<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>
<!-- Morgan Stanley Dean Witter pays the floating rate every 6 months, based on 3M USD-LIBOR-BBA, reset and compounded flat quarterly, on an ACT/360 basis. The compounded rate to be used for calculating each floating payment amount will be rounded to nearest 4 decimal places. -->
<swapStream>
...
<calculationPeriodDates id="floatingCalcPeriodDates">
...
<calculationPeriodFrequency>
<periodMultiplier>
3
</periodMultiplier>
<period>
M
</period>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
...
<paymentFrequency>
<!-- CHANGE, Modified by: Christian, Date: 27/05/2003 Changed from: 3 -->
<periodMultiplier>
4
</periodMultiplier>
<period>
M
</period>
</paymentFrequency>
</paymentDates>
</swapStream>
<!-- JPMorgan pays the 5.85% fixed rate semi-annually on a 30/360 basis -->
<swapStream>
...
<calculationPeriodDates id="fixedCalcPeriodDates">
...
<calculationPeriodFrequency>
<periodMultiplier>
6
</periodMultiplier>
<period>
M
</period>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
...
<paymentFrequency>
<periodMultiplier>
6
</periodMultiplier>
<period>
M
</period>
</paymentFrequency>
</paymentDates>
</swapStream>
</swap>
</trade>
</FpML>