Forward Contract SMF Example

Owned by Natalie Gesin (Deactivated)
Last updated: Oct 26, 2017 by Dmitry Donosiyan (Unlicensed)
2 min read

Supported processing security type: FWXXXX.

Forward Contract SMF is a particular case of Generic SMF Object for eagle_ml-2-0_default_in_xml_smf_generic stream.

Set accoutingValidationFlag parameter to "Y" to process this example with xml-smf.xml rule

<EagleML xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" eaglemlVersion="2-0" eaglemlType="ReferenceTransactionMessage" xsi:schemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-main-2-0.xsd" xsi:type="ReferenceTransactionMessage">
<referenceTransaction>
    <header>
        <action>ADD</action>
        <objectType>GenericSMF</objectType>
    </header>
    <genericSMF>
        <sourceName>EAGLE PACE</sourceName>
        <updateSource>AFASTOVICH</updateSource>
        <effectiveDate>2014-11-28</effectiveDate>
        <accountingValidationFlag>Y</accountingValidationFlag>
        <primaryAssetId>173491MGT</primaryAssetId>
        <primaryAssetType>CUSIP</primaryAssetType>
        <altAssetIdType>CLIENT</altAssetIdType>
        <altAssetId>EMLEQ7</altAssetId>
        <buySellIndicator>Sell</buySellIndicator>
        <issueName>EUR/USD FWD</issueName>
        <primaryExchangeCode>ALL</primaryExchangeCode>
        <assetCurrency>USD</assetCurrency>
        <inactiveFlag>N</inactiveFlag>
        <investmentType>FWD</investmentType>
        <processingSecurityType>FWXXXX</processingSecurityType>
        <securityType>FWD</securityType>
        <subSecurityType>FORWARDS</subSecurityType>
        <costBasisRuleType>NONE</costBasisRuleType>
        <quantityType>CURRENCY</quantityType>
        <priceMultiplier>0.01</priceMultiplier>
        <quantityScale>1</quantityScale>
        <buysell>S</buysell>
        <maturityDate>2033-11-30</maturityDate>
        <ForwardModel>
            <sellCurrency>EUR</sellCurrency>
            <buyCurrency>USD</buyCurrency>
            <pricingCurrency>USD</pricingCurrency>
            <matchBrokerIndicator>No</matchBrokerIndicator>
            <forwardBrokerCode>No</forwardBrokerCode>
        </ForwardModel>
    </genericSMF>
</referenceTransaction>
</EagleML>