<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>
<!-- Chase pays the floating rate every 6 months, based on 6M DEM-LIBOR-BBA, on an ACT/360 basis -->
<swapStream>
...
<calculationPeriodDates id="floatingCalcPeriodDates">
<effectiveDate>
<unadjustedDate>
1994-12-14
</unadjustedDate>
</effectiveDate>
<terminationDate>
<unadjustedDate>
1999-12-14
</unadjustedDate>
</terminationDate>
...
<calculationPeriodFrequency>
<periodMultiplier>
6
</periodMultiplier>
<period>
M
</period>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
...
<!-- VALID FOR IRD11 -->
<!-- CHANGED, Added by: Christian Date: 10-06-2003 -->
<lastRegularPaymentDate>
1999-12-14
</lastRegularPaymentDate>
</paymentDates>
</swapStream>
<!-- Barclays pays the 6% fixed rate every year on a 30E/360 basis -->
<swapStream>
...
<calculationPeriodDates id="fixedCalcPeriodDates">
<effectiveDate>
<unadjustedDate>
1994-12-14
</unadjustedDate>
</effectiveDate>
<terminationDate>
<unadjustedDate>
1999-12-14
</unadjustedDate>
</terminationDate>
...
<calculationPeriodFrequency>
<periodMultiplier>
1
</periodMultiplier>
<period>
Y
</period>
</calculationPeriodFrequency>
</calculationPeriodDates>
</swapStream>
</swap>
</trade>
</FpML>