Caps & Floors SMF Example

Supported processing security types: OPIRCA, OPIRFL.

Caps & Floors SMF is a particular case of Generic SMF object for eagle_ml-2-0_default_in_xml_smf_generic stream.

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

To avoid errors in your particular environment, you may need to use unique issueName and sedol nodes.

<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> <objectType>GenericSMF</objectType> <objectId>GenericSMF</objectId> <sourceName>EAGLE PACE</sourceName> <updateSource>AFASTOVICH</updateSource> <effectiveDate>2012-04-06</effectiveDate> <accountingValidationFlag>Y</accountingValidationFlag> <!--<sedol>ITT3076</sedol>--> <primaryAssetId>EMLGEQCS3</primaryAssetId> <primaryAssetType>CUSIP</primaryAssetType> <issueName>EagleML Gen SMF EQ EQCSCS</issueName> <assetCurrency>USD</assetCurrency> <investmentType>OP</investmentType> <processingSecurityType>OPIRCA</processingSecurityType> <settlementCurrency>USD</settlementCurrency> <incomeCurrency>USD</incomeCurrency> <issueCountryCode>US</issueCountryCode> <maturityDate>2013-11-30</maturityDate> <strikeRate>5</strikeRate> <primaryExchangeCode>ALL</primaryExchangeCode> <FixedIncomeModel> <coupon>5</coupon> <couponTypeCode>F</couponTypeCode> <dayCountBasis>30/360</dayCountBasis> <paymentFrequencyCode>1_M</paymentFrequencyCode> <issuePrice>100</issuePrice> <issueDate>2013-11-04</issueDate> <datedDate>2013-11-04</datedDate> <firstCouponDate>2013-11-29</firstCouponDate> <lastCouponDate>2013-11-29</lastCouponDate> <maturityPrice>100</maturityPrice> </FixedIncomeModel> </genericSMF> </referenceTransaction> </EagleML>

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