<FpML version="4-0" xmlns="http://www.fpml.org/2003/FpML-4-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/2003/FpML-4-0 fpml-main-4-0.xsd" xsi:type="DataDocument">
<trade>
...
<swap>
<swapStream>
...
<calculationPeriodDates id="floatingCalcPeriodDates">
...
<!-- CHANGE, Modified by: Christian, Date: 29/07/2003 Changed from 2004-10-05. -->
<lastRegularPeriodEndDate>
2004-10-06
</lastRegularPeriodEndDate>
<calculationPeriodFrequency>
...
<rollConvention>
5
</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
</swapStream>
<swapStream>
...
<calculationPeriodDates id="fixedCalcPeriodDates">
...
<lastRegularPeriodEndDate>
2004-10-05
</lastRegularPeriodEndDate>
<calculationPeriodFrequency>
...
<rollConvention>
5
</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
</swapStream>
</swap>
</trade>
</FpML>