ScriptedTrade CPTY_A CPTY_A BermudanSwaption Notional 1000000 FixedRatePayer 1 OptionLongShort 1 PayCurrency EUR FixedDayCounter ACT/ACT FixedRate 0.02 FixedLegSchedule 2026-03-01 2036-03-01 1Y TARGET Following Following Forward FloatDayCounter A360 FloatIndex EUR-EURIBOR-6M FloatSpread 0.0000 FloatLegSchedule 2026-03-01 2036-03-01 6M TARGET Following Following Forward FixingSchedule FloatLegSchedule -2D TARGET F ExerciseDates 2026-02-25 2027-02-25 2028-02-25 2029-02-25 2030-02-25 2031-02-25 2032-02-25 2033-02-25 2034-02-25 2035-02-25 ExerciseSettlement 1 ScriptedTrade CPTY_B CPTY_B LPISwap Notional 1000000 FixedRatePayer 1 PayCurrency GBP DayCounter ACT/ACT FixedRate 0.02 CPIIndex UKRPI#L Floor 0.00 Cap 0.03 Schedule 2015-02-01 2035-02-01 1Y UK Following Following Forward FixingSchedule Schedule -3M UK F