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stringclasses 11
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nulllengths 23
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stringlengths 24
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stringlengths 1.83k
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stringlengths 2.1k
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|---|---|---|---|---|
category: "correlation-swaps" | null | description: "Correlation Swap Confirmation" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"><header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234233423420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2007/05/02/234233413420</correlationId>
<sequenceNumber>1</sequenceNumber><trade><tradeHeader>
<partyTradeIdentifier><partyReference href="gh4903"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier><tradeDate>2006-11-07</tradeDate>
</tradeHeader><correlationSwap><extraordinaryEvents><mergerEvents>
<shareForShare>CalculationAgent</shareForShare>
<shareForOther>CalculationAgent</shareForOther>
<shareForCombined>CalculationAgent</shareForCombined>
</mergerEvents><tenderOffer>true</tenderOffer><tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents><failureToDeliver>true</failureToDeliver>
<representations><nonReliance>true</nonReliance><agreementsRegardingHedging>true</agreementsRegardingHedging><additionalAcknowledgements>true</additionalAcknowledgements>
</representations><nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents><correlationLeg><payerPartyReference href="ab9560"/><receiverPartyReference href="gh4903"/><terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap Confirmation"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"><header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234233423420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2007/05/02/234233413420</correlationId>
<sequenceNumber>1</sequenceNumber><trade><tradeHeader>
<partyTradeIdentifier><partyReference href="gh4903"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier><tradeDate>2006-11-07</tradeDate>
</tradeHeader><correlationSwap><extraordinaryEvents><mergerEvents>
<shareForShare>CalculationAgent</shareForShare>
<shareForOther>CalculationAgent</shareForOther>
<shareForCombined>CalculationAgent</shareForCombined>
</mergerEvents><tenderOffer>true</tenderOffer><tenderOfferEvents>
<shareForShare>ModifiedCalculationAgent</shareForShare>
<shareForOther>ModifiedCalculationAgent</shareForOther>
<shareForCombined>ModifiedCalculationAgent</shareForCombined>
</tenderOfferEvents><failureToDeliver>true</failureToDeliver>
<representations><nonReliance>true</nonReliance><agreementsRegardingHedging>true</agreementsRegardingHedging><additionalAcknowledgements>true</additionalAcknowledgements>
</representations><nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents><correlationLeg><payerPartyReference href="ab9560"/><receiverPartyReference href="gh4903"/><terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention> |
category: "correlation-swaps" | null | description: "Correlation Swap Confirmation" | ### Response: NONE</businessDayConvention>
<dateRelativeTo href="sd2344"/>
</relativeDate>
</terminationDate><underlyer>
<basket>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">IBM.N</instrumentId>
<description>ABN AMRO HOLDING NV</description><exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XAMS</exchangeId><relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">MSFT.O</instrumentId>
<description>AEGON NV</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XAMS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">B.N</instrumentId>
<description>AIR LIQUIDE</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
</basket>
</underlyer>
<settlementType>Cash</settlementType><settlementDate id="sd2344"><relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap Confirmation"
### Response: NONE</businessDayConvention>
<dateRelativeTo href="sd2344"/>
</relativeDate>
</terminationDate><underlyer>
<basket>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">IBM.N</instrumentId>
<description>ABN AMRO HOLDING NV</description><exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XAMS</exchangeId><relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">MSFT.O</instrumentId>
<description>AEGON NV</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XAMS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">B.N</instrumentId>
<description>AIR LIQUIDE</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
</basket>
</underlyer>
<settlementType>Cash</settlementType><settlementDate id="sd2344"><relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters> |
category: "correlation-swaps" | null | description: "Correlation Swap Confirmation" | ### Response:
<dateRelativeTo href="vd8290"/>
</relativeDate>
</settlementDate>
<valuation><valuationDate id="vd8290">
<adjustableDate>
<unadjustedDate>2007-06-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuation>
<amount><observationStartDate>
<adjustableDate>
<unadjustedDate>2006-11-07</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</observationStartDate>
<correlation>
<closingLevel>true</closingLevel><expectedN>30</expectedN><notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>15000000</amount>
</notionalAmount>
<correlationStrikePrice>0.60123</correlationStrikePrice>
<boundedCorrelation><minimumBoundaryPercent>0.35123</minimumBoundaryPercent><maximumBoundaryPercent>0.85123</maximumBoundaryPercent>
</boundedCorrelation>
<numberOfDataSeries>1</numberOfDataSeries>
</correlation>
</amount>
</correlationLeg>
</correlationSwap><calculationAgent>
<calculationAgentPartyReference href="gh4903"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap Confirmation"
### Response:
<dateRelativeTo href="vd8290"/>
</relativeDate>
</settlementDate>
<valuation><valuationDate id="vd8290">
<adjustableDate>
<unadjustedDate>2007-06-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuation>
<amount><observationStartDate>
<adjustableDate>
<unadjustedDate>2006-11-07</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</observationStartDate>
<correlation>
<closingLevel>true</closingLevel><expectedN>30</expectedN><notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>15000000</amount>
</notionalAmount>
<correlationStrikePrice>0.60123</correlationStrikePrice>
<boundedCorrelation><minimumBoundaryPercent>0.35123</minimumBoundaryPercent><maximumBoundaryPercent>0.85123</maximumBoundaryPercent>
</boundedCorrelation>
<numberOfDataSeries>1</numberOfDataSeries>
</correlation>
</amount>
</correlationLeg>
</correlationSwap><calculationAgent>
<calculationAgentPartyReference href="gh4903"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law"> |
category: "correlation-swaps" | null | description: "Correlation Swap Confirmation" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"><header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234233423420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2007/05/02/234233423419</correlationId>
<sequenceNumber>1</sequenceNumber><trade><tradeHeader>
<partyTradeIdentifier><partyReference href="gh4903"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier><tradeDate>2005-11-07</tradeDate>
</tradeHeader>
<correlationSwap><extraordinaryEvents><mergerEvents>
<shareForShare>AlternativeObligation</shareForShare>
<shareForOther>AlternativeObligation</shareForOther>
<shareForCombined>AlternativeObligation</shareForCombined></mergerEvents><tenderOffer>true</tenderOffer><tenderOfferEvents>
<shareForShare>AlternativeObligation</shareForShare>
<shareForOther>AlternativeObligation</shareForOther>
<shareForCombined>AlternativeObligation</shareForCombined></tenderOfferEvents><additionalDisruptionEvents><changeInLaw>true</changeInLaw><failureToDeliver>false</failureToDeliver><insolvencyFiling>false</insolvencyFiling><hedgingDisruption>false</hedgingDisruption><lossOfStockBorrow>false</lossOfStockBorrow><increasedCostOfStockBorrow>false</increasedCostOfStockBorrow><increasedCostOfHedging>false</increasedCostOfHedging><determiningPartyReference href="gh4903"/>
</additionalDisruptionEvents>
<representations><nonReliance>true</nonReliance><agreementsRegardingHedging>true</agreementsRegardingHedging><additionalAcknowledgements> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap Confirmation"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"><header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234233423420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2007/05/02/234233423419</correlationId>
<sequenceNumber>1</sequenceNumber><trade><tradeHeader>
<partyTradeIdentifier><partyReference href="gh4903"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier><tradeDate>2005-11-07</tradeDate>
</tradeHeader>
<correlationSwap><extraordinaryEvents><mergerEvents>
<shareForShare>AlternativeObligation</shareForShare>
<shareForOther>AlternativeObligation</shareForOther>
<shareForCombined>AlternativeObligation</shareForCombined></mergerEvents><tenderOffer>true</tenderOffer><tenderOfferEvents>
<shareForShare>AlternativeObligation</shareForShare>
<shareForOther>AlternativeObligation</shareForOther>
<shareForCombined>AlternativeObligation</shareForCombined></tenderOfferEvents><additionalDisruptionEvents><changeInLaw>true</changeInLaw><failureToDeliver>false</failureToDeliver><insolvencyFiling>false</insolvencyFiling><hedgingDisruption>false</hedgingDisruption><lossOfStockBorrow>false</lossOfStockBorrow><increasedCostOfStockBorrow>false</increasedCostOfStockBorrow><increasedCostOfHedging>false</increasedCostOfHedging><determiningPartyReference href="gh4903"/>
</additionalDisruptionEvents>
<representations><nonReliance>true</nonReliance><agreementsRegardingHedging>true</agreementsRegardingHedging><additionalAcknowledgements> |
category: "correlation-swaps" | null | description: "Correlation Swap Confirmation" | ### Response: true</additionalAcknowledgements>
</representations><nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents><correlationLeg><payerPartyReference href="ab9560"/><receiverPartyReference href="gh4903"/><terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="sd2344"/>
</relativeDate>
</terminationDate><underlyer>
<basket>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">IBM.N</instrumentId>
<description>ABN AMRO HOLDING NV</description><exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XAMS</exchangeId><relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">MSFT.O</instrumentId>
<description>AEGON NV</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XAMS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">B.N</instrumentId>
<description>AIR LIQUIDE</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
</basket>
</underlyer>
<settlementType> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap Confirmation"
### Response: true</additionalAcknowledgements>
</representations><nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents><correlationLeg><payerPartyReference href="ab9560"/><receiverPartyReference href="gh4903"/><terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="sd2344"/>
</relativeDate>
</terminationDate><underlyer>
<basket>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">IBM.N</instrumentId>
<description>ABN AMRO HOLDING NV</description><exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XAMS</exchangeId><relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">MSFT.O</instrumentId>
<description>AEGON NV</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XAMS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">B.N</instrumentId>
<description>AIR LIQUIDE</description>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XLIF</relatedExchangeId>
</equity>
</basketConstituent>
</basket>
</underlyer>
<settlementType> |
category: "correlation-swaps" | null | description: "Correlation Swap Confirmation" | ### Response: Cash</settlementType><settlementDate id="sd2344"><relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="vs8292"/>
</relativeDate>
</settlementDate>
<valuation><valuationDate id="vs8292">
<adjustableDate>
<unadjustedDate>2005-12-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuation>
<amount><observationStartDate>
<adjustableDate>
<unadjustedDate>2005-01-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</observationStartDate>
<correlation>
<closingLevel>true</closingLevel><expectedN>30</expectedN><notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>15000000</amount>
</notionalAmount>
<correlationStrikePrice>0.60123</correlationStrikePrice>
<boundedCorrelation><minimumBoundaryPercent>0.35123</minimumBoundaryPercent><maximumBoundaryPercent>0.85123</maximumBoundaryPercent>
</boundedCorrelation>
<numberOfDataSeries>1</numberOfDataSeries>
</correlation>
</amount>
</correlationLeg>
</correlationSwap><calculationAgent>
<calculationAgentPartyReference href="ab9560"/>
<calculationAgentPartyReference href="gh4903"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap Confirmation"
### Response: Cash</settlementType><settlementDate id="sd2344"><relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="vs8292"/>
</relativeDate>
</settlementDate>
<valuation><valuationDate id="vs8292">
<adjustableDate>
<unadjustedDate>2005-12-16</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuation>
<amount><observationStartDate>
<adjustableDate>
<unadjustedDate>2005-01-31</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</observationStartDate>
<correlation>
<closingLevel>true</closingLevel><expectedN>30</expectedN><notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>15000000</amount>
</notionalAmount>
<correlationStrikePrice>0.60123</correlationStrikePrice>
<boundedCorrelation><minimumBoundaryPercent>0.35123</minimumBoundaryPercent><maximumBoundaryPercent>0.85123</maximumBoundaryPercent>
</boundedCorrelation>
<numberOfDataSeries>1</numberOfDataSeries>
</correlation>
</amount>
</correlationLeg>
</correlationSwap><calculationAgent>
<calculationAgentPartyReference href="ab9560"/>
<calculationAgentPartyReference href="gh4903"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version"> |
category: "correlation-swaps" | null | description: "Correlation Swap" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"><header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234234923420</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2000-08-01T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2000/08/01/234234923120</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="kom722"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="kow029"/>
<tradeId tradeIdScheme="http://www.partyB.com/coding-scheme/trade-id">6569</tradeId>
</partyTradeIdentifier>
<tradeDate>2007-01-05</tradeDate>
</tradeHeader>
<correlationSwap>
<correlationLeg>
<payerPartyReference href="kom722"/>
<receiverPartyReference href="kow029"/>
<underlyer>
<basket id="SP500Top3">
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">IBM.N</instrumentId>
<description>International Business Machines Common Share</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</exchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">MSFT.O</instrumentId>
<description>Microsoft Common Share</description> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"><header>
<messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234234923420</messageId>
<sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2000-08-01T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2000/08/01/234234923120</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="kom722"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="kow029"/>
<tradeId tradeIdScheme="http://www.partyB.com/coding-scheme/trade-id">6569</tradeId>
</partyTradeIdentifier>
<tradeDate>2007-01-05</tradeDate>
</tradeHeader>
<correlationSwap>
<correlationLeg>
<payerPartyReference href="kom722"/>
<receiverPartyReference href="kow029"/>
<underlyer>
<basket id="SP500Top3">
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">IBM.N</instrumentId>
<description>International Business Machines Common Share</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</exchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">MSFT.O</instrumentId>
<description>Microsoft Common Share</description> |
category: "correlation-swaps" | null | description: "Correlation Swap" | ### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNAS</exchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">B.N</instrumentId>
<description>Barnes and Noble Common Share</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</exchangeId>
</equity>
</basketConstituent>
</basket>
</underlyer>
<settlementType>Cash</settlementType>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="vd903"/>
</relativeDate>
</settlementDate>
<valuation>
<valuationDate id="vd903">
<adjustableDate>
<unadjustedDate>2009-12-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuation>
<amount>
<observationStartDate>
<adjustableDate>
<unadjustedDate>2007-01-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</observationStartDate>
<allDividends>false</allDividends>
<correlation>
<closingLevel>true</closingLevel>
<expectedN>120</expectedN>
<notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap"
### Response:
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNAS</exchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4.1/instrumentId">B.N</instrumentId>
<description>Barnes and Noble Common Share</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</exchangeId>
</equity>
</basketConstituent>
</basket>
</underlyer>
<settlementType>Cash</settlementType>
<settlementDate>
<relativeDate>
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>CurrencyBusiness</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="vd903"/>
</relativeDate>
</settlementDate>
<valuation>
<valuationDate id="vd903">
<adjustableDate>
<unadjustedDate>2009-12-19</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuation>
<amount>
<observationStartDate>
<adjustableDate>
<unadjustedDate>2007-01-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</observationStartDate>
<allDividends>false</allDividends>
<correlation>
<closingLevel>true</closingLevel>
<expectedN>120</expectedN>
<notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "correlation-swaps" | null | description: "Correlation Swap Confirmation" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"><header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234234923420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2007/05/02/234234923419</correlationId>
<sequenceNumber>1</sequenceNumber><trade><tradeHeader>
<partyTradeIdentifier><partyReference href="gh4903"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier><tradeDate id="td9202">2007-05-01</tradeDate>
</tradeHeader>
<correlationSwap><extraordinaryEvents><mergerEvents>
<shareForShare>CalculationAgent</shareForShare>
<shareForOther>CalculationAgent</shareForOther>
<shareForCombined>CalculationAgent</shareForCombined>
</mergerEvents><tenderOfferEvents>
<shareForShare>CalculationAgent</shareForShare>
<shareForOther>CalculationAgent</shareForOther>
<shareForCombined>CalculationAgent</shareForCombined>
</tenderOfferEvents><failureToDeliver>true</failureToDeliver><nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<correlationLeg><payerPartyReference href="ab9560"/><receiverPartyReference href="gh4903"/><terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="sd2344"/>
</relativeDate>
</terminationDate><underlyer>
<basket>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap Confirmation"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"><header><messageId messageIdScheme="http://www.partyA.com/coding-scheme/message-id">234234923420</messageId><sentBy messageAddressScheme="http://www.partyA.com/coding-scheme/party-id">23902</sentBy>
<creationTimestamp>2007-05-02T08:57:00-00:00</creationTimestamp>
</header><isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CORR/2007/05/02/234234923419</correlationId>
<sequenceNumber>1</sequenceNumber><trade><tradeHeader>
<partyTradeIdentifier><partyReference href="gh4903"/>
<tradeId tradeIdScheme="http://www.partyA.com/coding-scheme/trade-id">6234</tradeId>
</partyTradeIdentifier><tradeDate id="td9202">2007-05-01</tradeDate>
</tradeHeader>
<correlationSwap><extraordinaryEvents><mergerEvents>
<shareForShare>CalculationAgent</shareForShare>
<shareForOther>CalculationAgent</shareForOther>
<shareForCombined>CalculationAgent</shareForCombined>
</mergerEvents><tenderOfferEvents>
<shareForShare>CalculationAgent</shareForShare>
<shareForOther>CalculationAgent</shareForOther>
<shareForCombined>CalculationAgent</shareForCombined>
</tenderOfferEvents><failureToDeliver>true</failureToDeliver><nationalisationOrInsolvency>CancellationAndPayment</nationalisationOrInsolvency>
</extraordinaryEvents>
<correlationLeg><payerPartyReference href="ab9560"/><receiverPartyReference href="gh4903"/><terminationDate>
<relativeDate>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<businessDayConvention>NONE</businessDayConvention>
<dateRelativeTo href="sd2344"/>
</relativeDate>
</terminationDate><underlyer>
<basket>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN"> |
category: "correlation-swaps" | null | description: "Correlation Swap Confirmation" | ### Response: IBM.N</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNAS</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">MSFT.O</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNAS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">B.N</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNAS</relatedExchangeId>
</equity>
</basketConstituent>
</basket>
</underlyer>
<settlementType>Cash</settlementType><settlementDate id="sd2344"><relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="vs8292"/>
</relativeDate>
</settlementDate>
<valuation><valuationDate id="vs8292">
<adjustableDate>
<unadjustedDate>2007-06-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuation>
<amount><observationStartDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap Confirmation"
### Response: IBM.N</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNAS</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">MSFT.O</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNAS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</relatedExchangeId>
</equity>
</basketConstituent>
<basketConstituent>
<equity>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">B.N</instrumentId>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNYS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XNAS</relatedExchangeId>
</equity>
</basketConstituent>
</basket>
</underlyer>
<settlementType>Cash</settlementType><settlementDate id="sd2344"><relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
<dateRelativeTo href="vs8292"/>
</relativeDate>
</settlementDate>
<valuation><valuationDate id="vs8292">
<adjustableDate>
<unadjustedDate>2007-06-01</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
</valuation>
<amount><observationStartDate> |
category: "correlation-swaps" | null | description: "Correlation Swap Confirmation" | ### Response:
<adjustableDate>
<unadjustedDate>2007-01-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</observationStartDate>
<allDividends>false</allDividends>
<correlation>
<closingLevel>true</closingLevel><expectedN>30</expectedN><notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>350000</amount>
</notionalAmount>
<correlationStrikePrice>0.60123</correlationStrikePrice>
<boundedCorrelation><minimumBoundaryPercent>0.35123</minimumBoundaryPercent><maximumBoundaryPercent>0.85123</maximumBoundaryPercent>
</boundedCorrelation>
<numberOfDataSeries>1</numberOfDataSeries>
</correlation>
</amount>
</correlationLeg>
</correlationSwap><calculationAgent>
<calculationAgentPartyReference href="gh4903"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">USNY</governingLaw>
</trade><party id="ab9560">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">959800NKRMZ8NEKQ0A23</partyId>
<partyName>Client</partyName>
</party>
<party id="gh4903">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
<partyName> | ### Instruction: Write part of the FpML XML code base on the following information: category: "correlation-swaps"
description: "Correlation Swap Confirmation"
### Response:
<adjustableDate>
<unadjustedDate>2007-01-05</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</observationStartDate>
<allDividends>false</allDividends>
<correlation>
<closingLevel>true</closingLevel><expectedN>30</expectedN><notionalAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>350000</amount>
</notionalAmount>
<correlationStrikePrice>0.60123</correlationStrikePrice>
<boundedCorrelation><minimumBoundaryPercent>0.35123</minimumBoundaryPercent><maximumBoundaryPercent>0.85123</maximumBoundaryPercent>
</boundedCorrelation>
<numberOfDataSeries>1</numberOfDataSeries>
</correlation>
</amount>
</correlationLeg>
</correlationSwap><calculationAgent>
<calculationAgentPartyReference href="gh4903"/>
</calculationAgent>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">2002</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2000</contractualDefinitions>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2002Equity</contractualDefinitions>
</documentation>
<governingLaw governingLawScheme="http://www.fpml.org/coding-scheme/governing-law">USNY</governingLaw>
</trade><party id="ab9560">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">959800NKRMZ8NEKQ0A23</partyId>
<partyName>Client</partyName>
</party>
<party id="gh4903">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId>
<partyName> |
category: "credit-derivatives" | null | description: "Australian Corporate, Short Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-12-04</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Amcor Ltd</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">0C575S</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US867211AA21</instrumentId>
<couponRate>0.0675</couponRate>
<maturity>2003-06-15</maturity>
</bond>
<primaryObligor>
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Sunclipse, Inc.</entityName>
</primaryObligor>
<guarantorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Australian Corporate, Short Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-12-04</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Amcor Ltd</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">0C575S</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US867211AA21</instrumentId>
<couponRate>0.0675</couponRate>
<maturity>2003-06-15</maturity>
</bond>
<primaryObligor>
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Sunclipse, Inc.</entityName>
</primaryObligor>
<guarantorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency> |
category: "credit-derivatives" | null | description: "US Corporate, Short Form, Fixed Regular Payment Schedule, Recovery Factor" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-09-06</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Tenet Healthcare Corporation</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">8G836J</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP">88033GAT7</instrumentId>
<couponRate>0.06</couponRate>
<maturity>2011-12-01</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-06</firstPaymentDate>
<rollConvention>6</rollConvention>
<fixedAmountCalculation>
<fixedRate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "US Corporate, Short Form, Fixed Regular Payment Schedule, Recovery Factor"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-09-06</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Tenet Healthcare Corporation</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">8G836J</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP">88033GAT7</instrumentId>
<couponRate>0.06</couponRate>
<maturity>2011-12-01</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-06</firstPaymentDate>
<rollConvention>6</rollConvention>
<fixedAmountCalculation>
<fixedRate> |
category: "credit-derivatives" | null | description: "European Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37262</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37262</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-02</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2008-01-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "European Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37262</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37262</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-02</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-03</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2008-01-15</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> |
category: "credit-derivatives" | null | description: "European Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: Invensys plc</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">4A7324</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US826166AA89</instrumentId>
<couponRate>0.07125</couponRate>
<maturity>2007-01-15</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-01-15</firstPaymentDate>
<rollConvention>15</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>5000000.0</amount>
</calculationAmount>
<fixedRate>0.009</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>5000000.0</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">R</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "European Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: Invensys plc</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">4A7324</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US826166AA89</instrumentId>
<couponRate>0.07125</couponRate>
<maturity>2007-01-15</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-01-15</firstPaymentDate>
<rollConvention>15</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>5000000.0</amount>
</calculationAmount>
<fixedRate>0.009</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>5000000.0</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">R</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "credit-derivatives" | null | description: "European Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BorrowedMoney</category>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notContingent>true</notContingent>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<consentRequiredLoan>
<applicable>true</applicable>
</consentRequiredLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "European Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BorrowedMoney</category>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notContingent>true</notContingent>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<consentRequiredLoan>
<applicable>true</applicable>
</consentRequiredLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version"> |
category: "credit-derivatives" | null | description: "US Corporate, Short Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-09-06</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Tenet Healthcare Corporation</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">8G836J</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP">88033GAT7</instrumentId>
<couponRate>0.06</couponRate>
<maturity>2011-12-01</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-06</firstPaymentDate>
<rollConvention>6</rollConvention>
<fixedAmountCalculation>
<fixedRate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "US Corporate, Short Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-09-06</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Tenet Healthcare Corporation</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">8G836J</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP">88033GAT7</instrumentId>
<couponRate>0.06</couponRate>
<maturity>2011-12-01</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-06</firstPaymentDate>
<rollConvention>6</rollConvention>
<fixedAmountCalculation>
<fixedRate> |
category: "credit-derivatives" | null | description: "Australian Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37258</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37258</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-12-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">AUSY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Australian Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37258</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37258</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-12-04</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">AUSY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center"> |
category: "credit-derivatives" | null | description: "Australian Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: AUSY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">AMP Group Holdings Limited</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">GG3682</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">XS0092202836</instrumentId>
<couponRate>0.06375</couponRate>
<maturity>2010-11-17</maturity>
</bond>
<primaryObligor>
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">AMP (UK) Financial Services Plc</entityName>
</primaryObligor>
<guarantorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-04</firstPaymentDate>
<rollConvention>4</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<fixedRate>0.0056</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Australian Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: AUSY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">AMP Group Holdings Limited</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">GG3682</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">XS0092202836</instrumentId>
<couponRate>0.06375</couponRate>
<maturity>2010-11-17</maturity>
</bond>
<primaryObligor>
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">AMP (UK) Financial Services Plc</entityName>
</primaryObligor>
<guarantorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-04</firstPaymentDate>
<rollConvention>4</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<fixedRate>0.0056</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "credit-derivatives" | null | description: "Australian Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">ModR</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<publicSource>The Australian Financial Review</publicSource>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BorrowedMoney</category>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Australian Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring">ModR</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<publicSource>The Australian Financial Review</publicSource>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BorrowedMoney</category>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">AUD</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "credit-derivatives" | null | description: "Australian Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: CAD</currency>
</specifiedCurrency>
<notContingent>true</notContingent>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<consentRequiredLoan>
<applicable>true</applicable>
</consentRequiredLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">1992</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA1999Credit</contractualDefinitions>
<contractualTermsSupplement>
<type contractualSupplementScheme="http://www.fpml.org/coding-scheme/contractual-supplement">ISDA1999CreditRestructuring</type>
</contractualTermsSupplement>
<contractualTermsSupplement>
<type contractualSupplementScheme="http://www.fpml.org/coding-scheme/contractual-supplement">ISDA1999CreditSuccessorAndCreditEvents</type>
</contractualTermsSupplement>
<contractualTermsSupplement>
<type contractualSupplementScheme="http://www.fpml.org/coding-scheme/contractual-supplement">ISDA1999CreditConvertibleExchangeableAccretingObligations</type>
</contractualTermsSupplement>
</documentation>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">254900BIAQJIUV6DLE92</partyId> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Australian Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: CAD</currency>
</specifiedCurrency>
<notContingent>true</notContingent>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<consentRequiredLoan>
<applicable>true</applicable>
</consentRequiredLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType>
<masterAgreementVersion masterAgreementVersionScheme="http://www.fpml.org/coding-scheme/master-agreement-version">1992</masterAgreementVersion>
</masterAgreement>
<contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA1999Credit</contractualDefinitions>
<contractualTermsSupplement>
<type contractualSupplementScheme="http://www.fpml.org/coding-scheme/contractual-supplement">ISDA1999CreditRestructuring</type>
</contractualTermsSupplement>
<contractualTermsSupplement>
<type contractualSupplementScheme="http://www.fpml.org/coding-scheme/contractual-supplement">ISDA1999CreditSuccessorAndCreditEvents</type>
</contractualTermsSupplement>
<contractualTermsSupplement>
<type contractualSupplementScheme="http://www.fpml.org/coding-scheme/contractual-supplement">ISDA1999CreditConvertibleExchangeableAccretingObligations</type>
</contractualTermsSupplement>
</documentation>
</trade>
<party id="party1">
<partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">254900BIAQJIUV6DLE92</partyId> |
category: "credit-derivatives" | null | description: "Emerging Markets Latin American Sovereign, Long Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37204</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37204</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-11-22</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets Latin American Sovereign, Long Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37204</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37204</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-11-22</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-11-23</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> |
category: "credit-derivatives" | null | description: "Emerging Markets Latin American Sovereign, Long Form, Fixed Regular Payment Schedule" | ### Response: Federative Republic of Brazil</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">115CCB</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US105756AL40</instrumentId>
<couponRate>0.1225</couponRate>
<maturity>2030-03-06</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-05-23</firstPaymentDate>
<rollConvention>23</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<fixedRate>0.266</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<creditEvents>
<failureToPay>
<applicable>true</applicable>
<gracePeriodExtension>
<applicable>true</applicable>
</gracePeriodExtension>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<obligationAcceleration>true</obligationAcceleration>
<repudiationMoratorium>true</repudiationMoratorium>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets Latin American Sovereign, Long Form, Fixed Regular Payment Schedule"
### Response: Federative Republic of Brazil</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">115CCB</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US105756AL40</instrumentId>
<couponRate>0.1225</couponRate>
<maturity>2030-03-06</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>6</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-05-23</firstPaymentDate>
<rollConvention>23</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<fixedRate>0.266</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</calculationAmount>
<creditEvents>
<failureToPay>
<applicable>true</applicable>
<gracePeriodExtension>
<applicable>true</applicable>
</gracePeriodExtension>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<obligationAcceleration>true</obligationAcceleration>
<repudiationMoratorium>true</repudiationMoratorium>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring"> |
category: "credit-derivatives" | null | description: "Emerging Markets Latin American Sovereign, Long Form, Fixed Regular Payment Schedule" | ### Response: R</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>Bond</category>
<notSubordinated>true</notSubordinated>
<notDomesticCurrency>
<applicable>true</applicable>
</notDomesticCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notDomesticIssuance>true</notDomesticIssuance>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDaysNotSpecified>true</businessDaysNotSpecified>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>Bond</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notContingent>true</notContingent>
<notDomesticIssuance>true</notDomesticIssuance>
<transferable>true</transferable>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets Latin American Sovereign, Long Form, Fixed Regular Payment Schedule"
### Response: R</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>Bond</category>
<notSubordinated>true</notSubordinated>
<notDomesticCurrency>
<applicable>true</applicable>
</notDomesticCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notDomesticIssuance>true</notDomesticIssuance>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDaysNotSpecified>true</businessDaysNotSpecified>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>Bond</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notContingent>true</notContingent>
<notDomesticIssuance>true</notDomesticIssuance>
<transferable>true</transferable>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent>
<calculationAgentPartyReference href="party1"/>
</calculationAgent>
<calculationAgentBusinessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</calculationAgentBusinessCenter>
<documentation>
<masterAgreement>
<masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type"> |
category: "credit-derivatives" | null | description: "Emerging Markets Asian Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37260</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37260</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-08-22</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets Asian Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37260</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">37260</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-08-22</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NONE</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-08-28</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
</scheduledTerminationDate>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter>
</businessCenters>
</dateAdjustments>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED"> |
category: "credit-derivatives" | null | description: "Emerging Markets Asian Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: People's Republic of China</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">7I343A</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US061194AB21</instrumentId>
<couponRate>0.0825</couponRate>
<maturity>2014-03-03</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2002-11-28</firstPaymentDate>
<rollConvention>28</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000000.0</amount>
</calculationAmount>
<fixedRate>0.0085</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000000.0</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<obligationAcceleration>true</obligationAcceleration>
<repudiationMoratorium>true</repudiationMoratorium>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets Asian Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: People's Republic of China</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">7I343A</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">US061194AB21</instrumentId>
<couponRate>0.0825</couponRate>
<maturity>2014-03-03</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
<referencePrice>1.0</referencePrice>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2002-11-28</firstPaymentDate>
<rollConvention>28</rollConvention>
<fixedAmountCalculation>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000000.0</amount>
</calculationAmount>
<fixedRate>0.0085</fixedRate>
<dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction>
</fixedAmountCalculation>
</periodicPayment>
</feeLeg>
<protectionTerms>
<calculationAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>5000000.0</amount>
</calculationAmount>
<creditEvents>
<bankruptcy>true</bankruptcy>
<failureToPay>
<applicable>true</applicable>
<paymentRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>1000000.0</amount>
</paymentRequirement>
</failureToPay>
<obligationAcceleration>true</obligationAcceleration>
<repudiationMoratorium>true</repudiationMoratorium>
<restructuring>
<applicable>true</applicable>
<restructuringType restructuringScheme="http://www.fpml.org/coding-scheme/restructuring"> |
category: "credit-derivatives" | null | description: "Emerging Markets Asian Corporate, Long Form, Fixed Regular Payment Schedule" | ### Response: R</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<notSovereignLender>true</notSovereignLender>
<notDomesticCurrency>
<applicable>true</applicable>
</notDomesticCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notDomesticIssuance>true</notDomesticIssuance>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notSovereignLender>true</notSovereignLender>
<notDomesticLaw>true</notDomesticLaw>
<notContingent>true</notContingent>
<notDomesticIssuance>true</notDomesticIssuance>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "Emerging Markets Asian Corporate, Long Form, Fixed Regular Payment Schedule"
### Response: R</restructuringType>
</restructuring>
<defaultRequirement>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency>
<amount>10000000.0</amount>
</defaultRequirement>
<creditEventNotice>
<notifyingParty>
<buyerPartyReference href="party2"/>
<sellerPartyReference href="party1"/>
</notifyingParty>
<publiclyAvailableInformation>
<standardPublicSources>true</standardPublicSources>
<specifiedNumber>2</specifiedNumber>
</publiclyAvailableInformation>
</creditEventNotice>
</creditEvents>
<obligations>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<notSovereignLender>true</notSovereignLender>
<notDomesticCurrency>
<applicable>true</applicable>
</notDomesticCurrency>
<notDomesticLaw>true</notDomesticLaw>
<notDomesticIssuance>true</notDomesticIssuance>
</obligations>
</protectionTerms>
<physicalSettlementTerms>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<physicalSettlementPeriod>
<businessDays>30</businessDays>
</physicalSettlementPeriod>
<deliverableObligations>
<accruedInterest>false</accruedInterest>
<category>BondOrLoan</category>
<notSubordinated>true</notSubordinated>
<specifiedCurrency>
<applicable>true</applicable>
</specifiedCurrency>
<notSovereignLender>true</notSovereignLender>
<notDomesticLaw>true</notDomesticLaw>
<notContingent>true</notContingent>
<notDomesticIssuance>true</notDomesticIssuance>
<assignableLoan>
<applicable>true</applicable>
</assignableLoan>
<transferable>true</transferable>
<maximumMaturity>
<periodMultiplier>30</periodMultiplier>
<period>Y</period>
</maximumMaturity>
<notBearer>true</notBearer>
</deliverableObligations>
<escrow>true</escrow>
</physicalSettlementTerms>
</creditDefaultSwap>
<calculationAgent> |
category: "credit-derivatives" | null | description: "US Corporate, Short Form, Fixed Regular Payment Schedule, Portfolio Compression" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-09-06</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Tenet Healthcare Corporation</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">8G836J</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP">88033GAT7</instrumentId>
<couponRate>0.06</couponRate>
<maturity>2011-12-01</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-06</firstPaymentDate>
<rollConvention>6</rollConvention>
<fixedAmountCalculation>
<fixedRate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "US Corporate, Short Form, Fixed Regular Payment Schedule, Portfolio Compression"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-03</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-04</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2007-09-06</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Tenet Healthcare Corporation</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">8G836J</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP">88033GAT7</instrumentId>
<couponRate>0.06</couponRate>
<maturity>2011-12-01</maturity>
</bond>
<primaryObligorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms>
<feeLeg>
<periodicPayment>
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<firstPaymentDate>2003-03-06</firstPaymentDate>
<rollConvention>6</rollConvention>
<fixedAmountCalculation>
<fixedRate> |
category: "credit-derivatives" | null | description: "European Corporate, Short Form, Fixed Regular Payment Schedule" | ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-02</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-03</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2008-01-15</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Abbey National PLC</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">002BB2</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">XS009316049</instrumentId>
<couponRate>0.05375</couponRate>
<maturity>2009-12-30</maturity>
</bond>
<primaryObligor>
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Abbey National Treasury Services plc</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">GLEECI</entityId>
</primaryObligor>
<guarantorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms> | ### Instruction: Write part of the FpML XML code base on the following information: category: "credit-derivatives"
description: "European Corporate, Short Form, Fixed Regular Payment Schedule"
### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="party1"/>
<tradeId tradeIdScheme="http://www.xyzbank.com/cd-trade-id">xyz1234</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="party2"/>
<tradeId tradeIdScheme="http://www.abcbank.com/cd-trade-id">abc1234</tradeId>
</partyTradeIdentifier>
<tradeDate>2002-12-02</tradeDate>
</tradeHeader>
<creditDefaultSwap>
<generalTerms>
<effectiveDate>
<unadjustedDate>2002-12-03</unadjustedDate>
</effectiveDate>
<scheduledTerminationDate>
<unadjustedDate>2008-01-15</unadjustedDate>
</scheduledTerminationDate>
<buyerPartyReference href="party1"/>
<sellerPartyReference href="party2"/>
<referenceInformation>
<referenceEntity id="referenceEntity">
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Abbey National PLC</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">002BB2</entityId>
</referenceEntity>
<referenceObligation>
<bond>
<instrumentId instrumentIdScheme="http://www.fpml.org/coding-scheme/external/instrument-id-ISIN">XS009316049</instrumentId>
<couponRate>0.05375</couponRate>
<maturity>2009-12-30</maturity>
</bond>
<primaryObligor>
<entityName entityNameScheme="http://www.fpml.org/coding-scheme/external/entity-name-RED">Abbey National Treasury Services plc</entityName>
<entityId entityIdScheme="http://www.fpml.org/coding-scheme/external/entity-id-RED">GLEECI</entityId>
</primaryObligor>
<guarantorReference href="referenceEntity"/>
</referenceObligation>
</referenceInformation>
</generalTerms> |
category: "dividend-swaps" | null | description: "Dividend Swap (illustrating predetermined clearing)" | ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.fpml.org/msg-id">123</messageId>
<sentBy>GS</sentBy>
<sendTo>CPTY</sendTo>
<creationTimestamp>2012-01-27T15:38:00-00:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2012/01/27/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
</partyTradeIdentifier>
<tradeDate>2012-01-27</tradeDate>
</tradeHeader>
<dividendSwapOptionTransactionSupplement>
<buyerPartyReference href="partyA"/>
<sellerPartyReference href="partyB"/>
<optionType>Call</optionType>
<equityPremium>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1500000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2012-01-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</paymentDate>
</equityPremium>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2015-03-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Dividend Swap (illustrating predetermined clearing)"
### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.fpml.org/msg-id">123</messageId>
<sentBy>GS</sentBy>
<sendTo>CPTY</sendTo>
<creationTimestamp>2012-01-27T15:38:00-00:00</creationTimestamp>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2012/01/27/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="partyA"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="partyB"/>
<tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">166555</tradeId>
</partyTradeIdentifier>
<tradeDate>2012-01-27</tradeDate>
</tradeHeader>
<dividendSwapOptionTransactionSupplement>
<buyerPartyReference href="partyA"/>
<sellerPartyReference href="partyB"/>
<optionType>Call</optionType>
<equityPremium>
<payerPartyReference href="partyA"/>
<receiverPartyReference href="partyB"/>
<paymentAmount>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<amount>1500000</amount>
</paymentAmount>
<paymentDate>
<unadjustedDate>2012-01-29</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</paymentDate>
</equityPremium>
<equityExercise>
<equityEuropeanExercise>
<expirationDate>
<adjustableDate>
<unadjustedDate>2015-03-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate> |
category: "dividend-swaps" | null | description: "Dividend Swap (illustrating predetermined clearing)" | ### Response:
</expirationDate>
<equityExpirationTimeType>OSP</equityExpirationTimeType>
<equityExpirationTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</equityExpirationTime>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="valuationDate">
<valuationDate>
<adjustableDate>
<unadjustedDate>2015-03-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<valuationTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</valuationTime>
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<clearingInstructions>
<clearedPhysicalSettlement>true</clearedPhysicalSettlement>
<predeterminedClearingOrganizationPartyReference href="clearing-svc"/>
</clearingInstructions>
<dividendSwapTransactionSupplement>
<dividendLeg>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-Bloomberg-1-0">.STOX50E</instrumentId>
<description>STOXX 50 Euro</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XEUR</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<settlementDate>
<relativeDate> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Dividend Swap (illustrating predetermined clearing)"
### Response:
</expirationDate>
<equityExpirationTimeType>OSP</equityExpirationTimeType>
<equityExpirationTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</equityExpirationTime>
</equityEuropeanExercise>
<automaticExercise>true</automaticExercise>
<equityValuation id="valuationDate">
<valuationDate>
<adjustableDate>
<unadjustedDate>2015-03-20</unadjustedDate>
<dateAdjustments>
<businessDayConvention>NotApplicable</businessDayConvention>
</dateAdjustments>
</adjustableDate>
</valuationDate>
<valuationTime>
<hourMinuteTime>10:00:00</hourMinuteTime>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</valuationTime>
<futuresPriceValuation>true</futuresPriceValuation>
</equityValuation>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<settlementType>Cash</settlementType>
</equityExercise>
<clearingInstructions>
<clearedPhysicalSettlement>true</clearedPhysicalSettlement>
<predeterminedClearingOrganizationPartyReference href="clearing-svc"/>
</clearingInstructions>
<dividendSwapTransactionSupplement>
<dividendLeg>
<payerPartyReference href="partyB"/>
<receiverPartyReference href="partyA"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-Bloomberg-1-0">.STOX50E</instrumentId>
<description>STOXX 50 Euro</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4.1/exchangeId">XEUR</relatedExchangeId>
</index>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<settlementDate>
<relativeDate> |
category: "dividend-swaps" | null | description: "Dividend Swap (illustrating predetermined clearing)" | ### Response:
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="valuationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<declaredCashDividendPercentage>1.0</declaredCashDividendPercentage>
<declaredCashEquivalentDividendPercentage>1.0</declaredCashEquivalentDividendPercentage>
<dividendPeriod id="d1">
<unadjustedStartDate>2015-12-20</unadjustedStartDate>
<unadjustedEndDate id="e1">2016-03-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p1">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
<dividendPeriod id="d2">
<unadjustedStartDate>2016-03-19</unadjustedStartDate>
<unadjustedEndDate id="e2">2016-06-20</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p2">
<relativeDate>
<periodMultiplier> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Dividend Swap (illustrating predetermined clearing)"
### Response:
<periodMultiplier>2</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>NONE</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
<dateRelativeTo href="valuationDate"/>
</relativeDate>
</settlementDate>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</settlementCurrency>
<declaredCashDividendPercentage>1.0</declaredCashDividendPercentage>
<declaredCashEquivalentDividendPercentage>1.0</declaredCashEquivalentDividendPercentage>
<dividendPeriod id="d1">
<unadjustedStartDate>2015-12-20</unadjustedStartDate>
<unadjustedEndDate id="e1">2016-03-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p1">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
<dividendPeriod id="d2">
<unadjustedStartDate>2016-03-19</unadjustedStartDate>
<unadjustedEndDate id="e2">2016-06-20</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p2">
<relativeDate>
<periodMultiplier> |
category: "dividend-swaps" | null | description: "Short Form Dividend Swap for Japanese Underlyer" | ### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.example.com/messageId">MS/2006/07/02/15-99</messageId>
<inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2006/07/02/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="kom722"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="kow029"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-19</tradeDate>
</tradeHeader>
<dividendSwapTransactionSupplement>
<dividendLeg>
<payerPartyReference href="kom722"/>
<receiverPartyReference href="kow029"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://example.com/instrumentId">.N225</instrumentId>
<description>NIKKEI 225 INDEX</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XTKS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XOSE</relatedExchangeId>
</index>
<openUnits>1000</openUnits>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Short Form Dividend Swap for Japanese Underlyer"
### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.example.com/messageId">MS/2006/07/02/15-99</messageId>
<inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2006/07/02/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="kom722"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="kow029"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-19</tradeDate>
</tradeHeader>
<dividendSwapTransactionSupplement>
<dividendLeg>
<payerPartyReference href="kom722"/>
<receiverPartyReference href="kow029"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://example.com/instrumentId">.N225</instrumentId>
<description>NIKKEI 225 INDEX</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XTKS</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XOSE</relatedExchangeId>
</index>
<openUnits>1000</openUnits>
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> |
category: "dividend-swaps" | null | description: "Short Form Dividend Swap for Japanese Underlyer" | ### Response: JPY</settlementCurrency>
<dividendPeriod id="d1">
<unadjustedStartDate>2010-12-20</unadjustedStartDate>
<unadjustedEndDate id="e1">2011-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p1">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</paymentDate>
<valuationDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</valuationDate>
</dividendPeriod>
<dividendPeriod id="d2">
<unadjustedStartDate>2011-12-20</unadjustedStartDate>
<unadjustedEndDate id="e2">2012-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p2">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e2"/>
</relativeDate>
</paymentDate>
<valuationDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Short Form Dividend Swap for Japanese Underlyer"
### Response: JPY</settlementCurrency>
<dividendPeriod id="d1">
<unadjustedStartDate>2010-12-20</unadjustedStartDate>
<unadjustedEndDate id="e1">2011-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p1">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</paymentDate>
<valuationDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</valuationDate>
</dividendPeriod>
<dividendPeriod id="d2">
<unadjustedStartDate>2011-12-20</unadjustedStartDate>
<unadjustedEndDate id="e2">2012-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p2">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e2"/>
</relativeDate>
</paymentDate>
<valuationDate>
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention> |
category: "dividend-swaps" | null | description: "Dividend Swap" | ### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.example.com/messageId">MS/2006/07/04/15-99</messageId>
<inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2006/07/02/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="kom722"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="kow029"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-19</tradeDate>
</tradeHeader><dividendSwapTransactionSupplement>
<dividendLeg>
<payerPartyReference href="kom722"/>
<receiverPartyReference href="kow029"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://example.com/instrumentId">.FCHI</instrumentId>
<description>France CAC 40 Index</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XMAT</relatedExchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XMON</relatedExchangeId>
</index>
<openUnits>1000</openUnits> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Dividend Swap"
### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.example.com/messageId">MS/2006/07/04/15-99</messageId>
<inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2006/07/02/123</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="kom722"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="kow029"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-19</tradeDate>
</tradeHeader><dividendSwapTransactionSupplement>
<dividendLeg>
<payerPartyReference href="kom722"/>
<receiverPartyReference href="kow029"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://example.com/instrumentId">.FCHI</instrumentId>
<description>France CAC 40 Index</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XMAT</relatedExchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/coding-scheme/external/exchange-id-MIC">XMON</relatedExchangeId>
</index>
<openUnits>1000</openUnits> |
category: "dividend-swaps" | null | description: "Dividend Swap" | ### Response:
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<declaredCashDividendPercentage>1.0</declaredCashDividendPercentage>
<declaredCashEquivalentDividendPercentage>1.0</declaredCashEquivalentDividendPercentage>
<dividendPeriod id="d1">
<unadjustedStartDate>2010-12-20</unadjustedStartDate>
<unadjustedEndDate id="e1">2011-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p1">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
<dividendPeriod id="d2">
<unadjustedStartDate>2011-12-20</unadjustedStartDate>
<unadjustedEndDate id="e2">2012-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p2">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e2"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
</dividendLeg>
<fixedLeg>
<payerPartyReference href="kow029"/>
<receiverPartyReference href="kom722"/>
<fixedPayment> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Dividend Swap"
### Response:
</singleUnderlyer>
</underlyer>
<settlementType>Cash</settlementType>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<declaredCashDividendPercentage>1.0</declaredCashDividendPercentage>
<declaredCashEquivalentDividendPercentage>1.0</declaredCashEquivalentDividendPercentage>
<dividendPeriod id="d1">
<unadjustedStartDate>2010-12-20</unadjustedStartDate>
<unadjustedEndDate id="e1">2011-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p1">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
<dividendPeriod id="d2">
<unadjustedStartDate>2011-12-20</unadjustedStartDate>
<unadjustedEndDate id="e2">2012-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p2">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e2"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
</dividendLeg>
<fixedLeg>
<payerPartyReference href="kow029"/>
<receiverPartyReference href="kom722"/>
<fixedPayment> |
category: "dividend-swaps" | null | description: "Dividend Swap Collateral" | ### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.example.com/messageId">MS/2006/07/02/15-99</messageId>
<inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2006/07/02/133</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="kom722"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="kow029"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-19</tradeDate>
</tradeHeader><dividendSwapTransactionSupplement>
<dividendLeg>
<payerPartyReference href="kom722"/>
<receiverPartyReference href="kow029"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4-1/instrumentId">.FCHI</instrumentId>
<description>France CAC 40 Index</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">XMAT</relatedExchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">XMON</relatedExchangeId>
</index>
<openUnits>1000</openUnits>
</singleUnderlyer> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Dividend Swap Collateral"
### Response: <confirmationAgreed xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2">
<header>
<messageId messageIdScheme="http://www.example.com/messageId">MS/2006/07/02/15-99</messageId>
<inReplyTo messageIdScheme="http://www.example.com/messageId">MS/2006/04/07/15-99</inReplyTo>
<sentBy>PARTYABICXXX</sentBy>
<sendTo>PARTYBBICXXX</sendTo>
<creationTimestamp>2006-07-02T16:38:00Z</creationTimestamp>
</header><correlationId correlationIdScheme="http://www.example.com/conversationId">CW/2006/07/02/133</correlationId>
<sequenceNumber>1</sequenceNumber>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="kom722"/>
<tradeId tradeIdScheme="http://www.partyA.com/eqs-trade-id">1734</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="kow029"/>
<tradeId tradeIdScheme="http://www.partyB.com/eqs-trade-id">5648</tradeId>
</partyTradeIdentifier>
<tradeDate id="TradeDate">2002-07-19</tradeDate>
</tradeHeader><dividendSwapTransactionSupplement>
<dividendLeg>
<payerPartyReference href="kom722"/>
<receiverPartyReference href="kow029"/>
<underlyer>
<singleUnderlyer>
<index>
<instrumentId instrumentIdScheme="http://www.fpml.org/schemes/4-1/instrumentId">.FCHI</instrumentId>
<description>France CAC 40 Index</description>
<currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>
<exchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">XPAR</exchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">XMAT</relatedExchangeId>
<relatedExchangeId exchangeIdScheme="http://www.fpml.org/schemes/4-1/exchangeId">XMON</relatedExchangeId>
</index>
<openUnits>1000</openUnits>
</singleUnderlyer> |
category: "dividend-swaps" | null | description: "Dividend Swap Collateral" | ### Response:
</underlyer>
<settlementType>Cash</settlementType>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<declaredCashDividendPercentage>1.0</declaredCashDividendPercentage>
<declaredCashEquivalentDividendPercentage>1.0</declaredCashEquivalentDividendPercentage>
<dividendPeriod id="d1">
<unadjustedStartDate id="s1">2010-12-20</unadjustedStartDate>
<unadjustedEndDate id="e1">2011-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p1">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
<dividendPeriod id="d2">
<unadjustedStartDate id="s2">2011-12-20</unadjustedStartDate>
<unadjustedEndDate id="e2">2012-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p2">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e2"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
</dividendLeg>
<fixedLeg>
<payerPartyReference href="kow029"/>
<receiverPartyReference href="kom722"/>
<fixedPayment>
<paymentAmount> | ### Instruction: Write part of the FpML XML code base on the following information: category: "dividend-swaps"
description: "Dividend Swap Collateral"
### Response:
</underlyer>
<settlementType>Cash</settlementType>
<settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>
<declaredCashDividendPercentage>1.0</declaredCashDividendPercentage>
<declaredCashEquivalentDividendPercentage>1.0</declaredCashEquivalentDividendPercentage>
<dividendPeriod id="d1">
<unadjustedStartDate id="s1">2010-12-20</unadjustedStartDate>
<unadjustedEndDate id="e1">2011-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p1">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e1"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
<dividendPeriod id="d2">
<unadjustedStartDate id="s2">2011-12-20</unadjustedStartDate>
<unadjustedEndDate id="e2">2012-12-19</unadjustedEndDate>
<dateAdjustments>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter>
</businessCenters>
</dateAdjustments>
<fixedStrike>0.045</fixedStrike>
<paymentDate id="p2">
<relativeDate>
<periodMultiplier>3</periodMultiplier>
<period>D</period>
<dayType>Calendar</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<dateRelativeTo href="e2"/>
</relativeDate>
</paymentDate>
</dividendPeriod>
</dividendLeg>
<fixedLeg>
<payerPartyReference href="kow029"/>
<receiverPartyReference href="kom722"/>
<fixedPayment>
<paymentAmount> |
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