creationTimestamp>
|
| 20 |
+
</header>
|
| 21 |
+
<isCorrection>false</isCorrection>
|
| 22 |
+
<correlationId correlationIdScheme=""http://www.matchingservice.com/coding-scheme/correlationId"">FX987</correlationId>
|
| 23 |
+
<sequenceNumber>1</sequenceNumber>
|
| 24 |
+
<trade>
|
| 25 |
+
<tradeHeader>
|
| 26 |
+
<partyTradeIdentifier>
|
| 27 |
+
<partyReference href=""party1"" />
|
| 28 |
+
<tradeId tradeIdScheme=""http://www.citi.com/fx/trade-id"">CITI123</tradeId>
|
| 29 |
+
</partyTradeIdentifier>
|
| 30 |
+
<partyTradeIdentifier>
|
| 31 |
+
<partyReference href=""party2"" />
|
| 32 |
+
<tradeId tradeIdScheme=""http://www.barclays.com/fx/trade-id"">BARC987</tradeId>
|
| 33 |
+
</partyTradeIdentifier>
|
| 34 |
+
<tradeDate>2001-10-23</tradeDate>
|
| 35 |
+
</tradeHeader>
|
| 36 |
+
<fxSingleLeg>
|
| 37 |
+
<exchangedCurrency1>
|
| 38 |
+
<payerPartyReference href=""party2"" />
|
| 39 |
+
<receiverPartyReference href=""party1"" />
|
| 40 |
+
<paymentAmount>
|
| 41 |
+
<currency>GBP</currency>
|
| 42 |
+
<amount>10000000</amount>
|
| 43 |
+
</paymentAmount>
|
| 44 |
+
</exchangedCurrency1>
|
| 45 |
+
<exchangedCurrency2>
|
| 46 |
+
<payerPartyReference href=""party1"" />
|
| 47 |
+
<receiverPartyReference href=""party2"" />
|
| 48 |
+
<paymentAmount>
|
| 49 |
+
<currency>USD</currency>
|
| 50 |
+
<amount>14800000</amount>
|
| 51 |
+
</paymentAmount>
|
| 52 |
+
</exchangedCurrency2>
|
| 53 |
+
<valueDate>2001-10-25</valueDate>
|
| 54 |
+
<exchangeRate>
|
| 55 |
+
<quotedCurrencyPair>
|
| 56 |
+
<currency1>GBP</currency1>
|
| 57 |
+
<currency2>USD</currency2>
|
| 58 |
+
<quoteBasis>Currency2PerCurrency1</quoteBasis>
|
| 59 |
+
</quotedCurrencyPair>
|
| 60 |
+
<rate>1.48</rate>
|
| 61 |
+
</exchangeRate>
|
| 62 |
+
</fxSingleLeg>
|
| 63 |
+
</trade>
|
| 64 |
+
<party id=""party1"">
|
| 65 |
+
<partyId partyIdScheme=""http://www.fpml.org/coding-scheme/external/iso17442"">5493000SCC07UI6DB380</partyId>
|
| 66 |
+
</party>
|
| 67 |
+
<party id=""party2"">
|
| 68 |
+
<partyId partyIdScheme=""http://www.fpml.org/coding-scheme/external/iso17442"">529900DTJ5A7S5UCBB52</partyId>
|
| 69 |
+
</party>
|
| 70 |
+
</requestConfirmation>
|
| 71 |
+
|
| 72 |
+
""","### Instruction: Please help me generate a FpML XML code based on the following information: category: ""FX Spot"" description: "" On 23 October, 2001, Citibank New York and Barclay's London agree to a foreign exchange trade. The terms of the contract are: Trade date: 23 October, 2001Value date: 25 October, 2001Barclays pays 10,000,000 GBP to CitibankCitibank pays 14,800,000 USD to BarclaysExchange rate equals 1.48 (USD per GBP). Matching Service sends a TradeConfirmed message to CITI with the details of the confirmation."" ### Response: ""<?xml version=""1.0"" encoding=""utf-8""?>
|
| 73 |
+
<!--View is confirmation-->
|
| 74 |
+
<!--Version is 5-10-->
|
| 75 |
+
<!--NS is http://www.fpml.org/FpML-5/confirmation-->
|
| 76 |
+
<!--
|
| 77 |
+
== Copyright (c) 2014-2018 All rights reserved.
|
| 78 |
+
== Financial Products Markup Language is subject to the FpML public license.
|
| 79 |
+
== A copy of this license is available at http://www.fpml.org/license/license.html
|
| 80 |
+
-->
|
| 81 |
+
<!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal â pre and post.-->
|
| 82 |
+
<!--5.0:Message type is a Root of the message-->
|
| 83 |
+
<!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>-->
|
| 84 |
+
<requestConfirmation xmlns=""http://www.fpml.org/FpML-5/confirmation"" xmlns:xsi=""http://www.w3.org/2001/XMLSchema-instance"" fpmlVersion=""5-10"" xsi:schemaLocation=""http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"">
|
| 85 |
+
<header>
|
| 86 |
+
<messageId messageIdScheme=""http://www.matchingservice.com/coding-scheme/messageId"">FX456a789b</messageId>
|
| 87 |
+
<sentBy messageAddressScheme=""http://www.matchingservice.com/partyId"">MATCHSRV</sentBy>
|
| 88 |
+
<sendTo messageAddressScheme=""http://www.matchingservice.com/partyId"">CITIUS</sendTo>
|
| 89 |
+
<creationTimestamp>2001-10-01T08:57:00Z</creationTimestamp>
|
| 90 |
+
</header>
|
| 91 |
+
<isCorrection>false</isCorrection>
|
| 92 |
+
<correlationId correlationIdScheme=""http://www.matchingservice.com/coding-scheme/correlationId"">FX987</correlationId>
|
| 93 |
+
<sequenceNumber>1</sequenceNumber>
|
| 94 |
+
<trade>
|
| 95 |
+
<tradeHeader>
|
| 96 |
+
<partyTradeIdentifier>
|
| 97 |
+
<partyReference href=""party1"" />
|
| 98 |
+
<tradeId tradeIdScheme=""http://www.citi.com/fx/trade-id"">CITI123</tradeId>
|
| 99 |
+
</partyTradeIdentifier>
|
| 100 |
+
<partyTradeIdentifier>
|
| 101 |
+
<partyReference href=""party2"" />
|
| 102 |
+
<tradeId tradeIdScheme=""http://www.barclays.com/fx/trade-id"">BARC987</tradeId>
|
| 103 |
+
</partyTradeIdentifier>
|
| 104 |
+
<tradeDate>2001-10-23</tradeDate>
|
| 105 |
+
</tradeHeader>
|
| 106 |
+
<fxSingleLeg>
|
| 107 |
+
<exchangedCurrency1>
|
| 108 |
+
<payerPartyReference href=""party2"" />
|
| 109 |
+
<receiverPartyReference href=""party1"" />
|
| 110 |
+
<paymentAmount>
|
| 111 |
+
<currency>GBP</currency>
|
| 112 |
+
<amount>10000000</amount>
|
| 113 |
+
</paymentAmount>
|
| 114 |
+
</exchangedCurrency1>
|
| 115 |
+
<exchangedCurrency2>
|
| 116 |
+
<payerPartyReference href=""party1"" />
|
| 117 |
+
<receiverPartyReference href=""party2"" />
|
| 118 |
+
<paymentAmount>
|
| 119 |
+
<currency>USD</currency>
|
| 120 |
+
<amount>14800000</amount>
|
| 121 |
+
</paymentAmount>
|
| 122 |
+
</exchangedCurrency2>
|
| 123 |
+
<valueDate>2001-10-25</valueDate>
|
| 124 |
+
<exchangeRate>
|
| 125 |
+
<quotedCurrencyPair>
|
| 126 |
+
<currency1>GBP</currency1>
|
| 127 |
+
<currency2>USD</currency2>
|
| 128 |
+
<quoteBasis>Currency2PerCurrency1</quoteBasis>
|
| 129 |
+
</quotedCurrencyPair>
|
| 130 |
+
<rate>1.48</rate>
|
| 131 |
+
</exchangeRate>
|
| 132 |
+
</fxSingleLeg>
|
| 133 |
+
</trade>
|
| 134 |
+
<party id=""party1"">
|
| 135 |
+
<partyId partyIdScheme=""http://www.fpml.org/coding-scheme/external/iso17442"">5493000SCC07UI6DB380</partyId>
|
| 136 |
+
</party>
|
| 137 |
+
<party id=""party2"">
|
| 138 |
+
<partyId partyIdScheme=""http://www.fpml.org/coding-scheme/external/iso17442"">529900DTJ5A7S5UCBB52</partyId>
|
| 139 |
+
</party>
|
| 140 |
+
</requestConfirmation>
|
| 141 |
+
|
| 142 |
+
"""
|
| 143 |
+
"category: ""FX Spot 'Cross' (non-base currency) with Cross Rates""","description: "" On 23 October, 2001, Chase New York and CSFB New York agree to a foreign exchange trade. The terms of the contract are similar to Example 1, but in this case, the currencies exchanged are EUR and GBP. Both of these institutions are USD-based, so rates against the base currency (USD) have been captured as well. The terms of the contract are: Trade date: 23 October, 2001Value date: 25 October, 2001CSFB pays 100,000,000 EUR to ChaseChase pays 6,300,680 USD to CSFBExchange rate equals 0.630068 (GBP per EUR).GBPUSD rate equals 1.48, and EURUSD rate equals 0.9325. Chase sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation.""",,"### Response: ""<?xml version=""1.0"" encoding=""utf-8""?>
|
| 144 |
+
<!--View is confirmation-->
|
| 145 |
+
<!--Version is 5-10-->
|
| 146 |
+
<!--NS is http://www.fpml.org/FpML-5/confirmation-->
|
| 147 |
+
<!--
|
| 148 |
+
== Copyright (c) 2014-2018 All rights reserved.
|
| 149 |
+
== Financial Products Markup Language is subject to the FpML public license.
|
| 150 |
+
== A copy of this license is available at http://www.fpml.org/license/license.html
|
| 151 |
+
-->
|
| 152 |
+
<!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal â pre and post.-->
|
| 153 |
+
<!--5.0:Message type is a Root of the message-->
|
| 154 |
+
<!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>-->
|
| 155 |
+
<requestConfirmation xmlns=""http://www.fpml.org/FpML-5/confirmation"" xmlns:xsi=""http://www.w3.org/2001/XMLSchema-instance"" fpmlVersion=""5-10"" xsi:schemaLocation=""http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"">
|
| 156 |
+
<header>
|
| 157 |
+
<messageId messageIdScheme=""http://www.matchingservice.com/coding-scheme/messageId"">FX456a789b</messageId>
|
| 158 |
+
<sentBy messageAddressScheme=""http://www.matchingservice.com/partyId"">PARTYAUS</sentBy>
|
| 159 |
+
<sendTo messageAddressScheme=""http://www.matchingservice.com/partyId"">MATCHSRV</sendTo>
|
| 160 |
+
<creationTimestamp>2001-10-23T08:57:00Z</creationTimestamp>
|
| 161 |
+
</header>
|
| 162 |
+
<isCorrection>false</isCorrection>
|
| 163 |
+
<correlationId correlationIdScheme=""hhttp://www.matchingservice.com/coding-scheme/correlationId"">FX987</correlationId>
|
| 164 |
+
<sequenceNumber>1</sequenceNumber>
|
| 165 |
+
<trade>
|
| 166 |
+
<tradeHeader>
|
| 167 |
+
<partyTradeIdentifier>
|
| 168 |
+
<partyReference href=""party1"" />
|
| 169 |
+
<tradeId tradeIdScheme=""http://www.partyA.com/fx/trade-id"">PARTYA345</tradeId>
|
| 170 |
+
</partyTradeIdentifier>
|
| 171 |
+
<partyTradeIdentifier>
|
| 172 |
+
<partyReference href=""party2"" />
|
| 173 |
+
<tradeId tradeIdScheme=""http://www.csfb.com/fx/trade-id"">CSFB9842</tradeId>
|
| 174 |
+
</partyTradeIdentifier>
|
| 175 |
+
<tradeDate>2001-10-23</tradeDate>
|
| 176 |
+
</tradeHeader>
|
| 177 |
+
<fxSingleLeg>
|
| 178 |
+
<exchangedCurrency1>
|
| 179 |
+
<payerPartyReference href=""party2"" />
|
| 180 |
+
<receiverPartyReference href=""party1"" />
|
| 181 |
+
<paymentAmount>
|
| 182 |
+
<currency>GBP</currency>
|
| 183 |
+
<amount>10000000</amount>
|
| 184 |
+
</paymentAmount>
|
| 185 |
+
</exchangedCurrency1>
|
| 186 |
+
<exchangedCurrency2>
|
| 187 |
+
<payerPartyReference href=""party1"" />
|
| 188 |
+
<receiverPartyReference href=""party2"" />
|
| 189 |
+
<paymentAmount>
|
| 190 |
+
<currency>EUR</currency>
|
| 191 |
+
<amount>6300680</amount>
|
| 192 |
+
</paymentAmount>
|
| 193 |
+
</exchangedCurrency2>
|
| 194 |
+
<valueDate>2001-10-25</valueDate>
|
| 195 |
+
<exchangeRate>
|
| 196 |
+
<quotedCurrencyPair>
|
| 197 |
+
<currency1>GBP</currency1>
|
| 198 |
+
<currency2>EUR</currency2>
|
| 199 |
+
<quoteBasis>Currency2PerCurrency1</quoteBasis>
|
| 200 |
+
</quotedCurrencyPair>
|
| 201 |
+
<rate>0.630068</rate>
|
| 202 |
+
<!--5-1 FX Refactoring: Replaced sideRates with more flexible crossRate component to accommodate the currency exchange rates used to cross between the traded currencies -->
|
| 203 |
+
<crossRate>
|
| 204 |
+
<currency1>GBP</currency1>
|
| 205 |
+
<currency2>USD</currency2>
|
| 206 |
+
<quoteBasis>Currency2PerCurrency1</quoteBasis>
|
| 207 |
+
<rate>1.4800</rate>
|
| 208 |
+
</crossRate>
|
| 209 |
+
<crossRate>
|
| 210 |
+
<currency1>USD</currency1>
|
| 211 |
+
<currency2>EUR</currency2>
|
| 212 |
+
<quoteBasis>Currency1PerCurrency2</quoteBasis>
|
| 213 |
+
<rate>0.9325</rate>
|
| 214 |
+
</crossRate>
|
| 215 |
+
</exchangeRate>
|
| 216 |
+
</fxSingleLeg>
|
| 217 |
+
</trade>
|
| 218 |
+
<party id=""party1"">
|
| 219 |
+
<partyId partyIdScheme=""http://www.fpml.org/coding-scheme/external/iso17442"">549300VBWWV6BYQOWM67</partyId>
|
| 220 |
+
</party>
|
| 221 |
+
<party id=""party2"">
|
| 222 |
+
<partyId partyIdScheme=""http://www.fpml.org/coding-scheme/external/iso17442"">391200ZGI3FROE0WYF22</partyId>
|
| 223 |
+
</party>
|
| 224 |
+
</requestConfirmation>
|
| 225 |
+
|
| 226 |
+
""","### Instruction: Please help me generate a FpML XML code based on the following information: category: ""FX Spot 'Cross' (non-base currency) with Cross Rates"" description: "" On 23 October, 2001, Chase New York and CSFB New York agree to a foreign exchange trade. The terms of the contract are similar to Example 1, but in this case, the currencies exchanged are EUR and GBP. Both of these institutions are USD-based, so rates against the base currency (USD) have been captured as well. The terms of the contract are: Trade date: 23 October, 2001Value date: 25 October, 2001CSFB pays 100,000,000 EUR to ChaseChase pays 6,300,680 USD to CSFBExchange rate equals 0.630068 (GBP per EUR).GBPUSD rate equals 1.48, and EURUSD rate equals 0.9325. Chase sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation."" ### Response: ""<?xml version=""1.0"" encoding=""utf-8""?>
|
| 227 |
+
<!--View is confirmation-->
|
| 228 |
+
<!--Version is 5-10-->
|
| 229 |
+
<!--NS is http://www.fpml.org/FpML-5/confirmation-->
|
| 230 |
+
<!--
|
| 231 |
+
== Copyright (c) 2014-2018 All rights reserved.
|
| 232 |
+
== Financial Products Markup Language is subject to the FpML public license.
|
| 233 |
+
== A copy of this license is available at http://www.fpml.org/license/license.html
|
| 234 |
+
-->
|
| 235 |
+
<!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal â pre and post.-->
|
| 236 |
+
<!--5.0:Message type is a Root of the message-->
|
| 237 |
+
<!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>-->
|
| 238 |
+
<requestConfirmation xmlns=""http://www.fpml.org/FpML-5/confirmation"" xmlns:xsi=""http://www.w3.org/2001/XMLSchema-instance"" fpmlVersion=""5-10"" xsi:schemaLocation=""http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"">
|
| 239 |
+
<header>
|
| 240 |
+
<messageId messageIdScheme=""http://www.matchingservice.com/coding-scheme/messageId"">FX456a789b</messageId>
|
| 241 |
+
<sentBy messageAddressScheme=""http://www.matchingservice.com/partyId"">PARTYAUS</sentBy>
|
| 242 |
+
<sendTo messageAddressScheme=""http://www.matchingservice.com/partyId"">MATCHSRV</sendTo>
|
| 243 |
+
<creationTimestamp>2001-10-23T08:57:00Z</creationTimestamp>
|
| 244 |
+
</header>
|
| 245 |
+
<isCorrection>false</isCorrection>
|
| 246 |
+
<correlationId correlationIdScheme=""hhttp://www.matchingservice.com/coding-scheme/correlationId"">FX987</correlationId>
|
| 247 |
+
<sequenceNumber>1</sequenceNumber>
|
| 248 |
+
<trade>
|
| 249 |
+
<tradeHeader>
|
| 250 |
+
<partyTradeIdentifier>
|
| 251 |
+
<partyReference href=""party1"" />
|
| 252 |
+
<tradeId tradeIdScheme=""http://www.partyA.com/fx/trade-id"">PARTYA345</tradeId>
|
| 253 |
+
</partyTradeIdentifier>
|
| 254 |
+
<partyTradeIdentifier>
|
| 255 |
+
<partyReference href=""party2"" />
|
| 256 |
+
<tradeId tradeIdScheme=""http://www.csfb.com/fx/trade-id"">CSFB9842</tradeId>
|
| 257 |
+
</partyTradeIdentifier>
|
| 258 |
+
<tradeDate>2001-10-23</tradeDate>
|
| 259 |
+
</tradeHeader>
|
| 260 |
+
<fxSingleLeg>
|
| 261 |
+
<exchangedCurrency1>
|
| 262 |
+
<payerPartyReference href=""party2"" />
|
| 263 |
+
<receiverPartyReference href=""party1"" />
|
| 264 |
+
<paymentAmount>
|
| 265 |
+
<currency>GBP</currency>
|
| 266 |
+
<amount>10000000</amount>
|
| 267 |
+
</paymentAmount>
|
| 268 |
+
</exchangedCurrency1>
|
| 269 |
+
<exchangedCurrency2>
|
| 270 |
+
<payerPartyReference href=""party1"" />
|
| 271 |
+
<receiverPartyReference href=""party2"" />
|
| 272 |
+
<paymentAmount>
|
| 273 |
+
<currency>EUR</currency>
|
| 274 |
+
<amount>6300680</amount>
|
| 275 |
+
</paymentAmount>
|
| 276 |
+
</exchangedCurrency2>
|
| 277 |
+
<valueDate>2001-10-25</valueDate>
|
| 278 |
+
<exchangeRate>
|
| 279 |
+
<quotedCurrencyPair>
|
| 280 |
+
<currency1>GBP</currency1>
|
| 281 |
+
<currency2>EUR</currency2>
|
| 282 |
+
<quoteBasis>Currency2PerCurrency1</quoteBasis>
|
| 283 |
+
</quotedCurrencyPair>
|
| 284 |
+
<rate>0.630068</rate>
|
| 285 |
+
<!--5-1 FX Refactoring: Replaced sideRates with more flexible crossRate component to accommodate the currency exchange rates used to cross between the traded currencies -->
|
| 286 |
+
<crossRate>
|
| 287 |
+
<currency1>GBP</currency1>
|
| 288 |
+
<currency2>USD</currency2>
|
| 289 |
+
<quoteBasis>Currency2PerCurrency1</quoteBasis>
|
| 290 |
+
<rate>1.4800</rate>
|
| 291 |
+
</crossRate>
|
| 292 |
+
<crossRate>
|
| 293 |
+
<currency1>USD</currency1>
|
| 294 |
+
<currency2>EUR</currency2>
|
| 295 |
+
<quoteBasis>Currency1PerCurrency2</quoteBasis>
|
| 296 |
+
<rate>0.9325</rate>
|
| 297 |
+
</crossRate>
|
| 298 |
+
</exchangeRate>
|
| 299 |
+
</fxSingleLeg>
|
| 300 |
+
</trade>
|
| 301 |
+
<party id=""party1"">
|
| 302 |
+
<partyId partyIdScheme=""http://www.fpml.org/coding-scheme/external/iso17442"">549300VBWWV6BYQOWM67</partyId>
|
| 303 |
+
</party>
|
| 304 |
+
<party id=""party2"">
|
| 305 |
+
<partyId partyIdScheme=""http://www.fpml.org/coding-scheme/external/iso17442"">391200ZGI3FROE0WYF22</partyId>
|
| 306 |
+
</party>
|
| 307 |
+
</requestConfirmation>
|
| 308 |
+
|
| 309 |
+
"""
|
| 310 |
+
"category: ""FX Forward""","description: "" On 19 November, 2001, ABN Amro and DeutscheBank agree to a one-month forward foreign exchange contract. The terms of the contract are: Trade date: 19 November, 2001Value date: 21 December, 2001DB pays 10,000,000 EUR to ABNABN pays 9,175,000 USD to DBExchange rate equals 0.9175 (USD per EUR).Spot rate equals 0.9130, forward points equals 0.0045. ABN sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation.""",,"### Response: ""<?xml version=""1.0"" encoding=""utf-8""?>
|
| 311 |
+
<!--View is confirmation-->
|
| 312 |
+
<!--Version is 5-10-->
|
| 313 |
+
<!--NS is http://www.fpml.org/FpML-5/confirmation-->
|
| 314 |
+
<!--
|
| 315 |
+
== Copyright (c) 2014-2018 All rights reserved.
|
| 316 |
+
== Financial Products Markup Language is subject to the FpML public license.
|
| 317 |
+
== A copy of this license is available at http://www.fpml.org/license/license.html
|
| 318 |
+
-->
|
| 319 |
+
<!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal â pre and post.-->
|
| 320 |
+
<!--5.0:Message type is a Root of the message-->
|
| 321 |
+
<!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>-->
|
| 322 |
+
<requestConfirmation xmlns=""http://www.fpml.org/FpML-5/confirmation"" xmlns:xsi=""http://www.w3.org/2001/XMLSchema-instance"" fpmlVersion=""5-10"" xsi:schemaLocation=""http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"">
|
| 323 |
+
<header>
|
| 324 |
+
<messageId messageIdScheme=""http://www.matchingservice.com/coding-scheme/messageId"">FX456a789b</messageId>
|
| 325 |
+
<sentBy messageAddressScheme=""http://www.matchingservice.com/partyId"">ABN</sentBy>
|
| 326 |
+
<sendTo messageAddressScheme=""http://www.matchingservice.com/partyId"">MATCHSRV</sendTo>
|
| 327 |
+
<creationTimestamp>2001-11-19T08:57:00Z</creationTimestamp>
|
| 328 |
+
</header>
|
| 329 |
+
<isCorrection>false</isCorrection>
|
| 330 |
+
<correlationId correlationIdScheme=""http://www.matchingservice.com/coding-scheme/correlationId"">FX987</correlationId>
|
| 331 |
+
<sequenceNumber>1</sequenceNumber>
|
| 332 |
+
<trade>
|
| 333 |
+
<tradeHeader>
|
| 334 |
+
<partyTradeIdentifier>
|
| 335 |
+
<partyReference href=""party1"" />
|
| 336 |
+
<tradeId tradeIdScheme=""http://www.abn-amro.com/fx/trade-id"">ABN1234</tradeId>
|
| 337 |
+
</partyTradeIdentifier>
|
| 338 |
+
<partyTradeIdentifier>
|
| 339 |
+
<partyReference href=""party2"" />
|
| 340 |
+
<tradeId tradeIdScheme=""http://www.db.com/fx/trade-id"">DB5678</tradeId>
|
| 341 |
+
</partyTradeIdentifier>
|
| 342 |
+
<tradeDate>2001-11-19</tradeDate>
|
| 343 |
+
</tradeHeader>
|
| 344 |
+
<fxSingleLeg>
|
| 345 |
+
<exchangedCurrency1>
|
| 346 |
+
<payerPartyReference href=""party2"" />
|
| 347 |
+
<receiverPartyReference href=""party1"" />
|
| 348 |
+
<paymentAmount>
|
| 349 |
+
<currency>EUR</currency>
|
| 350 |
+
<amount>10000000</amount>
|
| 351 |
+
</paymentAmount>
|
| 352 |
+
</exchangedCurrency1>
|
| 353 |
+
<exchangedCurrency2>
|
| 354 |
+
<payerPartyReference href=""party1"" />
|
| 355 |
+
<receiverPartyReference href=""party2"" />
|
| 356 |
+
<paymentAmount>
|
| 357 |
+
<currency>USD</currency>
|
| 358 |
+
<amount>9175000</amount>
|
| 359 |
+
</paymentAmount>
|
| 360 |
+
</exchangedCurrency2>
|
| 361 |
+
<valueDate>2001-12-21</valueDate>
|
| 362 |
+
<exchangeRate>
|
| 363 |
+
<quotedCurrencyPair>
|
| 364 |
+
<currency1>EUR</currency1>
|
| 365 |
+
<currency2>USD</currency2>
|
| 366 |
+
<quoteBasis>Currency2PerCurrency1</quoteBasis>
|
| 367 |
+
</quotedCurrencyPair>
|
| 368 |
+
<rate>0.9175</rate>
|
| 369 |
+
<spotRate>0.9130</spotRate>
|
| 370 |
+
<forwardPoints>0.0045</forwardPoints>
|
| 371 |
+
</exchangeRate>
|
| 372 |
+
</fxSingleLeg>
|
| 373 |
+
</trade>
|
| 374 |
+
<party id=""party1"">
|
| 375 |
+
<partyId partyIdScheme=""http://www.fpml.org/coding-scheme/external/iso17442"">BFXS5XCH7N0Y05NIXW11</partyId>
|
| 376 |
+
</party>
|
| 377 |
+
<party id=""party2"">
|
| 378 |
+
<partyId partyIdScheme=""http://www.fpml.org/coding-scheme/external/iso17442"">213800QILIUD4ROSUO03</partyId>
|
| 379 |
+
</party>
|
| 380 |
+
</requestConfirmation>
|
| 381 |
+
|
| 382 |
+
""","### Instruction: Please help me generate a FpML XML code based on the following information: category: ""FX Forward"" description: "" On 19 November, 2001, ABN Amro and DeutscheBank agree to a one-month forward foreign exchange contract. The terms of the contract are: Trade date: 19 November, 2001Value date: 21 December, 2001DB pays 10,000,000 EUR to ABNABN pays 9,175,000 USD to DBExchange rate equals 0.9175 (USD per EUR).Spot rate equals 0.9130, forward points equals 0.0045. ABN sends a RequestTradeConfirmation message to Matching Service with the details of the confirmation."" ### Response: ""<?xml version=""1.0"" encoding=""utf-8""?>
|
| 383 |
+
<!--View is confirmation-->
|
| 384 |
+
<!--Version is 5-10-->
|
| 385 |
+
<!--NS is http://www.fpml.org/FpML-5/confirmation-->
|
| 386 |
+
<!--
|
| 387 |
+
== Copyright (c) 2014-2018 All rights reserved.
|
| 388 |
+
== Financial Products Markup Language is subject to the FpML public license.
|
| 389 |
+
== A copy of this license is available at http://www.fpml.org/license/license.html
|
| 390 |
+
-->
|
| 391 |
+
<!--With forward starting, the deal needs to be updated on/after the strike date to add (Initial Price) and replace with (Equity Notional) numeric values, so there are two samples for the same deal â pre and post.-->
|
| 392 |
+
<!--5.0:Message type is a Root of the message-->
|
| 393 |
+
<!--5.0 Messaging: changed <requestTradeConfirmation> -><requestConfirmation>-->
|
| 394 |
+
<requestConfirmation xmlns=""http://www.fpml.org/FpML-5/confirmation"" xmlns:xsi=""http://www.w3.org/2001/XMLSchema-instance"" fpmlVersion=""5-10"" xsi:schemaLocation=""http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"">
|
| 395 |
+
<header>
|
| 396 |
+
<messageId messageIdScheme=""http://www.matchingservice.com/coding-scheme/messageId"">FX456a789b</messageId>
|
| 397 |
+
<sentBy messageAddressScheme=""http://www.matchingservice.com/partyId"">ABN</sentBy>
|
| 398 |
+
<sendTo messageAddressScheme=""http://www.matchingservice.com/partyId"">MATCHSRV</sendTo>
|
| 399 |
+
<creationTimestamp>2001-11-19T08:57:00Z</creationTimestamp>
|
| 400 |
+
</header>
|
| 401 |
+
<isCorrection>false</isCorrection>
|
| 402 |
+
<correlationId correlationIdScheme=""http://www.matchingservice.com/coding-scheme/correlationId"">FX987</correlationId>
|
| 403 |
+
<sequenceNumber>1</sequenceNumber>
|
| 404 |
+
<trade>
|
| 405 |
+
<tradeHeader>
|
| 406 |
+
<partyTradeIdentifier>
|
| 407 |
+
<partyReference href=""party1"" />
|
| 408 |
+
<tradeId tradeIdScheme=""http://www.abn-amro.com/fx/trade-id"">ABN1234</tradeId>
|
| 409 |
+
</partyTradeIdentifier>
|
| 410 |
+
<partyTradeIdentifier>
|
| 411 |
+
<partyReference href=""party2"" />
|
| 412 |
+
<tradeId tradeIdScheme=""http://www.db.com/fx/trade-id"">DB5678</tradeId>
|
| 413 |
+
</partyTradeIdentifier>
|
| 414 |
+
<tradeDate>2001-11-19</tradeDate>
|
| 415 |
+
</tradeHeader>
|
| 416 |
+
<fxSingleLeg>
|
| 417 |
+
<exchangedCurrency1>
|
| 418 |
+
<payerPartyReference href=""party2"" />
|
| 419 |
+
<receiverPartyReference href=""party1"" />
|
| 420 |
+
<paymentAmount>
|
| 421 |
+
<currency>EUR</currency>
|
| 422 |
+
<amount>10000000</amount>
|
| 423 |
+
</paymentAmount>
|
| 424 |
+
</exchangedCurrency1>
|
| 425 |
+
<exchangedCurrency2>
|
| 426 |
+
<payerPartyReference href=""party1"" />
|
| 427 |
+
<receiverPartyReference href=""party2"" />
|
| 428 |
+
<paymentAmount>
|
| 429 |
+
<currency>USD</currency>
|
| 430 |
+
<amount>9175000</amount>
|
| 431 |
+
</paymentAmount>
|
| 432 |
+
</exchangedCurrency2>
|
| 433 |
+
<valueDate>2001-12-21</valueDate>
|
| 434 |
+
<exchangeRate>
|
| 435 |
+
<quotedCurrencyPair>
|
| 436 |
+
<currency1>EUR</currency1>
|
| 437 |
+
<currency2>USD</currency2>
|
| 438 |
+
<quoteBasis>Currency2PerCurrency1</quoteBasis>
|
| 439 |
+
</quotedCurrencyPair>
|
| 440 |
+
<rate>0.9175</rate>
|
| 441 |
+
<spotRate>0.9130</spotRate>
|
| 442 |
+
<forwardPoints>0.0045</forwardPoints>
|
| 443 |
+
</exchangeRate>
|
| 444 |
+
</fxSingleLeg>
|
| 445 |
+
</trade>
|
| 446 |
+
<party id=""party1"">
|
| 447 |
+
<partyId partyIdScheme=""http://www.fpml.org/coding-scheme/external/iso17442"">BFXS5XCH7N0Y05NIXW11</partyId>
|
| 448 |
+
</party>
|
| 449 |
+
<party id=""party2"">
|
| 450 |
+
<partyId partyIdScheme=""http://www.fpml.org/coding-scheme/external/iso17442"">213800QILIUD4ROSUO03</partyId>
|
| 451 |
+
</party>
|
| 452 |
+
</requestConfirmation>
|
| 453 |
+
|
| 454 |
+
"""
|