<?xml version="1.0"?>
<Portfolio>

  <Trade id="SwapLeg">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY</CounterParty>
      <NettingSetId>CPTY</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>USD</Currency>
        <Notionals>
          <Notional>1000000</Notional>
        </Notionals>
        <DayCounter>30/360</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>20230201</StartDate>
            <EndDate>20240201</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>US</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </SwapData>
  </Trade>

  <Trade id="SwapLegFlow">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY</CounterParty>
      <NettingSetId>CPTY</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>USD</Currency>
        <Notionals>
          <Notional>1000000</Notional>
        </Notionals>
        <DayCounter>30/360</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>20220205</StartDate>
            <EndDate>20240205</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>US</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </SwapData>
  </Trade>

  <!--
  <Trade id="ScriptedRangeAccrual">
    <TradeType>ScriptedTrade</TradeType>
    <Envelope>
      <CounterParty>CPTY</CounterParty>
      <NettingSetId>CPTY</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <ScriptedTradeData>
      <Script>
	<Code><![CDATA[
	NUMBER N, AccrualDays, Payoff, U, i;

	N = SIZE(FixingDates);
	AccrualDays = 0;
	
	FOR i IN (1, SIZE(FixingDates), 1) DO
	
	  U = Underlying(FixingDates[i]);

	  IF {U >= LowerBound AND U <= UpperBound} THEN
	    AccrualDays = AccrualDays + 1;
	  END;

	END;

	Payoff = Notional * FixedRate * YearFraction * AccrualDays / N;

	Value = PAY( Payoff, PayDate, PayDate, Currency);
	]]></Code>
	<NPV>Value</NPV>
      </Script>
      <Data>
	<Number>
	  <Name>Notional</Name>
	  <Value>100.0</Value>
	</Number>
	<Currency>
	  <Name>Currency</Name>
	  <Value>USD</Value>
	</Currency>
	<Number>
	  <Name>FixedRate</Name>
	  <Value>0.05</Value>
	</Number>
	<Number>
	  <Name>YearFraction</Name>
	  <Value>1.013889</Value>
	</Number>
	<Event>
	  <Name>FixingDates</Name>
	  <ScheduleData>
            <Rules>
              <StartDate>2023-02-01</StartDate>
              <EndDate>2024-02-01</EndDate>
              <Tenor>1D</Tenor>
              <Calendar>US</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
	</Event>
	<Event>
	  <Name>PayDate</Name>
	  <Value>2024-02-02</Value>
	</Event>
	<Index>
	  <Name>Underlying</Name>
	  <Value>USD-SOFR</Value>
	</Index>
	<Number>
	  <Name>UpperBound</Name>
	  <Value>0.049</Value>
	</Number>
	<Number>
	  <Name>LowerBound</Name>
	  <Value>0.046</Value>
	</Number>
      </Data>
    </ScriptedTradeData>
  </Trade>
-->
</Portfolio>
