<?xml version="1.0" encoding="iso-8859-1" standalone="yes"?>
<calypso:calypsoDocument xmlns:calypso="http://www.calypso.com/xml">
    <calypso:calypsoObject xsi:type="calypso:LegalEntity" action="SAVE" version="10-3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
        <calypso:identification>
            <calypso:versionedIdentifier codifier="convention" code="HEADOFFICE" version="84"/>
        </calypso:identification>
        <calypso:name>Head Office</calypso:name>
        <calypso:roles>Agent CounterParty Guarantor ProcessingOrg</calypso:roles>
        <calypso:classification>true</calypso:classification>
        <calypso:status>Enabled</calypso:status>
        <calypso:country>UNITED STATES</calypso:country>
        <calypso:comment>Legal Entity</calypso:comment>
    </calypso:calypsoObject>
    <calypso:calypsoObject xsi:type="calypso:LegalEntity" action="SAVE" version="10-3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
        <calypso:identification>
            <calypso:versionedIdentifier codifier="convention" code="LONDON" version="85"/>
        </calypso:identification>
        <calypso:name>London Branch</calypso:name>
        <calypso:roles>Agent CounterParty Issuer ProcessingOrg</calypso:roles>
        <calypso:parent>
            <calypso:type>com.calypso.tk.core.LegalEntity</calypso:type>
            <calypso:identifier codifier="convention" code="HEADOFFICE"/>
            <calypso:role>Agent</calypso:role>
            <calypso:role>CounterParty</calypso:role>
            <calypso:role>Guarantor</calypso:role>
            <calypso:role>ProcessingOrg</calypso:role>
        </calypso:parent>
        <calypso:classification>true</calypso:classification>
        <calypso:status>Enabled</calypso:status>
        <calypso:country>UNITED KINGDOM</calypso:country>
        <calypso:comment>Legal Entity</calypso:comment>
        <calypso:attribute>
            <calypso:attributeType>DTCC_PAYREC_PARTICIPANT</calypso:attributeType>
            <calypso:attributeValue>Y</calypso:attributeValue>
            <calypso:role>ALL</calypso:role>
        </calypso:attribute>
        <calypso:attribute>
            <calypso:attributeType>DTCC_LE_ID</calypso:attributeType>
            <calypso:attributeValue>0009602</calypso:attributeValue>
            <calypso:role>ALL</calypso:role>
        </calypso:attribute>
    </calypso:calypsoObject>
    <calypso:calypsoObject xsi:type="calypso:AccountingBook" action="SAVE" version="10-3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
        <calypso:identification>
            <calypso:versionedIdentifier codifier="convention" code="TRADING1" version="0"/>
        </calypso:identification>
        <calypso:name>TRADING1</calypso:name>
        <calypso:comment>Trading</calypso:comment>
    </calypso:calypsoObject>
    <calypso:calypsoObject xsi:type="calypso:RateIndexDefault" action="SAVE" version="10-3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
        <calypso:name>EURIBOR</calypso:name>
        <calypso:currency>EUR</calypso:currency>
        <calypso:dayCount>ACT/360</calypso:dayCount>
        <calypso:periodRule>ADJUSTED</calypso:periodRule>
        <calypso:hour>11</calypso:hour>
        <calypso:publishFrequency>DLY</calypso:publishFrequency>
        <calypso:compoundFrequency>QTR</calypso:compoundFrequency>
        <calypso:defaultSource>T3750</calypso:defaultSource>
        <calypso:sources>T3750</calypso:sources>
        <calypso:payAdjustment>
            <calypso:days>0</calypso:days>
            <calypso:business>true</calypso:business>
            <calypso:holidays>EUR</calypso:holidays>
            <calypso:dateRoll>MOD_FOLLOW</calypso:dateRoll>
        </calypso:payAdjustment>
        <calypso:resetAdjustment>
            <calypso:days>2</calypso:days>
            <calypso:business>true</calypso:business>
            <calypso:holidays>EUR</calypso:holidays>
            <calypso:dateRoll>MOD_FOLLOW</calypso:dateRoll>
        </calypso:resetAdjustment>
        <calypso:payInArrears>true</calypso:payInArrears>
        <calypso:resetInArrears>false</calypso:resetInArrears>
        <calypso:indexType>Interest</calypso:indexType>
        <calypso:quoteType>Yield</calypso:quoteType>
        <calypso:comment> </calypso:comment>
        <calypso:attribute>
            <calypso:name>RATE_INDEX_CODE.T3750</calypso:name>
            <calypso:value>EUR-EURIBOR-TELERATE</calypso:value>
        </calypso:attribute>
    </calypso:calypsoObject>
    <calypso:calypsoObject xsi:type="calypso:Book" action="SAVE" version="10-3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
        <calypso:identification>
            <calypso:versionedIdentifier codifier="convention" code="IRD" version="4"/>
        </calypso:identification>
        <calypso:activity>TRADING</calypso:activity>
        <calypso:accountingBook>
            <calypso:type>com.calypso.tk.core.AccountingBook</calypso:type>
            <calypso:identifier codifier="convention" code="TRADING1"/>
        </calypso:accountingBook>
        <calypso:processingOrg>
            <calypso:type>com.calypso.tk.core.LegalEntity</calypso:type>
            <calypso:identifier codifier="convention" code="LONDON"/>
            <calypso:role>Agent</calypso:role>
            <calypso:role>CounterParty</calypso:role>
            <calypso:role>Issuer</calypso:role>
            <calypso:role>ProcessingOrg</calypso:role>
        </calypso:processingOrg>
        <calypso:location>Europe/London</calypso:location>
        <calypso:endOfDayTime>2359</calypso:endOfDayTime>
        <calypso:baseCurrency>EUR</calypso:baseCurrency>
        <calypso:holidays></calypso:holidays>
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    <calypso:calypsoObject xsi:type="calypso:LegalEntity" action="SAVE" version="10-3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
        <calypso:identification>
            <calypso:versionedIdentifier codifier="convention" code="JPM-LONDON" version="0"/>
        </calypso:identification>
        <calypso:name>JPM-LONDON</calypso:name>
        <calypso:roles>CounterParty</calypso:roles>
        <calypso:classification>true</calypso:classification>
        <calypso:status>Enabled</calypso:status>
        <calypso:country>UNITED KINGDOM</calypso:country>
    </calypso:calypsoObject>
    <calypso:calypsoObject xsi:type="calypso:RateIndex" action="SAVE" version="10-3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
        <calypso:name>EURIBOR</calypso:name>
        <calypso:currency>EUR</calypso:currency>
        <calypso:source>T3750</calypso:source>
        <calypso:tenor>6M</calypso:tenor>
        <calypso:dateRoll>MOD_FOLLOW</calypso:dateRoll>
        <calypso:dayCount>ACT/360</calypso:dayCount>
        <calypso:endEndMaturityConvention>false</calypso:endEndMaturityConvention>
        <calypso:defaults>
            <calypso:type>com.calypso.tk.refdata.RateIndexDefaults</calypso:type>
            <calypso:identifier codifier="convention" code="EUR#EURIBOR"/>
        </calypso:defaults>
    </calypso:calypsoObject>
    <calypso:calypsoObject xsi:type="calypso:Trade" action="SAVE" version="10-3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
        <calypso:identification>
            <calypso:versionedIdentifier codifier="rel100upgrade" code="39067" version="0"/>
        </calypso:identification>
        <calypso:auditInfo>
            <calypso:enteredBy>calypso_user</calypso:enteredBy>
            <calypso:dateEntered>2008-09-15T09:07:10.576-04:00</calypso:dateEntered>
        </calypso:auditInfo>
        <calypso:trader>TRADER1</calypso:trader>
        <calypso:salesPerson>NONE</calypso:salesPerson>
        <calypso:tradeParty>
            <calypso:legalEntity>
                <calypso:type>com.calypso.tk.core.LegalEntity</calypso:type>
                <calypso:identifier codifier="convention" code="JPM-LONDON"/>
                <calypso:role>CounterParty</calypso:role>
            </calypso:legalEntity>
            <calypso:role>CounterParty</calypso:role>
            <calypso:feeParty>false</calypso:feeParty>
        </calypso:tradeParty>
        <calypso:tradeParty>
            <calypso:book>
                <calypso:type>com.calypso.tk.core.Book</calypso:type>
                <calypso:identifier codifier="convention" code="IRD"/>
            </calypso:book>
            <calypso:role>Book</calypso:role>
        </calypso:tradeParty>
        <calypso:tradeDate>2008-09-15T09:07:03-04:00</calypso:tradeDate>
        <calypso:tradeCurrency>EUR</calypso:tradeCurrency>
        <calypso:settlementDate>2008-09-15Z</calypso:settlementDate>
        <calypso:settlementCurrency>EUR</calypso:settlementCurrency>
        <calypso:keyword>
            <calypso:name>StructureType</calypso:name>
            <calypso:value>Quick Entry Swap</calypso:value>
        </calypso:keyword>
        <calypso:keyword>
            <calypso:name>ComponentId</calypso:name>
            <calypso:value>1</calypso:value>
        </calypso:keyword>
        <calypso:product>
            <calypso:definition xsi:type="calypso:Swap">
                <calypso:payLeg>
                    <calypso:startDate>2007-09-28Z</calypso:startDate>
                    <calypso:endDate>2012-09-28Z</calypso:endDate>
                    <calypso:notional>
                        <calypso:quantity>10000000</calypso:quantity>
                        <calypso:currency>EUR</calypso:currency>
                    </calypso:notional>
                    <calypso:initialExchange>
                        <calypso:amount>
                            <calypso:quantity>1000000.0</calypso:quantity>
                            <calypso:currency>EUR</calypso:currency>
                        </calypso:amount>
                        <calypso:date>2007-09-28Z</calypso:date>
                    </calypso:initialExchange>
                    <calypso:finalExchange>
                        <calypso:amount>
                            <calypso:quantity>1000000.0</calypso:quantity>
                            <calypso:currency>EUR</calypso:currency>
                        </calypso:amount>
                        <calypso:date>2012-09-28Z</calypso:date>
                    </calypso:finalExchange>
                    <calypso:amortization>
                        <calypso:principalStructure>Bullet</calypso:principalStructure>
                        <calypso:sinkingFaceValue>false</calypso:sinkingFaceValue>
                    </calypso:amortization>
                    <calypso:amortRate>0.0</calypso:amortRate>
                    <calypso:couponFrequency>PA</calypso:couponFrequency>
                    <calypso:couponDateAdjustment>
                        <calypso:days>0</calypso:days>
                        <calypso:business>true</calypso:business>
                        <calypso:holidays>EUR</calypso:holidays>
                        <calypso:dateRoll>MOD_FOLLOW</calypso:dateRoll>
                    </calypso:couponDateAdjustment>
                    <calypso:couponPaymentAtEnd>true</calypso:couponPaymentAtEnd>
                    <calypso:discountMethod>NONE</calypso:discountMethod>
                    <calypso:dayCount>30/360</calypso:dayCount>
                    <calypso:periodRule>ADJUSTED</calypso:periodRule>
                    <calypso:couponStubRule>NONE</calypso:couponStubRule>
                    <calypso:includeExtraDayInFirstPeriod>false</calypso:includeExtraDayInFirstPeriod>
                    <calypso:includeExtraDayInLastPeriod>false</calypso:includeExtraDayInLastPeriod>
                    <calypso:fixedRate>0.05</calypso:fixedRate>
                    <calypso:actualInitialExchange>false</calypso:actualInitialExchange>
                    <calypso:actualFinalExchange>false</calypso:actualFinalExchange>
                    <calypso:actualAmortExchange>false</calypso:actualAmortExchange>
                </calypso:payLeg>
                <calypso:receiveLeg>
                    <calypso:startDate>2007-09-28Z</calypso:startDate>
                    <calypso:endDate>2012-09-28Z</calypso:endDate>
                    <calypso:notional>
                        <calypso:quantity>10000000</calypso:quantity>
                        <calypso:currency>EUR</calypso:currency>
                    </calypso:notional>
                    <calypso:initialExchange>
                        <calypso:amount>
                            <calypso:quantity>1000000.0</calypso:quantity>
                            <calypso:currency>EUR</calypso:currency>
                        </calypso:amount>
                        <calypso:date>2007-09-28Z</calypso:date>
                    </calypso:initialExchange>
                    <calypso:finalExchange>
                        <calypso:amount>
                            <calypso:quantity>1000000.0</calypso:quantity>
                            <calypso:currency>EUR</calypso:currency>
                        </calypso:amount>
                        <calypso:date>2012-09-28Z</calypso:date>
                    </calypso:finalExchange>
                    <calypso:amortization>
                        <calypso:principalStructure>Bullet</calypso:principalStructure>
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                    </calypso:amortization>
                    <calypso:amortRate>0.0</calypso:amortRate>
                    <calypso:couponFrequency>SA</calypso:couponFrequency>
                    <calypso:couponDateAdjustment>
                        <calypso:days>0</calypso:days>
                        <calypso:business>true</calypso:business>
                        <calypso:holidays>EUR</calypso:holidays>
                        <calypso:dateRoll>MOD_FOLLOW</calypso:dateRoll>
                    </calypso:couponDateAdjustment>
                    <calypso:couponPaymentAtEnd>true</calypso:couponPaymentAtEnd>
                    <calypso:discountMethod>NONE</calypso:discountMethod>
                    <calypso:dayCount>ACT/360</calypso:dayCount>
                    <calypso:periodRule>ADJUSTED</calypso:periodRule>
                    <calypso:couponStubRule>NONE</calypso:couponStubRule>
                    <calypso:includeExtraDayInFirstPeriod>false</calypso:includeExtraDayInFirstPeriod>
                    <calypso:includeExtraDayInLastPeriod>false</calypso:includeExtraDayInLastPeriod>
                    <calypso:rateIndex>
                        <calypso:type>com.calypso.tk.refdata.RateIndex</calypso:type>
                        <calypso:identifier codifier="convention" code="EUR#EURIBOR#6M#T3750"/>
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                    <calypso:indexFactor>1.0</calypso:indexFactor>
                    <calypso:spread>0.0</calypso:spread>
                    <calypso:resetCutoff>0</calypso:resetCutoff>
                    <calypso:resetTiming>BEG_PER</calypso:resetTiming>
                    <calypso:priorReset>false</calypso:priorReset>
                    <calypso:customFirstStubIndex>false</calypso:customFirstStubIndex>
                    <calypso:averaging>false</calypso:averaging>
                    <calypso:actualInitialExchange>false</calypso:actualInitialExchange>
                    <calypso:actualFinalExchange>false</calypso:actualFinalExchange>
                    <calypso:actualAmortExchange>false</calypso:actualAmortExchange>
                </calypso:receiveLeg>
                <calypso:optionType>None</calypso:optionType>
                <calypso:mandatoryTermination>false</calypso:mandatoryTermination>
                <calypso:optionCalcOffsetDays>false</calypso:optionCalcOffsetDays>
                <calypso:optionCalcAdjustment>
                    <calypso:days>0</calypso:days>
                    <calypso:business>false</calypso:business>
                    <calypso:holidays></calypso:holidays>
                </calypso:optionCalcAdjustment>
                <calypso:optionExpiryTime>2359</calypso:optionExpiryTime>
                <calypso:earliestExerciseTime>0</calypso:earliestExerciseTime>
                <calypso:latestExerciseTime>0</calypso:latestExerciseTime>
                <calypso:optionScheduleLock>false</calypso:optionScheduleLock>
                <calypso:initialFXRate>0.0</calypso:initialFXRate>
                <calypso:finalFXRate>0.0</calypso:finalFXRate>
            </calypso:definition>
        </calypso:product>
        <calypso:quantity>0.0</calypso:quantity>
        <calypso:tradePrice>0.0</calypso:tradePrice>
        <calypso:accrual>0.0</calypso:accrual>
        <calypso:marketInfo>0.0</calypso:marketInfo>
        <calypso:negociatedPrice>0.0</calypso:negociatedPrice>
        <calypso:splitBookPrice>0.0</calypso:splitBookPrice>
        <calypso:splitBasePrice>0.0</calypso:splitBasePrice>
    </calypso:calypsoObject>
</calypso:calypsoDocument>
