PPT Slide

...

<!-- Barclays pays the 6% fixed rate every year on 30E/360 basis -->

<swapStream>

<payerReference href="BARCLAYS" />

<receiverReference href="CHASE" />

<calculationPeriodDates id="fixedCalcPeriodDates">

<effectiveDate>

<date򗶪-12-14</date>

<dateAdjustments>

<businessDayConvention>NONE</businessDayConvention>

</dateAdjustments>

</effectiveDate>

...

<calculation>

<notionalSchedule>

<notionalStepSchedule>

<currency>DEM</currency>

<initialValue�.00</initialValue>

</notionalStepSchedule>

</notionalSchedule>

<fixedRateSchedule>

<initialValueɬ.0600000</initialValue>

</fixedRateSchedule>

<dayCountFractionᡖE/360</dayCountFraction>

</calculation>

...

A fragment of FpML for SWAPS

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