<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>
...
<europeanExercise id="europeanExercise0">
...
<exerciseFee>
...
<feePaymentDate>
...
<businessDayConvention>
NONE
</businessDayConvention>
</feePaymentDate>
</exerciseFee>
</europeanExercise>
...
<cashSettlement id="cashSettlement0">
...
<cashSettlementValuationDate>
...
<businessDayConvention>
NONE
</businessDayConvention>
</cashSettlementValuationDate>
<cashSettlementPaymentDate>
<relativeDate>
...
<dayType>
Business
</dayType>
<!-- CHANGE, Modified by: Christian, Date: 27/05/2003 Changed from: NONE -->
<businessDayConvention>
FOLLOWING
</businessDayConvention>
</relativeDate>
</cashSettlementPaymentDate>
</cashSettlement>
...
<swap>
...
<swapStream>
...
<resetDates id="resetDates0">
...
<fixingDates>
...
<dayType>
Business
</dayType>
<businessDayConvention>
NONE
</businessDayConvention>
</fixingDates>
</resetDates>
</swapStream>
</swap>
</swaption>
</trade>
</FpML>