<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <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>
</Portfolio>
