<?xml version="1.0"?>
<Trade id="KnockOutSwap_example">
    <TradeType>KnockOutSwap</TradeType>
    <Envelope>
        <CounterParty>CPTY</CounterParty>
        <NettingSetId>NS</NettingSetId>
        <AdditionalFields>
            <party_id>party</party_id>
            <valuation_date>2025-02-10</valuation_date>
        </AdditionalFields>
    </Envelope>
    <KnockOutSwapData>
        <!-- BarrierData and BarrierStartDate specify the knock out terms -->
        <BarrierData>
            <Type>UpAndOut</Type>
            <Levels>
                <Level>0.05</Level>
            </Levels>
        </BarrierData>
        <BarrierStartDate>2027-05-03</BarrierStartDate>
        <!-- we require exactly one Floating and one Fixed Leg -->
        <LegData>
            <LegType>Floating</LegType>
            <Payer>false</Payer>
            <Currency>USD</Currency>
            <DayCounter>A360</DayCounter>
            <PaymentConvention>MF</PaymentConvention>
            <Notionals>
                <Notional>100000000.00</Notional>
            </Notionals>
            <FloatingLegData>
                <Index>USD-SOFR</Index>
            </FloatingLegData>
            <ScheduleData>
                <Rules>
                    <StartDate>2024-05-02</StartDate>
                    <EndDate>2029-05-02</EndDate>
                    <Tenor>3M</Tenor>
                    <Calendar>US</Calendar>
                    <Convention>ModifiedFollowing</Convention>
                    <Rule>Forward</Rule>
                </Rules>
            </ScheduleData>
        </LegData>
        <LegData>
            <LegType>Fixed</LegType>
            <Payer>true</Payer>
            <Currency>USD</Currency>
            <Notionals>
                <Notional>100000000.00</Notional>
            </Notionals>
            <DayCounter>ACT/ACT</DayCounter>
            <PaymentConvention>Following</PaymentConvention>
            <FixedLegData>
                <Rates>
                    <Rate>0.05</Rate>
                </Rates>
            </FixedLegData>
            <ScheduleData>
                <Rules>
                    <StartDate>2024-05-02</StartDate>
                    <EndDate>2029-05-02</EndDate>
                    <Tenor>3M</Tenor>
                    <Calendar>US</Calendar>
                    <Convention>ModifiedFollowing</Convention>
                    <Rule>Forward</Rule>
                </Rules>
            </ScheduleData>
        </LegData>
    </KnockOutSwapData>
</Trade>
