Datasets:

YL95

/

naive_chunk0

like 0

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> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>10000000</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="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="fixedLegCalcPeriodDates"> <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> <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>

### 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> </businessCenters> </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>10000000</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="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="fixedLegCalcPeriodDates"> <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> <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>

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: </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>10000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.0075</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <earlyTerminationProvision> <mandatoryEarlyTermination> <mandatoryEarlyTerminationDate id="mandatoryEarlyTerminationDate"> <unadjustedDate>2021-09-29</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </mandatoryEarlyTerminationDate> <calculationAgent> <calculationAgentParty>AsSpecifiedInMasterAgreement</calculationAgentParty> </calculationAgent> <cashSettlement> <cashSettlementValuationTime> <hourMinuteTime>09:00:00</hourMinuteTime>

### 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: </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>10000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">GBP</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.0075</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <earlyTerminationProvision> <mandatoryEarlyTermination> <mandatoryEarlyTerminationDate id="mandatoryEarlyTerminationDate"> <unadjustedDate>2021-09-29</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </dateAdjustments> </mandatoryEarlyTerminationDate> <calculationAgent> <calculationAgentParty>AsSpecifiedInMasterAgreement</calculationAgentParty> </calculationAgent> <cashSettlement> <cashSettlementValuationTime> <hourMinuteTime>09:00:00</hourMinuteTime>

category: "interest-rate-derivatives"

description: "Vanilla Swap with FallbackExample that shows a vanilla libor-type swap with fallback."

### 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-1</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-06</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType> <productId>64209462</productId> <swapStream id="InterestRateSwap-64209462-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209462-657"> <effectiveDate> <unadjustedDate>2021-08-06</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209462-658"> <unadjustedDate>2023-11-06</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Vanilla Swap with FallbackExample that shows a vanilla libor-type swap with fallback." ### 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-1</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-06</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:IRSwap:FixedFloat</productType> <productId>64209462</productId> <swapStream id="InterestRateSwap-64209462-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209462-657"> <effectiveDate> <unadjustedDate>2021-08-06</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209462-658"> <unadjustedDate>2023-11-06</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency>

category: "interest-rate-derivatives"

description: "Vanilla Swap with FallbackExample that shows a vanilla libor-type swap with fallback."

### Response: <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>6</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209462-657"/> <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">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="resetDates-64209462-662"> <calculationPeriodDatesReference href="calculationPeriodDates-64209462-657"/> <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">EUTA</businessCenter> </businessCenters> <dateRelativeTo href="resetDates-64209462-662"/> </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>10000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Vanilla Swap with FallbackExample that shows a vanilla libor-type swap with fallback." ### Response: <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>6</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209462-657"/> <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">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="resetDates-64209462-662"> <calculationPeriodDatesReference href="calculationPeriodDates-64209462-657"/> <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">EUTA</businessCenter> </businessCenters> <dateRelativeTo href="resetDates-64209462-662"/> </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>10000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency>

category: "interest-rate-derivatives"

description: "Vanilla Swap with FallbackExample that shows a vanilla libor-type swap with fallback."

### Response: </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-LIBOR</floatingRateIndex> <indexTenor> <periodMultiplier>3</periodMultiplier> <period>M</period> </indexTenor> <fallbackRate> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <effectiveDate>2021-10-23</effectiveDate> <calculationParameters> <calculationMethod>Compounding</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <observationShift> <offsetDays>5</offsetDays> <observationPeriodDates>FixingDate</observationPeriodDates> <additionalBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </additionalBusinessDays> </observationShift> </calculationParameters> <spreadAdjustment>0.0046</spreadAdjustment> </fallbackRate> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream id="InterestRateSwap-64209462-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209462-663"> <effectiveDate> <unadjustedDate>2021-08-06</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: "Vanilla Swap with FallbackExample that shows a vanilla libor-type swap with fallback." ### Response: </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-LIBOR</floatingRateIndex> <indexTenor> <periodMultiplier>3</periodMultiplier> <period>M</period> </indexTenor> <fallbackRate> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">EUR-EONIA</floatingRateIndex> <effectiveDate>2021-10-23</effectiveDate> <calculationParameters> <calculationMethod>Compounding</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </applicableBusinessDays> <observationShift> <offsetDays>5</offsetDays> <observationPeriodDates>FixingDate</observationPeriodDates> <additionalBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </additionalBusinessDays> </observationShift> </calculationParameters> <spreadAdjustment>0.0046</spreadAdjustment> </fallbackRate> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream id="InterestRateSwap-64209462-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209462-663"> <effectiveDate> <unadjustedDate>2021-08-06</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

category: "interest-rate-derivatives"

description: "Vanilla Swap with FallbackExample that shows a vanilla libor-type swap with fallback."

### Response: EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209462-664"> <unadjustedDate>2023-11-06</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </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>Y</period> <rollConvention>6</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209462-663"/> <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">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>10000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.00608</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: "Vanilla Swap with FallbackExample that shows a vanilla libor-type swap with fallback." ### Response: EUTA</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209462-664"> <unadjustedDate>2023-11-06</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">EUTA</businessCenter> </businessCenters> </dateAdjustments> </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>Y</period> <rollConvention>6</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209462-663"/> <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">EUTA</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>10000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">EUR</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.00608</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">

category: "interest-rate-derivatives"

description: "XCCY Swap with a FallbackExample that shows a cross currency LIBOR swap with a fallback."

### 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-6</tradeId> </partyTradeIdentifier> <tradeDate>2018-09-09</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:CrossCurrency:FixedFloat</productType> <productId>64209467</productId> <swapStream id="CrossCurrencySwap-64209467-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209467-672"> <effectiveDate> <unadjustedDate>2018-09-10</unadjustedDate> <dateAdjustments> <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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209467-673"> <unadjustedDate>2023-09-10</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">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "XCCY Swap with a FallbackExample that shows a cross currency LIBOR swap with a fallback." ### 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-6</tradeId> </partyTradeIdentifier> <tradeDate>2018-09-09</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:CrossCurrency:FixedFloat</productType> <productId>64209467</productId> <swapStream id="CrossCurrencySwap-64209467-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209467-672"> <effectiveDate> <unadjustedDate>2018-09-10</unadjustedDate> <dateAdjustments> <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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209467-673"> <unadjustedDate>2023-09-10</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">

category: "interest-rate-derivatives"

description: "XCCY Swap with a FallbackExample that shows a cross currency LIBOR swap with a fallback."

### Response: JPTO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>10</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209467-672"/> <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> <resetDates id="resetDates-64209467-679"> <calculationPeriodDatesReference href="calculationPeriodDates-64209467-672"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "XCCY Swap with a FallbackExample that shows a cross currency LIBOR swap with a fallback." ### Response: JPTO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>10</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209467-672"/> <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> <resetDates id="resetDates-64209467-679"> <calculationPeriodDatesReference href="calculationPeriodDates-64209467-672"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters>

category: "interest-rate-derivatives"

description: "XCCY Swap with a FallbackExample that shows a cross currency LIBOR swap with a fallback."

### Response: <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="resetDates-64209467-679"/> </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> <notionalSchedule> <notionalStepSchedule> <initialValue>121700000</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>3</periodMultiplier> <period>M</period> </indexTenor> <fallbackRate> <effectiveDate>2021-09-24</effectiveDate> </fallbackRate> <initialRate>1.2</initialRate> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> <compoundingMethod>Flat</compoundingMethod> </calculation> </calculationPeriodAmount> <principalExchanges> <initialExchange>true</initialExchange> <finalExchange>true</finalExchange> <intermediateExchange>false</intermediateExchange> </principalExchanges> <cashflows>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "XCCY Swap with a FallbackExample that shows a cross currency LIBOR swap with a fallback." ### Response: <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="resetDates-64209467-679"/> </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> <notionalSchedule> <notionalStepSchedule> <initialValue>121700000</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>3</periodMultiplier> <period>M</period> </indexTenor> <fallbackRate> <effectiveDate>2021-09-24</effectiveDate> </fallbackRate> <initialRate>1.2</initialRate> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> <compoundingMethod>Flat</compoundingMethod> </calculation> </calculationPeriodAmount> <principalExchanges> <initialExchange>true</initialExchange> <finalExchange>true</finalExchange> <intermediateExchange>false</intermediateExchange> </principalExchanges> <cashflows>

category: "interest-rate-derivatives"

description: "XCCY Swap with a FallbackExample that shows a cross currency LIBOR swap with a fallback."

### Response: <cashflowsMatchParameters>false</cashflowsMatchParameters> <principalExchange> <unadjustedPrincipalExchangeDate>2018-09-10</unadjustedPrincipalExchangeDate> <principalExchangeAmount>-121700000</principalExchangeAmount> </principalExchange> <principalExchange> <unadjustedPrincipalExchangeDate>2023-09-10</unadjustedPrincipalExchangeDate> <principalExchangeAmount>121700000</principalExchangeAmount> </principalExchange> </cashflows> </swapStream> <swapStream id="CrossCurrencySwap-64209467-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209467-669"> <effectiveDate> <unadjustedDate>2018-09-10</unadjustedDate> <dateAdjustments> <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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209467-670"> <unadjustedDate>2023-09-10</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>NONE</businessDayConvention>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "XCCY Swap with a FallbackExample that shows a cross currency LIBOR swap with a fallback." ### Response: <cashflowsMatchParameters>false</cashflowsMatchParameters> <principalExchange> <unadjustedPrincipalExchangeDate>2018-09-10</unadjustedPrincipalExchangeDate> <principalExchangeAmount>-121700000</principalExchangeAmount> </principalExchange> <principalExchange> <unadjustedPrincipalExchangeDate>2023-09-10</unadjustedPrincipalExchangeDate> <principalExchangeAmount>121700000</principalExchangeAmount> </principalExchange> </cashflows> </swapStream> <swapStream id="CrossCurrencySwap-64209467-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209467-669"> <effectiveDate> <unadjustedDate>2018-09-10</unadjustedDate> <dateAdjustments> <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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209467-670"> <unadjustedDate>2023-09-10</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>NONE</businessDayConvention>

category: "interest-rate-derivatives"

description: "XCCY Swap with a FallbackExample that shows a cross currency LIBOR swap with a fallback."

### Response: <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>6</periodMultiplier> <period>M</period> <rollConvention>10</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209467-669"/> <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> <notionalStepSchedule> <initialValue>100500000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>-0.00385</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction> </calculation> </calculationPeriodAmount>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "XCCY Swap with a FallbackExample that shows a cross currency LIBOR swap with a fallback." ### Response: <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>6</periodMultiplier> <period>M</period> <rollConvention>10</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209467-669"/> <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> <notionalStepSchedule> <initialValue>100500000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>-0.00385</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction> </calculation> </calculationPeriodAmount>

category: "interest-rate-derivatives"

description: "XCCY Swap based on OISExample that shows a cross currency swap based on OIS."

### 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-6</tradeId> </partyTradeIdentifier> <tradeDate>2018-09-09</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:CrossCurrency:FixedFloat</productType> <productId>64209467</productId> <swapStream id="CrossCurrencySwap-64209467-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209467-672"> <effectiveDate> <unadjustedDate>2018-09-10</unadjustedDate> <dateAdjustments> <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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209467-673"> <unadjustedDate>2023-09-10</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">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "XCCY Swap based on OISExample that shows a cross currency swap based on OIS." ### 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-6</tradeId> </partyTradeIdentifier> <tradeDate>2018-09-09</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:CrossCurrency:FixedFloat</productType> <productId>64209467</productId> <swapStream id="CrossCurrencySwap-64209467-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209467-672"> <effectiveDate> <unadjustedDate>2018-09-10</unadjustedDate> <dateAdjustments> <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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209467-673"> <unadjustedDate>2023-09-10</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">

category: "interest-rate-derivatives"

description: "XCCY Swap based on OISExample that shows a cross currency swap based on OIS."

### Response: JPTO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>10</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209467-672"/> <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> <resetDates id="resetDates-64209467-679"> <calculationPeriodDatesReference href="calculationPeriodDates-64209467-672"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "XCCY Swap based on OISExample that shows a cross currency swap based on OIS." ### Response: JPTO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>10</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209467-672"/> <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> <resetDates id="resetDates-64209467-679"> <calculationPeriodDatesReference href="calculationPeriodDates-64209467-672"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>NONE</businessDayConvention> <businessCenters>

category: "interest-rate-derivatives"

description: "XCCY Swap based on OISExample that shows a cross currency swap based on OIS."

### Response: <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="resetDates-64209467-679"/> </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> <notionalSchedule> <notionalStepSchedule> <initialValue>121700000</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-SOFR-OIS Compound</floatingRateIndex> <spreadSchedule> <initialValue>0.005</initialValue> </spreadSchedule> <initialRate>1.2</initialRate> </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>false</intermediateExchange> </principalExchanges> <cashflows> <cashflowsMatchParameters>false</cashflowsMatchParameters> <principalExchange> <unadjustedPrincipalExchangeDate>2018-09-10</unadjustedPrincipalExchangeDate>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "XCCY Swap based on OISExample that shows a cross currency swap based on OIS." ### Response: <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> <dateRelativeTo href="resetDates-64209467-679"/> </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> <notionalSchedule> <notionalStepSchedule> <initialValue>121700000</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-SOFR-OIS Compound</floatingRateIndex> <spreadSchedule> <initialValue>0.005</initialValue> </spreadSchedule> <initialRate>1.2</initialRate> </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>false</intermediateExchange> </principalExchanges> <cashflows> <cashflowsMatchParameters>false</cashflowsMatchParameters> <principalExchange> <unadjustedPrincipalExchangeDate>2018-09-10</unadjustedPrincipalExchangeDate>

category: "interest-rate-derivatives"

description: "XCCY Swap based on OISExample that shows a cross currency swap based on OIS."

### Response: <principalExchangeAmount>-121700000</principalExchangeAmount> </principalExchange> <principalExchange> <unadjustedPrincipalExchangeDate>2023-09-10</unadjustedPrincipalExchangeDate> <principalExchangeAmount>121700000</principalExchangeAmount> </principalExchange> </cashflows> </swapStream> <swapStream id="CrossCurrencySwap-64209467-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209467-669"> <effectiveDate> <unadjustedDate>2018-09-10</unadjustedDate> <dateAdjustments> <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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209467-670"> <unadjustedDate>2023-09-10</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>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">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "XCCY Swap based on OISExample that shows a cross currency swap based on OIS." ### Response: <principalExchangeAmount>-121700000</principalExchangeAmount> </principalExchange> <principalExchange> <unadjustedPrincipalExchangeDate>2023-09-10</unadjustedPrincipalExchangeDate> <principalExchangeAmount>121700000</principalExchangeAmount> </principalExchange> </cashflows> </swapStream> <swapStream id="CrossCurrencySwap-64209467-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209467-669"> <effectiveDate> <unadjustedDate>2018-09-10</unadjustedDate> <dateAdjustments> <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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209467-670"> <unadjustedDate>2023-09-10</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>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">

category: "interest-rate-derivatives"

description: "XCCY Swap based on OISExample that shows a cross currency swap based on OIS."

### Response: USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>10</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209467-669"/> <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> <notionalStepSchedule> <initialValue>100500000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>-0.00385</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction> <compoundingMethod>Flat</compoundingMethod> </calculation> </calculationPeriodAmount> <principalExchanges> <initialExchange>true</initialExchange> <finalExchange>true</finalExchange> <intermediateExchange>false</intermediateExchange> </principalExchanges>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "XCCY Swap based on OISExample that shows a cross currency swap based on OIS." ### Response: USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>10</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209467-669"/> <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> <notionalStepSchedule> <initialValue>100500000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>-0.00385</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction> <compoundingMethod>Flat</compoundingMethod> </calculation> </calculationPeriodAmount> <principalExchanges> <initialExchange>true</initialExchange> <finalExchange>true</finalExchange> <intermediateExchange>false</intermediateExchange> </principalExchanges>

category: "interest-rate-derivatives"

description: "Muni Basis SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated."

### 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">58005869</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="partyB"/> <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">58005869</tradeId> </partyTradeIdentifier> <tradeDate>2021-04-07</tradeDate> </tradeHeader> <swap> <swapStream id="floatingLeg"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="floatingLegCalcPeriodDates"> <effectiveDate> <unadjustedDate>2021-04-09</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2026-04-09</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> </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> </businessCenters> </calculationPeriodDatesAdjustments>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Muni Basis SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated." ### 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">58005869</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="partyB"/> <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">58005869</tradeId> </partyTradeIdentifier> <tradeDate>2021-04-07</tradeDate> </tradeHeader> <swap> <swapStream id="floatingLeg"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="floatingLegCalcPeriodDates"> <effectiveDate> <unadjustedDate>2021-04-09</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2026-04-09</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> </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> </businessCenters> </calculationPeriodDatesAdjustments>

category: "interest-rate-derivatives"

description: "Muni Basis SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated."

### Response: <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>9</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="floatingLegPaymentDates"> <calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> <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> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="floatingLegResetDates"> <calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>0</periodMultiplier> <period>D</period> <businessDayConvention>PRECEDING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USGS</businessCenter> </businessCenters> <dateRelativeTo href="floatingLegResetDates"/> </fixingDates> <resetFrequency> <periodMultiplier>1</periodMultiplier> <period>W</period> <weeklyRollConvention>THU</weeklyRollConvention> </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> </businessCenters>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Muni Basis SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated." ### Response: <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>9</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="floatingLegPaymentDates"> <calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> <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> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="floatingLegResetDates"> <calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> <resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo> <fixingDates> <periodMultiplier>0</periodMultiplier> <period>D</period> <businessDayConvention>PRECEDING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USGS</businessCenter> </businessCenters> <dateRelativeTo href="floatingLegResetDates"/> </fixingDates> <resetFrequency> <periodMultiplier>1</periodMultiplier> <period>W</period> <weeklyRollConvention>THU</weeklyRollConvention> </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> </businessCenters>

category: "interest-rate-derivatives"

description: "Muni Basis SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated."

### Response: </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>150000000</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-SIFMA Municipal Swap Index</floatingRateIndex> <averagingMethod>Weighted</averagingMethod> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/ACT.ISDA</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream id="floatingLeg2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="floatingLeg2CalcPeriodDates"> <effectiveDate> <unadjustedDate>2021-04-09</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2026-04-09</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> </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>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Muni Basis SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated." ### Response: </resetDatesAdjustments> </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>150000000</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-SIFMA Municipal Swap Index</floatingRateIndex> <averagingMethod>Weighted</averagingMethod> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/ACT.ISDA</dayCountFraction> </calculation> </calculationPeriodAmount> </swapStream> <swapStream id="floatingLeg2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="floatingLeg2CalcPeriodDates"> <effectiveDate> <unadjustedDate>2021-04-09</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2026-04-09</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> </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>

category: "interest-rate-derivatives"

description: "Muni Basis SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated."

### Response: </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>9</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="floatingLeg2PaymentDates"> <calculationPeriodDatesReference href="floatingLeg2CalcPeriodDates"/> <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> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="floatingLeg2ResetDates"> <calculationPeriodDatesReference href="floatingLeg2CalcPeriodDates"/> <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="floatingLeg2ResetDates"/> </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">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Muni Basis SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated." ### Response: </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>9</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="floatingLeg2PaymentDates"> <calculationPeriodDatesReference href="floatingLeg2CalcPeriodDates"/> <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> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="floatingLeg2ResetDates"> <calculationPeriodDatesReference href="floatingLeg2CalcPeriodDates"/> <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="floatingLeg2ResetDates"/> </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">

category: "interest-rate-derivatives"

description: "CN REPO FIX SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated."

### 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">58005778</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="partyB"/> <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">58005778</tradeId> </partyTradeIdentifier> <tradeDate>2021-04-07</tradeDate> </tradeHeader> <swap> <swapStream id="floatingLeg"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="floatingLegCalcPeriodDates"> <effectiveDate> <unadjustedDate>2021-04-08</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2026-04-08</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CNBE</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CNBE</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "CN REPO FIX SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated." ### 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">58005778</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="partyB"/> <tradeId tradeIdScheme="http://www.swapswire.com/spec/2001/trade-id-1-0">58005778</tradeId> </partyTradeIdentifier> <tradeDate>2021-04-07</tradeDate> </tradeHeader> <swap> <swapStream id="floatingLeg"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="floatingLegCalcPeriodDates"> <effectiveDate> <unadjustedDate>2021-04-08</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2026-04-08</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CNBE</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CNBE</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments>

category: "interest-rate-derivatives"

description: "CN REPO FIX SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated."

### Response: <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>W</period> <rollConvention>8</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="floatingLegPaymentDates"> <calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> <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">CNBE</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="floatingLegResetDates"> <calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> <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">CNBE</businessCenter> </businessCenters> <dateRelativeTo href="floatingLegResetDates"/> </fixingDates> <resetFrequency> <periodMultiplier>1</periodMultiplier> <period>W</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CNBE</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </resetDatesAdjustments>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "CN REPO FIX SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated." ### Response: <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier> <period>W</period> <rollConvention>8</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="floatingLegPaymentDates"> <calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> <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">CNBE</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <resetDates id="floatingLegResetDates"> <calculationPeriodDatesReference href="floatingLegCalcPeriodDates"/> <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">CNBE</businessCenter> </businessCenters> <dateRelativeTo href="floatingLegResetDates"/> </fixingDates> <resetFrequency> <periodMultiplier>1</periodMultiplier> <period>W</period> </resetFrequency> <resetDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CNBE</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </resetDatesAdjustments>

category: "interest-rate-derivatives"

description: "CN REPO FIX SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated."

### Response: </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>100000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CNY</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">CNY-CNREPOFIX=CFXS-Reuters</floatingRateIndex> <indexTenor> <periodMultiplier>1</periodMultiplier> <period>W</period> </indexTenor> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction> <compoundingMethod>Straight</compoundingMethod> </calculation> </calculationPeriodAmount> </swapStream> <swapStream id="fixedLeg"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="fixedLegCalcPeriodDates"> <effectiveDate> <unadjustedDate>2021-04-08</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2026-04-08</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CNBE</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CNBE</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: "CN REPO FIX SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated." ### Response: </resetDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>100000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CNY</currency> </notionalStepSchedule> </notionalSchedule> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">CNY-CNREPOFIX=CFXS-Reuters</floatingRateIndex> <indexTenor> <periodMultiplier>1</periodMultiplier> <period>W</period> </indexTenor> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction> <compoundingMethod>Straight</compoundingMethod> </calculation> </calculationPeriodAmount> </swapStream> <swapStream id="fixedLeg"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="fixedLegCalcPeriodDates"> <effectiveDate> <unadjustedDate>2021-04-08</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </effectiveDate> <terminationDate> <unadjustedDate>2026-04-08</unadjustedDate> <dateAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CNBE</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>MODFOLLOWING</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">CNBE</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">

category: "interest-rate-derivatives"

description: "CN REPO FIX SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated."

### Response: USNY</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>8</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="fixedLegPaymentDates"> <calculationPeriodDatesReference href="fixedLegCalcPeriodDates"/> <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">CNBE</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>100000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CNY</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.03</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</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">CNY</referenceCurrency> <fxFixingDate> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "CN REPO FIX SwapExample that shows a some averaging and compounding trades using existing (pre-5.12) features that hadn’t previously been demonstrated." ### Response: USNY</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>8</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates id="fixedLegPaymentDates"> <calculationPeriodDatesReference href="fixedLegCalcPeriodDates"/> <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">CNBE</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">USNY</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>100000000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">CNY</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>0.03</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</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">CNY</referenceCurrency> <fxFixingDate> <periodMultiplier>-2</periodMultiplier> <period>D</period> <dayType>Business</dayType> <businessDayConvention>

category: "interest-rate-derivatives"

description: "Compound Index Observation Period ShiftExample that shows a 'CompoundedIndex' FRO with observation shift."

### 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">GBLO</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">GBLO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</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: "Compound Index Observation Period ShiftExample that shows a 'CompoundedIndex' FRO with observation shift." ### 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">GBLO</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">GBLO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>1</periodMultiplier>

category: "interest-rate-derivatives"

description: "Compound Index Observation Period ShiftExample that shows a 'CompoundedIndex' FRO with observation shift."

### 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">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</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 Compounded Index</floatingRateIndex> <calculationParameters> <calculationMethod>CompoundedIndex</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</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: "Compound Index Observation Period ShiftExample that shows a 'CompoundedIndex' FRO with observation shift." ### 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">GBLO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>3672000000</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 Compounded Index</floatingRateIndex> <calculationParameters> <calculationMethod>CompoundedIndex</calculationMethod> <applicableBusinessDays> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</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: "Compound Index Observation Period ShiftExample that shows a 'CompoundedIndex' FRO with observation shift."

### Response: </observationShift> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</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">GBLO</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">GBLO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</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: "Compound Index Observation Period ShiftExample that shows a 'CompoundedIndex' FRO with observation shift." ### Response: </observationShift> <observationCapRate>0.02</observationCapRate> </calculationParameters> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</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">GBLO</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">GBLO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <businessDayConvention>NONE</businessDayConvention> <businessCenters> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">GBLO</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: "Cross Currency Swap with Lookback Compound computed floating rateExample that shows a Cross Currency Swap based on Lookback Compound computed floating rate."

### 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-6</tradeId> </partyTradeIdentifier> <tradeDate>2018-09-09</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:CrossCurrency:FixedFloat</productType> <productId>64209467</productId> <swapStream id="CrossCurrencySwap-64209467-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209467-672"> <effectiveDate> <unadjustedDate>2018-09-10</unadjustedDate> <dateAdjustments> <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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209467-673"> <unadjustedDate>2023-09-10</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">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Cross Currency Swap with Lookback Compound computed floating rateExample that shows a Cross Currency Swap based on Lookback Compound computed floating rate." ### 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-6</tradeId> </partyTradeIdentifier> <tradeDate>2018-09-09</tradeDate> </tradeHeader> <swap> <productType productTypeScheme="http://www.fpml.org/coding-scheme/product-taxonomy">InterestRate:CrossCurrency:FixedFloat</productType> <productId>64209467</productId> <swapStream id="CrossCurrencySwap-64209467-Floating-leg-2"> <payerPartyReference href="partyB"/> <receiverPartyReference href="partyA"/> <calculationPeriodDates id="calculationPeriodDates-64209467-672"> <effectiveDate> <unadjustedDate>2018-09-10</unadjustedDate> <dateAdjustments> <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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </dateAdjustments> </effectiveDate> <terminationDate id="terminationDate-64209467-673"> <unadjustedDate>2023-09-10</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">

category: "interest-rate-derivatives"

description: "Cross Currency Swap with Lookback Compound computed floating rateExample that shows a Cross Currency Swap based on Lookback Compound computed floating rate."

### Response: JPTO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>10</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209467-672"/> <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> <notionalStepSchedule> <initialValue>121700000</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">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Cross Currency Swap with Lookback Compound computed floating rateExample that shows a Cross Currency Swap based on Lookback Compound computed floating rate." ### Response: JPTO</businessCenter> </businessCenters> </dateAdjustments> </terminationDate> <calculationPeriodDatesAdjustments> <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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>3</periodMultiplier> <period>M</period> <rollConvention>10</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209467-672"/> <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> <notionalStepSchedule> <initialValue>121700000</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">

category: "interest-rate-derivatives"

description: "Cross Currency Swap with Lookback Compound computed floating rateExample that shows a Cross Currency Swap based on Lookback Compound computed floating rate."

### Response: USD-SOFR</floatingRateIndex> <calculationParameters> <calculationMethod>Compounding</calculationMethod> <lookback> <offsetDays>5</offsetDays> </lookback> </calculationParameters> <spreadSchedule> <initialValue>0.005</initialValue> </spreadSchedule> <initialRate>1.2</initialRate> </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>false</intermediateExchange> </principalExchanges> <cashflows> <cashflowsMatchParameters>false</cashflowsMatchParameters> <principalExchange> <unadjustedPrincipalExchangeDate>2018-09-10</unadjustedPrincipalExchangeDate> <principalExchangeAmount>-121700000</principalExchangeAmount> </principalExchange> <principalExchange> <unadjustedPrincipalExchangeDate>2023-09-10</unadjustedPrincipalExchangeDate> <principalExchangeAmount>121700000</principalExchangeAmount> </principalExchange> </cashflows> </swapStream> <swapStream id="CrossCurrencySwap-64209467-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209467-669"> <effectiveDate> <unadjustedDate>2018-09-10</unadjustedDate> <dateAdjustments> <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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </dateAdjustments>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Cross Currency Swap with Lookback Compound computed floating rateExample that shows a Cross Currency Swap based on Lookback Compound computed floating rate." ### Response: USD-SOFR</floatingRateIndex> <calculationParameters> <calculationMethod>Compounding</calculationMethod> <lookback> <offsetDays>5</offsetDays> </lookback> </calculationParameters> <spreadSchedule> <initialValue>0.005</initialValue> </spreadSchedule> <initialRate>1.2</initialRate> </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>false</intermediateExchange> </principalExchanges> <cashflows> <cashflowsMatchParameters>false</cashflowsMatchParameters> <principalExchange> <unadjustedPrincipalExchangeDate>2018-09-10</unadjustedPrincipalExchangeDate> <principalExchangeAmount>-121700000</principalExchangeAmount> </principalExchange> <principalExchange> <unadjustedPrincipalExchangeDate>2023-09-10</unadjustedPrincipalExchangeDate> <principalExchangeAmount>121700000</principalExchangeAmount> </principalExchange> </cashflows> </swapStream> <swapStream id="CrossCurrencySwap-64209467-Fixed-leg-1"> <payerPartyReference href="partyA"/> <receiverPartyReference href="partyB"/> <calculationPeriodDates id="calculationPeriodDates-64209467-669"> <effectiveDate> <unadjustedDate>2018-09-10</unadjustedDate> <dateAdjustments> <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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </dateAdjustments>

category: "interest-rate-derivatives"

description: "Cross Currency Swap with Lookback Compound computed floating rateExample that shows a Cross Currency Swap based on Lookback Compound computed floating rate."

### Response: </effectiveDate> <terminationDate id="terminationDate-64209467-670"> <unadjustedDate>2023-09-10</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>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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>10</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209467-669"/> <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>

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Cross Currency Swap with Lookback Compound computed floating rateExample that shows a Cross Currency Swap based on Lookback Compound computed floating rate." ### Response: </effectiveDate> <terminationDate id="terminationDate-64209467-670"> <unadjustedDate>2023-09-10</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>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">USNY</businessCenter> <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </calculationPeriodDatesAdjustments> <calculationPeriodFrequency> <periodMultiplier>6</periodMultiplier> <period>M</period> <rollConvention>10</rollConvention> </calculationPeriodFrequency> </calculationPeriodDates> <paymentDates> <calculationPeriodDatesReference href="calculationPeriodDates-64209467-669"/> <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>

category: "interest-rate-derivatives"

description: "Cross Currency Swap with Lookback Compound computed floating rateExample that shows a Cross Currency Swap based on Lookback Compound computed floating rate."

### Response: <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>100500000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>-0.00385</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction> <compoundingMethod>Flat</compoundingMethod> </calculation> </calculationPeriodAmount> <principalExchanges> <initialExchange>true</initialExchange> <finalExchange>true</finalExchange> <intermediateExchange>false</intermediateExchange> </principalExchanges> <cashflows> <cashflowsMatchParameters>false</cashflowsMatchParameters> <principalExchange> <unadjustedPrincipalExchangeDate>2018-09-10</unadjustedPrincipalExchangeDate> <principalExchangeAmount>-100500000</principalExchangeAmount> </principalExchange> <principalExchange> <unadjustedPrincipalExchangeDate>2023-09-10</unadjustedPrincipalExchangeDate> <principalExchangeAmount>100500000</principalExchangeAmount> </principalExchange> </cashflows> </swapStream> </swap> <calculationAgent> <calculationAgentPartyReference href="partyA"/> </calculationAgent> <documentation> <contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2021</contractualDefinitions> </documentation> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300ABANKV6BYQOWM67</partyId> <partyName>A BANK("ABANK")</partyName> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">

### Instruction: Write part of the FpML XML code base on the following information: category: "interest-rate-derivatives" description: "Cross Currency Swap with Lookback Compound computed floating rateExample that shows a Cross Currency Swap based on Lookback Compound computed floating rate." ### Response: <businessCenter businessCenterScheme="http://www.fpml.org/coding-scheme/business-center">JPTO</businessCenter> </businessCenters> </paymentDatesAdjustments> </paymentDates> <calculationPeriodAmount> <calculation> <notionalSchedule> <notionalStepSchedule> <initialValue>100500000</initialValue> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">JPY</currency> </notionalStepSchedule> </notionalSchedule> <fixedRateSchedule> <initialValue>-0.00385</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/365.FIXED</dayCountFraction> <compoundingMethod>Flat</compoundingMethod> </calculation> </calculationPeriodAmount> <principalExchanges> <initialExchange>true</initialExchange> <finalExchange>true</finalExchange> <intermediateExchange>false</intermediateExchange> </principalExchanges> <cashflows> <cashflowsMatchParameters>false</cashflowsMatchParameters> <principalExchange> <unadjustedPrincipalExchangeDate>2018-09-10</unadjustedPrincipalExchangeDate> <principalExchangeAmount>-100500000</principalExchangeAmount> </principalExchange> <principalExchange> <unadjustedPrincipalExchangeDate>2023-09-10</unadjustedPrincipalExchangeDate> <principalExchangeAmount>100500000</principalExchangeAmount> </principalExchange> </cashflows> </swapStream> </swap> <calculationAgent> <calculationAgentPartyReference href="partyA"/> </calculationAgent> <documentation> <contractualDefinitions contractualDefinitionsScheme="http://www.fpml.org/coding-scheme/contractual-definitions">ISDA2021</contractualDefinitions> </documentation> </trade> <party id="partyA"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">549300ABANKV6BYQOWM67</partyId> <partyName>A BANK("ABANK")</partyName> </party> <party id="partyB"> <partyId partyIdScheme="http://www.fpml.org/coding-scheme/external/iso17442">

category: "repo"

description: "Fixed Rate Repo"

### 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.party1.com/swaps/trade-id">Party19235</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="Party2"/> <tradeId tradeIdScheme="http://www.party2.com/swaps/trade-id">Party22000</tradeId> </partyTradeIdentifier> <tradeDate>2014-11-19</tradeDate> </tradeHeader> <repo> <fixedRateSchedule> <initialValue>0.1032</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> <duration>Term</duration> <initialMargin> <marginType>Cash</marginType> <margin> <haircut>0.12</haircut> </margin> </initialMargin> <nearLeg> <buyerPartyReference href="Party1"/> <sellerPartyReference href="Party2"/> <settlementDate> <adjustableDate> <unadjustedDate>2014-11-19</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </settlementDate> <settlementAmount> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">RUB</currency> <amount>120079973.70</amount> </settlementAmount> <deliveryMethod deliveryMethodScheme="http://www.fpml.org/coding-scheme/delivery-method">DeliveryVersusPayment</deliveryMethod> <collateral> <nominalAmount> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency> <amount>3000000</amount> </nominalAmount> <cleanPrice>96.981</cleanPrice> <assetReference href="EFG"/> </collateral> </nearLeg> <farLeg id="forwardLeg">

### Instruction: Write part of the FpML XML code base on the following information: category: "repo" description: "Fixed Rate Repo" ### 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.party1.com/swaps/trade-id">Party19235</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="Party2"/> <tradeId tradeIdScheme="http://www.party2.com/swaps/trade-id">Party22000</tradeId> </partyTradeIdentifier> <tradeDate>2014-11-19</tradeDate> </tradeHeader> <repo> <fixedRateSchedule> <initialValue>0.1032</initialValue> </fixedRateSchedule> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> <duration>Term</duration> <initialMargin> <marginType>Cash</marginType> <margin> <haircut>0.12</haircut> </margin> </initialMargin> <nearLeg> <buyerPartyReference href="Party1"/> <sellerPartyReference href="Party2"/> <settlementDate> <adjustableDate> <unadjustedDate>2014-11-19</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </settlementDate> <settlementAmount> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">RUB</currency> <amount>120079973.70</amount> </settlementAmount> <deliveryMethod deliveryMethodScheme="http://www.fpml.org/coding-scheme/delivery-method">DeliveryVersusPayment</deliveryMethod> <collateral> <nominalAmount> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency> <amount>3000000</amount> </nominalAmount> <cleanPrice>96.981</cleanPrice> <assetReference href="EFG"/> </collateral> </nearLeg> <farLeg id="forwardLeg">

category: "repo"

description: "(Self-Compound) Floating Rate RepoExample is based on Floating Rate Repo."

### 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="Party1"/> <tradeId tradeIdScheme="http://www.party1.com/swaps/trade-id">Party19235</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="Party2"/> <tradeId tradeIdScheme="http://www.party2.com/swaps/trade-id">Party22000</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-18</tradeDate> </tradeHeader> <repo> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-SOFR-OIS Compound</floatingRateIndex> <indexTenor> <periodMultiplier>1</periodMultiplier> <period>M</period> </indexTenor> <spreadSchedule> <initialValue>0.0080</initialValue> </spreadSchedule> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> <duration>Term</duration> <initialMargin> <marginType>Cash</marginType> <margin> <marginRatio>1.2152</marginRatio> </margin> </initialMargin> <nearLeg> <buyerPartyReference href="Party1"/> <sellerPartyReference href="Party2"/> <settlementDate> <adjustableDate> <unadjustedDate>2021-08-18</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </settlementDate> <settlementAmount> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency> <amount>4000000</amount> </settlementAmount> <deliveryMethod deliveryMethodScheme="http://www.fpml.org/coding-scheme/delivery-method">DeliveryVersusPayment</deliveryMethod>

### Instruction: Write part of the FpML XML code base on the following information: category: "repo" description: "(Self-Compound) Floating Rate RepoExample is based on Floating Rate Repo." ### 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="Party1"/> <tradeId tradeIdScheme="http://www.party1.com/swaps/trade-id">Party19235</tradeId> </partyTradeIdentifier> <partyTradeIdentifier> <partyReference href="Party2"/> <tradeId tradeIdScheme="http://www.party2.com/swaps/trade-id">Party22000</tradeId> </partyTradeIdentifier> <tradeDate>2021-08-18</tradeDate> </tradeHeader> <repo> <floatingRateCalculation> <floatingRateIndex floatingRateIndexScheme="http://www.fpml.org/coding-scheme/floating-rate-index">USD-SOFR-OIS Compound</floatingRateIndex> <indexTenor> <periodMultiplier>1</periodMultiplier> <period>M</period> </indexTenor> <spreadSchedule> <initialValue>0.0080</initialValue> </spreadSchedule> </floatingRateCalculation> <dayCountFraction dayCountFractionScheme="http://www.fpml.org/coding-scheme/day-count-fraction">ACT/360</dayCountFraction> <duration>Term</duration> <initialMargin> <marginType>Cash</marginType> <margin> <marginRatio>1.2152</marginRatio> </margin> </initialMargin> <nearLeg> <buyerPartyReference href="Party1"/> <sellerPartyReference href="Party2"/> <settlementDate> <adjustableDate> <unadjustedDate>2021-08-18</unadjustedDate> <dateAdjustments> <businessDayConvention>NONE</businessDayConvention> </dateAdjustments> </adjustableDate> </settlementDate> <settlementAmount> <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217">USD</currency> <amount>4000000</amount> </settlementAmount> <deliveryMethod deliveryMethodScheme="http://www.fpml.org/coding-scheme/delivery-method">DeliveryVersusPayment</deliveryMethod>