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Add smartderivativecontract_minimal.xml
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src/main/resources/net.finmath.smartcontract.product.xml/smartderivativecontract_minimal.xml
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| <smartderivativecontract xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" | ||
| xmlns="uri:sdc" | ||
| xsi:schemaLocation="uri:sdc smartderivativecontract.xsd"> | ||
| <dltTradeId>ID-Test123</dltTradeId> | ||
| <dltAddress>0x000000001</dltAddress> | ||
| <uniqueTradeIdentifier>UTI12345</uniqueTradeIdentifier> | ||
| <valuation> | ||
| <artefact> | ||
| <groupId>net.finmath</groupId> | ||
| <artifactId>finmath-smart-derivative-contract</artifactId> | ||
| <version>0.1.8</version> | ||
| </artefact> | ||
| </valuation> | ||
| <parties> | ||
| <party> | ||
| <name>Counterparty 1</name> | ||
| <id>party1</id> | ||
| <marginAccount> | ||
| <type>constant</type> | ||
| <value>10000.0</value> | ||
| </marginAccount> | ||
| <penaltyFee> | ||
| <type>constant</type> | ||
| <value>50000.0</value> | ||
| </penaltyFee> | ||
| <address>0x627306090abab3a6e1400e9345bc60c78a8bef57</address> | ||
| </party> | ||
| <party> | ||
| <name>Counterparty 2</name> | ||
| <id>party2</id> | ||
| <marginAccount> | ||
| <type>constant</type> | ||
| <value>10000.0</value> | ||
| </marginAccount> | ||
| <penaltyFee> | ||
| <type>constant</type> | ||
| <value>50000.0</value> | ||
| </penaltyFee> | ||
| <address>0xf17f52151ebef6c7334fad080c5704d77216b732</address> | ||
| </party> | ||
| </parties> | ||
| <settlement> | ||
| <settlementDateInitial> | ||
| 2011-12-03T10:15:30 | ||
| </settlementDateInitial> | ||
| <settlementTime> | ||
| <type>daily</type> | ||
| <value>17:00</value> | ||
| </settlementTime> | ||
| <marketdata> | ||
| <provider>internal</provider> | ||
| <marketdataitems> | ||
| <item> | ||
| <symbol>EUB6FIX6M</symbol> | ||
| <curve>Euribor6M</curve> | ||
| <type>Fixing</type> | ||
| <tenor>6M</tenor> | ||
| </item> | ||
| <item> | ||
| <symbol>EUB6SWP10Y</symbol> | ||
| <curve>Euribor6M</curve> | ||
| <type>Swap-Rate</type> | ||
| <tenor>10Y</tenor> | ||
| </item> | ||
| </marketdataitems> | ||
| </marketdata> | ||
| </settlement> | ||
| <receiverPartyID> | ||
| party1 | ||
| </receiverPartyID> | ||
| <underlyings> | ||
| <underlying> | ||
| <dataDocument xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" | ||
| xmlns="http://www.fpml.org/FpML-5/confirmation" fpmlVersion="5-9" | ||
| xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-9.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"> | ||
| <trade> | ||
| <tradeHeader> | ||
| <partyTradeIdentifier> | ||
| <partyReference href="party1"/> | ||
| <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">CP1</tradeId> | ||
| </partyTradeIdentifier> | ||
| <partyTradeIdentifier> | ||
| <partyReference href="party2"/> | ||
| <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">CP2</tradeId> | ||
| </partyTradeIdentifier> | ||
| <tradeDate>2022-09-05</tradeDate> | ||
| </tradeHeader> | ||
| <swap> | ||
| <!-- party1 pays the floating rate every 6 months, based on 6M EUR-LIBOR-BBA, | ||
| on an ACT/360 basis --> | ||
| <swapStream> | ||
| <payerPartyReference href="party1"/> | ||
| <receiverPartyReference href="party2"/> | ||
| <calculationPeriodDates id="floatingCalcPeriodDates"> | ||
| <effectiveDate> | ||
| <unadjustedDate>2022-09-07</unadjustedDate> | ||
| <dateAdjustments> | ||
| <businessDayConvention>NONE</businessDayConvention> | ||
| </dateAdjustments> | ||
| </effectiveDate> | ||
| <terminationDate> | ||
| <unadjustedDate>2032-09-07</unadjustedDate> | ||
| <dateAdjustments> | ||
| <businessDayConvention>MODFOLLOWING</businessDayConvention> | ||
| <businessCenters id="primaryBusinessCenters"> | ||
| <businessCenter>DEFR</businessCenter> | ||
| </businessCenters> | ||
| </dateAdjustments> | ||
| </terminationDate> | ||
| <calculationPeriodDatesAdjustments> | ||
| <businessDayConvention>MODFOLLOWING</businessDayConvention> | ||
| <businessCentersReference href="primaryBusinessCenters"/> | ||
| </calculationPeriodDatesAdjustments> | ||
| <calculationPeriodFrequency> | ||
| <periodMultiplier>6</periodMultiplier> | ||
| <period>M</period> | ||
| <rollConvention>14</rollConvention> | ||
| </calculationPeriodFrequency> | ||
| </calculationPeriodDates> | ||
| <paymentDates> | ||
| <calculationPeriodDatesReference href="floatingCalcPeriodDates"/> | ||
| <paymentFrequency> | ||
| <periodMultiplier>6</periodMultiplier> | ||
| <period>M</period> | ||
| </paymentFrequency> | ||
| <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> | ||
| <paymentDatesAdjustments> | ||
| <businessDayConvention>FOLLOWING</businessDayConvention> | ||
| <businessCentersReference href="primaryBusinessCenters"/> | ||
| </paymentDatesAdjustments> | ||
| </paymentDates> | ||
| <resetDates id="resetDates"> | ||
| <calculationPeriodDatesReference href="floatingCalcPeriodDates"/> | ||
| <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> | ||
| <fixingDates> | ||
| <periodMultiplier>-2</periodMultiplier> | ||
| <period>D</period> | ||
| <dayType>Business</dayType> | ||
| <businessDayConvention>NONE</businessDayConvention> | ||
| <businessCenters> | ||
| <businessCenter>GBLO</businessCenter> | ||
| </businessCenters> | ||
| <dateRelativeTo href="resetDates"/> | ||
| </fixingDates> | ||
| <resetFrequency> | ||
| <periodMultiplier>6</periodMultiplier> | ||
| <period>M</period> | ||
| </resetFrequency> | ||
| <resetDatesAdjustments> | ||
| <businessDayConvention>FOLLOWING</businessDayConvention> | ||
| <businessCentersReference href="primaryBusinessCenters"/> | ||
| </resetDatesAdjustments> | ||
| </resetDates> | ||
| <calculationPeriodAmount> | ||
| <calculation> | ||
| <notionalSchedule> | ||
| <notionalStepSchedule> | ||
| <initialValue>10000000.00</initialValue> | ||
| <currency | ||
| currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ||
| EUR | ||
| </currency> | ||
| </notionalStepSchedule> | ||
| </notionalSchedule> | ||
| <floatingRateCalculation> | ||
| <floatingRateIndex>EUR-LIBOR-BBA</floatingRateIndex> | ||
| <indexTenor> | ||
| <periodMultiplier>6</periodMultiplier> | ||
| <period>M</period> | ||
| </indexTenor> | ||
| </floatingRateCalculation> | ||
| <dayCountFraction>ACT/360</dayCountFraction> | ||
| </calculation> | ||
| </calculationPeriodAmount> | ||
| </swapStream> | ||
| <!-- party2 pays the 6% fixed rate every year on a 30E/360 basis --> | ||
| <swapStream> | ||
| <payerPartyReference href="party2"/> | ||
| <receiverPartyReference href="party1"/> | ||
| <calculationPeriodDates id="fixedCalcPeriodDates"> | ||
| <effectiveDate> | ||
| <unadjustedDate>2022-09-07</unadjustedDate> | ||
| <dateAdjustments> | ||
| <businessDayConvention>NONE</businessDayConvention> | ||
| </dateAdjustments> | ||
| </effectiveDate> | ||
| <terminationDate> | ||
| <unadjustedDate>2032-09-07</unadjustedDate> | ||
| <dateAdjustments> | ||
| <businessDayConvention>FOLLOWING</businessDayConvention> | ||
| <businessCentersReference href="primaryBusinessCenters"/> | ||
| </dateAdjustments> | ||
| </terminationDate> | ||
| <calculationPeriodDatesAdjustments> | ||
| <businessDayConvention>FOLLOWING</businessDayConvention> | ||
| <businessCentersReference href="primaryBusinessCenters"/> | ||
| </calculationPeriodDatesAdjustments> | ||
| <calculationPeriodFrequency> | ||
| <periodMultiplier>1</periodMultiplier> | ||
| <period>Y</period> | ||
| <rollConvention>14</rollConvention> | ||
| </calculationPeriodFrequency> | ||
| </calculationPeriodDates> | ||
| <paymentDates> | ||
| <calculationPeriodDatesReference href="fixedCalcPeriodDates"/> | ||
| <paymentFrequency> | ||
| <periodMultiplier>1</periodMultiplier> | ||
| <period>Y</period> | ||
| </paymentFrequency> | ||
| <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> | ||
| <paymentDatesAdjustments> | ||
| <businessDayConvention>MODFOLLOWING</businessDayConvention> | ||
| <businessCentersReference href="primaryBusinessCenters"/> | ||
| </paymentDatesAdjustments> | ||
| </paymentDates> | ||
| <calculationPeriodAmount> | ||
| <calculation> | ||
| <notionalSchedule> | ||
| <notionalStepSchedule> | ||
| <initialValue>10000000.00</initialValue> | ||
| <currency | ||
| currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217"> | ||
| EUR | ||
| </currency> | ||
| </notionalStepSchedule> | ||
| </notionalSchedule> | ||
| <fixedRateSchedule> | ||
| <initialValue>0.0395</initialValue> | ||
| </fixedRateSchedule> | ||
| <dayCountFraction>30E/360</dayCountFraction> | ||
| </calculation> | ||
| </calculationPeriodAmount> | ||
| </swapStream> | ||
| </swap> | ||
| </trade> | ||
| <party id="party1"> | ||
| <partyId>PARTXXXX</partyId> | ||
| </party> | ||
| <party id="party2"> | ||
| <partyId>P2RTXXXX</partyId> | ||
| </party> | ||
| </dataDocument> | ||
| </underlying> | ||
| </underlyings> | ||
| </smartderivativecontract> |