77 lines
2.9 KiB
XML
77 lines
2.9 KiB
XML
<smartderivativecontract>
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<valuation> <!-- Section of the software version used to calculate net present value of underlying otc derivative -->
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<artefact>
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<groupId>net.finmath</groupId>
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<artifactId>finmath-smart-derivative-contract</artifactId>
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<version>0.1.8</version>
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</artefact>
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</valuation>
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<parties> <!-- Section of SDC contract parameters for both parties -->
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<party>
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<name>Counterparty 1</name>
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<id>party1</id>
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<marginAccount> <!--margin buffer amount -->
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<type>constant</type>
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<value>10000.0</value>
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</marginAccount>
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<penaltyFee> <!--penalty / termination fee amount -->
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<type>constant</type>
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<value>1000.0</value>
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</penaltyFee>
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<address>0x...</address>
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</party>
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<party>
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<name>Counterparty 2</name>
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<id>party2</id>
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<marginAccount>
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<type>constant</type>
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<value>10000.0</value>
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</marginAccount>
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<penaltyFee>
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<type>constant</type>
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<value>1000.0</value>
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</penaltyFee>
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<address>0x...</address>
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</party>
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</parties>
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<settlement> <!-- Section specifying the settlement procedure -->
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<settlementDateInitial>
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2011-12-13T10:15:30
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</settlementDateInitial>
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<settlementTime>
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<type>daily</type>
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<value>17:00</value>
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</settlementTime>
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<marketdata><!--Section for market data specification defining market data symbols (e.g. interest rates or equity spots) relevant for trade valuation-->
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<provider>xyz</provider>
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<symbols>
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<symbol>symbol1</symbol>
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<symbol>symbol2</symbol>
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<symbol>...</symbol>
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</symbols>
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</marketdata>
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</settlement>
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<receiverPartyID>
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party1
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</receiverPartyID>
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<underlyings> <!-- Section for trade specification of the underlying OTC derivative contract-->
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<underlying>
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<dataDocument>
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<trade>
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<tradeHeader>
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<partyTradeIdentifier>
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<partyReference href="party1"/>
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<tradeId>CP1</tradeId>
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</partyTradeIdentifier>
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<partyTradeIdentifier>
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<partyReference href="party2"/>
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<tradeId>CP2</tradeId>
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</partyTradeIdentifier>
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<tradeDate>2022-12-13</tradeDate>
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</tradeHeader>
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<!-- put your trade specification here -->
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</trade>
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</dataDocument>
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</underlying>
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</underlyings>
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</smartderivativecontract> |