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

  <!-- Deposits -->
  <Deposit>
    <Id>EUR-EONIA-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>EUR-EONIA</Index>
  </Deposit>
  <Deposit>
    <Id>EUR-EURIBOR-CONVENTIONS</Id>
    <IndexBased>true</IndexBased>
    <Index>EUR-EURIBOR</Index>
  </Deposit>
  
  <!-- Overnight Index linked Swap Legs -->
  <OIS>
    <Id>EUR-OIS-CONVENTIONS</Id>
    <SpotLag>2</SpotLag>
    <Index>EUR-EONIA</Index>
    <FixedDayCounter>A360</FixedDayCounter>
    <PaymentLag>1</PaymentLag>
    <EOM>false</EOM>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>Following</FixedConvention>
    <FixedPaymentConvention>Following</FixedPaymentConvention>
    <Rule>Backward</Rule>
  </OIS>

  <!-- Interest Rate Swaps -->
  <Swap>
    <Id>EUR-6M-SWAP-CONVENTIONS</Id>
    <FixedCalendar>TARGET</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>EUR-EURIBOR-6M</Index>
  </Swap>

</Conventions>
