These trades differ only in the definition of the fixed leg payments. The first says:
This is a single payment of 100 million at the end. The accrual frequency is not relevant. If working correctly, I'd expect one instance of
KnownAmountSwapPaymentPeriod within the
ResolvedSwapLeg. This period would only be sensitive to the discount curve, not the Ibor forward curve.
The second says:
This is 2% interest on 81.954447 million, which accrues every 6 months for 10 years and pays once at the end. Since the FpML trade does not specify the
compoundingMethod, it is in fact an invalid FpML trade, see here and here. When not specified, Strata defaults to no compounding. Does 2% interest calculated every six months over 10 years with no compounding result in a total payment of 100M? I suspect not.