<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>
...
<swaption>
...
<premium>
...
<paymentDate>
...
<dateAdjustments>
<businessDayConvention>
FOLLOWING
</businessDayConvention>
<businessCenters> </businessCenters>
</dateAdjustments>
</paymentDate>
</premium>
<europeanExercise id="europeanExercise0">
<expirationDate>
<adjustableDate>
...
<dateAdjustments>
<businessDayConvention>
FOLLOWING
</businessDayConvention>
<businessCenters> </businessCenters>
</dateAdjustments>
</adjustableDate>
</expirationDate>
</europeanExercise>
...
<swap>
<swapStream>
...
<calculationPeriodDates id="CalcPeriodDates0">
<effectiveDate>
...
<dateAdjustments>
<businessDayConvention>
NONE
</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
...
<dateAdjustments>
<businessDayConvention>
MODFOLLOWING
</businessDayConvention>
<businessCenters id="accrualBusinessCenters0"> </businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>
MODFOLLOWING
</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters0"/>
</calculationPeriodDatesAdjustments>
</calculationPeriodDates>
<paymentDates>
...
<paymentDatesAdjustments>
<!-- CHANGE, Modified by: Christian Date: 13/05/2003 Changed from MODFOLLOWING to NONE -->
<businessDayConvention>
NONE
</businessDayConvention>
<businessCenters id="paymentBusinessCenters0"> </businessCenters>
</paymentDatesAdjustments>
</paymentDates>
</swapStream>
<swapStream>
...
<calculationPeriodDates id="CalcPeriodDates1">
<effectiveDate>
...
<dateAdjustments>
<businessDayConvention>
NONE
</businessDayConvention>
</dateAdjustments>
</effectiveDate>
<terminationDate>
...
<dateAdjustments>
<businessDayConvention>
MODFOLLOWING
</businessDayConvention>
<businessCenters id="accrualBusinessCenters1"> </businessCenters>
</dateAdjustments>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>
MODFOLLOWING
</businessDayConvention>
<businessCentersReference href="accrualBusinessCenters1"/>
</calculationPeriodDatesAdjustments>
</calculationPeriodDates>
<paymentDates>
...
<paymentDatesAdjustments>
<businessDayConvention>
MODFOLLOWING
</businessDayConvention>
<businessCenters id="paymentBusinessCenters1"> </businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="resetDates0">
...
<resetDatesAdjustments>
<businessDayConvention>
MODFOLLOWING
</businessDayConvention>
<businessCentersReference href="paymentBusinessCenters1"/>
</resetDatesAdjustments>
</resetDates>
</swapStream>
</swap>
</swaption>
</trade>
</FpML>