<?xml version="1.0" encoding="UTF-8"?><!--
  == Copyright (c) 2002-2010. All rights reserved.
  == Financial Products Markup Language is subject to the FpML public license.
  == A copy of this license is available at http://www.fpml.org/license/license.html
  -->
<FpML xmlns="http://www.fpml.org/2010/FpML-4-9" xmlns:fpml="http://www.fpml.org/2010/FpML-4-9" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" version="4-9" xsi:type="ValuationDocument" xsi:schemaLocation="http://www.fpml.org/2010/FpML-4-9 ../../fpml-main-4-9.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd">
   <portfolio id="port1">
      <tradeId id="tid-1" tradeIdScheme="http://party1.com/tids">1234</tradeId>
   </portfolio>
   <party id="party1">
      <partyId>ABCDEF</partyId>
   </party>
   <market>
      <yieldCurve id="USD-LIBOR">
         <name>3M-LIBOR</name>
         <currency>USD</currency>
      </yieldCurve><!--Yield Curve Valuation for USD-LIBOR-vals-->
      <yieldCurveValuation id="USD-LIBOR-vals">
         <objectReference href="USD-LIBOR"/>
         <baseDate>2003-10-29Z</baseDate>
         <buildDateTime>2004-05-31T12:13:59Z</buildDateTime>
         <inputs>
            <instrumentSet>
               <deposit id="USD-LIBOR-input-1">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-DEP-ON</instrumentId>
                  <term>
                     <periodMultiplier>1</periodMultiplier>
                     <period>D</period>
                  </term>
               </deposit>
               <deposit id="USD-LIBOR-input-2">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-DEP-TN</instrumentId>
                  <term>
                     <periodMultiplier>2</periodMultiplier>
                     <period>D</period>
                  </term>
               </deposit>
               <deposit id="USD-LIBOR-input-3">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-DEP-1M</instrumentId>
                  <term>
                     <periodMultiplier>1</periodMultiplier>
                     <period>M</period>
                  </term>
               </deposit>
               <deposit id="USD-LIBOR-input-4">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-DEP-3M</instrumentId>
                  <term>
                     <periodMultiplier>1</periodMultiplier>
                     <period>M</period>
                  </term>
               </deposit>
               <future id="USD-LIBOR-input-5">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-DEC03</instrumentId>
               </future>
               <future id="USD-LIBOR-input-6">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-MAR04</instrumentId>
               </future>
               <future id="USD-LIBOR-input-7">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-JUN04</instrumentId>
               </future>
               <future id="USD-LIBOR-input-8">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-SEP04</instrumentId>
               </future>
               <simpleIrSwap id="USD-LIBOR-input-9">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-SWAP-2Y</instrumentId>
                  <term>
                     <periodMultiplier>2</periodMultiplier>
                     <period>Y</period>
                  </term>
               </simpleIrSwap>
               <simpleIrSwap id="USD-LIBOR-input-10">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-SWAP-3Y</instrumentId>
                  <term>
                     <periodMultiplier>3</periodMultiplier>
                     <period>Y</period>
                  </term>
               </simpleIrSwap>
               <simpleIrSwap id="USD-LIBOR-input-11">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-SWAP-4Y</instrumentId>
                  <term>
                     <periodMultiplier>4</periodMultiplier>
                     <period>Y</period>
                  </term>
               </simpleIrSwap>
               <simpleIrSwap id="USD-LIBOR-input-12">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-SWAP-5Y</instrumentId>
                  <term>
                     <periodMultiplier>5</periodMultiplier>
                     <period>Y</period>
                  </term>
               </simpleIrSwap>
               <simpleIrSwap id="USD-LIBOR-input-13">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-SWAP-7Y</instrumentId>
                  <term>
                     <periodMultiplier>7</periodMultiplier>
                     <period>Y</period>
                  </term>
               </simpleIrSwap>
               <simpleIrSwap id="USD-LIBOR-input-14">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-SWAP-10Y</instrumentId>
                  <term>
                     <periodMultiplier>10</periodMultiplier>
                     <period>Y</period>
                  </term>
               </simpleIrSwap>
               <simpleIrSwap id="USD-LIBOR-input-15">
                  <instrumentId instrumentIdScheme="http://fpml.org/instruments-pr-example">USD-SWAP-15Y</instrumentId>
                  <term>
                     <periodMultiplier>15</periodMultiplier>
                     <period>Y</period>
                  </term>
               </simpleIrSwap>
            </instrumentSet>
            <assetQuote>
               <objectReference href="USD-LIBOR-input-1"/>
               <quote>
                  <value>0.0111</value>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="USD-LIBOR-input-2"/>
               <quote>
                  <value>0.012</value>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="USD-LIBOR-input-3"/>
               <quote>
                  <value>0.013</value>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="USD-LIBOR-input-4"/>
               <quote>
                  <value>0.014</value>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="USD-LIBOR-input-5"/>
               <quote>
                  <value>9850</value>
                  <quoteUnits>IRFuturesPrice</quoteUnits>
               </quote>
               <quote>
                  <value>0.0001</value>
                  <measureType>ConvexityAdjustment</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="USD-LIBOR-input-6"/>
               <quote>
                  <value>9840</value>
                  <quoteUnits>IRFuturesPrice</quoteUnits>
               </quote>
               <quote>
                  <value>0.00012</value>
                  <measureType>ConvexityAdjustment</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="USD-LIBOR-input-7"/>
               <quote>
                  <value>9830</value>
                  <quoteUnits>IRFuturesPrice</quoteUnits>
               </quote>
               <quote>
                  <value>0.00014</value>
                  <measureType>ConvexityAdjustment</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="USD-LIBOR-input-8"/>
               <quote>
                  <value>9820</value>
                  <quoteUnits>IRFuturesPrice</quoteUnits>
               </quote>
               <quote>
                  <value>0.00016</value>
                  <measureType>ConvexityAdjustment</measureType>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="USD-LIBOR-input-9"/>
               <quote>
                  <value>0.02</value>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="USD-LIBOR-input-10"/>
               <quote>
                  <value>0.021</value>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="USD-LIBOR-input-11"/>
               <quote>
                  <value>0.022</value>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="USD-LIBOR-input-12"/>
               <quote>
                  <value>0.023</value>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="USD-LIBOR-input-13"/>
               <quote>
                  <value>0.024</value>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="USD-LIBOR-input-14"/>
               <quote>
                  <value>0.025</value>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
            <assetQuote>
               <objectReference href="USD-LIBOR-input-15"/>
               <quote>
                  <value>0.026</value>
                  <quoteUnits>Rate</quoteUnits>
               </quote>
            </assetQuote>
         </inputs>
         <zeroCurve>
            <compoundingFrequency>Annual</compoundingFrequency>
            <rateCurve>
               <point id="USD-LIBOR-vals-zero-pt1">
                  <term>
                     <date>2003-10-30Z</date>
                  </term>
                  <mid>0.0112</mid>
               </point>
               <point id="USD-LIBOR-vals-zero-pt2">
                  <term>
                     <date>2003-10-31Z</date>
                  </term>
                  <mid>0.0121</mid>
               </point>
               <point id="USD-LIBOR-vals-zero-pt3">
                  <term>
                     <date>2003-11-30Z</date>
                  </term>
                  <mid>0.0131</mid>
               </point>
               <point id="USD-LIBOR-vals-zero-pt4">
                  <term>
                     <date>2004-01-31Z</date>
                  </term>
                  <mid>0.0141</mid>
               </point>
               <point id="USD-LIBOR-vals-zero-pt5">
                  <term>
                     <date>2004-03-18Z</date>
                  </term>
                  <mid>0.0151</mid>
               </point>
               <point id="USD-LIBOR-vals-zero-pt6">
                  <term>
                     <date>2004-06-15Z</date>
                  </term>
                  <mid>0.0161</mid>
               </point>
               <point id="USD-LIBOR-vals-zero-pt7">
                  <term>
                     <date>2004-09-15Z</date>
                  </term>
                  <mid>0.0171</mid>
               </point>
               <point id="USD-LIBOR-vals-zero-pt8">
                  <term>
                     <date>2004-12-16Z</date>
                  </term>
                  <mid>0.0181</mid>
               </point>
               <point id="USD-LIBOR-vals-zero-pt9">
                  <term>
                     <date>2005-10-31Z</date>
                  </term>
                  <mid>0.0201</mid>
               </point>
               <point id="USD-LIBOR-vals-zero-pt10">
                  <term>
                     <date>2006-10-30Z</date>
                  </term>
                  <mid>0.0211</mid>
               </point>
               <point id="USD-LIBOR-vals-zero-pt11">
                  <term>
                     <date>2007-10-31Z</date>
                  </term>
                  <mid>0.0221</mid>
               </point>
               <point id="USD-LIBOR-vals-zero-pt12">
                  <term>
                     <date>2008-10-31Z</date>
                  </term>
                  <mid>0.0231</mid>
               </point>
               <point id="USD-LIBOR-vals-zero-pt13">
                  <term>
                     <date>2010-10-31Z</date>
                  </term>
                  <mid>0.0241</mid>
               </point>
               <point id="USD-LIBOR-vals-zero-pt14">
                  <term>
                     <date>2013-10-31Z</date>
                  </term>
                  <mid>0.0251</mid>
               </point>
               <point id="USD-LIBOR-vals-zero-pt15">
                  <term>
                     <date>2018-10-31Z</date>
                  </term>
                  <mid>0.0261</mid>
               </point>
            </rateCurve>
         </zeroCurve>
         <discountFactorCurve>
            <point id="USD-LIBOR-vals-df-pt1">
               <term>
                  <date>2003-10-30Z</date>
               </term>
               <mid>0.999869757040574</mid>
            </point>
            <point id="USD-LIBOR-vals-df-pt2">
               <term>
                  <date>2003-10-31Z</date>
               </term>
               <mid>0.999934098718365</mid>
            </point>
            <point id="USD-LIBOR-vals-df-pt3">
               <term>
                  <date>2003-11-30Z</date>
               </term>
               <mid>0.998859615154173</mid>
            </point>
            <point id="USD-LIBOR-vals-df-pt4">
               <term>
                  <date>2004-01-31Z</date>
               </term>
               <mid>0.996400622534765</mid>
            </point>
            <point id="USD-LIBOR-vals-df-pt5">
               <term>
                  <date>2004-03-18Z</date>
               </term>
               <mid>0.994227178365835</mid>
            </point>
            <point id="USD-LIBOR-vals-df-pt6">
               <term>
                  <date>2004-06-15Z</date>
               </term>
               <mid>0.989986073915221</mid>
            </point>
            <point id="USD-LIBOR-vals-df-pt7">
               <term>
                  <date>2004-09-15Z</date>
               </term>
               <mid>0.985153364055606</mid>
            </point>
            <point id="USD-LIBOR-vals-df-pt8">
               <term>
                  <date>2004-12-16Z</date>
               </term>
               <mid>0.979859309181877</mid>
            </point>
            <point id="USD-LIBOR-vals-df-pt9">
               <term>
                  <date>2005-10-31Z</date>
               </term>
               <mid>0.960823172585937</mid>
            </point>
            <point id="USD-LIBOR-vals-df-pt10">
               <term>
                  <date>2006-10-30Z</date>
               </term>
               <mid>0.939172748187296</mid>
            </point>
            <point id="USD-LIBOR-vals-df-pt11">
               <term>
                  <date>2007-10-31Z</date>
               </term>
               <mid>0.916111677406541</mid>
            </point>
            <point id="USD-LIBOR-vals-df-pt12">
               <term>
                  <date>2008-10-31Z</date>
               </term>
               <mid>0.891868623277781</mid>
            </point>
            <point id="USD-LIBOR-vals-df-pt13">
               <term>
                  <date>2010-10-31Z</date>
               </term>
               <mid>0.846233270451626</mid>
            </point>
            <point id="USD-LIBOR-vals-df-pt14">
               <term>
                  <date>2013-10-31Z</date>
               </term>
               <mid>0.78017168119187</mid>
            </point>
            <point id="USD-LIBOR-vals-df-pt15">
               <term>
                  <date>2018-10-31Z</date>
               </term>
               <mid>0.679157882776367</mid>
            </point>
         </discountFactorCurve>
      </yieldCurveValuation>
   </market>
   <valuationSet id="val1"><!--Base Valuation Scenario-->
      <valuationScenario id="valscen1">
         <name>EOD Valuation</name>
         <valuationDate>2004-05-01Z</valuationDate>
      </valuationScenario><!--Scenario: USD Libor shocked up 100bp-->
      <valuationScenario id="valscen2">
         <name>USDLibor up 100bp</name>
         <valuationDate>2004-05-01Z</valuationDate>
         <shift>
            <parameterReference href="USD-LIBOR"/>
            <shift>100</shift>
            <shiftUnits>BasisPointValue</shiftUnits>
         </shift>
      </valuationScenario>
      <baseParty href="party1"/>
      <quotationCharacteristics>
         <side>Mid</side>
      </quotationCharacteristics>
      <sensitivitySetDefinition id="sensitivitySetDefinition1">
         <name>USD Curve Risk</name>
         <sensitivityCharacteristics><!--Calculating sensitivity of NPV to changes in interest rates-->
            <measureType>NPV</measureType>
            <quoteUnits>BasisPointValue</quoteUnits>
            <currency>USD</currency>
         </sensitivityCharacteristics><!--Note: We dont really want specify a valuationScenarioReference element as we would like this definition to apply for multiple valuationScenarios. -->
         <valuationScenarioReference href="valscen1"/>
         <pricingInputType>YieldCurve</pricingInputType>
         <pricingInputReference href="USD-LIBOR"/>
         <scale>0.0001</scale>
         <sensitivityDefinition id="sens-pt1">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-1"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens-pt2">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-2"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens-pt3">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-3"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens-pt4">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-4"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens-pt5">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-5"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens-pt6">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-6"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens-pt7">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-7"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens-pt8">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-8"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens-pt9">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-9"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens-pt10">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-10"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens-pt11">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-11"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens-pt12">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-12"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens-pt13">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-13"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens-pt14">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-14"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens-pt15">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-15"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
      </sensitivitySetDefinition><!--Currently we have to repeat the sensitivitySetDefinition for each valuation scenario-->
      <sensitivitySetDefinition id="sensitivitySetDefinition2">
         <name>USD Curve Risk</name>
         <sensitivityCharacteristics><!--Calculating sensitivity of NPV to changes in interest rates-->
            <measureType>NPV</measureType>
            <quoteUnits>BasisPointValue</quoteUnits>
            <currency>USD</currency>
         </sensitivityCharacteristics><!--Note: We dont really want specify a valuationScenarioReference element as we would like this definition to apply for multiple valuationScenarios. -->
         <valuationScenarioReference href="valscen2"/>
         <pricingInputType>YieldCurve</pricingInputType>
         <pricingInputReference href="USD-LIBOR"/>
         <scale>0.0001</scale>
         <sensitivityDefinition id="sens2-pt1">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-1"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens2-pt2">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-2"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens2-pt3">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-3"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens2-pt4">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-4"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens2-pt5">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-5"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens2-pt6">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-6"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens2-pt7">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-7"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens2-pt8">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-8"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens2-pt9">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-9"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens2-pt10">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-10"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens2-pt11">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-11"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens2-pt12">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-12"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens2-pt13">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-13"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens2-pt14">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-14"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
         <sensitivityDefinition id="sens2-pt15">
            <partialDerivative>
               <parameterReference href="USD-LIBOR-input-15"/>
               <calculationProcedure>
                  <perturbationAmount>0.0001</perturbationAmount>
                  <averaged>false</averaged>
                  <perturbationType>Relative</perturbationType>
               </calculationProcedure>
            </partialDerivative>
         </sensitivityDefinition>
      </sensitivitySetDefinition><!--results for trade #1-->
      <assetValuation>
         <objectReference href="tid-1"/><!--quote value and NPV-->
         <quote>
            <value>123000</value>
            <measureType>NPV</measureType>
            <currency>USD</currency>
            <sensitivitySet>
               <name>USD Curve Risk</name><!--ref-36 The @href attribute is equal to the @id attribute of an element of type SensitivitySetDefinition-->
               <definitionReference href="val1"/>
               <sensitivity name="1D" definitionRef="sens-pt1">111</sensitivity>
               <sensitivity name="2D" definitionRef="sens-pt2">112</sensitivity>
               <sensitivity name="1M" definitionRef="sens-pt3">113</sensitivity>
               <sensitivity name="3M" definitionRef="sens-pt4">114</sensitivity>
               <sensitivity name="DEC03" definitionRef="sens-pt5">115</sensitivity>
               <sensitivity name="MAR04" definitionRef="sens-pt6">116</sensitivity>
               <sensitivity name="JUN04" definitionRef="sens-pt7">117</sensitivity>
               <sensitivity name="SEP04" definitionRef="sens-pt8">118</sensitivity>
               <sensitivity name="2Y" definitionRef="sens-pt9">119</sensitivity>
               <sensitivity name="3Y" definitionRef="sens-pt10">120</sensitivity>
               <sensitivity name="4Y" definitionRef="sens-pt11">121</sensitivity>
               <sensitivity name="5Y" definitionRef="sens-pt12">122</sensitivity>
               <sensitivity name="7Y" definitionRef="sens-pt13">123</sensitivity>
               <sensitivity name="10Y" definitionRef="sens-pt14">124</sensitivity>
               <sensitivity name="15Y" definitionRef="sens-pt15">125</sensitivity>
            </sensitivitySet>
         </quote>
      </assetValuation><!--result for trade #1 for USDLibor+100bp Scenario-->
      <assetValuation>
         <objectReference href="tid-1"/>
         <valuationScenarioReference href="valscen2"/><!--quote value and NPV-->
         <quote>
            <value>123500</value>
            <measureType>NPV</measureType>
            <currency>USD</currency>
            <sensitivitySet>
               <name>USD Curve Risk</name><!--ref-36 The @href attribute is equal to the @id attribute of an element of type SensitivitySetDefinition-->
               <definitionReference href="val1"/>
               <sensitivity name="1D" definitionRef="sens2-pt1">116</sensitivity>
               <sensitivity name="2D" definitionRef="sens2-pt2">117</sensitivity>
               <sensitivity name="1M" definitionRef="sens2-pt3">118</sensitivity>
               <sensitivity name="3M" definitionRef="sens2-pt4">119</sensitivity>
               <sensitivity name="DEC03" definitionRef="sens2-pt5">120</sensitivity>
               <sensitivity name="MAR04" definitionRef="sens2-pt6">121</sensitivity>
               <sensitivity name="JUN04" definitionRef="sens2-pt7">122</sensitivity>
               <sensitivity name="SEP04" definitionRef="sens2-pt8">123</sensitivity>
               <sensitivity name="2Y" definitionRef="sens2-pt9">124</sensitivity>
               <sensitivity name="3Y" definitionRef="sens2-pt10">125</sensitivity>
               <sensitivity name="4Y" definitionRef="sens2-pt11">126</sensitivity>
               <sensitivity name="5Y" definitionRef="sens2-pt12">127</sensitivity>
               <sensitivity name="7Y" definitionRef="sens2-pt13">128</sensitivity>
               <sensitivity name="10Y" definitionRef="sens2-pt14">129</sensitivity>
               <sensitivity name="15Y" definitionRef="sens2-pt15">130</sensitivity>
            </sensitivitySet>
         </quote>
      </assetValuation>
   </valuationSet>
</FpML>