<?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">
   <trade id="tid-1">
      <tradeHeader>
         <partyTradeIdentifier>
            <partyReference href="party1"/>
            <tradeId tradeIdScheme="http://www.party1.com/trade">A1234567</tradeId>
         </partyTradeIdentifier>
         <tradeDate>2003-10-08</tradeDate>
      </tradeHeader>
      <bulletPayment><!-- Rule ref-30 in invalid because - The @href attribute is NOT equal to the @id attribute of an element of type PricingStructure. It should be <payment href="USD-LIBOR">  not tib-1 -->
         <payment href="tid-1">
            <payerPartyReference href="party1"/>
            <receiverPartyReference href="party2"/>
            <paymentAmount>
               <currency>USD</currency>
               <amount>123000</amount>
            </paymentAmount>
         </payment>
      </bulletPayment>
   </trade>
   <party id="party1">
      <partyId>ABCDEF</partyId>
   </party>
   <party id="party2">
      <partyId>ABCDEF</partyId>
   </party>
   <market><!--We only need to describe curve in order to reference it in a shift. We dont need a yieldCurveValuation.-->
      <yieldCurve id="USD-LIBOR">
         <name>3M-LIBOR</name>
         <currency>USD</currency>
      </yieldCurve>
   </market>
   <valuationSet id="val1"><!--Base Valuation Scenario-->
      <valuationScenario id="valscen1">
         <name>EOD Valuation</name>
         <valuationDate>2003-10-29Z</valuationDate>
      </valuationScenario><!--Scenario: USD Libor shocked up 100bp-->
      <valuationScenario id="valscen2">
         <name>USDLibor up 100bp</name>
         <valuationDate>2003-10-29Z</valuationDate>
         <shift>
            <parameterReference href="USD-LIBOR"/>
            <shift>100</shift>
            <shiftUnits>BasisPointValue</shiftUnits>
         </shift>
      </valuationScenario>
      <baseParty href="party1"/><!--results for trade #1-->
      <quotationCharacteristics>
         <side>Mid</side>
      </quotationCharacteristics>
      <assetValuation>
         <objectReference href="tid-1"/><!--quote value and NPV-->
         <quote>
            <value>123000</value>
            <measureType>NPV</measureType>
            <currency>USD</currency>
         </quote>
      </assetValuation><!--result for trade #1 for USDLibor+100bp Scenario-->
   </valuationSet>
</FpML>