<?xml version="1.0"?>
<PricingEngines>

  <Product type="Bond">
    <Model>DiscountedCashflows</Model>
    <ModelParameters>
      <Parameter name="OpenEndDateReplacement">50Y</Parameter>
    </ModelParameters>
    <Engine>DiscountingRiskyBondEngine</Engine>
    <EngineParameters>
      <Parameter name="TimestepPeriod">6M</Parameter>
      <Parameter name="SensitivityTemplate">IR_Analytical</Parameter>
    </EngineParameters>
  </Product>
  <Product type="CallableBond">
    <Model>CrossAssetModel</Model>
    <ModelParameters>
      <Parameter name="Calibration">Bootstrap</Parameter>
      <Parameter name="CalibrationStrategy">CoterminalATM</Parameter>
      <Parameter name="Reversion">0.0</Parameter>
      <Parameter name="ReversionType">HullWhite</Parameter>
      <Parameter name="Volatility">0.01</Parameter>
      <Parameter name="VolatilityType">Hagan</Parameter>
      <Parameter name="ShiftHorizon">0.5</Parameter>
      <Parameter name="Tolerance">0.0001</Parameter>
      <Parameter name="ReferenceCalibrationGrid">400,3M</Parameter>
      <Parameter name="SensitivityTemplate">IR_FD</Parameter>
      <Parameter name="EnableCredit">false</Parameter>
      <Parameter name="Credit_Volatility">0.005</Parameter>
      <Parameter name="Credit_Reversion">0.005</Parameter>
      <Parameter name="ExerciseTimeStepsPerYear">24</Parameter>
    </ModelParameters>
    <Engine>MC</Engine>
    <EngineParameters>
      <Parameter name="Training.Sequence">SobolBrownianBridge</Parameter>
      <Parameter name="Training.Seed">42</Parameter>
      <Parameter name="Training.Samples">20000</Parameter>
      <Parameter name="Pricing.Sequence">SobolBrownianBridge</Parameter>
      <Parameter name="Pricing.Seed">17</Parameter>
      <Parameter name="Pricing.Samples">20000</Parameter>
      <Parameter name="Training.BasisFunction">Monomial</Parameter>
      <Parameter name="Training.BasisFunctionOrder">3</Parameter>
      <Parameter name="BrownianBridgeOrdering">Steps</Parameter>
      <Parameter name="SobolDirectionIntegers">JoeKuoD7</Parameter>
    </EngineParameters>
  </Product>


  <GlobalParameters>
    <Parameter name="ContinueOnCalibrationError">true</Parameter>
  </GlobalParameters>
</PricingEngines>