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category: "interest-rate-derivatives"

sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate"

description: "On 9 January, 2001 PartyA and PartyB agree to enter into an FX Reseting interest rate swap. The terms of the contract are:"

### Response: <effectiveDate> <unadjustedDate>2006-01-11</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2011-01-11</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>11</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="floatingPaymentDates"> <calculationPeriodDatesReference href="floatingCalcPeriodDates"/> <paymentFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate" description: "On 9 January, 2001 PartyA and PartyB agree to enter into an FX Reseting interest rate swap. The terms of the contract are:" ### Response: <effectiveDate> <unadjustedDate>2006-01-11</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2011-01-11</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>11</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="floatingPaymentDates"> <calculationPeriodDatesReference href="floatingCalcPeriodDates"/> <paymentFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

category: "interest-rate-derivatives"

sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate"

description: "On 9 January, 2001 PartyA and PartyB agree to enter into an FX Reseting interest rate swap. The terms of the contract are:"

### Response: GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="floatingResetDates"> <calculationPeriodDatesReference href="floatingCalcPeriodDates"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="floatingResetDates"/> </fixingDates> <resetFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <fxLinkedNotionalSchedule> <constantNotionalScheduleReference href="notionalScheduleJPY"/> <varyingNotionalCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</varyingNotionalCurrency> <varyingNotionalFixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate" description: "On 9 January, 2001 PartyA and PartyB agree to enter into an FX Reseting interest rate swap. The terms of the contract are:" ### Response: GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="floatingResetDates"> <calculationPeriodDatesReference href="floatingCalcPeriodDates"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="floatingResetDates"/> </fixingDates> <resetFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <fxLinkedNotionalSchedule> <constantNotionalScheduleReference href="notionalScheduleJPY"/> <varyingNotionalCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</varyingNotionalCurrency> <varyingNotionalFixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention>

category: "interest-rate-derivatives"

sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate"

description: "On 9 January, 2001 PartyA and PartyB agree to enter into an FX Reseting interest rate swap. The terms of the contract are:"

### Response: <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> <dateRelativeTo href="floatingResetDates"/> </varyingNotionalFixingDates> <fxSpotRateSource> <primaryRateSource> <rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">BankOfJapan</rateSource> </primaryRateSource> <fixingTime> <hourMinuteTime>17:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </fixingTime> </fxSpotRateSource> <varyingNotionalInterimExchangePaymentDates> <periodMultiplier>0</periodMultiplier> <period>D</period> <businessDayConvention>NONE</businessDayConvention> <dateRelativeTo href="floatingPaymentDates"/> </varyingNotionalInterimExchangePaymentDates> </fxLinkedNotionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex> <indexTenor> <periodMultiplier>3</periodMultiplier> <period>M</period> </indexTenor> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> <principalExchanges> <initialExchange>true</initialExchange> <finalExchange>true</finalExchange> <intermediateExchange>true</intermediateExchange> </principalExchanges> </swapStream> </swap> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate" description: "On 9 January, 2001 PartyA and PartyB agree to enter into an FX Reseting interest rate swap. The terms of the contract are:" ### Response: <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> <dateRelativeTo href="floatingResetDates"/> </varyingNotionalFixingDates> <fxSpotRateSource> <primaryRateSource> <rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">BankOfJapan</rateSource> </primaryRateSource> <fixingTime> <hourMinuteTime>17:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </fixingTime> </fxSpotRateSource> <varyingNotionalInterimExchangePaymentDates> <periodMultiplier>0</periodMultiplier> <period>D</period> <businessDayConvention>NONE</businessDayConvention> <dateRelativeTo href="floatingPaymentDates"/> </varyingNotionalInterimExchangePaymentDates> </fxLinkedNotionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex> <indexTenor> <periodMultiplier>3</periodMultiplier> <period>M</period> </indexTenor> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> <principalExchanges> <initialExchange>true</initialExchange> <finalExchange>true</finalExchange> <intermediateExchange>true</intermediateExchange> </principalExchanges> </swapStream> </swap> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">

category: "interest-rate-derivatives"

sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows."

description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:"

### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1"/> <tradeId tradeIdScheme="http:/www.partyA.com/trade-id">123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2"/> <tradeId tradeIdScheme="http:/www.partyB.com/trade-id">123</tradeId> </partyTradeIdentifier> <tradeDate>2001-01-09</tradeDate> </tradeHeader> <swap> <swapStream> <payerPartyReference href="party2"/> <receiverPartyReference href="party1"/> <calculationPeriodDates id="fixedCalcPeriodDates"> <effectiveDate> <unadjustedDate>2006-01-11</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2011-01-11</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows." description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:" ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1"/> <tradeId tradeIdScheme="http:/www.partyA.com/trade-id">123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2"/> <tradeId tradeIdScheme="http:/www.partyB.com/trade-id">123</tradeId> </partyTradeIdentifier> <tradeDate>2001-01-09</tradeDate> </tradeHeader> <swap> <swapStream> <payerPartyReference href="party2"/> <receiverPartyReference href="party1"/> <calculationPeriodDates id="fixedCalcPeriodDates"> <effectiveDate> <unadjustedDate>2006-01-11</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2011-01-11</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

category: "interest-rate-derivatives"

sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows."

description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:"

### Response: JPTO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>11</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="fixedCalcPeriodDates"/> <paymentFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule id="notionalScheduleJPY"> <notionalStepSchedule> <initialValue>1000000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.01</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction> </calculation> </calculationPeriodAmount> <principalExchanges> <initialExchange>true</initialExchange> <finalExchange>true</finalExchange> <intermediateExchange>true</intermediateExchange> </principalExchanges> <cashflows> <cashflowsMatchParameters>true</cashflowsMatchParameters> <paymentCalculationPeriod> <adjustedPaymentDate>2006-07-11</adjustedPaymentDate>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows." description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:" ### Response: JPTO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>11</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="fixedCalcPeriodDates"/> <paymentFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule id="notionalScheduleJPY"> <notionalStepSchedule> <initialValue>1000000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.01</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction> </calculation> </calculationPeriodAmount> <principalExchanges> <initialExchange>true</initialExchange> <finalExchange>true</finalExchange> <intermediateExchange>true</intermediateExchange> </principalExchanges> <cashflows> <cashflowsMatchParameters>true</cashflowsMatchParameters> <paymentCalculationPeriod> <adjustedPaymentDate>2006-07-11</adjustedPaymentDate>

category: "interest-rate-derivatives"

sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows."

description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:"

### Response: <calculationPeriod> <adjustedStartDate>2006-01-11</adjustedStartDate> <adjustedEndDate>2006-07-11</adjustedEndDate> <notionalAmount>1000000000</notionalAmount> <fixedRate>0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2003-01-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2006-07-11</adjustedStartDate> <adjustedEndDate>2007-01-11</adjustedEndDate> <notionalAmount>100000000</notionalAmount> <fixedRate>0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2007-07-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2007-01-11</adjustedStartDate> <adjustedEndDate>2007-07-11</adjustedEndDate> <notionalAmount>1000000000</notionalAmount> <fixedRate>0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2008-01-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2007-07-11</adjustedStartDate> <adjustedEndDate>2008-01-11</adjustedEndDate> <notionalAmount>100000000</notionalAmount> <fixedRate>0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2008-07-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2008-01-11</adjustedStartDate> <adjustedEndDate>2008-07-11</adjustedEndDate> <notionalAmount>1000000000</notionalAmount> <fixedRate>0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2009-01-13</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2008-07-11</adjustedStartDate> <adjustedEndDate>2009-01-13</adjustedEndDate> <notionalAmount>100000000</notionalAmount> <fixedRate>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows." description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:" ### Response: <calculationPeriod> <adjustedStartDate>2006-01-11</adjustedStartDate> <adjustedEndDate>2006-07-11</adjustedEndDate> <notionalAmount>1000000000</notionalAmount> <fixedRate>0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2003-01-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2006-07-11</adjustedStartDate> <adjustedEndDate>2007-01-11</adjustedEndDate> <notionalAmount>100000000</notionalAmount> <fixedRate>0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2007-07-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2007-01-11</adjustedStartDate> <adjustedEndDate>2007-07-11</adjustedEndDate> <notionalAmount>1000000000</notionalAmount> <fixedRate>0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2008-01-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2007-07-11</adjustedStartDate> <adjustedEndDate>2008-01-11</adjustedEndDate> <notionalAmount>100000000</notionalAmount> <fixedRate>0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2008-07-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2008-01-11</adjustedStartDate> <adjustedEndDate>2008-07-11</adjustedEndDate> <notionalAmount>1000000000</notionalAmount> <fixedRate>0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2009-01-13</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2008-07-11</adjustedStartDate> <adjustedEndDate>2009-01-13</adjustedEndDate> <notionalAmount>100000000</notionalAmount> <fixedRate>

category: "interest-rate-derivatives"

sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows."

description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:"

### Response: 0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2009-07-13</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2009-01-13</adjustedStartDate> <adjustedEndDate>2009-07-13</adjustedEndDate> <notionalAmount>1000000000</notionalAmount> <fixedRate>0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2010-01-12</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2009-07-13</adjustedStartDate> <adjustedEndDate>2010-01-12</adjustedEndDate> <notionalAmount>100000000</notionalAmount> <fixedRate>0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2010-07-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2010-01-12</adjustedStartDate> <adjustedEndDate>2010-07-11</adjustedEndDate> <notionalAmount>1000000000</notionalAmount> <fixedRate>0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2011-01-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2010-07-11</adjustedStartDate> <adjustedEndDate>2011-01-11</adjustedEndDate> <notionalAmount>100000000</notionalAmount> <fixedRate>0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> </cashflows> </swapStream> <swapStream> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <calculationPeriodDates id="floatingCalcPeriodDates"> <effectiveDate> <unadjustedDate>2006-01-11</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2011-01-11</unadjustedDate> <dateAdjustments> <businessDayConvention>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows." description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:" ### Response: 0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2009-07-13</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2009-01-13</adjustedStartDate> <adjustedEndDate>2009-07-13</adjustedEndDate> <notionalAmount>1000000000</notionalAmount> <fixedRate>0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2010-01-12</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2009-07-13</adjustedStartDate> <adjustedEndDate>2010-01-12</adjustedEndDate> <notionalAmount>100000000</notionalAmount> <fixedRate>0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2010-07-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2010-01-12</adjustedStartDate> <adjustedEndDate>2010-07-11</adjustedEndDate> <notionalAmount>1000000000</notionalAmount> <fixedRate>0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2011-01-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2010-07-11</adjustedStartDate> <adjustedEndDate>2011-01-11</adjustedEndDate> <notionalAmount>100000000</notionalAmount> <fixedRate>0.01</fixedRate> </calculationPeriod> </paymentCalculationPeriod> </cashflows> </swapStream> <swapStream> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <calculationPeriodDates id="floatingCalcPeriodDates"> <effectiveDate> <unadjustedDate>2006-01-11</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2011-01-11</unadjustedDate> <dateAdjustments> <businessDayConvention>

category: "interest-rate-derivatives"

sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows."

description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:"

### Response: MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>11</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="floatingPaymentDates"> <calculationPeriodDatesReference href="floatingCalcPeriodDates"/> <paymentFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </paymentDatesAdjustments>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows." description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:" ### Response: MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>11</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="floatingPaymentDates"> <calculationPeriodDatesReference href="floatingCalcPeriodDates"/> <paymentFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </paymentDatesAdjustments>

category: "interest-rate-derivatives"

sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows."

description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:"

### Response: </paymentDates> <resetDates id="floatingResetDates"> <calculationPeriodDatesReference href="floatingCalcPeriodDates"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="floatingResetDates"/> </fixingDates> <resetFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <fxLinkedNotionalSchedule> <constantNotionalScheduleReference href="notionalScheduleJPY"/> <varyingNotionalCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</varyingNotionalCurrency> <varyingNotionalFixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> <dateRelativeTo href="floatingResetDates"/>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows." description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:" ### Response: </paymentDates> <resetDates id="floatingResetDates"> <calculationPeriodDatesReference href="floatingCalcPeriodDates"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="floatingResetDates"/> </fixingDates> <resetFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <fxLinkedNotionalSchedule> <constantNotionalScheduleReference href="notionalScheduleJPY"/> <varyingNotionalCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</varyingNotionalCurrency> <varyingNotionalFixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> <dateRelativeTo href="floatingResetDates"/>

category: "interest-rate-derivatives"

sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows."

description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:"

### Response: </varyingNotionalFixingDates> <fxSpotRateSource> <primaryRateSource> <rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">BankOfJapan</rateSource> </primaryRateSource> <fixingTime> <hourMinuteTime>17:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </fixingTime> </fxSpotRateSource> <varyingNotionalInterimExchangePaymentDates> <periodMultiplier>0</periodMultiplier> <period>D</period> <businessDayConvention>NONE</businessDayConvention> <dateRelativeTo href="floatingPaymentDates"/> </varyingNotionalInterimExchangePaymentDates> </fxLinkedNotionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex> <indexTenor> <periodMultiplier>3</periodMultiplier> <period>M</period> </indexTenor> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> <principalExchanges> <initialExchange>true</initialExchange> <finalExchange>true</finalExchange> <intermediateExchange>true</intermediateExchange> </principalExchanges> <cashflows> <cashflowsMatchParameters>true</cashflowsMatchParameters> <paymentCalculationPeriod> <adjustedPaymentDate>2006-04-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2006-01-11</adjustedStartDate> <adjustedEndDate>2006-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2006-01-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2006-01-09</adjustedFixingDate>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows." description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:" ### Response: </varyingNotionalFixingDates> <fxSpotRateSource> <primaryRateSource> <rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">BankOfJapan</rateSource> </primaryRateSource> <fixingTime> <hourMinuteTime>17:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </fixingTime> </fxSpotRateSource> <varyingNotionalInterimExchangePaymentDates> <periodMultiplier>0</periodMultiplier> <period>D</period> <businessDayConvention>NONE</businessDayConvention> <dateRelativeTo href="floatingPaymentDates"/> </varyingNotionalInterimExchangePaymentDates> </fxLinkedNotionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex> <indexTenor> <periodMultiplier>3</periodMultiplier> <period>M</period> </indexTenor> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> <principalExchanges> <initialExchange>true</initialExchange> <finalExchange>true</finalExchange> <intermediateExchange>true</intermediateExchange> </principalExchanges> <cashflows> <cashflowsMatchParameters>true</cashflowsMatchParameters> <paymentCalculationPeriod> <adjustedPaymentDate>2006-04-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2006-01-11</adjustedStartDate> <adjustedEndDate>2006-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2006-01-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2006-01-09</adjustedFixingDate>

category: "interest-rate-derivatives"

sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows."

description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:"

### Response: <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2006-07-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2006-04-11</adjustedStartDate> <adjustedEndDate>2006-07-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2006-04-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2006-04-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2006-10-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2006-07-11</adjustedStartDate> <adjustedEndDate>2006-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2006-07-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2006-07-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2007-01-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2006-10-11</adjustedStartDate> <adjustedEndDate>2007-01-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2006-10-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2006-10-09</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows." description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:" ### Response: <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2006-07-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2006-04-11</adjustedStartDate> <adjustedEndDate>2006-07-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2006-04-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2006-04-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2006-10-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2006-07-11</adjustedStartDate> <adjustedEndDate>2006-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2006-07-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2006-07-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2007-01-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2006-10-11</adjustedStartDate> <adjustedEndDate>2007-01-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2006-10-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2006-10-09</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition>

category: "interest-rate-derivatives"

sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows."

description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:"

### Response: </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2007-04-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2007-01-11</adjustedStartDate> <adjustedEndDate>2007-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2007-01-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2007-01-09</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2007-07-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2007-04-11</adjustedStartDate> <adjustedEndDate>2007-07-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2007-04-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2007-04-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2007-10-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2007-07-11</adjustedStartDate> <adjustedEndDate>2007-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2007-07-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2007-07-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows." description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:" ### Response: </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2007-04-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2007-01-11</adjustedStartDate> <adjustedEndDate>2007-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2007-01-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2007-01-09</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2007-07-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2007-04-11</adjustedStartDate> <adjustedEndDate>2007-07-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2007-04-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2007-04-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2007-10-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2007-07-11</adjustedStartDate> <adjustedEndDate>2007-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2007-07-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2007-07-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>

category: "interest-rate-derivatives"

sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows."

description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:"

### Response: 2008-01-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2007-10-11</adjustedStartDate> <adjustedEndDate>2008-01-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2007-10-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2007-10-09</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2008-04-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2008-01-11</adjustedStartDate> <adjustedEndDate>2008-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2008-01-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2008-01-09</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2008-07-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2008-04-11</adjustedStartDate> <adjustedEndDate>2008-07-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2008-04-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2008-04-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2008-10-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2008-07-11</adjustedStartDate>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows." description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:" ### Response: 2008-01-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2007-10-11</adjustedStartDate> <adjustedEndDate>2008-01-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2007-10-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2007-10-09</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2008-04-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2008-01-11</adjustedStartDate> <adjustedEndDate>2008-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2008-01-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2008-01-09</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2008-07-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2008-04-11</adjustedStartDate> <adjustedEndDate>2008-07-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2008-04-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2008-04-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2008-10-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2008-07-11</adjustedStartDate>

category: "interest-rate-derivatives"

sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows."

description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:"

### Response: <adjustedEndDate>2008-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2008-07-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2008-07-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2009-01-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2008-10-11</adjustedStartDate> <adjustedEndDate>2009-01-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2008-10-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2008-10-09</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2009-04-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2009-01-11</adjustedStartDate> <adjustedEndDate>2009-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2009-01-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2009-01-09</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2009-07-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2009-04-11</adjustedStartDate> <adjustedEndDate>2009-07-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows." description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:" ### Response: <adjustedEndDate>2008-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2008-07-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2008-07-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2009-01-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2008-10-11</adjustedStartDate> <adjustedEndDate>2009-01-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2008-10-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2008-10-09</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2009-04-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2009-01-11</adjustedStartDate> <adjustedEndDate>2009-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2009-01-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2009-01-09</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2009-07-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2009-04-11</adjustedStartDate> <adjustedEndDate>2009-07-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>

category: "interest-rate-derivatives"

sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows."

description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:"

### Response: 2009-04-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2009-04-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2009-10-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2009-07-11</adjustedStartDate> <adjustedEndDate>2009-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2009-07-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2009-07-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2010-01-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2009-10-11</adjustedStartDate> <adjustedEndDate>2010-01-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2009-10-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2009-10-09</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2010-04-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2010-01-11</adjustedStartDate> <adjustedEndDate>2010-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2010-01-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows." description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:" ### Response: 2009-04-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2009-04-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2009-10-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2009-07-11</adjustedStartDate> <adjustedEndDate>2009-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2009-07-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2009-07-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2010-01-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2009-10-11</adjustedStartDate> <adjustedEndDate>2010-01-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2009-10-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2009-10-09</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2010-04-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2010-01-11</adjustedStartDate> <adjustedEndDate>2010-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2010-01-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation>

category: "interest-rate-derivatives"

sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows."

description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:"

### Response: <adjustedFixingDate>2010-01-09</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2010-07-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2010-04-11</adjustedStartDate> <adjustedEndDate>2010-07-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2010-04-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2010-04-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2010-10-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2010-07-11</adjustedStartDate> <adjustedEndDate>2010-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2010-07-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2010-07-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2011-01-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2010-10-11</adjustedStartDate> <adjustedEndDate>2011-01-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2010-10-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2010-10-09</adjustedFixingDate> <observationWeight>1</observationWeight>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" sub category: "Fixed/Floating IRS Where The Floating Stream Notional Is Reset Based On Prevailing Spot Exchange Rate - Cashflows." description: "On 9 January, 2001 PartyA and PartyB agree to enter into a forward starting FX Reseting interest rate swap. The terms of the contract are: Things to note:" ### Response: <adjustedFixingDate>2010-01-09</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2010-07-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2010-04-11</adjustedStartDate> <adjustedEndDate>2010-07-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2010-04-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2010-04-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2010-10-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2010-07-11</adjustedStartDate> <adjustedEndDate>2010-04-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2010-07-07</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2010-07-07</adjustedFixingDate> <observationWeight>1</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod> <adjustedPaymentDate>2011-01-11</adjustedPaymentDate> <calculationPeriod> <adjustedStartDate>2010-10-11</adjustedStartDate> <adjustedEndDate>2011-01-11</adjustedEndDate> <fxLinkedNotionalAmount> <adjustedFxSpotFixingDate>2010-10-09</adjustedFxSpotFixingDate> </fxLinkedNotionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2010-10-09</adjustedFixingDate> <observationWeight>1</observationWeight>

category: "interest-rate-derivatives"

sub category: "Bullet Payments"

description: "On 29 April, 2000 PartyA agrees the payment of a single cashlow to PartyB. The terms of the contract are:"

### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1"/> <tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2"/> <tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId> </partyTradeIdentifier> <tradeDate>2001-04-29</tradeDate> </tradeHeader> <bulletPayment> <payment> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <paymentAmount> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency> <amount>15000.00</amount> </paymentAmount> <paymentDate> <unadjustedDate>2001-07-27</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters id="businessCenters0"> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </dateAdjustments> </paymentDate> </payment> </bulletPayment> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </dataDocument>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" sub category: "Bullet Payments" description: "On 29 April, 2000 PartyA agrees the payment of a single cashlow to PartyB. The terms of the contract are:" ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1"/> <tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2"/> <tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId> </partyTradeIdentifier> <tradeDate>2001-04-29</tradeDate> </tradeHeader> <bulletPayment> <payment> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <paymentAmount> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency> <amount>15000.00</amount> </paymentAmount> <paymentDate> <unadjustedDate>2001-07-27</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters id="businessCenters0"> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </dateAdjustments> </paymentDate> </payment> </bulletPayment> </trade> <party id="party1"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party A</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/dummy-party-id">Party B</partyId> </party> </dataDocument>

category: "interest-rate-derivatives"

description: "Swap with Non-Deliverable Settlement ProvisionExample that shows non-deliverable terms of an interest rate swap. These non-deliverable terms specify the conditions under which the cashflows will be made in a different currency (the "settlement currency") than the currency in which a given leg is denominated (the "reference currency")."

### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">E2000098N10184</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2"/> <tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">1234</tradeId> </partyTradeIdentifier> <tradeDate>1994-12-12</tradeDate> </tradeHeader> <swap> <swapStream> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <calculationPeriodDates id="E2000098N10184"> <effectiveDate> <unadjustedDate>2004-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2007-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Swap with Non-Deliverable Settlement ProvisionExample that shows non-deliverable terms of an interest rate swap. These non-deliverable terms specify the conditions under which the cashflows will be made in a different currency (the "settlement currency") than the currency in which a given leg is denominated (the "reference currency")." ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">E2000098N10184</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2"/> <tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">1234</tradeId> </partyTradeIdentifier> <tradeDate>1994-12-12</tradeDate> </tradeHeader> <swap> <swapStream> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <calculationPeriodDates id="E2000098N10184"> <effectiveDate> <unadjustedDate>2004-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2007-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

category: "interest-rate-derivatives"

description: "Swap with Non-Deliverable Settlement ProvisionExample that shows non-deliverable terms of an interest rate swap. These non-deliverable terms specify the conditions under which the cashflows will be made in a different currency (the "settlement currency") than the currency in which a given leg is denominated (the "reference currency")."

### Response: USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="PaymentDatesID"> <calculationPeriodDatesReference href="E2000098N10184"/> <paymentFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule id="E2000098notional-0-LTAA0200000096.1"> <initialValue>26415000000.00</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.0273000</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> <principalExchanges id="PrincipalExchanges"> <initialExchange>false</initialExchange> <finalExchange>true</finalExchange> <intermediateExchange>false</intermediateExchange> </principalExchanges> <cashflows> <cashflowsMatchParameters>false</cashflowsMatchParameters> <principalExchange>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Swap with Non-Deliverable Settlement ProvisionExample that shows non-deliverable terms of an interest rate swap. These non-deliverable terms specify the conditions under which the cashflows will be made in a different currency (the "settlement currency") than the currency in which a given leg is denominated (the "reference currency")." ### Response: USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="PaymentDatesID"> <calculationPeriodDatesReference href="E2000098N10184"/> <paymentFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule id="E2000098notional-0-LTAA0200000096.1"> <initialValue>26415000000.00</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.0273000</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> <principalExchanges id="PrincipalExchanges"> <initialExchange>false</initialExchange> <finalExchange>true</finalExchange> <intermediateExchange>false</intermediateExchange> </principalExchanges> <cashflows> <cashflowsMatchParameters>false</cashflowsMatchParameters> <principalExchange>

category: "interest-rate-derivatives"

description: "Swap with Non-Deliverable Settlement ProvisionExample that shows non-deliverable terms of an interest rate swap. These non-deliverable terms specify the conditions under which the cashflows will be made in a different currency (the "settlement currency") than the currency in which a given leg is denominated (the "reference currency")."

### Response: <unadjustedPrincipalExchangeDate>2007-12-16</unadjustedPrincipalExchangeDate> <principalExchangeAmount>26415000000.00</principalExchangeAmount> </principalExchange> </cashflows> <settlementProvision> <settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency> <nonDeliverableSettlement> <referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</referenceCurrency> <fxFixingDate> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeToPaymentDates> <paymentDatesReference href="PaymentDatesID"/> <paymentDatesReference href="PrincipalExchanges"/> </dateRelativeToPaymentDates> </fxFixingDate> <settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">KRW.KFTC18/KRW02</settlementRateOption> </nonDeliverableSettlement> </settlementProvision> </swapStream> <swapStream> <payerPartyReference href="party2"/> <receiverPartyReference href="party1"/> <calculationPeriodDates id="E2000098N10AC8"> <effectiveDate> <unadjustedDate>2004-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Swap with Non-Deliverable Settlement ProvisionExample that shows non-deliverable terms of an interest rate swap. These non-deliverable terms specify the conditions under which the cashflows will be made in a different currency (the "settlement currency") than the currency in which a given leg is denominated (the "reference currency")." ### Response: <unadjustedPrincipalExchangeDate>2007-12-16</unadjustedPrincipalExchangeDate> <principalExchangeAmount>26415000000.00</principalExchangeAmount> </principalExchange> </cashflows> <settlementProvision> <settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency> <nonDeliverableSettlement> <referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</referenceCurrency> <fxFixingDate> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeToPaymentDates> <paymentDatesReference href="PaymentDatesID"/> <paymentDatesReference href="PrincipalExchanges"/> </dateRelativeToPaymentDates> </fxFixingDate> <settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">KRW.KFTC18/KRW02</settlementRateOption> </nonDeliverableSettlement> </settlementProvision> </swapStream> <swapStream> <payerPartyReference href="party2"/> <receiverPartyReference href="party1"/> <calculationPeriodDates id="E2000098N10AC8"> <effectiveDate> <unadjustedDate>2004-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate>

category: "interest-rate-derivatives"

description: "Swap with Non-Deliverable Settlement ProvisionExample that shows non-deliverable terms of an interest rate swap. These non-deliverable terms specify the conditions under which the cashflows will be made in a different currency (the "settlement currency") than the currency in which a given leg is denominated (the "reference currency")."

### Response: <unadjustedDate>2007-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="E2000098N10AC8"/> <paymentFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="E2000098N10DDE"> <calculationPeriodDatesReference href="E2000098N10AC8"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Swap with Non-Deliverable Settlement ProvisionExample that shows non-deliverable terms of an interest rate swap. These non-deliverable terms specify the conditions under which the cashflows will be made in a different currency (the "settlement currency") than the currency in which a given leg is denominated (the "reference currency")." ### Response: <unadjustedDate>2007-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="E2000098N10AC8"/> <paymentFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="E2000098N10DDE"> <calculationPeriodDatesReference href="E2000098N10AC8"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period>

category: "interest-rate-derivatives"

description: "Compounding and Averaging Swap with Relative DatesThis example illustrates a feature of the FpML interest rate swap model but in practice is not used in real trading activity. Compounding and averaging interest rate swap with relative effective dates and relative termination dates. Effective dates equal the trade date plus two London business days. The resulting date is adjusted using the London and New York calendars and the modified following rule. Termination dates equal the effective date plus two years. The resulting date is adjusted using the London and New York calendars and the modified following rule."

### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1"/> <tradeId tradeIdScheme="http://xml.morganstanley.com/fid/ird/msTradeIdScheme/swapName">martin</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2"/> <tradeId tradeIdScheme="http://xml.morganstanley.com/fid/ird/counterpartyTradeIdScheme">1234567</tradeId> </partyTradeIdentifier> <tradeDate id="tradeDate">2005-07-31</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType> <swapStream id="swapStream_0_0"> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <calculationPeriodDates id="calculationPeriodDates_0_0"> <relativeEffectiveDate id="effectiveDate_0_0"> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="tradeDate"/> <relativeDateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </relativeDateAdjustments> </relativeEffectiveDate> <relativeTerminationDate id="terminationDate_0_0"> <periodMultiplier>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Compounding and Averaging Swap with Relative DatesThis example illustrates a feature of the FpML interest rate swap model but in practice is not used in real trading activity. Compounding and averaging interest rate swap with relative effective dates and relative termination dates. Effective dates equal the trade date plus two London business days. The resulting date is adjusted using the London and New York calendars and the modified following rule. Termination dates equal the effective date plus two years. The resulting date is adjusted using the London and New York calendars and the modified following rule." ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1"/> <tradeId tradeIdScheme="http://xml.morganstanley.com/fid/ird/msTradeIdScheme/swapName">martin</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2"/> <tradeId tradeIdScheme="http://xml.morganstanley.com/fid/ird/counterpartyTradeIdScheme">1234567</tradeId> </partyTradeIdentifier> <tradeDate id="tradeDate">2005-07-31</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType> <swapStream id="swapStream_0_0"> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <calculationPeriodDates id="calculationPeriodDates_0_0"> <relativeEffectiveDate id="effectiveDate_0_0"> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="tradeDate"/> <relativeDateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </relativeDateAdjustments> </relativeEffectiveDate> <relativeTerminationDate id="terminationDate_0_0"> <periodMultiplier>

category: "interest-rate-derivatives"

description: "Compounding and Averaging Swap with Relative DatesThis example illustrates a feature of the FpML interest rate swap model but in practice is not used in real trading activity. Compounding and averaging interest rate swap with relative effective dates and relative termination dates. Effective dates equal the trade date plus two London business days. The resulting date is adjusted using the London and New York calendars and the modified following rule. Termination dates equal the effective date plus two years. The resulting date is adjusted using the London and New York calendars and the modified following rule."

### Response: 2</periodMultiplier> <period>Y</period> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> <dateRelativeTo href="effectiveDate_0_0"/> </relativeTerminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>2</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates_0_0"/> <paymentFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule id="notionalSchedule_0_0"> <notionalStepSchedule> <initialValue>100000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Compounding and Averaging Swap with Relative DatesThis example illustrates a feature of the FpML interest rate swap model but in practice is not used in real trading activity. Compounding and averaging interest rate swap with relative effective dates and relative termination dates. Effective dates equal the trade date plus two London business days. The resulting date is adjusted using the London and New York calendars and the modified following rule. Termination dates equal the effective date plus two years. The resulting date is adjusted using the London and New York calendars and the modified following rule." ### Response: 2</periodMultiplier> <period>Y</period> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> <dateRelativeTo href="effectiveDate_0_0"/> </relativeTerminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>2</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates_0_0"/> <paymentFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule id="notionalSchedule_0_0"> <notionalStepSchedule> <initialValue>100000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">

category: "interest-rate-derivatives"

description: "Compounding and Averaging Swap with Relative DatesThis example illustrates a feature of the FpML interest rate swap model but in practice is not used in real trading activity. Compounding and averaging interest rate swap with relative effective dates and relative termination dates. Effective dates equal the trade date plus two London business days. The resulting date is adjusted using the London and New York calendars and the modified following rule. Termination dates equal the effective date plus two years. The resulting date is adjusted using the London and New York calendars and the modified following rule."

### Response: USD</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.0003</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction> </calculation> </calculationPeriodAmount> <principalExchanges> <initialExchange>false</initialExchange> <finalExchange>false</finalExchange> <intermediateExchange>false</intermediateExchange> </principalExchanges> <cashflows> <cashflowsMatchParameters>false</cashflowsMatchParameters> <paymentCalculationPeriod id="paymentCalculationPeriod_0_0_1"> <adjustedPaymentDate>2006-02-06</adjustedPaymentDate> <calculationPeriod id="calculationPeriod_0_0_1"> <adjustedStartDate>2005-08-04</adjustedStartDate> <adjustedEndDate>2006-02-06</adjustedEndDate> <calculationPeriodNumberOfDays>182</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <fixedRate>0.0003</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod id="paymentCalculationPeriod_0_0_2"> <adjustedPaymentDate>2006-08-04</adjustedPaymentDate> <calculationPeriod id="calculationPeriod_0_0_2"> <adjustedStartDate>2006-02-06</adjustedStartDate> <adjustedEndDate>2006-08-04</adjustedEndDate> <calculationPeriodNumberOfDays>178</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <fixedRate>0.0003</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod id="paymentCalculationPeriod_0_0_3"> <adjustedPaymentDate>2007-02-05</adjustedPaymentDate> <calculationPeriod id="calculationPeriod_0_0_3"> <adjustedStartDate>2006-08-04</adjustedStartDate> <adjustedEndDate>2007-02-05</adjustedEndDate> <calculationPeriodNumberOfDays>181</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <fixedRate>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Compounding and Averaging Swap with Relative DatesThis example illustrates a feature of the FpML interest rate swap model but in practice is not used in real trading activity. Compounding and averaging interest rate swap with relative effective dates and relative termination dates. Effective dates equal the trade date plus two London business days. The resulting date is adjusted using the London and New York calendars and the modified following rule. Termination dates equal the effective date plus two years. The resulting date is adjusted using the London and New York calendars and the modified following rule." ### Response: USD</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.0003</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction> </calculation> </calculationPeriodAmount> <principalExchanges> <initialExchange>false</initialExchange> <finalExchange>false</finalExchange> <intermediateExchange>false</intermediateExchange> </principalExchanges> <cashflows> <cashflowsMatchParameters>false</cashflowsMatchParameters> <paymentCalculationPeriod id="paymentCalculationPeriod_0_0_1"> <adjustedPaymentDate>2006-02-06</adjustedPaymentDate> <calculationPeriod id="calculationPeriod_0_0_1"> <adjustedStartDate>2005-08-04</adjustedStartDate> <adjustedEndDate>2006-02-06</adjustedEndDate> <calculationPeriodNumberOfDays>182</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <fixedRate>0.0003</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod id="paymentCalculationPeriod_0_0_2"> <adjustedPaymentDate>2006-08-04</adjustedPaymentDate> <calculationPeriod id="calculationPeriod_0_0_2"> <adjustedStartDate>2006-02-06</adjustedStartDate> <adjustedEndDate>2006-08-04</adjustedEndDate> <calculationPeriodNumberOfDays>178</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <fixedRate>0.0003</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod id="paymentCalculationPeriod_0_0_3"> <adjustedPaymentDate>2007-02-05</adjustedPaymentDate> <calculationPeriod id="calculationPeriod_0_0_3"> <adjustedStartDate>2006-08-04</adjustedStartDate> <adjustedEndDate>2007-02-05</adjustedEndDate> <calculationPeriodNumberOfDays>181</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <fixedRate>

category: "interest-rate-derivatives"

description: "Compounding and Averaging Swap with Relative DatesThis example illustrates a feature of the FpML interest rate swap model but in practice is not used in real trading activity. Compounding and averaging interest rate swap with relative effective dates and relative termination dates. Effective dates equal the trade date plus two London business days. The resulting date is adjusted using the London and New York calendars and the modified following rule. Termination dates equal the effective date plus two years. The resulting date is adjusted using the London and New York calendars and the modified following rule."

### Response: 0.0003</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod id="paymentCalculationPeriod_0_0_4"> <adjustedPaymentDate>2007-08-06</adjustedPaymentDate> <calculationPeriod id="calculationPeriod_0_0_4"> <adjustedStartDate>2007-02-05</adjustedStartDate> <adjustedEndDate>2007-08-06</adjustedEndDate> <calculationPeriodNumberOfDays>181</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <fixedRate>0.0003</fixedRate> </calculationPeriod> </paymentCalculationPeriod> </cashflows> </swapStream> <swapStream id="swapStream_0_1"> <payerPartyReference href="party2"/> <receiverPartyReference href="party1"/> <calculationPeriodDates id="calculationPeriodDates_0_1"> <relativeEffectiveDate id="effectiveDate_0_1"> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="tradeDate"/> <relativeDateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </relativeDateAdjustments> </relativeEffectiveDate> <relativeTerminationDate id="terminationDate_0_1"> <periodMultiplier>2</periodMultiplier> <period>Y</period> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Compounding and Averaging Swap with Relative DatesThis example illustrates a feature of the FpML interest rate swap model but in practice is not used in real trading activity. Compounding and averaging interest rate swap with relative effective dates and relative termination dates. Effective dates equal the trade date plus two London business days. The resulting date is adjusted using the London and New York calendars and the modified following rule. Termination dates equal the effective date plus two years. The resulting date is adjusted using the London and New York calendars and the modified following rule." ### Response: 0.0003</fixedRate> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod id="paymentCalculationPeriod_0_0_4"> <adjustedPaymentDate>2007-08-06</adjustedPaymentDate> <calculationPeriod id="calculationPeriod_0_0_4"> <adjustedStartDate>2007-02-05</adjustedStartDate> <adjustedEndDate>2007-08-06</adjustedEndDate> <calculationPeriodNumberOfDays>181</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <fixedRate>0.0003</fixedRate> </calculationPeriod> </paymentCalculationPeriod> </cashflows> </swapStream> <swapStream id="swapStream_0_1"> <payerPartyReference href="party2"/> <receiverPartyReference href="party1"/> <calculationPeriodDates id="calculationPeriodDates_0_1"> <relativeEffectiveDate id="effectiveDate_0_1"> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="tradeDate"/> <relativeDateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </relativeDateAdjustments> </relativeEffectiveDate> <relativeTerminationDate id="terminationDate_0_1"> <periodMultiplier>2</periodMultiplier> <period>Y</period> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

category: "interest-rate-derivatives"

description: "Compounding and Averaging Swap with Relative DatesThis example illustrates a feature of the FpML interest rate swap model but in practice is not used in real trading activity. Compounding and averaging interest rate swap with relative effective dates and relative termination dates. Effective dates equal the trade date plus two London business days. The resulting date is adjusted using the London and New York calendars and the modified following rule. Termination dates equal the effective date plus two years. The resulting date is adjusted using the London and New York calendars and the modified following rule."

### Response: USNY</businessCenter> </businessCenters> <dateRelativeTo href="effectiveDate_0_1"/> </relativeTerminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>NONE</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates_0_1"/> <paymentFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="resetDates_0_1"> <calculationPeriodDatesReference href="calculationPeriodDates_0_1"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="resetDates_0_1"/> </fixingDates>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Compounding and Averaging Swap with Relative DatesThis example illustrates a feature of the FpML interest rate swap model but in practice is not used in real trading activity. Compounding and averaging interest rate swap with relative effective dates and relative termination dates. Effective dates equal the trade date plus two London business days. The resulting date is adjusted using the London and New York calendars and the modified following rule. Termination dates equal the effective date plus two years. The resulting date is adjusted using the London and New York calendars and the modified following rule." ### Response: USNY</businessCenter> </businessCenters> <dateRelativeTo href="effectiveDate_0_1"/> </relativeTerminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>NONE</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates_0_1"/> <paymentFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="resetDates_0_1"> <calculationPeriodDatesReference href="calculationPeriodDates_0_1"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="resetDates_0_1"/> </fixingDates>

category: "interest-rate-derivatives"

description: "Compounding and Averaging Swap with Relative DatesThis example illustrates a feature of the FpML interest rate swap model but in practice is not used in real trading activity. Compounding and averaging interest rate swap with relative effective dates and relative termination dates. Effective dates equal the trade date plus two London business days. The resulting date is adjusted using the London and New York calendars and the modified following rule. Termination dates equal the effective date plus two years. The resulting date is adjusted using the London and New York calendars and the modified following rule."

### Response: <resetFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule id="notionalSchedule_0_1"> <notionalStepSchedule> <initialValue>100000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex> <indexTenor> <periodMultiplier>6</periodMultiplier> <period>M</period> </indexTenor> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> <compoundingMethod>Straight</compoundingMethod> </calculation> </calculationPeriodAmount> <principalExchanges> <initialExchange>false</initialExchange> <finalExchange>false</finalExchange> <intermediateExchange>false</intermediateExchange> </principalExchanges> <cashflows> <cashflowsMatchParameters>false</cashflowsMatchParameters> <paymentCalculationPeriod id="paymentCalculationPeriod_0_1_1"> <adjustedPaymentDate>2006-02-06</adjustedPaymentDate> <calculationPeriod id="calculationPeriod_0_1_1"> <adjustedStartDate>2005-08-04</adjustedStartDate> <adjustedEndDate>2005-11-04</adjustedEndDate> <calculationPeriodNumberOfDays>92</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Compounding and Averaging Swap with Relative DatesThis example illustrates a feature of the FpML interest rate swap model but in practice is not used in real trading activity. Compounding and averaging interest rate swap with relative effective dates and relative termination dates. Effective dates equal the trade date plus two London business days. The resulting date is adjusted using the London and New York calendars and the modified following rule. Termination dates equal the effective date plus two years. The resulting date is adjusted using the London and New York calendars and the modified following rule." ### Response: <resetFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule id="notionalSchedule_0_1"> <notionalStepSchedule> <initialValue>100000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-LIBOR-BBA</floatingRateIndex> <indexTenor> <periodMultiplier>6</periodMultiplier> <period>M</period> </indexTenor> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> <compoundingMethod>Straight</compoundingMethod> </calculation> </calculationPeriodAmount> <principalExchanges> <initialExchange>false</initialExchange> <finalExchange>false</finalExchange> <intermediateExchange>false</intermediateExchange> </principalExchanges> <cashflows> <cashflowsMatchParameters>false</cashflowsMatchParameters> <paymentCalculationPeriod id="paymentCalculationPeriod_0_1_1"> <adjustedPaymentDate>2006-02-06</adjustedPaymentDate> <calculationPeriod id="calculationPeriod_0_1_1"> <adjustedStartDate>2005-08-04</adjustedStartDate> <adjustedEndDate>2005-11-04</adjustedEndDate> <calculationPeriodNumberOfDays>92</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>

category: "interest-rate-derivatives"

description: "Compounding and Averaging Swap with Relative DatesThis example illustrates a feature of the FpML interest rate swap model but in practice is not used in real trading activity. Compounding and averaging interest rate swap with relative effective dates and relative termination dates. Effective dates equal the trade date plus two London business days. The resulting date is adjusted using the London and New York calendars and the modified following rule. Termination dates equal the effective date plus two years. The resulting date is adjusted using the London and New York calendars and the modified following rule."

### Response: 2005-08-02</adjustedFixingDate> <observationWeight>32</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2005-09-01</adjustedFixingDate> <observationWeight>29</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2005-09-30</adjustedFixingDate> <observationWeight>31</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> <calculationPeriod id="calculationPeriod_0_1_2"> <adjustedStartDate>2005-11-04</adjustedStartDate> <adjustedEndDate>2006-02-06</adjustedEndDate> <calculationPeriodNumberOfDays>94</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2005-11-02</adjustedFixingDate> <observationWeight>31</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2005-12-01</adjustedFixingDate> <observationWeight>30</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2005-12-30</adjustedFixingDate> <observationWeight>33</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod id="paymentCalculationPeriod_0_1_3"> <adjustedPaymentDate>2006-08-04</adjustedPaymentDate> <calculationPeriod id="calculationPeriod_0_1_3"> <adjustedStartDate>2006-02-06</adjustedStartDate> <adjustedEndDate>2006-05-04</adjustedEndDate> <calculationPeriodNumberOfDays>87</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2006-02-02</adjustedFixingDate> <observationWeight>28</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Compounding and Averaging Swap with Relative DatesThis example illustrates a feature of the FpML interest rate swap model but in practice is not used in real trading activity. Compounding and averaging interest rate swap with relative effective dates and relative termination dates. Effective dates equal the trade date plus two London business days. The resulting date is adjusted using the London and New York calendars and the modified following rule. Termination dates equal the effective date plus two years. The resulting date is adjusted using the London and New York calendars and the modified following rule." ### Response: 2005-08-02</adjustedFixingDate> <observationWeight>32</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2005-09-01</adjustedFixingDate> <observationWeight>29</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2005-09-30</adjustedFixingDate> <observationWeight>31</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> <calculationPeriod id="calculationPeriod_0_1_2"> <adjustedStartDate>2005-11-04</adjustedStartDate> <adjustedEndDate>2006-02-06</adjustedEndDate> <calculationPeriodNumberOfDays>94</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2005-11-02</adjustedFixingDate> <observationWeight>31</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2005-12-01</adjustedFixingDate> <observationWeight>30</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2005-12-30</adjustedFixingDate> <observationWeight>33</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod id="paymentCalculationPeriod_0_1_3"> <adjustedPaymentDate>2006-08-04</adjustedPaymentDate> <calculationPeriod id="calculationPeriod_0_1_3"> <adjustedStartDate>2006-02-06</adjustedStartDate> <adjustedEndDate>2006-05-04</adjustedEndDate> <calculationPeriodNumberOfDays>87</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2006-02-02</adjustedFixingDate> <observationWeight>28</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>

category: "interest-rate-derivatives"

description: "Compounding and Averaging Swap with Relative DatesThis example illustrates a feature of the FpML interest rate swap model but in practice is not used in real trading activity. Compounding and averaging interest rate swap with relative effective dates and relative termination dates. Effective dates equal the trade date plus two London business days. The resulting date is adjusted using the London and New York calendars and the modified following rule. Termination dates equal the effective date plus two years. The resulting date is adjusted using the London and New York calendars and the modified following rule."

### Response: 2006-03-02</adjustedFixingDate> <observationWeight>29</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2006-03-31</adjustedFixingDate> <observationWeight>30</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> <calculationPeriod id="calculationPeriod_0_1_4"> <adjustedStartDate>2006-05-04</adjustedStartDate> <adjustedEndDate>2006-08-04</adjustedEndDate> <calculationPeriodNumberOfDays>92</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2006-05-02</adjustedFixingDate> <observationWeight>32</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2006-06-01</adjustedFixingDate> <observationWeight>29</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2006-06-30</adjustedFixingDate> <observationWeight>31</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod id="paymentCalculationPeriod_0_1_5"> <adjustedPaymentDate>2007-02-05</adjustedPaymentDate> <calculationPeriod id="calculationPeriod_0_1_5"> <adjustedStartDate>2006-08-04</adjustedStartDate> <adjustedEndDate>2006-11-06</adjustedEndDate> <calculationPeriodNumberOfDays>94</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2006-08-02</adjustedFixingDate> <observationWeight>31</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2006-08-31</adjustedFixingDate> <observationWeight>30</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Compounding and Averaging Swap with Relative DatesThis example illustrates a feature of the FpML interest rate swap model but in practice is not used in real trading activity. Compounding and averaging interest rate swap with relative effective dates and relative termination dates. Effective dates equal the trade date plus two London business days. The resulting date is adjusted using the London and New York calendars and the modified following rule. Termination dates equal the effective date plus two years. The resulting date is adjusted using the London and New York calendars and the modified following rule." ### Response: 2006-03-02</adjustedFixingDate> <observationWeight>29</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2006-03-31</adjustedFixingDate> <observationWeight>30</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> <calculationPeriod id="calculationPeriod_0_1_4"> <adjustedStartDate>2006-05-04</adjustedStartDate> <adjustedEndDate>2006-08-04</adjustedEndDate> <calculationPeriodNumberOfDays>92</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2006-05-02</adjustedFixingDate> <observationWeight>32</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2006-06-01</adjustedFixingDate> <observationWeight>29</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2006-06-30</adjustedFixingDate> <observationWeight>31</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod id="paymentCalculationPeriod_0_1_5"> <adjustedPaymentDate>2007-02-05</adjustedPaymentDate> <calculationPeriod id="calculationPeriod_0_1_5"> <adjustedStartDate>2006-08-04</adjustedStartDate> <adjustedEndDate>2006-11-06</adjustedEndDate> <calculationPeriodNumberOfDays>94</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2006-08-02</adjustedFixingDate> <observationWeight>31</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2006-08-31</adjustedFixingDate> <observationWeight>30</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>

category: "interest-rate-derivatives"

description: "Compounding and Averaging Swap with Relative DatesThis example illustrates a feature of the FpML interest rate swap model but in practice is not used in real trading activity. Compounding and averaging interest rate swap with relative effective dates and relative termination dates. Effective dates equal the trade date plus two London business days. The resulting date is adjusted using the London and New York calendars and the modified following rule. Termination dates equal the effective date plus two years. The resulting date is adjusted using the London and New York calendars and the modified following rule."

### Response: 2006-10-02</adjustedFixingDate> <observationWeight>33</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> <calculationPeriod id="calculationPeriod_0_1_6"> <adjustedStartDate>2006-11-06</adjustedStartDate> <adjustedEndDate>2007-02-05</adjustedEndDate> <calculationPeriodNumberOfDays>91</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2006-11-02</adjustedFixingDate> <observationWeight>28</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2006-11-30</adjustedFixingDate> <observationWeight>31</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2007-01-02</adjustedFixingDate> <observationWeight>32</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod id="paymentCalculationPeriod_0_1_7"> <adjustedPaymentDate>2007-08-06</adjustedPaymentDate> <calculationPeriod id="calculationPeriod_0_1_7"> <adjustedStartDate>2007-02-05</adjustedStartDate> <adjustedEndDate>2007-05-04</adjustedEndDate> <calculationPeriodNumberOfDays>88</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2007-02-01</adjustedFixingDate> <observationWeight>28</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2007-03-01</adjustedFixingDate> <observationWeight>30</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2007-04-02</adjustedFixingDate> <observationWeight>30</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Compounding and Averaging Swap with Relative DatesThis example illustrates a feature of the FpML interest rate swap model but in practice is not used in real trading activity. Compounding and averaging interest rate swap with relative effective dates and relative termination dates. Effective dates equal the trade date plus two London business days. The resulting date is adjusted using the London and New York calendars and the modified following rule. Termination dates equal the effective date plus two years. The resulting date is adjusted using the London and New York calendars and the modified following rule." ### Response: 2006-10-02</adjustedFixingDate> <observationWeight>33</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> <calculationPeriod id="calculationPeriod_0_1_6"> <adjustedStartDate>2006-11-06</adjustedStartDate> <adjustedEndDate>2007-02-05</adjustedEndDate> <calculationPeriodNumberOfDays>91</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2006-11-02</adjustedFixingDate> <observationWeight>28</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2006-11-30</adjustedFixingDate> <observationWeight>31</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2007-01-02</adjustedFixingDate> <observationWeight>32</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod> </paymentCalculationPeriod> <paymentCalculationPeriod id="paymentCalculationPeriod_0_1_7"> <adjustedPaymentDate>2007-08-06</adjustedPaymentDate> <calculationPeriod id="calculationPeriod_0_1_7"> <adjustedStartDate>2007-02-05</adjustedStartDate> <adjustedEndDate>2007-05-04</adjustedEndDate> <calculationPeriodNumberOfDays>88</calculationPeriodNumberOfDays> <notionalAmount>100000000</notionalAmount> <floatingRateDefinition> <rateObservation> <adjustedFixingDate>2007-02-01</adjustedFixingDate> <observationWeight>28</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2007-03-01</adjustedFixingDate> <observationWeight>30</observationWeight> </rateObservation> <rateObservation> <adjustedFixingDate>2007-04-02</adjustedFixingDate> <observationWeight>30</observationWeight> </rateObservation> </floatingRateDefinition> </calculationPeriod>

category: "interest-rate-derivatives"

description: "Swap with Non-Deliverable Settlement ProvisionExample that shows within the non-deliverable terms the procedure to get a new quote when the primary settlement rate option is disrupted."

### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <header> <messageId messageIdScheme="http://www.partyA.com/messageId/OTC">IRS456a789b</messageId> <sentBy messageAddressScheme="http://www.partyA.com/partyId">partyA</sentBy> <sendTo messageAddressScheme="http://www.partyA.com/partyId">barclays</sendTo> <creationTimestamp>2006-08-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.partyA.com/conversationId/OTC">IRS987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">E2000098N10184</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2"/> <tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">1234</tradeId> </partyTradeIdentifier> <tradeDate>1994-12-12</tradeDate> </tradeHeader> <swap> <swapStream> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <calculationPeriodDates id="E2000098N10184"> <effectiveDate> <unadjustedDate>2004-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2007-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Swap with Non-Deliverable Settlement ProvisionExample that shows within the non-deliverable terms the procedure to get a new quote when the primary settlement rate option is disrupted." ### Response: <requestConfirmation xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <header> <messageId messageIdScheme="http://www.partyA.com/messageId/OTC">IRS456a789b</messageId> <sentBy messageAddressScheme="http://www.partyA.com/partyId">partyA</sentBy> <sendTo messageAddressScheme="http://www.partyA.com/partyId">barclays</sendTo> <creationTimestamp>2006-08-01T08:57:00Z</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.partyA.com/conversationId/OTC">IRS987</correlationId> <sequenceNumber>1</sequenceNumber> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">E2000098N10184</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2"/> <tradeId tradeIdScheme="http://www.barclays.com/swaps/trade-id">1234</tradeId> </partyTradeIdentifier> <tradeDate>1994-12-12</tradeDate> </tradeHeader> <swap> <swapStream> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <calculationPeriodDates id="E2000098N10184"> <effectiveDate> <unadjustedDate>2004-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2007-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention>

category: "interest-rate-derivatives"

description: "Swap with Non-Deliverable Settlement ProvisionExample that shows within the non-deliverable terms the procedure to get a new quote when the primary settlement rate option is disrupted."

### Response: <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="PaymentDatesID"> <calculationPeriodDatesReference href="E2000098N10184"/> <paymentFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule id="E2000098notional-0-LTAA0200000096.1"> <initialValue>26415000000.00</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Swap with Non-Deliverable Settlement ProvisionExample that shows within the non-deliverable terms the procedure to get a new quote when the primary settlement rate option is disrupted." ### Response: <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="PaymentDatesID"> <calculationPeriodDatesReference href="E2000098N10184"/> <paymentFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule id="E2000098notional-0-LTAA0200000096.1"> <initialValue>26415000000.00</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule>

category: "interest-rate-derivatives"

description: "Swap with Non-Deliverable Settlement ProvisionExample that shows within the non-deliverable terms the procedure to get a new quote when the primary settlement rate option is disrupted."

### Response: <initialValue>0.0273000</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> <principalExchanges id="PrincipalExchanges"> <initialExchange>false</initialExchange> <finalExchange>true</finalExchange> <intermediateExchange>false</intermediateExchange> </principalExchanges> <cashflows> <cashflowsMatchParameters>false</cashflowsMatchParameters> <principalExchange> <unadjustedPrincipalExchangeDate>2007-12-16</unadjustedPrincipalExchangeDate> <principalExchangeAmount>26415000000.00</principalExchangeAmount> </principalExchange> </cashflows> <settlementProvision> <settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency> <nonDeliverableSettlement> <referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</referenceCurrency> <fxFixingDate> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeToPaymentDates> <paymentDatesReference href="PaymentDatesID"/> <paymentDatesReference href="PrincipalExchanges"/> </dateRelativeToPaymentDates> </fxFixingDate> <settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">KRW.KFTC18/KRW02</settlementRateOption> <priceSourceDisruption> <fallbackReferencePrice> <valuationPostponement> <maximumDaysOfPostponement>12</maximumDaysOfPostponement>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Swap with Non-Deliverable Settlement ProvisionExample that shows within the non-deliverable terms the procedure to get a new quote when the primary settlement rate option is disrupted." ### Response: <initialValue>0.0273000</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> <principalExchanges id="PrincipalExchanges"> <initialExchange>false</initialExchange> <finalExchange>true</finalExchange> <intermediateExchange>false</intermediateExchange> </principalExchanges> <cashflows> <cashflowsMatchParameters>false</cashflowsMatchParameters> <principalExchange> <unadjustedPrincipalExchangeDate>2007-12-16</unadjustedPrincipalExchangeDate> <principalExchangeAmount>26415000000.00</principalExchangeAmount> </principalExchange> </cashflows> <settlementProvision> <settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency> <nonDeliverableSettlement> <referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">KRW</referenceCurrency> <fxFixingDate> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeToPaymentDates> <paymentDatesReference href="PaymentDatesID"/> <paymentDatesReference href="PrincipalExchanges"/> </dateRelativeToPaymentDates> </fxFixingDate> <settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">KRW.KFTC18/KRW02</settlementRateOption> <priceSourceDisruption> <fallbackReferencePrice> <valuationPostponement> <maximumDaysOfPostponement>12</maximumDaysOfPostponement>

category: "interest-rate-derivatives"

description: "Swap with Non-Deliverable Settlement ProvisionExample that shows within the non-deliverable terms the procedure to get a new quote when the primary settlement rate option is disrupted."

### Response: </valuationPostponement> <fallbackSettlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">KRW.TELERATE.45644/KRW03</fallbackSettlementRateOption><fallbackSurveyValuationPostponenment/> <calculationAgentDetermination> <calculationAgentParty>AsSpecifiedInMasterAgreement</calculationAgentParty> </calculationAgentDetermination> </fallbackReferencePrice> </priceSourceDisruption> </nonDeliverableSettlement> </settlementProvision> </swapStream> <swapStream> <payerPartyReference href="party2"/> <receiverPartyReference href="party1"/> <calculationPeriodDates id="E2000098N10AC8"> <effectiveDate> <unadjustedDate>2004-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2007-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Swap with Non-Deliverable Settlement ProvisionExample that shows within the non-deliverable terms the procedure to get a new quote when the primary settlement rate option is disrupted." ### Response: </valuationPostponement> <fallbackSettlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">KRW.TELERATE.45644/KRW03</fallbackSettlementRateOption><fallbackSurveyValuationPostponenment/> <calculationAgentDetermination> <calculationAgentParty>AsSpecifiedInMasterAgreement</calculationAgentParty> </calculationAgentDetermination> </fallbackReferencePrice> </priceSourceDisruption> </nonDeliverableSettlement> </settlementProvision> </swapStream> <swapStream> <payerPartyReference href="party2"/> <receiverPartyReference href="party1"/> <calculationPeriodDates id="E2000098N10AC8"> <effectiveDate> <unadjustedDate>2004-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2007-12-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter>

category: "interest-rate-derivatives"

description: "Swap with Non-Deliverable Settlement ProvisionExample that shows within the non-deliverable terms the procedure to get a new quote when the primary settlement rate option is disrupted."

### Response: </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="E2000098N10AC8"/> <paymentFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="E2000098N10DDE"> <calculationPeriodDatesReference href="E2000098N10AC8"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="E2000098N10DDE"/> </fixingDates> <resetFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule id="E2000098notional-1-LTAA0200000096.1">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Swap with Non-Deliverable Settlement ProvisionExample that shows within the non-deliverable terms the procedure to get a new quote when the primary settlement rate option is disrupted." ### Response: </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="E2000098N10AC8"/> <paymentFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="E2000098N10DDE"> <calculationPeriodDatesReference href="E2000098N10AC8"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="E2000098N10DDE"/> </fixingDates> <resetFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule id="E2000098notional-1-LTAA0200000096.1">

category: "interest-rate-derivatives"

description: "Zero Coupon Swap Normal RateExample that shows a zero coupon swap with the following characteristics:"

### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <header> <messageId messageIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/message-id">LCH00000000001</messageId> <sentBy messageAddressScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">LCHLGB2L</sentBy> <sendTo messageAddressScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">LCHLGB2L</sendTo> <creationTimestamp>2020-12-17T09:10:11.3176666</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/correlation-id">LCH00000000001</correlationId> <sequenceNumber>1</sequenceNumber> <originatingEvent originatingEventScheme="http://www.lchclearnet.com/clearlink/coding-scheme/originating-event">Trade</originatingEvent> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="tradeSource"/> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">1-2</tradeId> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/alpha-trade-id">11111111</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party1"/> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">abc123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="clearingDCO"/> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">LCH00000000001</tradeId> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-classification">STM</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <issuer issuerIdScheme="USINamespace">1010000051</issuer> <tradeId tradeIdScheme="USI">XX11111111XXX1111111111111111111</tradeId>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Zero Coupon Swap Normal RateExample that shows a zero coupon swap with the following characteristics:" ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <header> <messageId messageIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/message-id">LCH00000000001</messageId> <sentBy messageAddressScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">LCHLGB2L</sentBy> <sendTo messageAddressScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">LCHLGB2L</sendTo> <creationTimestamp>2020-12-17T09:10:11.3176666</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/correlation-id">LCH00000000001</correlationId> <sequenceNumber>1</sequenceNumber> <originatingEvent originatingEventScheme="http://www.lchclearnet.com/clearlink/coding-scheme/originating-event">Trade</originatingEvent> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="tradeSource"/> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">1-2</tradeId> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/alpha-trade-id">11111111</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party1"/> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">abc123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="clearingDCO"/> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">LCH00000000001</tradeId> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-classification">STM</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <issuer issuerIdScheme="USINamespace">1010000051</issuer> <tradeId tradeIdScheme="USI">XX11111111XXX1111111111111111111</tradeId>

category: "interest-rate-derivatives"

description: "Zero Coupon Swap Normal RateExample that shows a zero coupon swap with the following characteristics:"

### Response: </partyTradeIdentifier> <partyTradeIdentifier> <issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/issuer-identifier">1010000051</issuer> <tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">XX11111111XXX1111111111111111111</tradeId> </partyTradeIdentifier> <partyTradeInformation> <partyReference href="party1"/> <relatedParty> <partyReference href="clearingBroker1"/> <role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">ClearingBroker</role> </relatedParty> <relatedParty> <partyReference href="tradeSource"/> <role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">TradeSource</role> </relatedParty> <category categoryScheme="http://www.lchclearnet.com/clearlink/coding-schema/category">NettingNotPermitted</category> <executionDateTime>2015-03-05T09:10:11Z</executionDateTime> <executionVenueType executionVenueTypeScheme="http://www.fpml.org/coding-scheme/execution-venue-type">OffFacility</executionVenueType> </partyTradeInformation> <partyTradeInformation> <partyReference href="clearingDCO"/> <category categoryScheme="http://www.lchclearnet.com/clearlink/coding-schema/category">T2</category> <category categoryScheme="http://www.lchclearnet.com/clearlink/coding-schema/category">New</category> <timestamps> <timestamp> <type>GatewayReceivedDateTime</type> <value>2015-03-06T09:10:11</value> </timestamp> <timestamp> <type>LastPaymentDate</type> <value>2052-06-28T09:10:11</value> </timestamp> <timestamp> <type>OriginalRegistrationDateTime</type> <value>2015-03-06T09:10:11</value> </timestamp> </timestamps> <clearingStatus clearingStatusScheme="http://www.fpml.org/coding-scheme/clearing-status">Received</clearingStatus> <reportingRegime> <name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">DF</name> <supervisorRegistration> <supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Zero Coupon Swap Normal RateExample that shows a zero coupon swap with the following characteristics:" ### Response: </partyTradeIdentifier> <partyTradeIdentifier> <issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/issuer-identifier">1010000051</issuer> <tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">XX11111111XXX1111111111111111111</tradeId> </partyTradeIdentifier> <partyTradeInformation> <partyReference href="party1"/> <relatedParty> <partyReference href="clearingBroker1"/> <role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">ClearingBroker</role> </relatedParty> <relatedParty> <partyReference href="tradeSource"/> <role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">TradeSource</role> </relatedParty> <category categoryScheme="http://www.lchclearnet.com/clearlink/coding-schema/category">NettingNotPermitted</category> <executionDateTime>2015-03-05T09:10:11Z</executionDateTime> <executionVenueType executionVenueTypeScheme="http://www.fpml.org/coding-scheme/execution-venue-type">OffFacility</executionVenueType> </partyTradeInformation> <partyTradeInformation> <partyReference href="clearingDCO"/> <category categoryScheme="http://www.lchclearnet.com/clearlink/coding-schema/category">T2</category> <category categoryScheme="http://www.lchclearnet.com/clearlink/coding-schema/category">New</category> <timestamps> <timestamp> <type>GatewayReceivedDateTime</type> <value>2015-03-06T09:10:11</value> </timestamp> <timestamp> <type>LastPaymentDate</type> <value>2052-06-28T09:10:11</value> </timestamp> <timestamp> <type>OriginalRegistrationDateTime</type> <value>2015-03-06T09:10:11</value> </timestamp> </timestamps> <clearingStatus clearingStatusScheme="http://www.fpml.org/coding-scheme/clearing-status">Received</clearingStatus> <reportingRegime> <name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">DF</name> <supervisorRegistration> <supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">

category: "interest-rate-derivatives"

description: "Zero Coupon Swap Normal RateExample that shows a zero coupon swap with the following characteristics:"

### Response: DTCC</supervisoryBody> </supervisorRegistration> </reportingRegime> <reportingRegime> <name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">ESMA</name> <supervisorRegistration> <supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">EMIR</supervisoryBody> </supervisorRegistration> </reportingRegime> </partyTradeInformation> <partyTradeInformation> <partyReference href="tradeSource"/> <reportingRegime> <name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">DF</name> <supervisorRegistration> <supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">CFTC</supervisoryBody> </supervisorRegistration> </reportingRegime> </partyTradeInformation> <tradeDate>2010-07-06</tradeDate> </tradeHeader> <swap> <primaryAssetClass assetClassScheme="http://www.fpml.org/coding-scheme/asset-class">InterestRate</primaryAssetClass> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType> <swapStream id="fixedLeg1"> <payerPartyReference href="party2"/> <receiverPartyReference href="party1"/> <calculationPeriodDates id="fixedCalcPeriodDates1"> <effectiveDate> <unadjustedDate>2051-06-30</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> <adjustedDate>2051-06-30</adjustedDate> </effectiveDate> <terminationDate> <unadjustedDate>2052-06-30</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2052-06-28</adjustedDate> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Zero Coupon Swap Normal RateExample that shows a zero coupon swap with the following characteristics:" ### Response: DTCC</supervisoryBody> </supervisorRegistration> </reportingRegime> <reportingRegime> <name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">ESMA</name> <supervisorRegistration> <supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">EMIR</supervisoryBody> </supervisorRegistration> </reportingRegime> </partyTradeInformation> <partyTradeInformation> <partyReference href="tradeSource"/> <reportingRegime> <name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">DF</name> <supervisorRegistration> <supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">CFTC</supervisoryBody> </supervisorRegistration> </reportingRegime> </partyTradeInformation> <tradeDate>2010-07-06</tradeDate> </tradeHeader> <swap> <primaryAssetClass assetClassScheme="http://www.fpml.org/coding-scheme/asset-class">InterestRate</primaryAssetClass> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType> <swapStream id="fixedLeg1"> <payerPartyReference href="party2"/> <receiverPartyReference href="party1"/> <calculationPeriodDates id="fixedCalcPeriodDates1"> <effectiveDate> <unadjustedDate>2051-06-30</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> <adjustedDate>2051-06-30</adjustedDate> </effectiveDate> <terminationDate> <unadjustedDate>2052-06-30</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2052-06-28</adjustedDate> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>

category: "interest-rate-derivatives"

description: "Zero Coupon Swap Normal RateExample that shows a zero coupon swap with the following characteristics:"

### Response: MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> <rollConvention>NONE</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="paymentDates1"> <calculationPeriodDatesReference href="fixedCalcPeriodDates1"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>9000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.040610</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream id="floatingLeg2"> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <calculationPeriodDates id="floatingCalcPeriodDates2"> <effectiveDate> <unadjustedDate>2051-06-30</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> <adjustedDate>2051-06-30</adjustedDate>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Zero Coupon Swap Normal RateExample that shows a zero coupon swap with the following characteristics:" ### Response: MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> <rollConvention>NONE</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="paymentDates1"> <calculationPeriodDatesReference href="fixedCalcPeriodDates1"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>9000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.040610</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream id="floatingLeg2"> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <calculationPeriodDates id="floatingCalcPeriodDates2"> <effectiveDate> <unadjustedDate>2051-06-30</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> <adjustedDate>2051-06-30</adjustedDate>

category: "interest-rate-derivatives"

description: "Zero Coupon Swap Normal RateExample that shows a zero coupon swap with the following characteristics:"

### Response: </effectiveDate> <terminationDate> <unadjustedDate>2052-06-30</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2052-06-28</adjustedDate> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>30</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="paymentDates2"> <calculationPeriodDatesReference href="floatingCalcPeriodDates2"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="resetDates2"> <calculationPeriodDatesReference href="floatingCalcPeriodDates2"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates id="fixingDates2"> <periodMultiplier>0</periodMultiplier> <period>D</period> <businessDayConvention>PRECEDING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Zero Coupon Swap Normal RateExample that shows a zero coupon swap with the following characteristics:" ### Response: </effectiveDate> <terminationDate> <unadjustedDate>2052-06-30</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2052-06-28</adjustedDate> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>30</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="paymentDates2"> <calculationPeriodDatesReference href="floatingCalcPeriodDates2"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="resetDates2"> <calculationPeriodDatesReference href="floatingCalcPeriodDates2"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates id="fixingDates2"> <periodMultiplier>0</periodMultiplier> <period>D</period> <businessDayConvention>PRECEDING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters>

category: "interest-rate-derivatives"

description: "Zero Coupon Swap Normal RateExample that shows a zero coupon swap with the following characteristics:"

### Response: <dateRelativeTo href="resetDates2"/> </fixingDates> <resetFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>9000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">GBP-LIBOR-BBA</floatingRateIndex> <indexTenor> <periodMultiplier>3</periodMultiplier> <period>M</period> </indexTenor> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction> <compoundingMethod>Flat</compoundingMethod> </calculation> </calculationPeriodAmount> </swapStream> </swap> <documentation> <masterAgreement> <masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType> </masterAgreement> <contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2006</contractualDefinitions> </documentation> </trade> <party id="party1"> <partyId partyIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/murex-portfolio-id">XXX_H_XXX</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/murex-counterparty-id">LCHLGB2L</partyId> </party> <party id="clearingDCO">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Zero Coupon Swap Normal RateExample that shows a zero coupon swap with the following characteristics:" ### Response: <dateRelativeTo href="resetDates2"/> </fixingDates> <resetFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>9000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">GBP-LIBOR-BBA</floatingRateIndex> <indexTenor> <periodMultiplier>3</periodMultiplier> <period>M</period> </indexTenor> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction> <compoundingMethod>Flat</compoundingMethod> </calculation> </calculationPeriodAmount> </swapStream> </swap> <documentation> <masterAgreement> <masterAgreementType masterAgreementTypeScheme="http://www.fpml.org/coding-scheme/master-agreement-type">ISDA</masterAgreementType> </masterAgreement> <contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2006</contractualDefinitions> </documentation> </trade> <party id="party1"> <partyId partyIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/murex-portfolio-id">XXX_H_XXX</partyId> </party> <party id="party2"> <partyId partyIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/murex-counterparty-id">LCHLGB2L</partyId> </party> <party id="clearingDCO">

category: "interest-rate-derivatives"

description: "Brazilian Interest Rate SwapExample that shows a Brazilian Interest Rate swap. It consists of a fixed and a floating leg, both zero coupon and quoted in Brazilian Reals, but settled in US Dollars."

### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">987654321-0</tradeId> </partyTradeIdentifier> <tradeDate>2012-06-29</tradeDate> </tradeHeader> <swap> <swapStream id="fixedLeg"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="fixedLegCalcPeriodDates"> <effectiveDate> <unadjustedDate>2012-09-26</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate id="fixedLegTerminationDate"> <unadjustedDate>2013-03-26</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> <rollConvention>NONE</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <valuationDatesReference href="fixedLegFxFixingDates"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> </paymentFrequency> <payRelativeTo>ValuationDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Brazilian Interest Rate SwapExample that shows a Brazilian Interest Rate swap. It consists of a fixed and a floating leg, both zero coupon and quoted in Brazilian Reals, but settled in US Dollars." ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">987654321-0</tradeId> </partyTradeIdentifier> <tradeDate>2012-06-29</tradeDate> </tradeHeader> <swap> <swapStream id="fixedLeg"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="fixedLegCalcPeriodDates"> <effectiveDate> <unadjustedDate>2012-09-26</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate id="fixedLegTerminationDate"> <unadjustedDate>2013-03-26</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> <rollConvention>NONE</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <valuationDatesReference href="fixedLegFxFixingDates"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> </paymentFrequency> <payRelativeTo>ValuationDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType>

category: "interest-rate-derivatives"

description: "Brazilian Interest Rate SwapExample that shows a Brazilian Interest Rate swap. It consists of a fixed and a floating leg, both zero coupon and quoted in Brazilian Reals, but settled in US Dollars."

### Response: </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>100000000.0</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule><initialValue>0.0876</initialValue> </fixedRateSchedule><futureValueNotional> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</currency><amount>104149148.42</amount><calculationPeriodNumberOfDays>122</calculationPeriodNumberOfDays> <valueDate>2013-03-26</valueDate> </futureValueNotional> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">BUS/252</dayCountFraction> </calculation> </calculationPeriodAmount> <settlementProvision> <settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency> <nonDeliverableSettlement> <referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</referenceCurrency> <fxFixingDate id="fixedLegFxFixingDates"><periodMultiplier>-2</periodMultiplier> <period>D</period><dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> <dateRelativeToCalculationPeriodDates> <calculationPeriodDatesReference href="fixedLegTerminationDate"/>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Brazilian Interest Rate SwapExample that shows a Brazilian Interest Rate swap. It consists of a fixed and a floating leg, both zero coupon and quoted in Brazilian Reals, but settled in US Dollars." ### Response: </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>100000000.0</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule><initialValue>0.0876</initialValue> </fixedRateSchedule><futureValueNotional> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</currency><amount>104149148.42</amount><calculationPeriodNumberOfDays>122</calculationPeriodNumberOfDays> <valueDate>2013-03-26</valueDate> </futureValueNotional> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">BUS/252</dayCountFraction> </calculation> </calculationPeriodAmount> <settlementProvision> <settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency> <nonDeliverableSettlement> <referenceCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</referenceCurrency> <fxFixingDate id="fixedLegFxFixingDates"><periodMultiplier>-2</periodMultiplier> <period>D</period><dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> <dateRelativeToCalculationPeriodDates> <calculationPeriodDatesReference href="fixedLegTerminationDate"/>

category: "interest-rate-derivatives"

description: "Brazilian Interest Rate SwapExample that shows a Brazilian Interest Rate swap. It consists of a fixed and a floating leg, both zero coupon and quoted in Brazilian Reals, but settled in US Dollars."

### Response: </dateRelativeToCalculationPeriodDates> </fxFixingDate> <settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">BRL.PTAX/BRL09</settlementRateOption> </nonDeliverableSettlement> </settlementProvision> </swapStream> <swapStream id="floatingLeg"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="floatingLegCalcPeriodDates"> <effectiveDate> <unadjustedDate>2012-09-26</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate id="floatingLegTerminationDate"> <unadjustedDate>2013-03-26</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments><calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> <rollConvention>NONE</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <valuationDatesReference href="floatingLegFxFixingDates"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> </paymentFrequency> <payRelativeTo>ValuationDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Brazilian Interest Rate SwapExample that shows a Brazilian Interest Rate swap. It consists of a fixed and a floating leg, both zero coupon and quoted in Brazilian Reals, but settled in US Dollars." ### Response: </dateRelativeToCalculationPeriodDates> </fxFixingDate> <settlementRateOption settlementRateOptionScheme="http://www.fpml.org/coding-scheme/settlement-rate-option">BRL.PTAX/BRL09</settlementRateOption> </nonDeliverableSettlement> </settlementProvision> </swapStream> <swapStream id="floatingLeg"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="floatingLegCalcPeriodDates"> <effectiveDate> <unadjustedDate>2012-09-26</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate id="floatingLegTerminationDate"> <unadjustedDate>2013-03-26</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments><calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> <rollConvention>NONE</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <valuationDatesReference href="floatingLegFxFixingDates"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> </paymentFrequency> <payRelativeTo>ValuationDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention>

category: "interest-rate-derivatives"

description: "Brazilian Interest Rate SwapExample that shows a Brazilian Interest Rate swap. It consists of a fixed and a floating leg, both zero coupon and quoted in Brazilian Reals, but settled in US Dollars."

### Response: <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="floatingLegResetDates"> <calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> <fixingDates><periodMultiplier>-1</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter> </businessCenters> <dateRelativeTo href="floatingLegResetDates"/> </fixingDates><resetFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>100000000.0</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">BRL-CDI</floatingRateIndex><initialRate>0.10432</initialRate> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">BUS/252</dayCountFraction> <compoundingMethod>Flat</compoundingMethod> </calculation> </calculationPeriodAmount> <settlementProvision> <settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Brazilian Interest Rate SwapExample that shows a Brazilian Interest Rate swap. It consists of a fixed and a floating leg, both zero coupon and quoted in Brazilian Reals, but settled in US Dollars." ### Response: <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="floatingLegResetDates"> <calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> <fixingDates><periodMultiplier>-1</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter> </businessCenters> <dateRelativeTo href="floatingLegResetDates"/> </fixingDates><resetFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters><businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BRBD</businessCenter> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>100000000.0</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">BRL</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">BRL-CDI</floatingRateIndex><initialRate>0.10432</initialRate> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">BUS/252</dayCountFraction> <compoundingMethod>Flat</compoundingMethod> </calculation> </calculationPeriodAmount> <settlementProvision> <settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</settlementCurrency>

category: "interest-rate-derivatives"

description: "Mexican Interest Rate SwapExample of a Mexican swap with lunar rolls. Some characteristics:"

### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1"/> <tradeId tradeIdScheme="buyside-trade-id">xyz1234</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2"/> <tradeId tradeIdScheme="sellside-trade-id">abc1234</tradeId> </partyTradeIdentifier> <tradeDate>2010-12-12</tradeDate> </tradeHeader> <swap> <swapStream> <payerPartyReference href="party2"/> <receiverPartyReference href="party1"/> <calculationPeriodDates id="floatingCalcPeriodDates"> <effectiveDate> <unadjustedDate>2010-12-14</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2015-12-14</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>28</periodMultiplier> <period>D</period> <rollConvention>NONE</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="floatingCalcPeriodDates"/> <paymentFrequency>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Mexican Interest Rate SwapExample of a Mexican swap with lunar rolls. Some characteristics:" ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1"/> <tradeId tradeIdScheme="buyside-trade-id">xyz1234</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2"/> <tradeId tradeIdScheme="sellside-trade-id">abc1234</tradeId> </partyTradeIdentifier> <tradeDate>2010-12-12</tradeDate> </tradeHeader> <swap> <swapStream> <payerPartyReference href="party2"/> <receiverPartyReference href="party1"/> <calculationPeriodDates id="floatingCalcPeriodDates"> <effectiveDate> <unadjustedDate>2010-12-14</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2015-12-14</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>28</periodMultiplier> <period>D</period> <rollConvention>NONE</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="floatingCalcPeriodDates"/> <paymentFrequency>

category: "interest-rate-derivatives"

description: "Mexican Interest Rate SwapExample of a Mexican swap with lunar rolls. Some characteristics:"

### Response: <periodMultiplier>28</periodMultiplier> <period>D</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="resetDates"> <calculationPeriodDatesReference href="floatingCalcPeriodDates"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>-1</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter> </businessCenters> <dateRelativeTo href="resetDates"/> </fixingDates> <resetFrequency> <periodMultiplier>28</periodMultiplier> <period>D</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>50000000.00</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">MXN</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">MXN-TIIE-Banxico</floatingRateIndex> <indexTenor> <periodMultiplier>28</periodMultiplier> <period>D</period> </indexTenor>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Mexican Interest Rate SwapExample of a Mexican swap with lunar rolls. Some characteristics:" ### Response: <periodMultiplier>28</periodMultiplier> <period>D</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="resetDates"> <calculationPeriodDatesReference href="floatingCalcPeriodDates"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>-1</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter> </businessCenters> <dateRelativeTo href="resetDates"/> </fixingDates> <resetFrequency> <periodMultiplier>28</periodMultiplier> <period>D</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>50000000.00</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">MXN</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">MXN-TIIE-Banxico</floatingRateIndex> <indexTenor> <periodMultiplier>28</periodMultiplier> <period>D</period> </indexTenor>

category: "interest-rate-derivatives"

description: "Mexican Interest Rate SwapExample of a Mexican swap with lunar rolls. Some characteristics:"

### Response: </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <calculationPeriodDates id="fixedCalcPeriodDates"> <effectiveDate> <unadjustedDate>2010-12-14</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2015-12-14</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>28</periodMultiplier> <period>D</period> <rollConvention>NONE</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="fixedCalcPeriodDates"/> <paymentFrequency> <periodMultiplier>28</periodMultiplier> <period>D</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Mexican Interest Rate SwapExample of a Mexican swap with lunar rolls. Some characteristics:" ### Response: </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <calculationPeriodDates id="fixedCalcPeriodDates"> <effectiveDate> <unadjustedDate>2010-12-14</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2015-12-14</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>28</periodMultiplier> <period>D</period> <rollConvention>NONE</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="fixedCalcPeriodDates"/> <paymentFrequency> <periodMultiplier>28</periodMultiplier> <period>D</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">MXMC</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates>

category: "interest-rate-derivatives"

description: "American Swaption (predetermined clearing)Example illustrating the use of predeterminedClearingOrganizationPartyReference"

### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1"/> <tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2"/> <tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId> </partyTradeIdentifier> <tradeDate>2000-08-30</tradeDate> </tradeHeader> <swaption> <buyerPartyReference href="party1"/> <sellerPartyReference href="party2"/> <premium> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <paymentAmount> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> <amount>100000</amount> </paymentAmount> <paymentDate> <unadjustedDate>2000-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </paymentDate> </premium> <americanExercise id="americanExercise0"> <commencementDate> <adjustableDate> <unadjustedDate>2000-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expirationDate> <adjustableDate>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "American Swaption (predetermined clearing)Example illustrating the use of predeterminedClearingOrganizationPartyReference" ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="party1"/> <tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party2"/> <tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId> </partyTradeIdentifier> <tradeDate>2000-08-30</tradeDate> </tradeHeader> <swaption> <buyerPartyReference href="party1"/> <sellerPartyReference href="party2"/> <premium> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <paymentAmount> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> <amount>100000</amount> </paymentAmount> <paymentDate> <unadjustedDate>2000-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </paymentDate> </premium> <americanExercise id="americanExercise0"> <commencementDate> <adjustableDate> <unadjustedDate>2000-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </commencementDate> <expirationDate> <adjustableDate>

category: "interest-rate-derivatives"

description: "American Swaption (predetermined clearing)Example illustrating the use of predeterminedClearingOrganizationPartyReference"

### Response: <unadjustedDate>2002-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </expirationDate> <relevantUnderlyingDate> <relativeDates> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="americanExercise0"/> </relativeDates> </relevantUnderlyingDate> <earliestExerciseTime> <hourMinuteTime>09:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </earliestExerciseTime> <latestExerciseTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </latestExerciseTime> <expirationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </expirationTime> </americanExercise> <exerciseProcedure> <manualExercise> <exerciseNotice> <partyReference href="party2"/> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </exerciseNotice> </manualExercise> <followUpConfirmation>true</followUpConfirmation>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "American Swaption (predetermined clearing)Example illustrating the use of predeterminedClearingOrganizationPartyReference" ### Response: <unadjustedDate>2002-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </expirationDate> <relevantUnderlyingDate> <relativeDates> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="americanExercise0"/> </relativeDates> </relevantUnderlyingDate> <earliestExerciseTime> <hourMinuteTime>09:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </earliestExerciseTime> <latestExerciseTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </latestExerciseTime> <expirationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </expirationTime> </americanExercise> <exerciseProcedure> <manualExercise> <exerciseNotice> <partyReference href="party2"/> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </exerciseNotice> </manualExercise> <followUpConfirmation>true</followUpConfirmation>

category: "interest-rate-derivatives"

description: "American Swaption (predetermined clearing)Example illustrating the use of predeterminedClearingOrganizationPartyReference"

### Response: </exerciseProcedure> <calculationAgent> <calculationAgentPartyReference href="party2"/> </calculationAgent> <physicalSettlement> <clearedPhysicalSettlement>true</clearedPhysicalSettlement> <predeterminedClearingOrganizationPartyReference href="clearing-svc"/> </physicalSettlement> <swaptionStraddle>false</swaptionStraddle> <swap> <swapStream> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <calculationPeriodDates id="CalcPeriodDates0"> <effectiveDate> <unadjustedDate>2001-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2006-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters id="accrualBusinessCenters0"> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCentersReference href="accrualBusinessCenters0"/> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> <rollConvention>30</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="CalcPeriodDates0"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters id="paymentBusinessCenters0"> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "American Swaption (predetermined clearing)Example illustrating the use of predeterminedClearingOrganizationPartyReference" ### Response: </exerciseProcedure> <calculationAgent> <calculationAgentPartyReference href="party2"/> </calculationAgent> <physicalSettlement> <clearedPhysicalSettlement>true</clearedPhysicalSettlement> <predeterminedClearingOrganizationPartyReference href="clearing-svc"/> </physicalSettlement> <swaptionStraddle>false</swaptionStraddle> <swap> <swapStream> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <calculationPeriodDates id="CalcPeriodDates0"> <effectiveDate> <unadjustedDate>2001-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2006-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters id="accrualBusinessCenters0"> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCentersReference href="accrualBusinessCenters0"/> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> <rollConvention>30</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="CalcPeriodDates0"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters id="paymentBusinessCenters0"> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

category: "interest-rate-derivatives"

description: "American Swaption (predetermined clearing)Example illustrating the use of predeterminedClearingOrganizationPartyReference"

### Response: EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>100000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.05</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream> <payerPartyReference href="party2"/> <receiverPartyReference href="party1"/> <calculationPeriodDates id="CalcPeriodDates1"> <effectiveDate> <unadjustedDate>2001-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2006-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters id="accrualBusinessCenters1"> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCentersReference href="accrualBusinessCenters1"/> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>30</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="CalcPeriodDates1"/> <paymentFrequency> <periodMultiplier>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "American Swaption (predetermined clearing)Example illustrating the use of predeterminedClearingOrganizationPartyReference" ### Response: EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>100000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.05</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">30/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream> <payerPartyReference href="party2"/> <receiverPartyReference href="party1"/> <calculationPeriodDates id="CalcPeriodDates1"> <effectiveDate> <unadjustedDate>2001-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2006-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters id="accrualBusinessCenters1"> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCentersReference href="accrualBusinessCenters1"/> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>30</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="CalcPeriodDates1"/> <paymentFrequency> <periodMultiplier>

category: "interest-rate-derivatives"

description: "American Swaption (predetermined clearing)Example illustrating the use of predeterminedClearingOrganizationPartyReference"

### Response: 6</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters id="paymentBusinessCenters1"> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="resetDates0"> <calculationPeriodDatesReference href="CalcPeriodDates1"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters id="fixingBusinessCenters0"> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> <dateRelativeTo href="resetDates0"/> </fixingDates> <resetFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCentersReference href="paymentBusinessCenters1"/> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>100000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex> <indexTenor> <periodMultiplier>6</periodMultiplier> <period>M</period> </indexTenor> </floatingRateCalculation>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "American Swaption (predetermined clearing)Example illustrating the use of predeterminedClearingOrganizationPartyReference" ### Response: 6</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters id="paymentBusinessCenters1"> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="resetDates0"> <calculationPeriodDatesReference href="CalcPeriodDates1"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters id="fixingBusinessCenters0"> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> <dateRelativeTo href="resetDates0"/> </fixingDates> <resetFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCentersReference href="paymentBusinessCenters1"/> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>100000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Telerate</floatingRateIndex> <indexTenor> <periodMultiplier>6</periodMultiplier> <period>M</period> </indexTenor> </floatingRateCalculation>

category: "interest-rate-derivatives"

description: "Zero Coupon Swap Known Amount ScheduleExample that shows a zero coupon swap with the following characteristics:"

### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <header> <messageId messageIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/message-id">LCH00000000001</messageId> <sentBy messageAddressScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">LCHLGB2L</sentBy> <sendTo messageAddressScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">LCHLGB2L</sendTo> <creationTimestamp>2020-12-17T09:10:11.2579186</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/correlation-id">LCH00000000001</correlationId> <sequenceNumber>1</sequenceNumber> <originatingEvent originatingEventScheme="http://www.lchclearnet.com/clearlink/coding-scheme/originating-event">Trade</originatingEvent> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="tradeSource"/> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">1-2</tradeId> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/alpha-trade-id">11111111</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party1"/> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">abc123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="clearingBroker1"/> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">def456</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="clearingDCO"/> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">LCH00000000001</tradeId> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-classification">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Zero Coupon Swap Known Amount ScheduleExample that shows a zero coupon swap with the following characteristics:" ### Response: <executionNotification xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <header> <messageId messageIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/message-id">LCH00000000001</messageId> <sentBy messageAddressScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">LCHLGB2L</sentBy> <sendTo messageAddressScheme="http://www.lchclearnet.com/clearlink/coding-scheme/party-id">LCHLGB2L</sendTo> <creationTimestamp>2020-12-17T09:10:11.2579186</creationTimestamp> </header> <isCorrection>false</isCorrection> <correlationId correlationIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/correlation-id">LCH00000000001</correlationId> <sequenceNumber>1</sequenceNumber> <originatingEvent originatingEventScheme="http://www.lchclearnet.com/clearlink/coding-scheme/originating-event">Trade</originatingEvent> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="tradeSource"/> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">1-2</tradeId> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/alpha-trade-id">11111111</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="party1"/> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">abc123</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="clearingBroker1"/> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">def456</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="clearingDCO"/> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-id">LCH00000000001</tradeId> <tradeId tradeIdScheme="http://www.lchclearnet.com/clearlink/coding-scheme/trade-classification">

category: "interest-rate-derivatives"

description: "Zero Coupon Swap Known Amount ScheduleExample that shows a zero coupon swap with the following characteristics:"

### Response: STM</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <issuer issuerIdScheme="USINamespace">1010000051</issuer> <tradeId tradeIdScheme="USI">XX111111111XXX111111111111111111</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/issuer-identifier">1010000051</issuer> <tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">XX111111111XXX111111111111111111</tradeId> </partyTradeIdentifier> <partyTradeInformation> <partyReference href="party1"/> <relatedParty> <partyReference href="clearingBroker1"/> <role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">ClearingBroker</role> </relatedParty> <relatedParty> <partyReference href="tradeSource"/> <role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">TradeSource</role> </relatedParty> <category categoryScheme="http://www.lchclearnet.com/clearlink/coding-schema/category">NettingNotPermitted</category> <executionDateTime>2013-07-31T09:10:11Z</executionDateTime> <executionVenueType executionVenueTypeScheme="http://www.fpml.org/coding-scheme/execution-venue-type">OffFacility</executionVenueType> </partyTradeInformation> <partyTradeInformation> <partyReference href="clearingDCO"/> <category categoryScheme="http://www.lchclearnet.com/clearlink/coding-schema/category">T2</category> <category categoryScheme="http://www.lchclearnet.com/clearlink/coding-schema/category">New</category> <timestamps> <timestamp> <type>GatewayReceivedDateTime</type> <value>2014-02-04T09:10:11</value> </timestamp> <timestamp> <type>LastPaymentDate</type> <value>2025-06-16T09:10:11</value> </timestamp> <timestamp> <type>OriginalRegistrationDateTime</type> <value>2014-02-04T09:10:11</value> </timestamp> </timestamps> <clearingStatus clearingStatusScheme="http://www.fpml.org/coding-scheme/clearing-status">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Zero Coupon Swap Known Amount ScheduleExample that shows a zero coupon swap with the following characteristics:" ### Response: STM</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <issuer issuerIdScheme="USINamespace">1010000051</issuer> <tradeId tradeIdScheme="USI">XX111111111XXX111111111111111111</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <issuer issuerIdScheme="http://www.fpml.org/coding-scheme/external/issuer-identifier">1010000051</issuer> <tradeId tradeIdScheme="http://www.fpml.org/coding-scheme/external/unique-transaction-identifier">XX111111111XXX111111111111111111</tradeId> </partyTradeIdentifier> <partyTradeInformation> <partyReference href="party1"/> <relatedParty> <partyReference href="clearingBroker1"/> <role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">ClearingBroker</role> </relatedParty> <relatedParty> <partyReference href="tradeSource"/> <role partyRoleScheme="http://www.fpml.org/coding-scheme/party-role">TradeSource</role> </relatedParty> <category categoryScheme="http://www.lchclearnet.com/clearlink/coding-schema/category">NettingNotPermitted</category> <executionDateTime>2013-07-31T09:10:11Z</executionDateTime> <executionVenueType executionVenueTypeScheme="http://www.fpml.org/coding-scheme/execution-venue-type">OffFacility</executionVenueType> </partyTradeInformation> <partyTradeInformation> <partyReference href="clearingDCO"/> <category categoryScheme="http://www.lchclearnet.com/clearlink/coding-schema/category">T2</category> <category categoryScheme="http://www.lchclearnet.com/clearlink/coding-schema/category">New</category> <timestamps> <timestamp> <type>GatewayReceivedDateTime</type> <value>2014-02-04T09:10:11</value> </timestamp> <timestamp> <type>LastPaymentDate</type> <value>2025-06-16T09:10:11</value> </timestamp> <timestamp> <type>OriginalRegistrationDateTime</type> <value>2014-02-04T09:10:11</value> </timestamp> </timestamps> <clearingStatus clearingStatusScheme="http://www.fpml.org/coding-scheme/clearing-status">

category: "interest-rate-derivatives"

description: "Zero Coupon Swap Known Amount ScheduleExample that shows a zero coupon swap with the following characteristics:"

### Response: Received</clearingStatus> <reportingRegime> <name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">DF</name> <supervisorRegistration> <supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">DTCC</supervisoryBody> </supervisorRegistration> </reportingRegime> <reportingRegime> <name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">ESMA</name> <supervisorRegistration> <supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">EMIR</supervisoryBody> </supervisorRegistration> </reportingRegime> </partyTradeInformation> <partyTradeInformation> <partyReference href="tradeSource"/> <reportingRegime> <name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">DF</name> <supervisorRegistration> <supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">CFTC</supervisoryBody> </supervisorRegistration> </reportingRegime> </partyTradeInformation> <tradeDate>2014-11-17</tradeDate> </tradeHeader> <swap> <primaryAssetClass assetClassScheme="http://www.fpml.org/coding-scheme/asset-class">InterestRate</primaryAssetClass> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType> <swapStream id="fixedLeg1"> <payerPartyReference href="party2"/> <receiverPartyReference href="party1"/> <calculationPeriodDates id="fixedCalcPeriodDates1"> <effectiveDate> <unadjustedDate>2008-09-18</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> <adjustedDate>2008-09-18</adjustedDate> </effectiveDate> <terminationDate> <unadjustedDate>2025-06-15</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Zero Coupon Swap Known Amount ScheduleExample that shows a zero coupon swap with the following characteristics:" ### Response: Received</clearingStatus> <reportingRegime> <name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">DF</name> <supervisorRegistration> <supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">DTCC</supervisoryBody> </supervisorRegistration> </reportingRegime> <reportingRegime> <name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">ESMA</name> <supervisorRegistration> <supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">EMIR</supervisoryBody> </supervisorRegistration> </reportingRegime> </partyTradeInformation> <partyTradeInformation> <partyReference href="tradeSource"/> <reportingRegime> <name reportingRegimeNameScheme="http://www.fpml.org/coding-scheme/reporting-regime">DF</name> <supervisorRegistration> <supervisoryBody supervisoryBodyScheme="http://www.fpml.org/coding-scheme/supervisory-body">CFTC</supervisoryBody> </supervisorRegistration> </reportingRegime> </partyTradeInformation> <tradeDate>2014-11-17</tradeDate> </tradeHeader> <swap> <primaryAssetClass assetClassScheme="http://www.fpml.org/coding-scheme/asset-class">InterestRate</primaryAssetClass> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType> <swapStream id="fixedLeg1"> <payerPartyReference href="party2"/> <receiverPartyReference href="party1"/> <calculationPeriodDates id="fixedCalcPeriodDates1"> <effectiveDate> <unadjustedDate>2008-09-18</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> <adjustedDate>2008-09-18</adjustedDate> </effectiveDate> <terminationDate> <unadjustedDate>2025-06-15</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

category: "interest-rate-derivatives"

description: "Zero Coupon Swap Known Amount ScheduleExample that shows a zero coupon swap with the following characteristics:"

### Response: EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2025-06-16</adjustedDate> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> <rollConvention>NONE</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="paymentDates1"> <calculationPeriodDatesReference href="fixedCalcPeriodDates1"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <knownAmountSchedule> <initialValue>7000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </knownAmountSchedule> </calculationPeriodAmount> </swapStream> <swapStream id="floatingLeg2"> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <calculationPeriodDates id="floatingCalcPeriodDates2"> <effectiveDate> <unadjustedDate>2008-09-18</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> <adjustedDate>2008-09-18</adjustedDate> </effectiveDate> <terminationDate> <unadjustedDate>2025-06-15</unadjustedDate> <dateAdjustments>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Zero Coupon Swap Known Amount ScheduleExample that shows a zero coupon swap with the following characteristics:" ### Response: EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2025-06-16</adjustedDate> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> <rollConvention>NONE</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="paymentDates1"> <calculationPeriodDatesReference href="fixedCalcPeriodDates1"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <knownAmountSchedule> <initialValue>7000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </knownAmountSchedule> </calculationPeriodAmount> </swapStream> <swapStream id="floatingLeg2"> <payerPartyReference href="party1"/> <receiverPartyReference href="party2"/> <calculationPeriodDates id="floatingCalcPeriodDates2"> <effectiveDate> <unadjustedDate>2008-09-18</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> <adjustedDate>2008-09-18</adjustedDate> </effectiveDate> <terminationDate> <unadjustedDate>2025-06-15</unadjustedDate> <dateAdjustments>

category: "interest-rate-derivatives"

description: "Zero Coupon Swap Known Amount ScheduleExample that shows a zero coupon swap with the following characteristics:"

### Response: <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2025-06-16</adjustedDate> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <firstRegularPeriodStartDate>2008-12-15</firstRegularPeriodStartDate> <stubPeriodType>ShortInitial</stubPeriodType> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>15</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="paymentDates2"> <calculationPeriodDatesReference href="floatingCalcPeriodDates2"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="resetDates2"> <calculationPeriodDatesReference href="floatingCalcPeriodDates2"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates id="fixingDates2"> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Zero Coupon Swap Known Amount ScheduleExample that shows a zero coupon swap with the following characteristics:" ### Response: <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> <adjustedDate>2025-06-16</adjustedDate> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <firstRegularPeriodStartDate>2008-12-15</firstRegularPeriodStartDate> <stubPeriodType>ShortInitial</stubPeriodType> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>15</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="paymentDates2"> <calculationPeriodDatesReference href="floatingCalcPeriodDates2"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>T</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="resetDates2"> <calculationPeriodDatesReference href="floatingCalcPeriodDates2"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates id="fixingDates2"> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

category: "interest-rate-derivatives"

description: "Zero Coupon Swap Known Amount ScheduleExample that shows a zero coupon swap with the following characteristics:"

### Response: EUTA</businessCenter> </businessCenters> <dateRelativeTo href="resetDates2"/> </fixingDates> <resetFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>6000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Reuters</floatingRateIndex> <indexTenor> <periodMultiplier>3</periodMultiplier> <period>M</period> </indexTenor> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> <compoundingMethod>Flat</compoundingMethod> </calculation> </calculationPeriodAmount> <stubCalculationPeriodAmount> <calculationPeriodDatesReference href="floatingCalcPeriodDates2"/> <initialStub> <floatingRate> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Reuters</floatingRateIndex> <indexTenor> <periodMultiplier>2</periodMultiplier> <period>M</period> </indexTenor> </floatingRate> <floatingRate> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Reuters</floatingRateIndex> <indexTenor> <periodMultiplier>3</periodMultiplier> <period>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Zero Coupon Swap Known Amount ScheduleExample that shows a zero coupon swap with the following characteristics:" ### Response: EUTA</businessCenter> </businessCenters> <dateRelativeTo href="resetDates2"/> </fixingDates> <resetFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>6000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Reuters</floatingRateIndex> <indexTenor> <periodMultiplier>3</periodMultiplier> <period>M</period> </indexTenor> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> <compoundingMethod>Flat</compoundingMethod> </calculation> </calculationPeriodAmount> <stubCalculationPeriodAmount> <calculationPeriodDatesReference href="floatingCalcPeriodDates2"/> <initialStub> <floatingRate> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Reuters</floatingRateIndex> <indexTenor> <periodMultiplier>2</periodMultiplier> <period>M</period> </indexTenor> </floatingRate> <floatingRate> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EURIBOR-Reuters</floatingRateIndex> <indexTenor> <periodMultiplier>3</periodMultiplier> <period>

category: "interest-rate-derivatives"

description: "Daily averaging swap with payment delayExample that shows a daily averaging swap on an overnight rate with a payment delay"

### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-13</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType> <swapStream id="InterestRateSwap-64209468-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209468-677"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-678"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Daily averaging swap with payment delayExample that shows a daily averaging swap on an overnight rate with a payment delay" ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-10" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-13</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType> <swapStream id="InterestRateSwap-64209468-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209468-677"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-678"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

category: "interest-rate-derivatives"

description: "Daily averaging swap with payment delayExample that shows a daily averaging swap on an overnight rate with a payment delay"

### Response: <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <calculationParameters> <calculationMethod>Averaging</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream id="InterestRateSwap-64209468-Fixed-leg-1"> <payerPartyReference href="partyA"/>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Daily averaging swap with payment delayExample that shows a daily averaging swap on an overnight rate with a payment delay" ### Response: <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <calculationParameters> <calculationMethod>Averaging</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream id="InterestRateSwap-64209468-Fixed-leg-1"> <payerPartyReference href="partyA"/>

category: "interest-rate-derivatives"

description: "Daily averaging swap with payment delayExample that shows a daily averaging swap on an overnight rate with a payment delay"

### Response: <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209468-681"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-682"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Daily averaging swap with payment delayExample that shows a daily averaging swap on an overnight rate with a payment delay" ### Response: <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209468-681"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-682"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

category: "interest-rate-derivatives"

description: "Daily averaging swap with rate cutoff (lockout) Example that shows a daily averaging swap on an overnight rate with a lockout period (rate cutoff)"

### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-13</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType> <swapStream id="InterestRateSwap-64209468-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209468-677"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-678"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Daily averaging swap with rate cutoff (lockout) Example that shows a daily averaging swap on an overnight rate with a lockout period (rate cutoff)" ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-13</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType> <swapStream id="InterestRateSwap-64209468-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209468-677"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-678"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

category: "interest-rate-derivatives"

description: "Daily averaging swap with rate cutoff (lockout) Example that shows a daily averaging swap on an overnight rate with a lockout period (rate cutoff)"

### Response: <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <calculationParameters> <calculationMethod>Averaging</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <lockout> <offsetDays>5</offsetDays> </lockout> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> <compoundingMethod>Flat</compoundingMethod> </calculation>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Daily averaging swap with rate cutoff (lockout) Example that shows a daily averaging swap on an overnight rate with a lockout period (rate cutoff)" ### Response: <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <calculationParameters> <calculationMethod>Averaging</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <lockout> <offsetDays>5</offsetDays> </lockout> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> <compoundingMethod>Flat</compoundingMethod> </calculation>

category: "interest-rate-derivatives"

description: "Daily averaging swap with rate cutoff (lockout) Example that shows a daily averaging swap on an overnight rate with a lockout period (rate cutoff)"

### Response: </calculationPeriodAmount> </swapStream> <swapStream id="InterestRateSwap-64209468-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209468-681"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-682"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Daily averaging swap with rate cutoff (lockout) Example that shows a daily averaging swap on an overnight rate with a lockout period (rate cutoff)" ### Response: </calculationPeriodAmount> </swapStream> <swapStream id="InterestRateSwap-64209468-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209468-681"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-682"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention>

category: "interest-rate-derivatives"

description: "Daily averaging swap with observation shift Example that shows a daily averaging swap on an overnight rate with an observation shift. (This means that the weighting is done based on the observation period, not the accrual/calculation period.)"

### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-13</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType> <swapStream id="InterestRateSwap-64209468-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209468-677"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-678"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Daily averaging swap with observation shift Example that shows a daily averaging swap on an overnight rate with an observation shift. (This means that the weighting is done based on the observation period, not the accrual/calculation period.)" ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-13</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType> <swapStream id="InterestRateSwap-64209468-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209468-677"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-678"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

category: "interest-rate-derivatives"

description: "Daily averaging swap with observation shift Example that shows a daily averaging swap on an overnight rate with an observation shift. (This means that the weighting is done based on the observation period, not the accrual/calculation period.)"

### Response: <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <calculationParameters> <calculationMethod>Averaging</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <observationShift> <offsetDays>5</offsetDays> <observationPeriodDates>Standard</observationPeriodDates> <additionalBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </additionalBusinessDays>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Daily averaging swap with observation shift Example that shows a daily averaging swap on an overnight rate with an observation shift. (This means that the weighting is done based on the observation period, not the accrual/calculation period.)" ### Response: <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <calculationParameters> <calculationMethod>Averaging</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <observationShift> <offsetDays>5</offsetDays> <observationPeriodDates>Standard</observationPeriodDates> <additionalBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </additionalBusinessDays>

category: "interest-rate-derivatives"

description: "Daily averaging swap with observation shift Example that shows a daily averaging swap on an overnight rate with an observation shift. (This means that the weighting is done based on the observation period, not the accrual/calculation period.)"

### Response: </observationShift> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream id="InterestRateSwap-64209468-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209468-681"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-682"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Daily averaging swap with observation shift Example that shows a daily averaging swap on an overnight rate with an observation shift. (This means that the weighting is done based on the observation period, not the accrual/calculation period.)" ### Response: </observationShift> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream id="InterestRateSwap-64209468-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209468-681"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-682"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency>

category: "interest-rate-derivatives"

description: "Daily compounding swap with payment delayExample that shows a daily compounding swap on an overnight rate with a payment delay"

### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-13</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType> <swapStream id="InterestRateSwap-64209468-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209468-677"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-678"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Daily compounding swap with payment delayExample that shows a daily compounding swap on an overnight rate with a payment delay" ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-13</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType> <swapStream id="InterestRateSwap-64209468-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209468-677"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-678"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

category: "interest-rate-derivatives"

description: "Daily compounding swap with payment delayExample that shows a daily compounding swap on an overnight rate with a payment delay"

### Response: <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <calculationParameters> <calculationMethod>Compounding</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream id="InterestRateSwap-64209468-Fixed-leg-1">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Daily compounding swap with payment delayExample that shows a daily compounding swap on an overnight rate with a payment delay" ### Response: <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <calculationParameters> <calculationMethod>Compounding</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream id="InterestRateSwap-64209468-Fixed-leg-1">

category: "interest-rate-derivatives"

description: "Daily compounding swap with payment delayExample that shows a daily compounding swap on an overnight rate with a payment delay"

### Response: <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209468-681"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-682"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Daily compounding swap with payment delayExample that shows a daily compounding swap on an overnight rate with a payment delay" ### Response: <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209468-681"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-682"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>2</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

category: "interest-rate-derivatives"

description: "Daily compounding swap with rate cutoff (lockout) Example that shows a daily compounding swap on an overnight rate with a lockout period (rate cutoff)"

### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-13</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType> <swapStream id="InterestRateSwap-64209468-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209468-677"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-678"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Daily compounding swap with rate cutoff (lockout) Example that shows a daily compounding swap on an overnight rate with a lockout period (rate cutoff)" ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-13</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType> <swapStream id="InterestRateSwap-64209468-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209468-677"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-678"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

category: "interest-rate-derivatives"

description: "Daily compounding swap with rate cutoff (lockout) Example that shows a daily compounding swap on an overnight rate with a lockout period (rate cutoff)"

### Response: <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <calculationParameters> <calculationMethod>Compounding</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <lockout/> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream id="InterestRateSwap-64209468-Fixed-leg-1">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Daily compounding swap with rate cutoff (lockout) Example that shows a daily compounding swap on an overnight rate with a lockout period (rate cutoff)" ### Response: <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <calculationParameters> <calculationMethod>Compounding</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <lockout/> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream id="InterestRateSwap-64209468-Fixed-leg-1">

category: "interest-rate-derivatives"

description: "Daily compounding swap with rate cutoff (lockout) Example that shows a daily compounding swap on an overnight rate with a lockout period (rate cutoff)"

### Response: <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209468-681"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-682"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Daily compounding swap with rate cutoff (lockout) Example that shows a daily compounding swap on an overnight rate with a lockout period (rate cutoff)" ### Response: <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209468-681"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-682"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

category: "interest-rate-derivatives"

description: "Daily compounding swap with observation shift Example that shows a daily compounding swap on an overnight rate with an observation shift. (This means that the weighting is done based on the observation period, not the accrual/calculation period.)"

### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-13</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType> <swapStream id="InterestRateSwap-64209468-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209468-677"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-678"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Daily compounding swap with observation shift Example that shows a daily compounding swap on an overnight rate with an observation shift. (This means that the weighting is done based on the observation period, not the accrual/calculation period.)" ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-13</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType> <swapStream id="InterestRateSwap-64209468-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209468-677"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-678"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

category: "interest-rate-derivatives"

description: "Daily compounding swap with observation shift Example that shows a daily compounding swap on an overnight rate with an observation shift. (This means that the weighting is done based on the observation period, not the accrual/calculation period.)"

### Response: <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <calculationParameters> <calculationMethod>Compounding</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <observationShift> <observationPeriodDates>Standard</observationPeriodDates> </observationShift> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Daily compounding swap with observation shift Example that shows a daily compounding swap on an overnight rate with an observation shift. (This means that the weighting is done based on the observation period, not the accrual/calculation period.)" ### Response: <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <calculationParameters> <calculationMethod>Compounding</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <observationShift> <observationPeriodDates>Standard</observationPeriodDates> </observationShift> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation>

category: "interest-rate-derivatives"

description: "Daily compounding swap with observation shift Example that shows a daily compounding swap on an overnight rate with an observation shift. (This means that the weighting is done based on the observation period, not the accrual/calculation period.)"

### Response: </calculationPeriodAmount> </swapStream> <swapStream id="InterestRateSwap-64209468-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209468-681"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-682"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>M</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Daily compounding swap with observation shift Example that shows a daily compounding swap on an overnight rate with an observation shift. (This means that the weighting is done based on the observation period, not the accrual/calculation period.)" ### Response: </calculationPeriodAmount> </swapStream> <swapStream id="InterestRateSwap-64209468-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209468-681"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-682"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>M</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention>

category: "interest-rate-derivatives"

description: "Optional early termination swap with mid market value indicative quotationsExample that shows a swap with an optional termination provision, cash settled with mid market value, indicative quotations."

### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-13</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType><swapStream id="InterestRateSwap-64209468-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209468-677"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-678"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Optional early termination swap with mid market value indicative quotationsExample that shows a swap with an optional termination provision, cash settled with mid market value, indicative quotations." ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-13</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType><swapStream id="InterestRateSwap-64209468-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209468-677"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-678"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

category: "interest-rate-derivatives"

description: "Optional early termination swap with mid market value indicative quotationsExample that shows a swap with an optional termination provision, cash settled with mid market value, indicative quotations."

### Response: <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <calculationParameters> <calculationMethod>Compounding</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <lookback> <offsetDays>5</offsetDays> </lookback> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Optional early termination swap with mid market value indicative quotationsExample that shows a swap with an optional termination provision, cash settled with mid market value, indicative quotations." ### Response: <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <calculationParameters> <calculationMethod>Compounding</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <lookback> <offsetDays>5</offsetDays> </lookback> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount>

category: "interest-rate-derivatives"

description: "Optional early termination swap with mid market value indicative quotationsExample that shows a swap with an optional termination provision, cash settled with mid market value, indicative quotations."

### Response: </swapStream> <swapStream id="InterestRateSwap-64209468-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209468-681"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-682"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Optional early termination swap with mid market value indicative quotationsExample that shows a swap with an optional termination provision, cash settled with mid market value, indicative quotations." ### Response: </swapStream> <swapStream id="InterestRateSwap-64209468-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209468-681"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-682"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention>

category: "interest-rate-derivatives"

description: "Optional early termination swap with mid market value indicative quotationsExample that shows a swap with an optional termination provision, cash settled with mid market value, indicative quotations."

### Response: <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.002</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <earlyTerminationProvision> <optionalEarlyTermination> <europeanExercise> <expirationDate> <relativeDate> <periodMultiplier>-5</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="cashSettlementPayment0"/> </relativeDate> </expirationDate> <earliestExerciseTime> <hourMinuteTime>09:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter> </earliestExerciseTime> <expirationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter> </expirationTime> </europeanExercise> <exerciseNotice> <partyReference href="partyB"/> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Optional early termination swap with mid market value indicative quotationsExample that shows a swap with an optional termination provision, cash settled with mid market value, indicative quotations." ### Response: <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.002</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <earlyTerminationProvision> <optionalEarlyTermination> <europeanExercise> <expirationDate> <relativeDate> <periodMultiplier>-5</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="cashSettlementPayment0"/> </relativeDate> </expirationDate> <earliestExerciseTime> <hourMinuteTime>09:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter> </earliestExerciseTime> <expirationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter> </expirationTime> </europeanExercise> <exerciseNotice> <partyReference href="partyB"/> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

category: "interest-rate-derivatives"

description: "Optional early termination swap with mid market value indicative quotationsExample that shows a swap with an optional termination provision, cash settled with mid market value, indicative quotations."

### Response: GBLO</businessCenter> </exerciseNotice> <followUpConfirmation>true</followUpConfirmation> <calculationAgent> <calculationAgentParty>NonExercisingParty</calculationAgentParty> </calculationAgent> <cashSettlement> <cashSettlementValuationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter> </cashSettlementValuationTime> <cashSettlementValuationDate> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> <dateRelativeTo href="cashSettlementPayment0"/> </cashSettlementValuationDate> <cashSettlementPaymentDate id="cashSettlementPayment0"> <adjustableDates> <unadjustedDate>2001-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </adjustableDates> </cashSettlementPaymentDate> <midMarketValuation> <indicativeQuotations> <cashSettlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</cashSettlementCurrency> <applicableCsa>NoCSA</applicableCsa> <cashCollateralCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</cashCollateralCurrency> <cashCollateralInterestRate benchmarkRateScheme="http://www.fpml.org/coding-scheme/benchmark-rate">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Optional early termination swap with mid market value indicative quotationsExample that shows a swap with an optional termination provision, cash settled with mid market value, indicative quotations." ### Response: GBLO</businessCenter> </exerciseNotice> <followUpConfirmation>true</followUpConfirmation> <calculationAgent> <calculationAgentParty>NonExercisingParty</calculationAgentParty> </calculationAgent> <cashSettlement> <cashSettlementValuationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter> </cashSettlementValuationTime> <cashSettlementValuationDate> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> <dateRelativeTo href="cashSettlementPayment0"/> </cashSettlementValuationDate> <cashSettlementPaymentDate id="cashSettlementPayment0"> <adjustableDates> <unadjustedDate>2001-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </adjustableDates> </cashSettlementPaymentDate> <midMarketValuation> <indicativeQuotations> <cashSettlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</cashSettlementCurrency> <applicableCsa>NoCSA</applicableCsa> <cashCollateralCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</cashCollateralCurrency> <cashCollateralInterestRate benchmarkRateScheme="http://www.fpml.org/coding-scheme/benchmark-rate">

category: "interest-rate-derivatives"

description: "Optional early termination swap with replacement value firm quotationsExample that shows a swap with an optional termination provision, cash settled with replacement value, firm quotations."

### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-13</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType><swapStream id="InterestRateSwap-64209468-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209468-677"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-678"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Optional early termination swap with replacement value firm quotationsExample that shows a swap with an optional termination provision, cash settled with replacement value, firm quotations." ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-13</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType><swapStream id="InterestRateSwap-64209468-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209468-677"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-678"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

category: "interest-rate-derivatives"

description: "Optional early termination swap with replacement value firm quotationsExample that shows a swap with an optional termination provision, cash settled with replacement value, firm quotations."

### Response: <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <calculationParameters> <calculationMethod>Compounding</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <lookback> <offsetDays>5</offsetDays> </lookback> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Optional early termination swap with replacement value firm quotationsExample that shows a swap with an optional termination provision, cash settled with replacement value, firm quotations." ### Response: <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <calculationParameters> <calculationMethod>Compounding</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <lookback> <offsetDays>5</offsetDays> </lookback> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount>

category: "interest-rate-derivatives"

description: "Optional early termination swap with replacement value firm quotationsExample that shows a swap with an optional termination provision, cash settled with replacement value, firm quotations."

### Response: </swapStream> <swapStream id="InterestRateSwap-64209468-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209468-681"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-682"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Optional early termination swap with replacement value firm quotationsExample that shows a swap with an optional termination provision, cash settled with replacement value, firm quotations." ### Response: </swapStream> <swapStream id="InterestRateSwap-64209468-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209468-681"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-682"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention>

category: "interest-rate-derivatives"

description: "Optional early termination swap with replacement value firm quotationsExample that shows a swap with an optional termination provision, cash settled with replacement value, firm quotations."

### Response: <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.002</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <earlyTerminationProvision> <optionalEarlyTermination> <europeanExercise> <expirationDate> <relativeDate> <periodMultiplier>-5</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="cashSettlementPayment0"/> </relativeDate> </expirationDate> <earliestExerciseTime> <hourMinuteTime>09:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter> </earliestExerciseTime> <expirationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter> </expirationTime> </europeanExercise> <exerciseNotice> <partyReference href="partyB"/> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Optional early termination swap with replacement value firm quotationsExample that shows a swap with an optional termination provision, cash settled with replacement value, firm quotations." ### Response: <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.002</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <earlyTerminationProvision> <optionalEarlyTermination> <europeanExercise> <expirationDate> <relativeDate> <periodMultiplier>-5</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="cashSettlementPayment0"/> </relativeDate> </expirationDate> <earliestExerciseTime> <hourMinuteTime>09:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter> </earliestExerciseTime> <expirationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter> </expirationTime> </europeanExercise> <exerciseNotice> <partyReference href="partyB"/> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

category: "interest-rate-derivatives"

description: "Optional early termination swap with replacement value firm quotationsExample that shows a swap with an optional termination provision, cash settled with replacement value, firm quotations."

### Response: GBLO</businessCenter> </exerciseNotice> <followUpConfirmation>true</followUpConfirmation> <calculationAgent> <calculationAgentParty>NonExercisingParty</calculationAgentParty> </calculationAgent> <cashSettlement> <cashSettlementValuationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter> </cashSettlementValuationTime> <cashSettlementValuationDate> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> <dateRelativeTo href="cashSettlementPayment0"/> </cashSettlementValuationDate> <cashSettlementPaymentDate id="cashSettlementPayment0"> <adjustableDates> <unadjustedDate>2001-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </adjustableDates> </cashSettlementPaymentDate> <replacementValue> <firmQuotations> <cashSettlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</cashSettlementCurrency> <protectedParty> <partyDetermination>Both</partyDetermination> </protectedParty> <cashCollateralCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</cashCollateralCurrency>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Optional early termination swap with replacement value firm quotationsExample that shows a swap with an optional termination provision, cash settled with replacement value, firm quotations." ### Response: GBLO</businessCenter> </exerciseNotice> <followUpConfirmation>true</followUpConfirmation> <calculationAgent> <calculationAgentParty>NonExercisingParty</calculationAgentParty> </calculationAgent> <cashSettlement> <cashSettlementValuationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter> </cashSettlementValuationTime> <cashSettlementValuationDate> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> <dateRelativeTo href="cashSettlementPayment0"/> </cashSettlementValuationDate> <cashSettlementPaymentDate id="cashSettlementPayment0"> <adjustableDates> <unadjustedDate>2001-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </adjustableDates> </cashSettlementPaymentDate> <replacementValue> <firmQuotations> <cashSettlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</cashSettlementCurrency> <protectedParty> <partyDetermination>Both</partyDetermination> </protectedParty> <cashCollateralCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</cashCollateralCurrency>

category: "interest-rate-derivatives"

description: "Optional early termination swap with collateralized price methodExample that shows a swap with an optional termination provision, cash settled with collateralized price method."

### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-13</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType><swapStream id="InterestRateSwap-64209468-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209468-677"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-678"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Optional early termination swap with collateralized price methodExample that shows a swap with an optional termination provision, cash settled with collateralized price method." ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.partyA.com/swaps/trade-id">FpML-test-7</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-13</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate::VanillaSwap</productType><swapStream id="InterestRateSwap-64209468-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209468-677"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-678"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

category: "interest-rate-derivatives"

description: "Optional early termination swap with collateralized price methodExample that shows a swap with an optional termination provision, cash settled with collateralized price method."

### Response: <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <calculationParameters> <calculationMethod>Compounding</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <lookback> <offsetDays>5</offsetDays> </lookback> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Optional early termination swap with collateralized price methodExample that shows a swap with an optional termination provision, cash settled with collateralized price method." ### Response: <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-677"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <calculationParameters> <calculationMethod>Compounding</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <lookback> <offsetDays>5</offsetDays> </lookback> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount>

category: "interest-rate-derivatives"

description: "Optional early termination swap with collateralized price methodExample that shows a swap with an optional termination provision, cash settled with collateralized price method."

### Response: </swapStream> <swapStream id="InterestRateSwap-64209468-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209468-681"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-682"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Optional early termination swap with collateralized price methodExample that shows a swap with an optional termination provision, cash settled with collateralized price method." ### Response: </swapStream> <swapStream id="InterestRateSwap-64209468-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209468-681"> <effectiveDate> <unadjustedDate>2021-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209468-682"> <unadjustedDate>2024-08-16</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> <rollConvention>16</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209468-681"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>M</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDaysOffset> <periodMultiplier>1</periodMultiplier> <period>D</period> <dayType>Business</dayType> </paymentDaysOffset> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention>

category: "interest-rate-derivatives"

description: "Optional early termination swap with collateralized price methodExample that shows a swap with an optional termination provision, cash settled with collateralized price method."

### Response: <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.002</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <earlyTerminationProvision> <optionalEarlyTermination> <europeanExercise> <expirationDate> <relativeDate> <periodMultiplier>-5</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="cashSettlementPayment0"/> </relativeDate> </expirationDate> <earliestExerciseTime> <hourMinuteTime>09:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter> </earliestExerciseTime> <expirationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter> </expirationTime> </europeanExercise> <exerciseNotice> <partyReference href="partyB"/> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Optional early termination swap with collateralized price methodExample that shows a swap with an optional termination provision, cash settled with collateralized price method." ### Response: <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.002</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <earlyTerminationProvision> <optionalEarlyTermination> <europeanExercise> <expirationDate> <relativeDate> <periodMultiplier>-5</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="cashSettlementPayment0"/> </relativeDate> </expirationDate> <earliestExerciseTime> <hourMinuteTime>09:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter> </earliestExerciseTime> <expirationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter> </expirationTime> </europeanExercise> <exerciseNotice> <partyReference href="partyB"/> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

category: "interest-rate-derivatives"

description: "Optional early termination swap with collateralized price methodExample that shows a swap with an optional termination provision, cash settled with collateralized price method."

### Response: GBLO</businessCenter> </exerciseNotice> <followUpConfirmation>true</followUpConfirmation> <calculationAgent> <calculationAgentParty>NonExercisingParty</calculationAgentParty> </calculationAgent> <cashSettlement> <cashSettlementValuationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter> </cashSettlementValuationTime> <cashSettlementValuationDate> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> <dateRelativeTo href="cashSettlementPayment0"/> </cashSettlementValuationDate> <cashSettlementPaymentDate id="cashSettlementPayment0"> <adjustableDates> <unadjustedDate>2001-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </adjustableDates> </cashSettlementPaymentDate> <collateralizedCashPriceMethod> <cashSettlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</cashSettlementCurrency> <settlementRateSource> <informationSource> <rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">ISDA</rateSource> </informationSource> </settlementRateSource>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Optional early termination swap with collateralized price methodExample that shows a swap with an optional termination provision, cash settled with collateralized price method." ### Response: GBLO</businessCenter> </exerciseNotice> <followUpConfirmation>true</followUpConfirmation> <calculationAgent> <calculationAgentParty>NonExercisingParty</calculationAgentParty> </calculationAgent> <cashSettlement> <cashSettlementValuationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">BEBR</businessCenter> </cashSettlementValuationTime> <cashSettlementValuationDate> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> <dateRelativeTo href="cashSettlementPayment0"/> </cashSettlementValuationDate> <cashSettlementPaymentDate id="cashSettlementPayment0"> <adjustableDates> <unadjustedDate>2001-08-30</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </adjustableDates> </cashSettlementPaymentDate> <collateralizedCashPriceMethod> <cashSettlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</cashSettlementCurrency> <settlementRateSource> <informationSource> <rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">ISDA</rateSource> </informationSource> </settlementRateSource>

category: "interest-rate-derivatives"

description: "European Swaption on Swap with RFR undelyer, Cash SettlementExample that shows a European Swaption on Swap with RFR undelyer, Cash Settlement."

### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">62547265</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="partyB"/> <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">62547265</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-30</tradeDate> </tradeHeader> <swaption> <buyerPartyReference href="partyA"/> <sellerPartyReference href="partyB"/> <premium> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <paymentAmount> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency> <amount>1000000</amount> </paymentAmount> <paymentDate> <unadjustedDate>2021-08-31</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </paymentDate> </premium> <europeanExercise id="exercisePeriod"> <expirationDate> <adjustableDate> <unadjustedDate>2021-09-30</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </expirationDate> <earliestExerciseTime> <hourMinuteTime>09:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "European Swaption on Swap with RFR undelyer, Cash SettlementExample that shows a European Swaption on Swap with RFR undelyer, Cash Settlement." ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">62547265</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="partyB"/> <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">62547265</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-30</tradeDate> </tradeHeader> <swaption> <buyerPartyReference href="partyA"/> <sellerPartyReference href="partyB"/> <premium> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <paymentAmount> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency> <amount>1000000</amount> </paymentAmount> <paymentDate> <unadjustedDate>2021-08-31</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </paymentDate> </premium> <europeanExercise id="exercisePeriod"> <expirationDate> <adjustableDate> <unadjustedDate>2021-09-30</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </expirationDate> <earliestExerciseTime> <hourMinuteTime>09:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

category: "interest-rate-derivatives"

description: "European Swaption on Swap with RFR undelyer, Cash SettlementExample that shows a European Swaption on Swap with RFR undelyer, Cash Settlement."

### Response: GBLO</businessCenter> </earliestExerciseTime> <expirationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </expirationTime> </europeanExercise> <exerciseProcedure> <automaticExercise> <thresholdRate>0</thresholdRate> </automaticExercise> <followUpConfirmation>false</followUpConfirmation> </exerciseProcedure> <calculationAgent> <calculationAgentPartyReference href="partyA"/> </calculationAgent> <cashSettlement> <cashSettlementValuationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </cashSettlementValuationTime> <cashSettlementValuationDate> <periodMultiplier>0</periodMultiplier> <period>D</period> <businessDayConvention>NONE</businessDayConvention> <dateRelativeTo href="exercisePeriod"/> </cashSettlementValuationDate> <cashSettlementPaymentDate> <relativeDate> <periodMultiplier>0</periodMultiplier> <period>D</period> <businessDayConvention>NONE</businessDayConvention> <dateRelativeTo href="exercisePeriod"/> </relativeDate> </cashSettlementPaymentDate> <collateralizedCashPriceMethod> <cashSettlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</cashSettlementCurrency> <settlementRateSource> <informationSource> <rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">ICESWAP</rateSource> </informationSource> </settlementRateSource> <quotationRateType>Mid</quotationRateType> <mutuallyAgreedClearinghouse> <identifier idScheme="http://www.fpml.org/coding-scheme/external/iso9362">XCMEUS4FXXX</identifier> </mutuallyAgreedClearinghouse> <agreedDiscountRate benchmarkRateScheme="http://www.fpml.org/coding-scheme/benchmark-rate">SONIA</agreedDiscountRate>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "European Swaption on Swap with RFR undelyer, Cash SettlementExample that shows a European Swaption on Swap with RFR undelyer, Cash Settlement." ### Response: GBLO</businessCenter> </earliestExerciseTime> <expirationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </expirationTime> </europeanExercise> <exerciseProcedure> <automaticExercise> <thresholdRate>0</thresholdRate> </automaticExercise> <followUpConfirmation>false</followUpConfirmation> </exerciseProcedure> <calculationAgent> <calculationAgentPartyReference href="partyA"/> </calculationAgent> <cashSettlement> <cashSettlementValuationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </cashSettlementValuationTime> <cashSettlementValuationDate> <periodMultiplier>0</periodMultiplier> <period>D</period> <businessDayConvention>NONE</businessDayConvention> <dateRelativeTo href="exercisePeriod"/> </cashSettlementValuationDate> <cashSettlementPaymentDate> <relativeDate> <periodMultiplier>0</periodMultiplier> <period>D</period> <businessDayConvention>NONE</businessDayConvention> <dateRelativeTo href="exercisePeriod"/> </relativeDate> </cashSettlementPaymentDate> <collateralizedCashPriceMethod> <cashSettlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</cashSettlementCurrency> <settlementRateSource> <informationSource> <rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">ICESWAP</rateSource> </informationSource> </settlementRateSource> <quotationRateType>Mid</quotationRateType> <mutuallyAgreedClearinghouse> <identifier idScheme="http://www.fpml.org/coding-scheme/external/iso9362">XCMEUS4FXXX</identifier> </mutuallyAgreedClearinghouse> <agreedDiscountRate benchmarkRateScheme="http://www.fpml.org/coding-scheme/benchmark-rate">SONIA</agreedDiscountRate>

category: "interest-rate-derivatives"

description: "European Swaption on Swap with RFR undelyer, Cash SettlementExample that shows a European Swaption on Swap with RFR undelyer, Cash Settlement."

### Response: </collateralizedCashPriceMethod> </cashSettlement> <swaptionStraddle>true</swaptionStraddle> <swap> <swapStream id="floatingLeg"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="floatingLegCalcPeriodDates"> <effectiveDate> <unadjustedDate>2021-09-30</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2031-09-30</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> <rollConvention>30</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="floatingLegPaymentDates"> <calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="floatingLegResetDates">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "European Swaption on Swap with RFR undelyer, Cash SettlementExample that shows a European Swaption on Swap with RFR undelyer, Cash Settlement." ### Response: </collateralizedCashPriceMethod> </cashSettlement> <swaptionStraddle>true</swaptionStraddle> <swap> <swapStream id="floatingLeg"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="floatingLegCalcPeriodDates"> <effectiveDate> <unadjustedDate>2021-09-30</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2031-09-30</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> <rollConvention>30</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="floatingLegPaymentDates"> <calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="floatingLegResetDates">

category: "interest-rate-derivatives"

description: "European Swaption on Swap with RFR undelyer, Cash SettlementExample that shows a European Swaption on Swap with RFR undelyer, Cash Settlement."

### Response: <calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> <resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo> <fixingDates> <periodMultiplier>0</periodMultiplier> <period>D</period> <businessDayConvention>PRECEDING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="floatingLegResetDates"/> </fixingDates> <resetFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>100000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">GBP-SONIA-OIS Compound</floatingRateIndex> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream id="fixedLeg"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="fixedLegCalcPeriodDates"> <effectiveDate> <unadjustedDate>2021-09-30</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "European Swaption on Swap with RFR undelyer, Cash SettlementExample that shows a European Swaption on Swap with RFR undelyer, Cash Settlement." ### Response: <calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> <resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo> <fixingDates> <periodMultiplier>0</periodMultiplier> <period>D</period> <businessDayConvention>PRECEDING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="floatingLegResetDates"/> </fixingDates> <resetFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>100000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">GBP-SONIA-OIS Compound</floatingRateIndex> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream id="fixedLeg"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="fixedLegCalcPeriodDates"> <effectiveDate> <unadjustedDate>2021-09-30</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments>

category: "interest-rate-derivatives"

description: "European Swaption on Swap with RFR undelyer, Cash SettlementExample that shows a European Swaption on Swap with RFR undelyer, Cash Settlement."

### Response: </effectiveDate> <terminationDate> <unadjustedDate>2031-09-30</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> <rollConvention>30</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="fixedLegPaymentDates"> <calculationPeriodDatesReference href="fixedLegCalcPeriodDates"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>100000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.0054</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "European Swaption on Swap with RFR undelyer, Cash SettlementExample that shows a European Swaption on Swap with RFR undelyer, Cash Settlement." ### Response: </effectiveDate> <terminationDate> <unadjustedDate>2031-09-30</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> <rollConvention>30</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="fixedLegPaymentDates"> <calculationPeriodDatesReference href="fixedLegCalcPeriodDates"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>100000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.0054</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">

category: "interest-rate-derivatives"

description: "European Swaption on Swap with RFR undelyer with Cleared Physical Settlement and Mandatory Early Termination ProvisionExample that shows a European Swaption on Swap with RFR undelyer with Cleared Physical Settlement and Mandatory Early Termination Provision."

### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">62546871</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="partyB"/> <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">62546871</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-30</tradeDate> </tradeHeader> <swaption> <buyerPartyReference href="partyB"/> <sellerPartyReference href="partyA"/> <premium> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <paymentAmount> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency> <amount>220000</amount> </paymentAmount> <paymentDate> <unadjustedDate>2021-08-31</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </paymentDate> </premium> <europeanExercise id="exercisePeriod"> <expirationDate> <adjustableDate> <unadjustedDate>2021-09-30</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </expirationDate> <earliestExerciseTime> <hourMinuteTime>09:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "European Swaption on Swap with RFR undelyer with Cleared Physical Settlement and Mandatory Early Termination ProvisionExample that shows a European Swaption on Swap with RFR undelyer with Cleared Physical Settlement and Mandatory Early Termination Provision." ### Response: <dataDocument xmlns="http://www.fpml.org/FpML-5/master" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-12" xsi:schemaLocation="http://www.fpml.org/FpML-5/master ../../../schema/fpml-main.xsd http://www.w3.org/2000/09/xmldsig# ../../../schema/xmldsig-core-schema.xsd" actualBuild="2"> <trade> <tradeHeader> <partyTradeIdentifier> <partyReference href="partyA"/> <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">62546871</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="partyB"/> <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">62546871</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-30</tradeDate> </tradeHeader> <swaption> <buyerPartyReference href="partyB"/> <sellerPartyReference href="partyA"/> <premium> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <paymentAmount> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency> <amount>220000</amount> </paymentAmount> <paymentDate> <unadjustedDate>2021-08-31</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </paymentDate> </premium> <europeanExercise id="exercisePeriod"> <expirationDate> <adjustableDate> <unadjustedDate>2021-09-30</unadjustedDate> <dateAdjustments> <businessDayConvention>FOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </adjustableDate> </expirationDate> <earliestExerciseTime> <hourMinuteTime>09:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

category: "interest-rate-derivatives"

description: "European Swaption on Swap with RFR undelyer with Cleared Physical Settlement and Mandatory Early Termination ProvisionExample that shows a European Swaption on Swap with RFR undelyer with Cleared Physical Settlement and Mandatory Early Termination Provision."

### Response: GBLO</businessCenter> </earliestExerciseTime> <expirationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </expirationTime> </europeanExercise> <exerciseProcedure> <manualExercise> <fallbackExercise>true</fallbackExercise> </manualExercise> <followUpConfirmation>false</followUpConfirmation> </exerciseProcedure> <calculationAgent> <calculationAgentPartyReference href="partyA"/> </calculationAgent> <physicalSettlement> <clearedPhysicalSettlement>true</clearedPhysicalSettlement> <mutuallyAgreedClearinghouse> <identifier idScheme="http://www.fpml.org/coding-scheme/external/iso9362">LCHLGB22REF</identifier> </mutuallyAgreedClearinghouse> <agreedDiscountRate benchmarkRateScheme="http://www.fpml.org/coding-scheme/benchmark-rate">SONIA</agreedDiscountRate> <settlementRateSource> <informationSource> <rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">ICESWAP</rateSource> </informationSource> </settlementRateSource> <quotationRateType>Mid</quotationRateType> </physicalSettlement> <swaptionStraddle>false</swaptionStraddle> <swap> <swapStream id="floatingLeg"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="floatingLegCalcPeriodDates"> <effectiveDate> <unadjustedDate>2021-09-30</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2051-09-30</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "European Swaption on Swap with RFR undelyer with Cleared Physical Settlement and Mandatory Early Termination ProvisionExample that shows a European Swaption on Swap with RFR undelyer with Cleared Physical Settlement and Mandatory Early Termination Provision." ### Response: GBLO</businessCenter> </earliestExerciseTime> <expirationTime> <hourMinuteTime>11:00:00</hourMinuteTime> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </expirationTime> </europeanExercise> <exerciseProcedure> <manualExercise> <fallbackExercise>true</fallbackExercise> </manualExercise> <followUpConfirmation>false</followUpConfirmation> </exerciseProcedure> <calculationAgent> <calculationAgentPartyReference href="partyA"/> </calculationAgent> <physicalSettlement> <clearedPhysicalSettlement>true</clearedPhysicalSettlement> <mutuallyAgreedClearinghouse> <identifier idScheme="http://www.fpml.org/coding-scheme/external/iso9362">LCHLGB22REF</identifier> </mutuallyAgreedClearinghouse> <agreedDiscountRate benchmarkRateScheme="http://www.fpml.org/coding-scheme/benchmark-rate">SONIA</agreedDiscountRate> <settlementRateSource> <informationSource> <rateSource informationProviderScheme="http://www.fpml.org/coding-scheme/information-provider">ICESWAP</rateSource> </informationSource> </settlementRateSource> <quotationRateType>Mid</quotationRateType> </physicalSettlement> <swaptionStraddle>false</swaptionStraddle> <swap> <swapStream id="floatingLeg"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="floatingLegCalcPeriodDates"> <effectiveDate> <unadjustedDate>2021-09-30</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2051-09-30</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate>

category: "interest-rate-derivatives"

description: "European Swaption on Swap with RFR undelyer with Cleared Physical Settlement and Mandatory Early Termination ProvisionExample that shows a European Swaption on Swap with RFR undelyer with Cleared Physical Settlement and Mandatory Early Termination Provision."

### Response: <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> <rollConvention>30</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="floatingLegPaymentDates"> <calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="floatingLegResetDates"> <calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> <resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo> <fixingDates> <periodMultiplier>0</periodMultiplier> <period>D</period> <businessDayConvention>PRECEDING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="floatingLegResetDates"/> </fixingDates> <resetFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "European Swaption on Swap with RFR undelyer with Cleared Physical Settlement and Mandatory Early Termination ProvisionExample that shows a European Swaption on Swap with RFR undelyer with Cleared Physical Settlement and Mandatory Early Termination Provision." ### Response: <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> <rollConvention>30</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="floatingLegPaymentDates"> <calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> <paymentFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> </paymentFrequency> <payRelativeTo>CalculationPeriodEndDate</payRelativeTo> <paymentDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="floatingLegResetDates"> <calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> <resetRelativeTo>CalculationPeriodEndDate</resetRelativeTo> <fixingDates> <periodMultiplier>0</periodMultiplier> <period>D</period> <businessDayConvention>PRECEDING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="floatingLegResetDates"/> </fixingDates> <resetFrequency> <periodMultiplier>1</periodMultiplier> <period>Y</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">