<?xml version="1.0"?>
<PricingEngines>
  <Product type="Swap">
    <Model>DiscountedCashflows</Model>
    <ModelParameters/>
    <Engine>DiscountingSwapEngine</Engine>
    <EngineParameters/>
  </Product>
  <Product type="EuropeanSwaption">
    <Model>BlackBachelier</Model>
    <ModelParameters/>
    <Engine>BlackBachelierSwaptionEngine</Engine>
    <EngineParameters/>
  </Product>
  <Product type="CapFlooredIborLeg">
    <Model>BlackOrBachelier</Model>
    <ModelParameters/>
    <Engine>BlackIborCouponPricer</Engine>
    <EngineParameters>
      <Parameter name="TimingAdjustment">Black76</Parameter>
      <Parameter name="Correlation">1.0</Parameter>
    </EngineParameters>
  </Product>
  <Product type="CapFlooredOvernightIndexedCouponLeg">
    <Model>BlackOrBachelier</Model>
    <ModelParameters/>
    <Engine>BlackOvernightIndexedCouponPricer</Engine>
    <EngineParameters/>
  </Product>
  <Product type="CapFlooredAverageONIndexedCouponLeg">
    <Model>BlackOrBachelier</Model>
    <ModelParameters/>
    <Engine>BlackAverageONIndexedCouponPricer</Engine>
    <EngineParameters/>
  </Product>
  <GlobalParameters>
    <Parameter name="ContinueOnCalibrationError">true</Parameter>
    <Parameter name="PseudoCurrency.TreatAsFX">false</Parameter>
    <Parameter name="PseudoCurrency.BaseCurrency">USD</Parameter>
    <Parameter name="PseudoCurrency.FXIndexTag">GENERIC</Parameter>
    <Parameter name="PseudoCurrency.Curve.XAU">PM:XAUUSD</Parameter>
    <Parameter name="PseudoCurrency.Curve.XAG">PM:XAGUSD</Parameter>
    <Parameter name="PseudoCurrency.Curve.XPT">PM:XPTUSD</Parameter>
    <Parameter name="PseudoCurrency.Curve.XPD">PM:XPDUSD</Parameter>
  </GlobalParameters>
</PricingEngines>
