<?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="RequestValuationReport" 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">
   <header>
      <messageId messageIdScheme="http://www.fpml.org/message-id">VAL001</messageId>
      <sentBy>ABC123</sentBy>
      <sendTo>DEF456</sendTo>
      <creationTimestamp>2004-05-21T17:29:04Z</creationTimestamp>
   </header>
   <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>
   <portfolioValuationItem>
      <portfolio id="port1">
         <tradeId id="tid-1" tradeIdScheme="http://party1.com/tids">1234</tradeId>
      </portfolio><!--Valuation Set-->
      <tradeValuationItem>
         <valuationSet>
            <valuationScenarioReference href="valscen1"/>
            <valuationScenarioReference href="valscen2"/><!--Requested Valuation Characteristics-->
            <quotationCharacteristics>
               <measureType>NPV</measureType>
               <side>Mid</side>
            </quotationCharacteristics>
            <quotationCharacteristics>
               <measureType>BucketedInterestRateSensitivity</measureType>
            </quotationCharacteristics>
         </valuationSet>
      </tradeValuationItem>
      <valuationSet><!--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"/><!--Definition of Sensitivities-->
         <sensitivitySetDefinition id="sensitivity1">
            <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="sensitivity2">
            <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>
      </valuationSet>
   </portfolioValuationItem>
</FpML>