<
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
="
TradeAffirmation
"
>
...
<
trade
>
...
<
swap
>
<
swapStream
>
...
<
calculationPeriodAmount
>
<
calculation
>
<
notionalSchedule
>
<
notionalStepSchedule
>
<!-- CHANGE modified initial value; zero not allowed! By Chris Simmons. Date 14 May 2003 -->
<
initialValue
>
0
</
initialValue
>
</
notionalStepSchedule
>
</
notionalSchedule
>
</
calculation
>
</
calculationPeriodAmount
>
</
swapStream
>
<
swapStream
>
...
<
calculationPeriodAmount
>
<
calculation
>
<
notionalSchedule
>
<
notionalStepSchedule
>
<
initialValue
>
50000000.00
</
initialValue
>
</
notionalStepSchedule
>
</
notionalSchedule
>
<
fixedRateSchedule
>
<
initialValue
>
0.06
</
initialValue
>
</
fixedRateSchedule
>
</
calculation
>
</
calculationPeriodAmount
>
</
swapStream
>
</
swap
>
</
trade
>
</
FpML
>