fpml:optionExpirationNotification

Element information

Content

• Sequence [1..1]
  from type fpml:RequestMessage
  fpml:header [1..1]    
  from group fpml:Validation.model
  fpml:validation [0..*]    A list of validation sets the sender asserts the document is valid with respect to.
  from type fpml:CorrectableRequestMessage
  fpml:isCorrection [1..1]    Indicates if this message corrects an earlier request.
  from group fpml:CorrelationAndSequence.model
  Sequence [0..1]
  from group fpml:Correlation.model
  fpml:parentCorrelationId [0..1]    An optional identifier used to correlate between related processes
  from group fpml:CorrelationId.model
  fpml:correlationId [1..1]    A qualified identifier used to correlate between messages
  from group fpml:Sequence.model
  fpml:sequenceNumber [1..1]    A numeric value that can be used to order messages with the same correlation identifier from the same sender.
  from group fpml:OnBehalfOf.model
  fpml:onBehalfOf [0..1]    Indicates which party (or parties) (and accounts) a trade or event is being processed for. Normally there will only be a maximum of 2 parties, but in the case of a novation there could be a transferor, transferee, remaining party, and other remaining party. Except for this case, there should be no more than two onABehalfOf references in a message.
  from group fpml:Events.model
  Choice [1..1]
  • Sequence [1..1]
    1. fpml:originatingEvent [0..1]    
    2. fpml:trade [1..1]    
  • fpml:amendment    
  • fpml:increase    
  • Sequence [1..1]
    1. fpml:terminatingEvent [0..1]    This may be used to describe why a trade was terminated.
    2. fpml:termination [1..1]    
  • fpml:novation    
  • fpml:change    
  • fpml:optionExercise    
  • fpml:optionExpiry [1..*]    
  • fpml:deClear    
  • fpml:withdrawal    
  from subst. group fpml:additionalEvent
  fpml:additionalEventAbstract [1..1]    The additionalEvent element is an extension/substitution point to customize FpML and add additional events.
  from group fpml:EventValuation.model
  Sequence [0..1]
  1. fpml:quote [1..*]    Pricing information for the trade.
  from group fpml:PartiesAndAccounts.model
  fpml:party [1..*]    A legal entity or a subdivision of a legal entity.Parties can perform multiple roles in a trade lifecycle. For example, the principal parties obligated to make payments from time to time during the term of the trade, but may include other parties involved in, or incidental to, the trade, such as parties acting in the role of novation transferor/transferee, broker, calculation agent, etc. In FpML roles are defined in multiple places within a document.
  fpml:account [0..*]    Optional account information used to precisely define the origination and destination of financial instruments.

Attributes

Sample instance

<optionExpirationNotification                              fpmlVersion="5-5"
                              xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-5.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd">
   <header>
      <messageId messageIdScheme="http://www.amag.com/coding-scheme/message-id">0485674</messageId>
      <sentBy>AMAGGB22XXX</sentBy>
      <sendTo>CCSTUS6S</sendTo>
      <creationTimestamp>2010-07-10T15:00:00-00:00</creationTimestamp>
   </header>
   <isCorrection>false</isCorrection>
   <correlationId correlationIdScheme="http://www.imgr.com/schemes/correlation-id">CORR019</correlationId>
   <sequenceNumber>1</sequenceNumber>
   <optionExpiry>
      <tradeIdentifier>
         <partyReference href="SKY"/>
         <tradeId tradeIdScheme="http://www.swift.com/coding-scheme/contract-id">IRS2</tradeId>
      </tradeIdentifier>
      <date>2010-09-10</date>
      <time>15:00:00Z</time>
      <exerciseProcedure>
         <manualExercise/>
      </exerciseProcedure>
   </optionExpiry>
   <optionExpiry>
      <tradeIdentifier>
         <partyReference href="SKY"/>
         <tradeId tradeIdScheme="http://www.swift.com/coding-scheme/contract-id">CDSwaption1</tradeId>
      </tradeIdentifier>
      <date>2010-12-05</date>
      <time>02:00:00Z</time>
      <exerciseProcedure>
         <automaticExercise/>
      </exerciseProcedure>
   </optionExpiry>
   <party id="AMAG">
      <partyId>AMAGGB22</partyId>
      <partyName>International Bank Asset Management</partyName>
   </party>
   <party id="SKY">
      <partyId partyIdScheme="http://www.sky.org/coding-schem/code-id">SkyLTD</partyId>
      <partyName>Sky Limited</partyName>
   </party>
</optionExpirationNotification>