<?xml version="1.0"?>
<Simulation>
    <Parameters>
      <Grid>5000,1D</Grid>
      <Calendar>EUR</Calendar>
      <Sequence>MersenneTwister</Sequence>
      <Scenario>Simple</Scenario>
      <Seed>42</Seed>
      <Samples>1</Samples>
      <Ordering>Steps</Ordering>
      <DirectionIntegers>JoeKuoD7</DirectionIntegers>
    </Parameters>
  <CrossAssetModel>
    <DomesticCcy>EUR</DomesticCcy>
    <Currencies>
      <Currency>EUR</Currency>
    </Currencies>
    <BootstrapTolerance>0.0001</BootstrapTolerance>
    <Discretization>Euler</Discretization>
    <Measure>BA</Measure>
    <InterestRateModels>
      <HWModel ccy="default">
        <CalibrationType>None</CalibrationType>
        <Volatility>
          <Calibrate>N</Calibrate>
          <ParamType>Constant</ParamType>
          <TimeGrid/>
          <InitialValue>
            <Sigma>
              <Row>0.002474873734151,0,0,0</Row>
              <Row>0,0,0.000706612189017,-0.00298902380928</Row>
            </Sigma>
          </InitialValue>
        </Volatility>
        <Reversion>
          <Calibrate>N</Calibrate>
          <ParamType>Constant</ParamType>
          <TimeGrid/>
          <InitialValue>
            <Kappa>-0.000000048673,-0.24532070948,-0.056427887126,0.510590372873</Kappa>
          </InitialValue>
        </Reversion>
      </HWModel>
    </InterestRateModels>
    <ForeignExchangeModels>
      <CrossCcyLGM foreignCcy="default">
        <DomesticCcy>EUR</DomesticCcy>
        <CalibrationType>None</CalibrationType>
        <Sigma>
          <Calibrate>N</Calibrate>
          <ParamType>Constant</ParamType>
          <TimeGrid/>
          <InitialValue>0.1</InitialValue>
        </Sigma>
        <CalibrationOptions/>
      </CrossCcyLGM>
    </ForeignExchangeModels>
    <InstantaneousCorrelations/>
  </CrossAssetModel>
  <Market>
    <BaseCurrency>EUR</BaseCurrency>
    <Currencies>
      <Currency>EUR</Currency>
    </Currencies>
    <YieldCurves>
      <Configuration>
        <Tenors>1Y,2Y,3Y,5Y,10Y,15Y,20Y,30Y</Tenors>
        <Interpolation>LogLinear</Interpolation>
        <Extrapolation>Y</Extrapolation>
      </Configuration>
    </YieldCurves>
    <Indices/>
  </Market>
</Simulation>
