<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="TRS_with_Bond">
        <TradeType>TotalReturnSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <TotalReturnSwapData>
            <!-- a trade defining the underlying on which the return is computed -->
            <!-- this can have types Bond, ConvertibleBond, EquityPosition -->
            <UnderlyingData>
                <SubTrade>
                    <SubTradeType>Bond</SubTradeType>
                    <BondData>
                        <SecurityId>ISIN:IE00BH3SQ895</SecurityId>
                        <BondNotional>1000000.00</BondNotional>
                    </BondData>
                </SubTrade>
            </UnderlyingData>
            <!-- the return leg definition -->
            <ReturnData>
                <Payer>false</Payer>
                <!-- the currency defining the trade ccy -->
                <Currency>EUR</Currency>
                <!-- reference schedule definition -->
                <ScheduleData>
                    <Rules>
                        <StartDate>2022-09-04</StartDate>
                        <EndDate>2025-09-04</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>USD</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <!-- valuation dates are derived from the above schedule -->
                <!-- defaults to 0D -->
                <ObservationLag>0D</ObservationLag>
                <!-- defaults to P -->
                <ObservationConvention>P</ObservationConvention>
                <!-- defaults to schedule calendar -->
                <ObservationCalendar>USD</ObservationCalendar>
                <!-- payment dates can be derived from the above schedule ... -->
                <PaymentLag>2D</PaymentLag>
                <PaymentConvention>F</PaymentConvention>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <!-- ... or can be overwritten by a list of explicit dates -->
                <!-- <PaymentDates> -->
                <!--   <PaymentDate> ... </PaymentDate> -->
                <!--   <PaymentDate> ... </PaymentDate> -->
                <!-- </PaymentDates> -->
                <!-- Optional initial price and currency -->
                <InitialPrice>1.05</InitialPrice>
                <!-- defaults to asset ccy, can be set to return ccy also -->
                <InitialPriceCurrency>EUR</InitialPriceCurrency>
                <!-- FX Conversion Details, required if asset ccy != return ccy -->
                <!-- <FXTerms> -->
                <!--   <FXIndex>FX-TR20H-EUR-USD</FXIndex> -->
                <!-- </FXTerms> -->
            </ReturnData>
            <!-- the funding leg definition -->
            <FundingData>
                <!-- any number of legs, must all be in the return ccy -->
                <LegData>
                    <Payer>true</Payer>
                    <LegType>Floating</LegType>
                    <Currency>EUR</Currency>
                    <PaymentConvention>Following</PaymentConvention>
                    <DayCounter>A360</DayCounter>
                    <FloatingLegData>
                        <Index>EUR-EURIBOR-6M</Index>
                        <Spreads>
                            <Spread>0.01</Spread>
                        </Spreads>
                        <FixingDays>2</FixingDays>
                        <IsInArrears>false</IsInArrears>
                    </FloatingLegData>
                    <ScheduleData>
                        <Rules>
                            <StartDate>2022-09-04</StartDate>
                            <EndDate>2025-09-04</EndDate>
                            <Tenor>6M</Tenor>
                            <Calendar>USD</Calendar>
                            <Convention>ModifiedFollowing</Convention>
                            <Rule>Forward</Rule>
                        </Rules>
                    </ScheduleData>
                </LegData>
            </FundingData>
        </TotalReturnSwapData>
    </Trade>
</Portfolio>
