<?xml version="1.0" ?>
<Conventions>
  <Zero>
    <Id>EUR-ZERO-TENOR-BASED</Id>
    <TenorBased>true</TenorBased>
    <DayCounter>A365</DayCounter>
    <Compounding>Continuous</Compounding>
    <CompoundingFrequency>Daily</CompoundingFrequency>
    <TenorCalendar>TARGET</TenorCalendar>
    <SpotLag>2</SpotLag>
    <SpotCalendar>TARGET</SpotCalendar>
    <RollConvention>Following</RollConvention>
    <EOM>false</EOM>
  </Zero>
  <Deposit>
    <Id>EUR-ON-DEPOSIT-ESTER</Id>
    <IndexBased>true</IndexBased>
    <Index>EUR-ESTER</Index> 
  </Deposit>
  <OIS>
    <Id>EUR-ESTER-OIS</Id>
    <SpotLag>1</SpotLag>
    <Index>EUR-ESTER</Index>
    <FixedDayCounter>A360</FixedDayCounter>
    <PaymentLag>1</PaymentLag>
    <EOM>false</EOM>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedPaymentConvention>MF</FixedPaymentConvention>
    <Rule>Backward</Rule>
  </OIS>
</Conventions>
