<TodaysMarket>
  <YieldCurves/>
  <DiscountingCurves id="default">
    <DiscountingCurve currency="USD">Yield/USD/USD1D</DiscountingCurve>
    <DiscountingCurve currency="EUR">Yield/EUR/EUR-IN-USD</DiscountingCurve>
    <DiscountingCurve currency="GBP">Yield/GBP/GBP-IN-USD</DiscountingCurve>
  </DiscountingCurves>
  <IndexForwardingCurves id="default">
    <Index name="USD-FedFunds">Yield/USD/USD1D</Index>
    <Index name="USD-LIBOR-3M">Yield/USD/USD3M</Index>
    <Index name="EUR-EONIA">Yield/EUR/EUR1D</Index>
    <Index name="EUR-EURIBOR-3M">Yield/EUR/EUR3M</Index>
    <Index name="GBP-SONIA">Yield/GBP/GBP1D</Index>
    <Index name="GBP-LIBOR-3M">Yield/GBP/GBP3M</Index>
    <Index name="GBP-LIBOR-6M">Yield/GBP/GBP6M</Index>
  </IndexForwardingCurves>
  <SwapIndexCurves/>
  <FxSpots id="default">
    <FxSpot pair="GBPUSD">FX/GBP/USD</FxSpot>
    <FxSpot pair="EURUSD">FX/EUR/USD</FxSpot>
    <FxSpot pair="EURGBP">FX/EUR/GBP</FxSpot>
  </FxSpots>
</TodaysMarket>
