<
FpML
version
="
4-0
"
xmlns
="
http://www.fpml.org/2003/FpML-4-0
"
xmlns:xsi
="
http://www.w3.org/2001/XMLSchema-instance
"
xsi:schemaLocation
="
http://www.fpml.org/2003/FpML-4-0 fpml-main-4-0.xsd
"
xsi:type
="
DataDocument
"
>
<
trade
>
...
<
capFloor
>
<
capFloorStream
>
...
<
calculationPeriodDates
id
="
CalcPeriodDates0
"
>
...
<
calculationPeriodFrequency
>
...
<!-- CHANGE, Modified by: Christian Nentwich Changed from 'W'. Period must be W with a week day given as the roll convention -->
<
period
>
M
</
period
>
<
rollConvention
>
MON
</
rollConvention
>
</
calculationPeriodFrequency
>
</
calculationPeriodDates
>
</
capFloorStream
>
</
capFloor
>
</
trade
>
</
FpML
>