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SPB_Exchange_Repo
Commit 674d4e52 by Amelin Konstantin
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Add FairValueReportTemplate

parent 8b6a7fcc
Showing with 598 additions and 13 deletions
input/MarkToMarketValuation Client 1.xml 0 → 100644
<?xml version="1.0" encoding="windows-1251"?>
<nonpublicExecutionReport xmlns="http://www.fpml.org/FpML-5/recordkeeping" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:fpmlext="http://www.fpml.org/FpML-5/ext" xmlns:nsdext="http://www.fpml.org/FpML-5/recordkeeping/nsd-ext" xsi:schemaLocation="http://www.fpml.org/FpML-5/recordkeeping fpml-recordkeeping-merged-schema.xsd http://www.fpml.org/FpML-5/recordkeeping/nsd-ext nsd-ext-merged-schema.xsd" fpmlVersion="5-4">
<header>
<messageId messageIdScheme="http://repository.nsd.ru/coding-scheme/messageid(nsdrus)">WEB0ce0d18632c7465788ec8462a75420e7</messageId>
<sentBy>RP0058900001</sentBy>
<sendTo>NDC000000000</sendTo>
<creationTimestamp>2017-03-06T08:22:43</creationTimestamp>
<implementationSpecification>
<version>4.4</version>
</implementationSpecification>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://repository.nsd.ru/coding-scheme/correlationId(nsdrus)">[RP0058900001]-[2017]-[WEB0ce0d18632c7465788ec8462a75420e7]</correlationId>
<asOfDate>2017-02-01</asOfDate>
<nsdext:markToMarketValuation>
<nsdext:reportIdentifier>
<partyReference href="TradeRepository" />
<tradeId>NONREF</tradeId>
</nsdext:reportIdentifier>
<nsdext:reportIdentifier>
<partyReference href="Party1" />
<tradeId>OSRGS0116MARJ2017020100400077</tradeId>
</nsdext:reportIdentifier>
<nsdext:reportIdentifier>
<partyReference href="Party2" />
<tradeId>NONREF</tradeId>
</nsdext:reportIdentifier>
<nsdext:MTMIdentifier>CSA0001466475</nsdext:MTMIdentifier>
<nsdext:valuationMethod>O</nsdext:valuationMethod>
<nsdext:reportParty>Party1</nsdext:reportParty>
<nsdext:markToMarketDetails>
<nsdext:valuationDate>2017-02-01</nsdext:valuationDate>
<nsdext:valuationDateTime>2017-02-01T12:00:00</nsdext:valuationDateTime>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001309855</nsdext:tradeId>
<nsdext:amount>416367.57</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001309854</nsdext:tradeId>
<nsdext:amount>19108.85</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">EUR</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001326342</nsdext:tradeId>
<nsdext:amount>2125529.17</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001329044</nsdext:tradeId>
<nsdext:amount>1783116.57</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001329043</nsdext:tradeId>
<nsdext:amount>4012547.46</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001329049</nsdext:tradeId>
<nsdext:amount>27287.81</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001329058</nsdext:tradeId>
<nsdext:amount>2267556.34</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001329039</nsdext:tradeId>
<nsdext:amount>38153.14</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001330207</nsdext:tradeId>
<nsdext:amount>39910.27</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001329042</nsdext:tradeId>
<nsdext:amount>1804153.87</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001329037</nsdext:tradeId>
<nsdext:amount>1469493.42</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001329041</nsdext:tradeId>
<nsdext:amount>27336.79</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001329047</nsdext:tradeId>
<nsdext:amount>2647895.42</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001329046</nsdext:tradeId>
<nsdext:amount>49207.14</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001329050</nsdext:tradeId>
<nsdext:amount>23029.15</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001329054</nsdext:tradeId>
<nsdext:amount>1192973.65</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001330320</nsdext:tradeId>
<nsdext:amount>645740.73</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001330317</nsdext:tradeId>
<nsdext:amount>100983.86</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001329045</nsdext:tradeId>
<nsdext:amount>175060.78</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001329055</nsdext:tradeId>
<nsdext:amount>402473.81</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001329056</nsdext:tradeId>
<nsdext:amount>91803.54</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001329057</nsdext:tradeId>
<nsdext:amount>20957.69</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001330318</nsdext:tradeId>
<nsdext:amount>28990.82</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001330205</nsdext:tradeId>
<nsdext:amount>112215.42</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001330319</nsdext:tradeId>
<nsdext:amount>136891.75</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001330315</nsdext:tradeId>
<nsdext:amount>158404.01</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001330316</nsdext:tradeId>
<nsdext:amount>38509.52</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001329053</nsdext:tradeId>
<nsdext:amount>28126.04</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001329048</nsdext:tradeId>
<nsdext:amount>31620.74</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001329051</nsdext:tradeId>
<nsdext:amount>40293.32</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">EUR</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001329052</nsdext:tradeId>
<nsdext:amount>15894.42</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">EUR</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001329036</nsdext:tradeId>
<nsdext:amount>13612.43</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">EUR</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001403994</nsdext:tradeId>
<nsdext:amount>46211.82</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001403984</nsdext:tradeId>
<nsdext:amount>22566.57</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001403968</nsdext:tradeId>
<nsdext:amount>1086903.86</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001403997</nsdext:tradeId>
<nsdext:amount>5943.19</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001403978</nsdext:tradeId>
<nsdext:amount>2159486.93</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001404000</nsdext:tradeId>
<nsdext:amount>1396257.49</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001403963</nsdext:tradeId>
<nsdext:amount>14727.92</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001403951</nsdext:tradeId>
<nsdext:amount>701597.80</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001403976</nsdext:tradeId>
<nsdext:amount>19072.74</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001403953</nsdext:tradeId>
<nsdext:amount>1796897.57</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001403980</nsdext:tradeId>
<nsdext:amount>18197.03</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001403934</nsdext:tradeId>
<nsdext:amount>17598.22</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001403949</nsdext:tradeId>
<nsdext:amount>19070.67</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001403998</nsdext:tradeId>
<nsdext:amount>18152.88</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001403957</nsdext:tradeId>
<nsdext:amount>16820.80</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001403966</nsdext:tradeId>
<nsdext:amount>18631.13</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001402929</nsdext:tradeId>
<nsdext:amount>17034.37</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001403961</nsdext:tradeId>
<nsdext:amount>20379.87</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001403992</nsdext:tradeId>
<nsdext:amount>22233.83</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001403959</nsdext:tradeId>
<nsdext:amount>15419.46</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001403988</nsdext:tradeId>
<nsdext:amount>21875.90</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001403970</nsdext:tradeId>
<nsdext:amount>12234.97</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001403990</nsdext:tradeId>
<nsdext:amount>21789.38</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001403982</nsdext:tradeId>
<nsdext:amount>15685.05</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">EUR</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001403955</nsdext:tradeId>
<nsdext:amount>16377.10</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001403941</nsdext:tradeId>
<nsdext:amount>24284.57</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001403972</nsdext:tradeId>
<nsdext:amount>630808.31</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001403974</nsdext:tradeId>
<nsdext:amount>787936.01</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001403940</nsdext:tradeId>
<nsdext:amount>1208352.94</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001403938</nsdext:tradeId>
<nsdext:amount>773898.07</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">RUB</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DY0001403944</nsdext:tradeId>
<nsdext:amount>11759.36</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001408045</nsdext:tradeId>
<nsdext:amount>30556.79</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001403216</nsdext:tradeId>
<nsdext:amount>28662.75</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001403986</nsdext:tradeId>
<nsdext:amount>23193.66</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001403936</nsdext:tradeId>
<nsdext:amount>23089.14</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001403996</nsdext:tradeId>
<nsdext:amount>17040.29</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001460663</nsdext:tradeId>
<nsdext:amount>504116.87</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001460662</nsdext:tradeId>
<nsdext:amount>71690.24</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001460660</nsdext:tradeId>
<nsdext:amount>14630.74</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001460664</nsdext:tradeId>
<nsdext:amount>63844.73</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001460661</nsdext:tradeId>
<nsdext:amount>57897.47</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DT0001460659</nsdext:tradeId>
<nsdext:amount>13410.57</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001460657</nsdext:tradeId>
<nsdext:amount>221936.77</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001460656</nsdext:tradeId>
<nsdext:amount>75846.81</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">USD</nsdext:currency>
</nsdext:markToMarketInformation>
<nsdext:markToMarketInformation>
<nsdext:tradeId>DN0001460658</nsdext:tradeId>
<nsdext:amount>195739.04</nsdext:amount>
<nsdext:currency currencyScheme="http://www.fpml.org/ext/iso4217-2001-08-15">EUR</nsdext:currency>
</nsdext:markToMarketInformation>
</nsdext:markToMarketDetails>
</nsdext:markToMarketValuation>
<party id="TradeRepository">
<partyId>NDC000000000</partyId>
<partyId>LEI_253400M18U5TB02TW421</partyId>
<partyName> </partyName>
</party>
<party id="Party1">
<partyId>RP0058900001</partyId>
<partyId>LEI_253400GRCV94X91GAW80</partyId>
<partyName> " "</partyName>
<classification>D</classification>
<country>RU</country>
<organizationType>L</organizationType>
</party>
<party id="Party2">
<partyId>RPJ000000535</partyId>
<partyId>LEI_253400LSDBK7L5MBP952</partyId>
<partyName> " " "</partyName>
<classification>I</classification>
<country>RU</country>
<organizationType>L</organizationType>
</party>
<party id="Sender">
<partyId>RP0058900001</partyId>
<partyId>LEI_253400GRCV94X91GAW80</partyId>
<partyName> " "</partyName>
</party>
</nonpublicExecutionReport>
\ No newline at end of file
input/Master Agreement Client 1.xml 0 → 100644
<?xml version="1.0" encoding="windows-1251"?>
<nonpublicExecutionReport xmlns="http://www.fpml.org/FpML-5/recordkeeping" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:fpmlext="http://www.fpml.org/FpML-5/ext" xmlns:nsdext="http://www.fpml.org/FpML-5/recordkeeping/nsd-ext" xsi:schemaLocation="http://www.fpml.org/FpML-5/recordkeeping fpml-recordkeeping-merged-schema.xsd http://www.fpml.org/FpML-5/recordkeeping/nsd-ext nsd-ext-merged-schema.xsd" fpmlVersion="5-4" actualBuild="5">
<header>
<messageId messageIdScheme="http://www.fpml.org/coding-scheme">BCSN1C31475c1f44bfb83032597ad2b5721</messageId>
<sentBy>RP0058900001</sentBy>
<sendTo>NDC000000000</sendTo>
<creationTimestamp>2018-07-27T16:50:50.976996</creationTimestamp>
<implementationSpecification>
<version>4.4</version>
</implementationSpecification>
</header>
<isCorrection>false</isCorrection>
<correlationId correlationIdScheme="http://www.fpml.org/coding-scheme">[RP0058900001]-[2018]-[BCSN1C31475c1f44bfb83032597ad2b5721]</correlationId>
<asOfDate>2018-07-27</asOfDate>
<trade>
<tradeHeader>
<partyTradeIdentifier>
<partyReference href="TradeRepository" />
<tradeId>NONREF</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="Party1" />
<tradeId>01/0718-sw</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="Party2" />
<tradeId>01/0718-sw</tradeId>
</partyTradeIdentifier>
<partyTradeIdentifier>
<partyReference href="UTIGeneratingParty" />
<tradeId>253400GRCV94X91GAW80GRGSG010718SW</tradeId>
</partyTradeIdentifier>
<partyTradeInformation>
<partyReference href="TradeRepository" />
<reportingRegime>
<name>RussianFederation</name>
</reportingRegime>
</partyTradeInformation>
<tradeDate>2018-07-27</tradeDate>
</tradeHeader>
<nsdext:masterAgreementTerms>
<nsdext:masterAgreementType>RussianDerivatives</nsdext:masterAgreementType>
<nsdext:masterAgreementVersion>2011</nsdext:masterAgreementVersion>
<nsdext:masterAgreementOrganization>NASMP</nsdext:masterAgreementOrganization>
<nsdext:confirmationMethod>MXME</nsdext:confirmationMethod>
<nsdext:narrativeDescription> </nsdext:narrativeDescription>
<nsdext:partiesAreAffiliated>N</nsdext:partiesAreAffiliated>
</nsdext:masterAgreementTerms>
</trade>
<party id="TradeRepository">
<partyId>NDC000000000</partyId>
<partyId>LEI_253400M18U5TB02TW421</partyId>
<partyName> </partyName>
</party>
<party id="Party1">
<partyId>RP0058900001</partyId>
<partyId>LEI_253400GRCV94X91GAW80</partyId>
<partyName> " "</partyName>
<classification>B</classification>
<country>RU</country>
<organizationType>L</organizationType>
</party>
<party id="Party2">
<partyId>NONREF</partyId>
<partyId>INN_2307467103</partyId>
<partyName> " "</partyName>
<classification>Other</classification>
<country>RU</country>
<organizationType>L</organizationType>
</party>
<party id="Sender">
<partyId>RP0058900001</partyId>
<partyId>LEI_253400GRCV94X91GAW80</partyId>
<partyName> " "</partyName>
</party>
<party id="UTIGeneratingParty">
<partyId>RP0058900001</partyId>
<partyId>LEI_253400GRCV94X91GAW80</partyId>
<partyName> " "</partyName>
</party>
</nonpublicExecutionReport>
\ No newline at end of file
src/main/scala/Main.scala
......@@ -14,29 +14,37 @@ object Main {
val logFileName: String = conf.getString("log")
implicit def templateFactory(source: Node): Template = {
(source \ "trade").head.child
Try { (source \ "trade").head.child
.filter {
case v: Elem => true
case _ => false
}(1).label match {
case "repo" => if (debugMode) new RepoTemplate(source) with Logger else new RepoTemplate(source)
case v if v == "bondBasketOption" =>
}(1).label } match {
case Success(v) if v == "repo" =>
if (debugMode) new RepoTemplate(source) with Logger else new RepoTemplate(source)
case Success(v) if v == "bondBasketOption" =>
if (debugMode) new BondBasketOptionTemplate(source) with Logger else new BondBasketOptionTemplate(source)
case v if v == "bondOption" =>
case Success(v) if v == "bondOption" =>
if (debugMode) new BondOptionTemplate(source) with Logger else new BondOptionTemplate(source)
case v if v == "equityOption" =>
case Success(v) if v == "equityOption" =>
if (debugMode) new EquityOptionTemplate(source) with Logger else new EquityOptionTemplate(source)
case v if v == "commodityOption" =>
case Success(v) if v == "commodityOption" =>
if (debugMode) new CommodityOptionTemplate(source) with Logger else new CommodityOptionTemplate(source)
case v if v == "bondForward" =>
case Success(v) if v == "bondForward" =>
if (debugMode) new BondForwardTemplate(source) with Logger else new BondForwardTemplate(source)
case v if v == "equityForward" =>
case Success(v) if v == "equityForward" =>
if (debugMode) new EquityForwardTemplate(source) with Logger else new EquityForwardTemplate(source)
case v if v == "commodityForward" =>
case Success(v) if v == "commodityForward" =>
if (debugMode) new CommodityForwardTemplate(source) with Logger else new CommodityForwardTemplate(source)
case v if v == "commoditySwap" =>
case Success(v) if v == "commoditySwap" =>
if (debugMode) new CommoditySwapTemplate(source) with Logger else new CommoditySwapTemplate(source)
case v => throw new Exception("Undefined trade type")
case Success(v) if v == "masterAgreementTerms" =>
throw new Exception("Undefined trade type")
case Failure(_) =>
Try { (source \ "markToMarketValuation").head } match {
case Success(_) =>
if (debugMode) new FairValueReportTemplate(source) with Logger else new FairValueReportTemplate(source)
case Failure(_) => throw new Exception("Undefined trade type")
}
}
}
......
src/main/scala/templates/CommodityForwardTemplate.scala
......@@ -38,6 +38,7 @@ class CommodityForwardTemplate(source: Node) extends TradeTemplate(source) {
<fpml:instrumentId instrumentIdScheme={ get(source \ "trade" \ "commodityForward" \ "commodityForwardPhysicalLeg" \ "commodity" \ "instrumentId", "instrumentIdScheme") }>{ get(source \ "trade" \ "commodityForward" \ "commodityForwardPhysicalLeg" \ "commodity" \ "instrumentId") }</fpml:instrumentId>
<fpml:unit>{ get(source \ "trade" \ "commodityForward" \ "commodityForwardPhysicalLeg" \ "commodity" \ "unit") }</fpml:unit>
<fpml:currency>{ get(source \ "trade" \ "commodityForward" \ "commodityForwardPhysicalLeg" \ "commodity" \ "currency") }</fpml:currency>
{ /* deliveryDate isn`t present in source!!! */ }
<fpml:deliveryDate>
<fpml:unadjustedDate>{ get(source \ "trade" \ "commodityForward" \ "commodityForwardPhysicalLeg" \ "deliveryPeriods" \\ "unadjustedDate") }</fpml:unadjustedDate>
</fpml:deliveryDate>
......
src/main/scala/templates/FairValueReportTemplate.scala 0 → 100644
package templates
import scala.xml.Node
class FairValueReportTemplate(source: Node) extends Template(source) {
def template: Node = {
<rtsrep:fairValueReportRegistration xmlns:fpml="http://www.fpml.org/FpML-5/recordkeeping"
xmlns:fpmlext="http://www.fpml.org/FpML-5/ext" xmlns:rtsrep="http://www.fpml.ru/repository"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-7">
<fpml:header>
<fpml:messageId>{ get(source \ "header" \"messageId") }</fpml:messageId>
<fpml:sentBy>{ get(source \ "header" \ "sentBy") }</fpml:sentBy>
<fpml:sendTo>{ get(source \ "header" \ "sendTo") }</fpml:sendTo>
<fpml:creationTimestamp>{ get(source \ "header" \ "creationTimestamp") }</fpml:creationTimestamp>
<fpml:implementationSpecification>
<fpml:version>2</fpml:version>
</fpml:implementationSpecification>
</fpml:header>
<fpml:isCorrection>{ get(source \ "isCorrection") }</fpml:isCorrection>
<fpml:correlationId correlationIdScheme="">{ get(source \ "correlationId") }</fpml:correlationId>
<rtsrep:fairValueReport>
<rtsrep:fairValueReportId>{ get(source \ "markToMarketValuation" \ "MTMIdentifier") }</rtsrep:fairValueReportId>
<rtsrep:tradeId>{ get(source \ "markToMarketValuation" \ "markToMarketDetails" \ "markToMarketInformation" \ "tradeId") }</rtsrep:tradeId>
<rtsrep:valuationTechnique>{ get(source \ "markToMarketValuation" \ "valuationMethod") }</rtsrep:valuationTechnique>
<rtsrep:fairValue>
<fpml:currency>{ get(source \ "markToMarketValuation" \ "markToMarketDetails" \ "markToMarketInformation" \ "currency") }</fpml:currency>
<fpml:amount>{ get(source \ "markToMarketValuation" \ "markToMarketDetails" \ "markToMarketInformation" \ "amount") }</fpml:amount>
</rtsrep:fairValue>
<rtsrep:valuationDate>{ get(source \ "markToMarketValuation" \ "markToMarketDetails" \ "valuationDateTime") }</rtsrep:valuationDate>
</rtsrep:fairValueReport>
{ for { s <- source \ "party"
id = get(s, "id").mkString
if id != "Sender" && id != "UTIGeneratingParty" } yield {
<fpml:party id={ id }>
<fpml:partyId partyIdScheme={ get(s \ "partyId", "partyIdScheme") }>{ get(s \ "partyId") }</fpml:partyId>
<fpml:partyName>{ get(s \ "partyName") }</fpml:partyName>
<fpml:country>{ get(s \ "country") }</fpml:country>
<fpml:organizationType>{ get(s \ "classification") }</fpml:organizationType>
</fpml:party>
}
}
</rtsrep:fairValueReportRegistration>
}
def isStraight = true
}
src/main/scala/templates/RepoTemplate.scala
......@@ -38,7 +38,6 @@ class RepoTemplate(source: Node) extends TradeTemplate(source) {
<fpml:currency>{ get(source \ "trade" \ "repo" \ "spotLeg" \\ "currency") }</fpml:currency>
<fpml:amount>{ get(source \ "trade" \ "repo" \ "spotLeg" \\ "amount") }</fpml:amount>
</fpml:settlementAmount>
{ /* <fpmlext:collateral xsi:type="rtsrep:CollateralValuation"> */ }
<fpmlext:collateral>
<fpmlext:numberOfUnits>{ get(source \ "trade" \ "repo" \ "spotLeg" \ "collateral" \ "numberOfUnits") }</fpmlext:numberOfUnits>
<fpmlext:unitPrice>
......
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