<CurveConfiguration>
  <YieldCurves>
    <YieldCurve>
      <CurveId>USD3M</CurveId>
      <CurveDescription/>
      <Currency>USD</Currency>
      <DiscountCurve>USD1D</DiscountCurve>
      <Segments>
        <Simple>
          <Type>Deposit</Type>
          <Quotes>
            <Quote>MM/RATE/USD/2D/1W</Quote>
            <Quote>MM/RATE/USD/2D/1M</Quote>
            <Quote>MM/RATE/USD/2D/2M</Quote>
            <Quote>MM/RATE/USD/2D/3M</Quote>
          </Quotes>
          <Conventions>USD-LIBOR-CONVENTIONS</Conventions>
          <ProjectionCurve>USD3M</ProjectionCurve>
        </Simple>
        <Simple>
          <Type>FRA</Type>
          <Quotes>
            <Quote>FRA/RATE/USD/3M/3M</Quote>
            <Quote>FRA/RATE/USD/6M/3M</Quote>
            <Quote>FRA/RATE/USD/9M/3M</Quote>
            <Quote>FRA/RATE/USD/1Y/3M</Quote>
          </Quotes>
          <Conventions>USD-3M-FRA-CONVENTIONS</Conventions>
          <ProjectionCurve>USD3M</ProjectionCurve>
        </Simple>
        <Simple>
          <Type>Swap</Type>
          <Quotes>
            <Quote>IR_SWAP/RATE/USD/2D/3M/2Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/3Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/4Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/5Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/6Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/7Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/8Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/9Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/10Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/12Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/15Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/20Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/25Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/30Y</Quote>
          </Quotes>
          <Conventions>USD-3M-SWAP-CONVENTIONS</Conventions>
          <ProjectionCurve>USD3M</ProjectionCurve>
        </Simple>
      </Segments>
    </YieldCurve>
    <YieldCurve>
      <CurveId>USD1D</CurveId>
      <CurveDescription>USD discount curve bootstrapped from FED FUNDS swap rates</CurveDescription>
      <Currency>USD</Currency>
      <DiscountCurve>USD1D</DiscountCurve>
      <Segments>
        <Simple>
          <Type>Deposit</Type>
          <Quotes>
            <Quote>MM/RATE/USD/0D/1D</Quote>
          </Quotes>
          <Conventions>USD-FED-FUNDS-CONVENTIONS</Conventions>
        </Simple>
        <Simple>
          <Type>OIS</Type>
          <Quotes>
            <Quote>IR_SWAP/RATE/USD/2D/1D/1M</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/1Y3M</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/1Y6M</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/1Y9M</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/7Y</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/25Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/30Y</Quote>
          </Quotes>
          <Conventions>USD-OIS-CONVENTIONS</Conventions>
        </Simple>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <YieldCurveDayCounter>A365</YieldCurveDayCounter>
      <Tolerance>0.000000000001</Tolerance>
    </YieldCurve>
    <YieldCurve>
      <CurveId>TRY-IN-USD</CurveId>
      <CurveDescription>TRY collateralized in USD discount curve</CurveDescription>
      <Currency>TRY</Currency>
      <DiscountCurve/>
      <Segments>
        <CrossCurrency>
          <Type>Cross Currency Fix Float Swap</Type>
          <Quotes>
            <Quote>CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/1Y</Quote>
            <Quote>CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/2Y</Quote>
            <Quote>CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/3Y</Quote>
            <Quote>CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/4Y</Quote>
            <Quote>CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/5Y</Quote>
            <Quote>CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/6Y</Quote>
            <Quote>CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/7Y</Quote>
            <Quote>CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/8Y</Quote>
            <Quote>CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/9Y</Quote>
            <Quote>CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/10Y</Quote>
          </Quotes>
          <Conventions>USD-TRY-XCCY-FIX-FLOAT-CONVENTIONS</Conventions>
          <DiscountCurve>USD1D</DiscountCurve>
          <SpotRate>FX/RATE/USD/TRY</SpotRate>
          <ProjectionCurveForeign>USD3M</ProjectionCurveForeign>
        </CrossCurrency>
      </Segments>
    </YieldCurve>
  </YieldCurves>
</CurveConfiguration>

