Schema Central > FpML 5.5 Transparency > fpml-business-events-5-5.xsd > fpml:originalTrade
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fpml:originalTrade

Element information

Namespace: http://www.fpml.org/FpML-5/transparency

Schema document: fpml-business-events-5-5.xsd

Other elements with the same name: fpml:originalTrade

Type: fpml:Trade

Properties: Local, Qualified

Content

Attributes

NameOccTypeDescriptionNotes
id [0..1]xsd:ID

Used in

Sample instance

<originalTrade>
   <tradeHeader>
      <partyTradeIdentifier>
         <issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier">1031234567</issuer>
         <tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">712345678901234567890123456789012</tradeId>
      </partyTradeIdentifier>
      <tradeInformation>
         <executionDateTime>2011-02-04T15:38:00Z</executionDateTime>
         <intentToClear>true</intentToClear>
         <nonStandardTerms>false</nonStandardTerms>
         <offMarketPrice>false</offMarketPrice>
         <largeSizeTrade>false</largeSizeTrade>
         <executionType>Electronic</executionType>
         <executionVenueType>SEF</executionVenueType>
      </tradeInformation>
      <tradeDate>2011-02-04</tradeDate>
   </tradeHeader>
   <swap>
      <primaryAssetClass>InterestRate</primaryAssetClass>
      <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType>
      <swapStream>
         <calculationPeriodDates id="floatingCalcPeriodDates">
            <effectiveDate id="start">
               <unadjustedDate>2011-02-08</unadjustedDate>
            </effectiveDate>
            <terminationDate>
               <unadjustedDate>2016-02-08</unadjustedDate>
            </terminationDate>
         </calculationPeriodDates>
         <paymentDates>
            <paymentFrequency>
               <periodMultiplier>3</periodMultiplier>
               <period>M</period>
            </paymentFrequency>
         </paymentDates>
         <resetDates id="resetDates">
            <resetFrequency>
               <periodMultiplier>6</periodMultiplier>
               <period>M</period>
            </resetFrequency>
         </resetDates>
         <calculationPeriodAmount>
            <calculation>
               <notionalSchedule>
                  <notionalStepSchedule>
                     <initialValue>10000000.00</initialValue>
                     <currency>USD</currency>
                  </notionalStepSchedule>
               </notionalSchedule>
               <floatingRateCalculation>
                  <floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
                  <indexTenor>
                     <periodMultiplier>3</periodMultiplier>
                     <period>M</period>
                  </indexTenor>
               </floatingRateCalculation>
               <dayCountFraction>ACT/360</dayCountFraction>
            </calculation>
         </calculationPeriodAmount>
      </swapStream>
      <swapStream>
         <calculationPeriodDates>
            <effectiveDate>
               <unadjustedDate>2011-02-08</unadjustedDate>
            </effectiveDate>
            <terminationDate>
               <unadjustedDate>2016-02-08</unadjustedDate>
            </terminationDate>
         </calculationPeriodDates>
         <paymentDates>
            <paymentFrequency>
               <periodMultiplier>6</periodMultiplier>
               <period>M</period>
            </paymentFrequency>
         </paymentDates>
         <calculationPeriodAmount>
            <calculation>
               <notionalSchedule>
                  <notionalStepSchedule>
                     <initialValue>10000000.00</initialValue>
                     <currency>USD</currency>
                  </notionalStepSchedule>
               </notionalSchedule>
               <fixedRateSchedule>
                  <initialValue>0.06</initialValue>
               </fixedRateSchedule>
               <dayCountFraction>30E/360</dayCountFraction>
            </calculation>
         </calculationPeriodAmount>
      </swapStream>
   </swap>
</originalTrade>

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