<
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
="
DataDocument
"
>
<
trade
>
...
<
swap
>
<
swapStream
>
...
<
calculationPeriodDates
id
="
floatingCalcPeriodDates
"
>
<
effectiveDate
>
<!-- CHANGE, Modified by: Christian, Date: 29/07/2003 1992 is a leap year.. changed to 29th Feb -->
<
unadjustedDate
>
1992-02-29
</
unadjustedDate
>
</
effectiveDate
>
...
<
calculationPeriodFrequency
>
...
<
rollConvention
>
30
</
rollConvention
>
</
calculationPeriodFrequency
>
</
calculationPeriodDates
>
</
swapStream
>
<
swapStream
>
...
<
calculationPeriodDates
id
="
fixedCalcPeriodDates
"
>
<
effectiveDate
>
<
unadjustedDate
>
1994-02-28
</
unadjustedDate
>
</
effectiveDate
>
...
<
calculationPeriodFrequency
>
...
<
rollConvention
>
30
</
rollConvention
>
</
calculationPeriodFrequency
>
</
calculationPeriodDates
>
</
swapStream
>
</
swap
>
</
trade
>
</
FpML
>