<
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
"
>
<
effectiveDate
>
...
<
dateAdjustments
>
<
businessDayConvention
>
NONE
</
businessDayConvention
>
<!-- CHANGE, Added by: Christian Date: 13/05/2003 -->
<
businessCentersReference
href
="
primaryBusinessCenters
"
/>
</
dateAdjustments
>
</
effectiveDate
>
<
terminationDate
>
...
<
dateAdjustments
>
<
businessDayConvention
>
MODFOLLOWING
</
businessDayConvention
>
<
businessCenters
id
="
primaryBusinessCenters
"
>
</
businessCenters
>
</
dateAdjustments
>
</
terminationDate
>
<
calculationPeriodDatesAdjustments
>
<
businessDayConvention
>
MODFOLLOWING
</
businessDayConvention
>
<
businessCentersReference
href
="
primaryBusinessCenters
"
/>
</
calculationPeriodDatesAdjustments
>
</
calculationPeriodDates
>
<
paymentDates
>
...
<
paymentDatesAdjustments
>
<
businessDayConvention
>
MODFOLLOWING
</
businessDayConvention
>
<
businessCentersReference
href
="
primaryBusinessCenters
"
/>
</
paymentDatesAdjustments
>
</
paymentDates
>
<
resetDates
id
="
resetDates
"
>
...
<
resetDatesAdjustments
>
<
businessDayConvention
>
MODFOLLOWING
</
businessDayConvention
>
<
businessCentersReference
href
="
primaryBusinessCenters
"
/>
</
resetDatesAdjustments
>
</
resetDates
>
</
swapStream
>
<
swapStream
>
...
<
calculationPeriodDates
id
="
fixedCalcPeriodDates
"
>
<
effectiveDate
>
...
<
dateAdjustments
>
<
businessDayConvention
>
NONE
</
businessDayConvention
>
</
dateAdjustments
>
</
effectiveDate
>
<
terminationDate
>
...
<
dateAdjustments
>
<
businessDayConvention
>
MODFOLLOWING
</
businessDayConvention
>
<
businessCentersReference
href
="
primaryBusinessCenters
"
/>
</
dateAdjustments
>
</
terminationDate
>
<
calculationPeriodDatesAdjustments
>
<
businessDayConvention
>
MODFOLLOWING
</
businessDayConvention
>
<
businessCentersReference
href
="
primaryBusinessCenters
"
/>
</
calculationPeriodDatesAdjustments
>
</
calculationPeriodDates
>
<
paymentDates
>
...
<
paymentDatesAdjustments
>
<
businessDayConvention
>
MODFOLLOWING
</
businessDayConvention
>
<
businessCentersReference
href
="
primaryBusinessCenters
"
/>
</
paymentDatesAdjustments
>
</
paymentDates
>
</
swapStream
>
</
swap
>
</
trade
>
</
FpML
>