<?xml version="1.0"?>
<Trade id="generic_barrier_option_fx_raw_kiko">
  <TradeType>ScriptedTrade</TradeType>
  <Envelope>
    <CounterParty>CPTY_A</CounterParty>
    <NettingSetId>CPTY_A</NettingSetId>
  </Envelope>
  <GenericBarrierOptionData>
    <!-- 0 = Vanilla, 1 = CashOrNothing -->
    <PayoffType type="number">0</PayoffType>
    <!-- 0 = none, 1 = DonwIn, 2 = UpIn, 3 = DownOut, 4 = UpOut -->
    <TransatlanticBarrierType type="barrierType">
      <Value>UpOut</Value>
    </TransatlanticBarrierType>
    <TransatlanticBarrierLevel type="number">
      <Value>1.1</Value>
    </TransatlanticBarrierLevel>
    <TransatlanticBarrierRebate type="number">50000</TransatlanticBarrierRebate>
    <TransatlanticBarrierRebateCurrency type="currency">USD</TransatlanticBarrierRebateCurrency>
    <TransatlanticBarrierStrictComparison type="number">
      <Value>0</Value>
    </TransatlanticBarrierStrictComparison>
    <LongShort type="longShort">Long</LongShort>
    <PutCall type="optionType">Call</PutCall>
    <!-- required for PayoffType = Vanilla only -->
    <Quantity type="number">1000000</Quantity>
    <Strike type="number">1.08</Strike>
    <!-- required for PayoffType = CashOrNothing only -->
    <Amount type="number">0.0</Amount>
    <PayCurrency type="currency">USD</PayCurrency>
    <ExpiryDate type="event">2022-03-01</ExpiryDate>
    <SettlementDate type="event">2022-03-04</SettlementDate>
    <Underlyings type="index">
      <Value>FX-ECB-EUR-USD</Value>
    </Underlyings>
    <BarrierMonitoringDates type="event">
      <ScheduleData>
        <Rules>
          <StartDate>2022-02-01</StartDate>
          <EndDate>2022-03-01</EndDate>
          <Tenor>1D</Tenor>
          <Calendar>TGT,US</Calendar>
          <Convention>F</Convention>
          <TermConvention>F</TermConvention>
          <Rule>Forward</Rule>
          <EndOfMonth />
          <FirstDate />
          <LastDate />
        </Rules>
      </ScheduleData>
    </BarrierMonitoringDates>
    <BarrierStrictComparison type="number">
      <Value>0</Value>
      <Value>0</Value>
    </BarrierStrictComparison>
    <BarrierTypes type="barrierType">
      <Value>UpOut</Value>
      <Value>DownIn</Value>
    </BarrierTypes>
    <BarrierLevels type="number">
      <Value>1.15</Value>
      <Value>1.08</Value>
    </BarrierLevels>
    <!-- out rebates (only if no in barriers are present) -->
    <BarrierRebates type="number">
      <Value>0.0</Value>
      <Value>0.0</Value>
    </BarrierRebates>
    <BarrierRebateCurrencies type="currency">
      <Value>USD</Value>
      <Value>USD</Value>
    </BarrierRebateCurrencies>
    <!-- 0 = atHit, 1 = atExpiry (for out barriers only) -->
    <BarrierRebatePayTimes type="number">
      <Value>0</Value>
      <Value>0</Value>
    </BarrierRebatePayTimes>
    <!-- rebate if at least one in barrier is present -->
    <BarrierRebate type="number">0.0</BarrierRebate>
    <BarrierRebateCurrency type="currency">USD</BarrierRebateCurrency>
    <!-- 1 = KoAlways, 2 = KoBeforeKi, 3 = KoAfterKi -->
    <KikoType type="number">3</KikoType>
  </GenericBarrierOptionData>
</Trade>
