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

    <!-- USD discount curve: SOFR MM rates (short end) + SOFR OIS swap rates (IR_SWAP) -->
    <YieldCurve>
      <CurveId>USD1D</CurveId>
      <CurveDescription>USD discount curve bootstrapped from SOFR MM rates and SOFR OIS swap rates</CurveDescription>
      <Currency>USD</Currency>
      <DiscountCurve>USD1D</DiscountCurve>
      <Segments>
        <Simple>
          <Type>Deposit</Type>
          <Quotes>
            <Quote>MM/RATE/USD/0D/1D</Quote>
            <Quote>MM/RATE/USD/2D/1W</Quote>
            <Quote>MM/RATE/USD/2D/2W</Quote>
            <Quote>MM/RATE/USD/2D/3W</Quote>
          </Quotes>
          <Conventions>USD-SOFR-MM-CONVENTIONS</Conventions>
        </Simple>
        <Simple>
          <Type>OIS</Type>
          <Quotes>
            <Quote>IR_SWAP/RATE/USD/2D/1D/1M</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/2M</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/3M</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/6M</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/9M</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/1Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/18M</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/2Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/3Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/4Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/5Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/6Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/7Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/8Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/9Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/10Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/12Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/15Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/20Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/30Y</Quote>
          </Quotes>
          <Conventions>USD-SOFR-OIS-CONVENTIONS</Conventions>
        </Simple>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <YieldCurveDayCounter>A365</YieldCurveDayCounter>
      <Tolerance>0.000000000001</Tolerance>
    </YieldCurve>

    <!-- VND discount curve implied from the USD discount curve and USD/VND
         FX forward points: DF_vnd(t) = DF_usd(t) * F(t) / S,
         same construction as SEK-IN-USD in the shared curveconfig of ORE 1.8.15 -->
    <YieldCurve>
      <CurveId>VND-FWD</CurveId>
      <CurveDescription>VND discount curve implied from USD discount curve and USD/VND FX forward points</CurveDescription>
      <Currency>VND</Currency>
      <DiscountCurve/>
      <Segments>
        <CrossCurrency>
          <Type>FX Forward</Type>
          <Quotes>
            <Quote>FXFWD/RATE/USD/VND/1W</Quote>
            <Quote>FXFWD/RATE/USD/VND/2W</Quote>
            <Quote>FXFWD/RATE/USD/VND/3W</Quote>
            <Quote>FXFWD/RATE/USD/VND/1M</Quote>
            <Quote>FXFWD/RATE/USD/VND/2M</Quote>
            <Quote>FXFWD/RATE/USD/VND/3M</Quote>
            <Quote>FXFWD/RATE/USD/VND/6M</Quote>
            <Quote>FXFWD/RATE/USD/VND/9M</Quote>
            <Quote>FXFWD/RATE/USD/VND/12M</Quote>
            <Quote>FXFWD/RATE/USD/VND/18M</Quote>
            <Quote>FXFWD/RATE/USD/VND/2Y</Quote>
          </Quotes>
          <Conventions>USD-VND-FX-CONVENTIONS</Conventions>
          <DiscountCurve>USD1D</DiscountCurve>
          <SpotRate>FX/RATE/USD/VND</SpotRate>
        </CrossCurrency>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <YieldCurveDayCounter>A365</YieldCurveDayCounter>
      <Tolerance>0.000000000001</Tolerance>
    </YieldCurve>

  </YieldCurves>
</CurveConfiguration>
