<Simulation>
  <Market>
    <BaseCurrency>EUR</BaseCurrency>
    <Currencies>
      <Currency>EUR</Currency>
    </Currencies>
    <YieldCurves>
      <Configuration curve="">
	<Tenors>1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,11Y</Tenors>
	<Interpolation>LogLinear</Interpolation>
	<Extrapolation>FlatZero</Extrapolation>
      </Configuration>
    </YieldCurves>
    <Indices>
      <Index>EUR-EONIA</Index>
      <Index>EUR-ESTER</Index>
      <Index>EUR-EURIBOR-3M</Index>
      <Index>EUR-EURIBOR-6M</Index>
    </Indices>
    <DefaultCurves>
      <Names>
	<Name>CPTY_C</Name>
      </Names>
      <Tenors>1Y, 2Y, 3Y, 5Y, 10Y</Tenors>
      <SimulateSurvivalProbabilities>false</SimulateSurvivalProbabilities>
      <SimulateRecoveryRates>false</SimulateRecoveryRates>
      <Calendars>
	<Calendar name="">TARGET</Calendar>
      </Calendars>
      <Extrapolation>FlatZero</Extrapolation>
    </DefaultCurves>
    <BenchmarkCurves/>
    <Securities>
      <Simulate>false</Simulate>
      <Names>
	<Name>SECURITY_1_FWDEXP_20251220</Name>
	<Name>SECURITY_1_cutted</Name>
      </Names>
    </Securities>
    <CreditStates>
      <NumberOfFactors>0</NumberOfFactors>
    </CreditStates>
    <AggregationScenarioDataCreditStates>
      <NumberOfFactors>0</NumberOfFactors>
    </AggregationScenarioDataCreditStates>
  </Market>
  <CrossAssetModel>
    <DomesticCcy>EUR</DomesticCcy>
    <Currencies>
      <Currency>EUR</Currency>
    </Currencies>
    <BootstrapTolerance>0.0001</BootstrapTolerance>
    <InterestRateModels>
      <LGM ccy="default">
	<CalibrationType>Bootstrap</CalibrationType>	<!-- Bootstrap, BestFit -->
	<Volatility>
	  <Calibrate>Y</Calibrate>
	  <VolatilityType>Hagan</VolatilityType>		<!-- Hagan, HullWhite -->
	  <ParamType>Piecewise</ParamType>			<!-- Constant, Piecewise -->
	  <TimeGrid/>
	  <InitialValue>0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01</InitialValue>
	</Volatility>
	<Reversion>
	  <Calibrate>N</Calibrate>
	  <ReversionType>HullWhite</ReversionType>	<!-- Hagan, HullWhite -->
	  <ParamType>Constant</ParamType>				<!-- Constant, Piecewise -->
	  <TimeGrid/>
	  <InitialValue>0.0</InitialValue>
	</Reversion>
	<CalibrationSwaptions>
	  <Expiries> 1Y,  2Y,  4Y,  6Y,  8Y, 10Y, 12Y, 14Y, 16Y, 18Y, 19Y</Expiries>
	  <Terms>   19Y, 18Y, 16Y, 14Y, 12Y, 10Y,  8Y,  6Y,  4Y,  2Y,  1Y</Terms>
	  <Strikes/>
	</CalibrationSwaptions>
	<ParameterTransformation>
	  <ShiftHorizon>0.0</ShiftHorizon>
	  <Scaling>1.0</Scaling>
	</ParameterTransformation>
      </LGM>
    </InterestRateModels>
    <ForeignExchangeModels>
      <CrossCcyLGM foreignCcy="default">
	<DomesticCcy>EUR</DomesticCcy>
	<CalibrationType>Bootstrap</CalibrationType>
	<Sigma>
	  <Calibrate>Y</Calibrate>
	  <ParamType>Piecewise</ParamType>
	  <TimeGrid>1.0, 2.0, 3.0, 4.0, 5.0, 7.0, 10.0</TimeGrid>
	  <InitialValue>0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1</InitialValue>
	</Sigma>
	<CalibrationOptions>
	  <Expiries>1Y, 2Y, 3Y, 4Y, 5Y, 10Y</Expiries>
	  <Strikes/>
	</CalibrationOptions>
      </CrossCcyLGM>
    </ForeignExchangeModels>
    <InstantaneousCorrelations/>
  </CrossAssetModel>
  <Parameters>
    <Discretization>Exact</Discretization>
    <Grid>81,3M</Grid>
    <Calendar>EUR</Calendar>
    <Sequence>SobolBrownianBridge</Sequence>
    <Scenario>Simple</Scenario>
    <Seed>42</Seed>
    <Samples>10000</Samples>
    <DayCounter>A365</DayCounter>
  </Parameters>
</Simulation>

