<?xml version='1.0' encoding='UTF-8'?>
<CurveConfiguration>
  <YieldCurves>
    <YieldCurve>
        <CurveId>USD.BMK.GVN.CURVE_SHIFTED</CurveId>
        <CurveDescription>Curve shifted with a bond's yield</CurveDescription>
        <Currency>USD</Currency>
        <DiscountCurve/>
        <Segments>
          <BondYieldShifted>
            <Type>Bond Yield Shifted</Type>
            <ReferenceCurve>USD1D</ReferenceCurve> <!--curve to shift-->
            <!--check the class and read duration and yield from the bonds in the list-->
            <Quotes>
              <Quote>BOND/PRICE/EJ7706660</Quote>
              <Quote>BOND/PRICE/ZR5330686</Quote>
              <Quote>BOND/PRICE/AS0644417</Quote>
            </Quotes>
            <Conventions>BOND_CONVENTIONS</Conventions>
            <ExtrapolateFlat>true</ExtrapolateFlat> <!-- true will be default for the first time-->
            <IborIndexCurves>  <!--if index linked then it is used to forward to the class over what ever function-->
              <IborIndexCurve iborIndex="USD-LIBOR-3M">USD3M</IborIndexCurve>
            </IborIndexCurves>
          </BondYieldShifted>
        </Segments>
        <InterpolationVariable>Discount</InterpolationVariable>
        <InterpolationMethod>Linear</InterpolationMethod>
        <YieldCurveDayCounter>A365</YieldCurveDayCounter>
        <Extrapolation>true</Extrapolation>
    </YieldCurve>
    <YieldCurve>
      <CurveId>USD1D</CurveId>
      <CurveDescription/>
      <Currency>USD</Currency>
      <DiscountCurve/>
      <Segments>
        <Direct>
          <Type>Discount</Type>
          <Quotes>
            <Quote>DISCOUNT/RATE/USD/USD1D/1D</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/2D</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/3D</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/1W</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/2W</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/3W</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/1M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/2M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/3M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/4M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/5M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/6M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/7M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/8M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/9M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/10M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/11M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/12M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/13M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/14M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/15M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/16M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/17M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/18M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/21M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/2Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/3Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/4Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/5Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/6Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/7Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/8Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/9Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/10Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/11Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/12Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/13Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/15Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/17Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/20Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/25Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/30Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/35Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/40Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD1D/50Y</Quote>
          </Quotes>
          <Conventions>CCY-ZERO-CONVENTIONS-TENOR-BASED</Conventions>
        </Direct>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <YieldCurveDayCounter>A365</YieldCurveDayCounter>
      <Tolerance>0.000000000001</Tolerance>
    </YieldCurve>
    <YieldCurve>
      <CurveId>USD3M</CurveId>
      <CurveDescription/>
      <Currency>USD</Currency>
      <DiscountCurve>USD1D</DiscountCurve>
      <Segments>
        <Direct>
          <Type>Discount</Type>
          <Quotes>
            <Quote>DISCOUNT/RATE/USD/USD3M/1D</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/2D</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/3D</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/1W</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/2W</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/3W</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/1M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/2M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/3M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/4M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/5M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/6M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/7M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/8M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/9M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/10M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/11M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/12M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/13M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/14M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/15M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/16M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/17M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/18M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/21M</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/2Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/3Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/4Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/5Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/6Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/7Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/8Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/9Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/10Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/11Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/12Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/13Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/15Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/17Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/20Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/25Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/30Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/35Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/40Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/50Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/60Y</Quote>
            <Quote>DISCOUNT/RATE/USD/USD3M/70Y</Quote>
          </Quotes>
          <Conventions>CCY-ZERO-CONVENTIONS-TENOR-BASED</Conventions>
        </Direct>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>FinancialCubic</InterpolationMethod>
      <YieldCurveDayCounter>A365</YieldCurveDayCounter>
      <Tolerance>0.000000000001</Tolerance>
    </YieldCurve>
  </YieldCurves>
  <DefaultCurves>
      <DefaultCurve>
      <CurveId>USD.CSB.DEFAULT_CURVE_SHIFTED</CurveId>
      <CurveDescription>Default curve derived as bond yield curve over Reference Curve</CurveDescription>
      <Currency>USD</Currency>
      <Type>Benchmark</Type>
      <DayCounter>A365</DayCounter>
      <RecoveryRate/>
      <BenchmarkCurve>Yield/USD/USD1D</BenchmarkCurve>
      <SourceCurve>Yield/USD/USD.BMK.GVN.CURVE_SHIFTED</SourceCurve>
      <Pillars>1Y,2Y,3Y,4Y,5Y,7Y,10Y,20Y,30Y</Pillars>
      <SpotLag>0</SpotLag>
      <Calendar>TARGET</Calendar>
      <Extrapolation>true</Extrapolation>
      <AllowNegativeRates>false</AllowNegativeRates>
    </DefaultCurve>
  </DefaultCurves>
</CurveConfiguration>

