<?xml version="1.0" encoding="utf-8"?>
<Conventions>

  <!-- USD SOFR money-market (cash) rates: quotes MM/RATE/USD/... -->
  <Deposit>
    <Id>USD-SOFR-MM-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>USD-SOFR</Index>
  </Deposit>

  <!-- USD SOFR OIS swaps: quotes IR_SWAP/RATE/USD/2D/1D/... -->
  <OIS>
    <Id>USD-SOFR-OIS-CONVENTIONS</Id>
    <SpotLag>2</SpotLag>
    <Index>USD-SOFR</Index>
    <FixedDayCounter>A360</FixedDayCounter>
    <PaymentLag>2</PaymentLag>
    <EOM>false</EOM>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>Following</FixedConvention>
    <FixedPaymentConvention>Following</FixedPaymentConvention>
    <Rule>Backward</Rule>
    <RateCutoff>2</RateCutoff>
  </OIS>

  <!-- USD/VND FX forwards: outright = spot + points / PointsFactor.
       VND points are quoted in VND units per 1 USD, hence PointsFactor = 1.
       Tenor dates advance on the US calendar from the T+2 spot date
       (ORE 1.8.15 has no Vietnam calendar; advance on US only). -->
  <FX>
    <Id>USD-VND-FX-CONVENTIONS</Id>
    <SpotDays>2</SpotDays>
    <SourceCurrency>USD</SourceCurrency>
    <TargetCurrency>VND</TargetCurrency>
    <PointsFactor>1</PointsFactor>
    <AdvanceCalendar>US</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>

</Conventions>
