<?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

Example of a cashflow assertion related to an asset swap.
-->
<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="TradeCashflowsAsserted" 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.example.com/messageId">CEN/2004/01/05/15-38</messageId>
      <sentBy>ABC</sentBy>
      <sendTo>DEF</sendTo>
      <creationTimestamp>2005-09-15T15:38:00Z</creationTimestamp>
   </header>
   <asOfDate>2005-09-15T15:38:00Z</asOfDate>
   <tradeCashflowsId tradeCashflowsIdScheme="http://www.abc.com/tradeCashflowsId">tradeCashflowsABC001</tradeCashflowsId>
   <tradeIdentifyingItems>
      <partyTradeIdentifier>
         <partyReference href="party1"/>
         <tradeId tradeIdScheme="http://www.abc.com/tradeId">SDB531064443</tradeId>
      </partyTradeIdentifier>
      <tradeDetails>
         <tradeDate>2004-06-11Z</tradeDate>
         <effectiveDate>
            <unadjustedDate>2004-03-27Z</unadjustedDate>
         </effectiveDate>
         <terminationDate>
            <unadjustedDate>2010-09-27Z</unadjustedDate>
         </terminationDate>
         <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-type-simple-1-0">AssetSwap</productType><!-- One of the interesting features of this example is that we have 3 underlyer references:
                        The fixed rate, the float rate and the bond reference. -->
         <underlyer id="FIXED">
            <fixedRate>
               <initialValue>0.07875000</initialValue>
            </fixedRate>
         </underlyer>
         <underlyer id="USD-LIBOR-BBA">
            <floatingRate>
               <floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
               <indexTenor>
                  <periodMultiplier>3</periodMultiplier>
                  <period>M</period>
               </indexTenor>
            </floatingRate>
         </underlyer>
         <underlyer id="_411352AA5">
            <bond>
               <instrumentId instrumentIdScheme="http://www.fpml.org/spec/2002/instrument-id-CUSIP-1-0">411352AA5</instrumentId>
            </bond>
         </underlyer>
         <notional>
            <currency>USD</currency>
            <amount>10000000.00</amount>
         </notional>
      </tradeDetails>
   </tradeIdentifyingItems>
   <adjustedPaymentDate>2005-09-27Z</adjustedPaymentDate>
   <payment>
      <identifier paymentIdScheme="http://www.abc.com/netPaymentId">15649772</identifier>
      <payerPartyReference href="party2"/>
      <receiverPartyReference href="party1"/>
      <paymentAmount>
         <currency>USD</currency>
         <amount>286416.67</amount>
      </paymentAmount>
      <calculationDetails>
         <grossCashflow>
            <cashflowId cashflowIdScheme="http://www.abc.com/cashflowId">20050927USD76152462</cashflowId>
            <payerPartyReference href="party2"/>
            <receiverPartyReference href="party1"/>
            <cashflowAmount>
               <currency>USD</currency>
               <amount>393750.00</amount>
            </cashflowAmount>
            <cashflowType cashflowTypeScheme="http://www.fpml.org/coding-scheme/cashflow-type-1-0">Coupon</cashflowType>
         </grossCashflow>
         <calculationElements>
            <notional>
               <currency>USD</currency>
               <amount>10000000.00</amount>
            </notional>
            <calculationPeriod>
               <adjustedStartDate>2005-03-27Z</adjustedStartDate>
               <adjustedEndDate>2005-09-27Z</adjustedEndDate>
               <numberOfDays>180</numberOfDays>
               <dayCountFraction>30/360</dayCountFraction>
            </calculationPeriod>
         </calculationElements>
      </calculationDetails>
      <calculationDetails>
         <grossCashflow>
            <cashflowId cashflowIdScheme="http://www.abc.com/cashflowId">20050927USD76152440</cashflowId>
            <payerPartyReference href="party1"/>
            <receiverPartyReference href="party2"/>
            <cashflowAmount>
               <currency>USD</currency>
               <amount>107333.33</amount>
            </cashflowAmount>
            <cashflowType cashflowTypeScheme="http://www.fpml.org/coding-scheme/cashflow-type-1-0">Coupon</cashflowType>
         </grossCashflow>
         <observationElements id="observation-USD-LIBOR-BBA">
            <underlyerReference href="USD-LIBOR-BBA"/>
            <observationDate>2005-06-23Z</observationDate>
            <observedValue>
               <value>0.0347000</value>
            </observedValue>
         </observationElements>
         <calculationElements>
            <notional>
               <currency>USD</currency>
               <amount>10000000.00</amount>
            </notional>
            <calculatedRate><!-- <observationReference href="observation-USD-LIBOR-BBA"/>-->
               <observationReference href="USD-LIBOR-BBA"/>
               <calculatedValue>0.042</calculatedValue>
               <spread>0.00730000</spread>
            </calculatedRate>
            <calculationPeriod>
               <adjustedStartDate>2005-06-27Z</adjustedStartDate>
               <adjustedEndDate>2005-09-27Z</adjustedEndDate>
               <numberOfDays>92</numberOfDays>
               <dayCountFraction>ACT/360</dayCountFraction>
               <dayCountYearFraction>0.25555</dayCountYearFraction>
            </calculationPeriod>
         </calculationElements>
      </calculationDetails>
   </payment>
   <party id="party1">
      <partyId>ABCBank001</partyId>
   </party>
   <party id="party2">
      <partyId>DEFBank001</partyId>
   </party>
</FpML>