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This is the third paper of a series (started by arXiv:0711.2083, arXiv:0908.3390) which describes a conjectural analog of the affine Grassmannian for affine Kac-Moody groups (also known as the double affine Grassmannian). The current paper is dedicated to describing a conjectural analog of the convolution diagram for the double affine Grassmannian and affine Zastava.

Pursuing the Double Affine Grassmannian III: Convolution with Affine Zastava