ScriptedTrade CPTY CPTY Notional 100.0 Currency USD FixedRate 0.05 YearFraction 1.013889 FixingDates 2023-02-01 2024-02-01 1D US F F Forward PayDate 2024-02-02 Underlying USD-SOFR UpperBound 0.049 LowerBound 0.046