{
  "asof": "2026-01-29",
  "baseCurrency": "USD",
  "analytics": "STRESS",
  "portfolio": "<Portfolio>\n    <Trade id=\"Swap_40\">\n        <TradeType>Swap</TradeType>\n        <Envelope>\n            <CounterParty>LFA Test Cpty Entity</CounterParty>\n            <NettingSetId>LFA Test Portfolio</NettingSetId>\n            <AdditionalFields>\n                <party_id>LFA Test Entity</party_id>\n                <valuation_date>2026-01-29</valuation_date>\n            </AdditionalFields>\n        </Envelope>\n        <SwapData>\n            <LegData>\n                <LegType>Fixed</LegType>\n                <Payer>false</Payer>\n                <Currency>EUR</Currency>\n                <Notionals>\n                    <Notional>10000000.000000</Notional>\n                </Notionals>\n                <DayCounter>30/360</DayCounter>\n                <PaymentConvention>F</PaymentConvention>\n                <FixedLegData>\n                    <Rates>\n                        <Rate>0.02</Rate>\n                    </Rates>\n                </FixedLegData>\n                <ScheduleData>\n                    <Rules>\n                        <StartDate>20151028</StartDate>\n                        <EndDate>20351028</EndDate>\n                        <Tenor>1Y</Tenor>\n                        <Calendar>TARGET</Calendar>\n                        <Convention>F</Convention>\n                        <TermConvention>F</TermConvention>\n                        <Rule>Forward</Rule>\n                        <EndOfMonth/>\n                        <FirstDate/>\n                        <LastDate/>\n                    </Rules>\n                </ScheduleData>\n            </LegData>\n            <LegData>\n                <LegType>Floating</LegType>\n                <Payer>true</Payer>\n                <Currency>USD</Currency>\n                <Notionals>\n                    <Notional>10000000.000000</Notional>\n                </Notionals>\n                <DayCounter>A360</DayCounter>\n                <PaymentConvention>MF</PaymentConvention>\n                <FloatingLegData>\n                    <Index>USD-LIBOR-3M</Index>\n                    <Spreads>\n                        <Spread>0.000000</Spread>\n                    </Spreads>\n                    <IsInArrears>false</IsInArrears>\n                    <FixingDays>2</FixingDays>\n                </FloatingLegData>\n                <ScheduleData>\n                    <Rules>\n                        <StartDate>20151028</StartDate>\n                        <EndDate>20351028</EndDate>\n                        <Tenor>3M</Tenor>\n                        <Calendar>TARGET</Calendar>\n                        <Convention>MF</Convention>\n                        <TermConvention>MF</TermConvention>\n                        <Rule>Forward</Rule>\n                        <EndOfMonth/>\n                        <FirstDate/>\n                        <LastDate/>\n                    </Rules>\n                </ScheduleData>\n            </LegData>\n        </SwapData>\n    </Trade>\n    <Trade id=\"Swap_30\">\n        <TradeType>Swap</TradeType>\n        <Envelope>\n            <CounterParty>LFA Test Cpty Entity</CounterParty>\n            <NettingSetId>LFA Test Portfolio</NettingSetId>\n            <AdditionalFields>\n                <party_id>LFA Test Entity</party_id>\n                <valuation_date>2026-01-29</valuation_date>\n            </AdditionalFields>\n        </Envelope>\n        <SwapData>\n            <LegData>\n                <LegType>Fixed</LegType>\n                <Payer>false</Payer>\n                <Currency>EUR</Currency>\n                <Notionals>\n                    <Notional>10000000.000000</Notional>\n                </Notionals>\n                <DayCounter>30/360</DayCounter>\n                <PaymentConvention>F</PaymentConvention>\n                <FixedLegData>\n                    <Rates>\n                        <Rate>0.02</Rate>\n                    </Rates>\n                </FixedLegData>\n                <ScheduleData>\n                    <Rules>\n                        <StartDate>20151028</StartDate>\n                        <EndDate>20301028</EndDate>\n                        <Tenor>1Y</Tenor>\n                        <Calendar>TARGET</Calendar>\n                        <Convention>F</Convention>\n                        <TermConvention>F</TermConvention>\n                        <Rule>Forward</Rule>\n                        <EndOfMonth/>\n                        <FirstDate/>\n                        <LastDate/>\n                    </Rules>\n                </ScheduleData>\n            </LegData>\n            <LegData>\n                <LegType>Floating</LegType>\n                <Payer>true</Payer>\n                <Currency>USD</Currency>\n                <Notionals>\n                    <Notional>10000000.000000</Notional>\n                </Notionals>\n                <DayCounter>A360</DayCounter>\n                <PaymentConvention>MF</PaymentConvention>\n                <FloatingLegData>\n                    <Index>USD-LIBOR-3M</Index>\n                    <Spreads>\n                        <Spread>0.000000</Spread>\n                    </Spreads>\n                    <IsInArrears>false</IsInArrears>\n                    <FixingDays>2</FixingDays>\n                </FloatingLegData>\n                <ScheduleData>\n                    <Rules>\n                        <StartDate>20151028</StartDate>\n                        <EndDate>20301028</EndDate>\n                        <Tenor>3M</Tenor>\n                        <Calendar>TARGET</Calendar>\n                        <Convention>MF</Convention>\n                        <TermConvention>MF</TermConvention>\n                        <Rule>Forward</Rule>\n                        <EndOfMonth/>\n                        <FirstDate/>\n                        <LastDate/>\n                    </Rules>\n                </ScheduleData>\n            </LegData>\n        </SwapData>\n    </Trade>\n    <Trade id=\"Swap_20\">\n        <TradeType>Swap</TradeType>\n        <Envelope>\n            <CounterParty>LFA Test Cpty Entity</CounterParty>\n            <NettingSetId>LFA Test Portfolio</NettingSetId>\n            <AdditionalFields>\n                <party_id>LFA Test Entity</party_id>\n                <valuation_date>2026-01-29</valuation_date>\n            </AdditionalFields>\n        </Envelope>\n        <SwapData>\n            <LegData>\n                <LegType>Fixed</LegType>\n                <Payer>false</Payer>\n                <Currency>EUR</Currency>\n                <Notionals>\n                    <Notional>10000000.000000</Notional>\n                </Notionals>\n                <DayCounter>30/360</DayCounter>\n                <PaymentConvention>F</PaymentConvention>\n                <FixedLegData>\n                    <Rates>\n                        <Rate>0.02</Rate>\n                    </Rates>\n                </FixedLegData>\n                <ScheduleData>\n                    <Rules>\n                        <StartDate>20151028</StartDate>\n                        <EndDate>20281028</EndDate>\n                        <Tenor>1Y</Tenor>\n                        <Calendar>TARGET</Calendar>\n                        <Convention>F</Convention>\n                        <TermConvention>F</TermConvention>\n                        <Rule>Forward</Rule>\n                        <EndOfMonth/>\n                        <FirstDate/>\n                        <LastDate/>\n                    </Rules>\n                </ScheduleData>\n            </LegData>\n            <LegData>\n                <LegType>Floating</LegType>\n                <Payer>true</Payer>\n                <Currency>USD</Currency>\n                <Notionals>\n                    <Notional>10000000.000000</Notional>\n                </Notionals>\n                <DayCounter>A360</DayCounter>\n                <PaymentConvention>MF</PaymentConvention>\n                <FloatingLegData>\n                    <Index>USD-LIBOR-3M</Index>\n                    <Spreads>\n                        <Spread>0.000000</Spread>\n                    </Spreads>\n                    <IsInArrears>false</IsInArrears>\n                    <FixingDays>2</FixingDays>\n                </FloatingLegData>\n                <ScheduleData>\n                    <Rules>\n                        <StartDate>20151028</StartDate>\n                        <EndDate>20281028</EndDate>\n                        <Tenor>3M</Tenor>\n                        <Calendar>TARGET</Calendar>\n                        <Convention>MF</Convention>\n                        <TermConvention>MF</TermConvention>\n                        <Rule>Forward</Rule>\n                        <EndOfMonth/>\n                        <FirstDate/>\n                        <LastDate/>\n                    </Rules>\n                </ScheduleData>\n            </LegData>\n        </SwapData>\n    </Trade>\n</Portfolio>\n",
  "stressTestScenarioData": "<StressTesting>\n    <UseSpreadedTermStructures>true</UseSpreadedTermStructures>\n    <StressTest id=\"parallel_rates\">\n        <DiscountCurves>\n            <DiscountCurve ccy=\"EUR\">\n                <ShiftType>Absolute</ShiftType>\n                <Shifts>0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>\n                <ShiftTenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</ShiftTenors>\n            </DiscountCurve>\n            <DiscountCurve ccy=\"USD\">\n                <ShiftType>Absolute</ShiftType>\n                <Shifts>0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>\n                <ShiftTenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</ShiftTenors>\n            </DiscountCurve>\n        </DiscountCurves>\n        <IndexCurves>\n            <IndexCurve index=\"USD-LIBOR-3M\">\n                <ShiftType>Absolute</ShiftType>\n                <Shifts>0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>\n                <ShiftTenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</ShiftTenors>\n            </IndexCurve>\n        </IndexCurves>\n        <FxSpots>\n            <FxSpot ccypair=\"EURUSD\">\n                <ShiftType>Relative</ShiftType>\n                <ShiftSize>0.01</ShiftSize>\n            </FxSpot>\n        </FxSpots>\n        <SwaptionVolatilities/>\n        <SecuritySpreads/>\n        <RecoveryRates/>\n        <SurvivalProbabilities/>\n    </StressTest>\n    <StressTest id=\"twist\">\n        <DiscountCurves/>\n        <IndexCurves/>\n        <FxSpots/>\n        <SwaptionVolatilities/>\n        <SecuritySpreads/>\n        <RecoveryRates/>\n        <SurvivalProbabilities/>\n    </StressTest>\n</StressTesting>\n",
  "stressGenerateCashflows": true
}