<
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
>
...
<
calculationPeriodDates
id
="
floatingCalcPeriodDates
"
>
...
<
calculationPeriodFrequency
>
...
<
period
>
T
</
period
>
<!-- CHANGE, Modified by: Christian Date: 13/05/2003 Changed from NONE -->
<
rollConvention
>
1
</
rollConvention
>
</
calculationPeriodFrequency
>
</
calculationPeriodDates
>
</
swapStream
>
<
swapStream
>
...
<
calculationPeriodDates
id
="
fixedCalcPeriodDates
"
>
...
<
calculationPeriodFrequency
>
...
<
period
>
T
</
period
>
<
rollConvention
>
NONE
</
rollConvention
>
</
calculationPeriodFrequency
>
</
calculationPeriodDates
>
</
swapStream
>
</
swap
>
</
trade
>
</
FpML
>