interchange-schema-registry/Registry/FpML/5.0.0/confirmation/validation/invalid-testcases/invalid-ird-43-01.xml

A Global Schema Registry for Data Interchange formats

<?xml version="1.0" encoding="utf-8" ?>
<!--View is confirmation-->
<!--Version is 5-10-->
<!--NS is http://www.fpml.org/FpML-5/confirmation-->
<!--
        == Copyright (c) 2014-2018 All rights reserved.
        == Financial Products Markup Language is subject to the FpML public license.
        == A copy of this license is available at http://www.fpml.org/license/license.html
-->
<!--5.0:Message type is a Root of the message-->
<!--5.0 Messaging: changed <TradeAffirmation> -><executionNotification>-->
<executionNotification
    xmlns="http://www.fpml.org/FpML-5/confirmation"
    xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
    fpmlVersion="5-10"
    xsi:schemaLocation="http://www.fpml.org/FpML-5/confirmation ../../fpml-main-5-10.xsd http://www.w3.org/2000/09/xmldsig# ../../xmldsig-core-schema.xsd"
>
  <header>
<!--FpML 5.0: Removed "conversationId", replaced by "correlationId"-->
    <messageId messageIdScheme="http://www.ibm.com/MessageScheme">M#101</messageId>
    <sentBy>IBM</sentBy>
    <sendTo>ISDA</sendTo>
    <creationTimestamp>2002-09-24T08:57:00Z</creationTimestamp>
  </header>
<!--5.0 Messaging: added
                <correlationId>
                <sequenceNumber>
        -->
  <isCorrection>false</isCorrection>
  <correlationId correlationIdScheme="http://www.ibm.com/conversationIdScheme">swapStream101</correlationId>
  <sequenceNumber>1</sequenceNumber>
  <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>GBLO</businessCenter>
                <businessCenter>USNY</businessCenter>
                <businessCenter>JPTO</businessCenter>
              </businessCenters>
            </dateAdjustments>
          </terminationDate>
          <calculationPeriodDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCenters>
              <businessCenter>GBLO</businessCenter>
              <businessCenter>USNY</businessCenter>
              <businessCenter>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>GBLO</businessCenter>
              <businessCenter>USNY</businessCenter>
              <businessCenter>JPTO</businessCenter>
            </businessCenters>
          </paymentDatesAdjustments>
        </paymentDates>
        <calculationPeriodAmount>
          <calculation>
            <notionalSchedule id="notionalScheduleJPY">
              <notionalStepSchedule>
                <initialValue>1000000000</initialValue>
                <currency>JPY</currency>
              </notionalStepSchedule>
            </notionalSchedule>
            <fixedRateSchedule>
              <initialValue>0.01</initialValue>
            </fixedRateSchedule>
            <dayCountFraction>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>
            <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>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>MODFOLLOWING</businessDayConvention>
              <businessCenters>
                <businessCenter>GBLO</businessCenter>
                <businessCenter>USNY</businessCenter>
                <businessCenter>JPTO</businessCenter>
              </businessCenters>
            </dateAdjustments>
          </terminationDate>
          <calculationPeriodDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCenters>
              <businessCenter>GBLO</businessCenter>
              <businessCenter>USNY</businessCenter>
              <businessCenter>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>GBLO</businessCenter>
              <businessCenter>USNY</businessCenter>
              <businessCenter>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>GBLO</businessCenter>
            </businessCenters>
            <dateRelativeTo href="floatingResetDates" />
          </fixingDates>
          <resetFrequency>
            <periodMultiplier>3</periodMultiplier>
            <period>M</period>
          </resetFrequency>
          <resetDatesAdjustments>
            <businessDayConvention>MODFOLLOWING</businessDayConvention>
            <businessCenters>
              <businessCenter>GBLO</businessCenter>
              <businessCenter>USNY</businessCenter>
              <businessCenter>JPTO</businessCenter>
            </businessCenters>
          </resetDatesAdjustments>
        </resetDates>
        <calculationPeriodAmount>
          <calculation>
            <fxLinkedNotionalSchedule>
              <constantNotionalScheduleReference href="notionalScheduleJPY" />
              <varyingNotionalCurrency>USD</varyingNotionalCurrency>
              <varyingNotionalFixingDates>
                <periodMultiplier>-2</periodMultiplier>
                <period>D</period>
                <dayType>Business</dayType>
                <businessDayConvention>NONE</businessDayConvention>
                <businessCenters>
                  <businessCenter>USNY</businessCenter>
                  <businessCenter>JPTO</businessCenter>
                </businessCenters>
                <dateRelativeTo href="floatingResetDates" />
              </varyingNotionalFixingDates>
              <fxSpotRateSource>
                <primaryRateSource>
                  <rateSource>BankOfJapan</rateSource>
                </primaryRateSource>
                <fixingTime>
                  <hourMinuteTime>17:00:00</hourMinuteTime>
                  <businessCenter>JPTO</businessCenter>
                </fixingTime>
              </fxSpotRateSource>
              <varyingNotionalInterimExchangePaymentDates>
                <periodMultiplier>0</periodMultiplier>
                <period>D</period>
                <businessDayConvention>NONE</businessDayConvention>
                <dateRelativeTo href="floatingPaymentDates" />
              </varyingNotionalInterimExchangePaymentDates>
            </fxLinkedNotionalSchedule>
            <floatingRateCalculation>
              <floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
              <indexTenor>
                <periodMultiplier>3</periodMultiplier>
                <period>M</period>
              </indexTenor>
            </floatingRateCalculation>
            <dayCountFraction>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>
<!-- CHANGED, Altered by: Keith Date: 15-05-2003 -->
<!-- ird63: at leat one element must be present within fxLinkedNotionalAmount -->
              <fxLinkedNotionalAmount />
              <floatingRateDefinition>
                <rateObservation>
                  <adjustedFixingDate>2006-01-09</adjustedFixingDate>
                  <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>
            </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>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>
              <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>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>
                  <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>
                </rateObservation>
              </floatingRateDefinition>
            </calculationPeriod>
          </paymentCalculationPeriod>
        </cashflows>
      </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">Party B</partyId>
  </party>
</executionNotification>