<
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
>
...
<
cashflows
>
...
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<!-- ird63: at leat one element must be present within fxLinkedNotionalAmount -->
<!-- CHANGED, Altered by: Keith Date: 15-05-2003 -->
<
fxLinkedNotionalAmount
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2006-04-07
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2006-07-07
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2006-10-09
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2007-01-09
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2007-04-07
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2007-07-07
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2007-10-09
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2008-01-09
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2008-04-07
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2008-07-07
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2008-10-09
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2009-01-09
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2009-04-07
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2009-07-07
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2009-10-09
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2010-01-09
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2010-04-07
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2010-07-07
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
<
paymentCalculationPeriod
>
...
<
calculationPeriod
>
...
<
fxLinkedNotionalAmount
>
<
adjustedFxSpotFixingDate
>
2010-10-09
</
adjustedFxSpotFixingDate
>
</
fxLinkedNotionalAmount
>
</
calculationPeriod
>
</
paymentCalculationPeriod
>
</
cashflows
>
</
swapStream
>
</
swap
>
</
trade
>
</
FpML
>