<Simulation>
  <Parameters>
    <Discretization>Exact</Discretization>
    <Grid>81,3M</Grid>
    <Calendar>EUR,GBP</Calendar>
    <Sequence>SobolBrownianBridge</Sequence>
    <Scenario>Simple</Scenario>
    <Seed>42</Seed>
    <Samples>1000</Samples>
  </Parameters>
  <CrossAssetModel>
    <DomesticCcy>EUR</DomesticCcy>
    <Currencies>
      <Currency>EUR</Currency>
      <Currency>GBP</Currency>
    </Currencies>
    <InflationIndices>
      <InflationIndex>EUHICPXT</InflationIndex>
      <InflationIndex>UKRPI</InflationIndex>
    </InflationIndices>
    <BootstrapTolerance>0.0001</BootstrapTolerance>
    <InterestRateModels>
      <LGM ccy="EUR">
        <CalibrationType>Bootstrap</CalibrationType>
        <Volatility>
          <Calibrate>Y</Calibrate>
          <VolatilityType>Hagan</VolatilityType>
          <ParamType>Piecewise</ParamType>
          <TimeGrid/>
          <InitialValue>0.01</InitialValue>
        </Volatility>
        <Reversion>
          <Calibrate>N</Calibrate>
          <ReversionType>HullWhite</ReversionType>
          <ParamType>Constant</ParamType>
          <TimeGrid/>
          <InitialValue>0.03</InitialValue>
        </Reversion>
        <CalibrationSwaptions>
          <Expiries>5Y,10Y,15Y</Expiries>
          <Terms>15Y,10Y,5Y</Terms>
          <Strikes/>
        </CalibrationSwaptions>
        <ParameterTransformation>
          <ShiftHorizon>0.0</ShiftHorizon>
          <Scaling>1.0</Scaling>
        </ParameterTransformation>
      </LGM>
      <LGM ccy="GBP">
        <CalibrationType>Bootstrap</CalibrationType>
        <Volatility>
          <Calibrate>Y</Calibrate>
          <VolatilityType>Hagan</VolatilityType>
          <ParamType>Piecewise</ParamType>
          <TimeGrid/>
          <InitialValue>0.01</InitialValue>
        </Volatility>
        <Reversion>
          <Calibrate>N</Calibrate>
          <ReversionType>HullWhite</ReversionType>
          <ParamType>Constant</ParamType>
          <TimeGrid/>
          <InitialValue>0.03</InitialValue>
        </Reversion>
        <CalibrationSwaptions>
          <Expiries>5Y,10Y,15Y</Expiries>
          <Terms>15Y,10Y,5Y</Terms>
          <Strikes/>
        </CalibrationSwaptions>
        <ParameterTransformation>
          <ShiftHorizon>0.0</ShiftHorizon>
          <Scaling>1.0</Scaling>
        </ParameterTransformation>
      </LGM>
    </InterestRateModels>
    <ForeignExchangeModels>
      <CrossCcyLGM foreignCcy="GBP">
        <DomesticCcy>EUR</DomesticCcy>
        <CalibrationType>Bootstrap</CalibrationType>
        <Sigma>
          <Calibrate>Y</Calibrate>
          <ParamType>Piecewise</ParamType>
          <TimeGrid/>
          <InitialValue>0.1</InitialValue>
        </Sigma>
        <CalibrationOptions>
          <Expiries>2Y,5Y,7Y,10Y</Expiries>
          <Strikes/>
        </CalibrationOptions>
      </CrossCcyLGM>
    </ForeignExchangeModels>
    <InflationIndexModels>
      <JarrowYildirim index="EUHICPXT">
        <Currency>EUR</Currency>
        <CalibrationType>Bootstrap</CalibrationType>
        <CalibrationBaskets>
          <CalibrationBasket parameter="Index">
            <CpiCapFloor>
              <Type>Floor</Type>
              <Maturity>2Y</Maturity>
              <Strike>0.0</Strike>
            </CpiCapFloor>
            <CpiCapFloor>
              <Type>Floor</Type>
              <Maturity>5Y</Maturity>
              <Strike>0.0</Strike>
            </CpiCapFloor>
            <CpiCapFloor>
              <Type>Floor</Type>
              <Maturity>7Y</Maturity>
              <Strike>0.0</Strike>
            </CpiCapFloor>
            <CpiCapFloor>
              <Type>Floor</Type>
              <Maturity>10Y</Maturity>
              <Strike>0.0</Strike>
            </CpiCapFloor>
            <CpiCapFloor>
              <Type>Floor</Type>
              <Maturity>20Y</Maturity>
              <Strike>0.0</Strike>
            </CpiCapFloor>
          </CalibrationBasket>
          <CalibrationBasket parameter="RealRate">
            <YoYSwap>
              <Tenor>2Y</Tenor>
            </YoYSwap>
            <YoYSwap>
              <Tenor>5Y</Tenor>
            </YoYSwap>
            <YoYSwap>
              <Tenor>7Y</Tenor>
            </YoYSwap>
            <YoYSwap>
              <Tenor>10Y</Tenor>
            </YoYSwap>
            <YoYSwap>
              <Tenor>20Y</Tenor>
            </YoYSwap>
          </CalibrationBasket>
        </CalibrationBaskets>
        <RealRate>
          <Volatility>
            <VolatilityType>Hagan</VolatilityType>
            <Calibrate>Y</Calibrate>
            <ParamType>Piecewise</ParamType>
            <TimeGrid/>
            <InitialValue>0.0001</InitialValue>
          </Volatility>
          <Reversion>
            <ReversionType>HullWhite</ReversionType>
            <Calibrate>N</Calibrate>
            <ParamType>Constant</ParamType>
            <TimeGrid/>
            <InitialValue>0.5</InitialValue>
          </Reversion>
          <ParameterTransformation>
            <ShiftHorizon>0.0</ShiftHorizon>
            <Scaling>1.0</Scaling>
          </ParameterTransformation>
        </RealRate>
        <Index>
          <Volatility>
            <Calibrate>Y</Calibrate>
            <ParamType>Piecewise</ParamType>
            <TimeGrid/>
            <InitialValue>0.0001</InitialValue>
          </Volatility>
        </Index>
        <CalibrationConfiguration>
          <RmseTolerance>0.00000001</RmseTolerance>
          <MaxIterations>40</MaxIterations>
          <Constraints>
            <BoundaryConstraint parameter="RealRateVolatility">
              <LowerBound>0.00001</LowerBound>
              <UpperBound>5.0</UpperBound>
            </BoundaryConstraint>
            <BoundaryConstraint parameter="IndexVolatility">
              <LowerBound>0.00001</LowerBound>
              <UpperBound>5.0</UpperBound>
            </BoundaryConstraint>
          </Constraints>
        </CalibrationConfiguration>
      </JarrowYildirim>
      <JarrowYildirim index="UKRPI">
        <Currency>GBP</Currency>
        <CalibrationType>Bootstrap</CalibrationType>
        <CalibrationBaskets>
          <CalibrationBasket parameter="Index">
            <CpiCapFloor>
              <Type>Floor</Type>
              <Maturity>2Y</Maturity>
              <Strike>0.0</Strike>
            </CpiCapFloor>
            <CpiCapFloor>
              <Type>Floor</Type>
              <Maturity>5Y</Maturity>
              <Strike>0.0</Strike>
            </CpiCapFloor>
            <CpiCapFloor>
              <Type>Floor</Type>
              <Maturity>7Y</Maturity>
              <Strike>0.0</Strike>
            </CpiCapFloor>
            <CpiCapFloor>
              <Type>Floor</Type>
              <Maturity>10Y</Maturity>
              <Strike>0.0</Strike>
            </CpiCapFloor>
            <CpiCapFloor>
              <Type>Floor</Type>
              <Maturity>20Y</Maturity>
              <Strike>0.0</Strike>
            </CpiCapFloor>
          </CalibrationBasket>
          <CalibrationBasket parameter="RealRate">
            <YoYSwap>
              <Tenor>2Y</Tenor>
            </YoYSwap>
            <YoYSwap>
              <Tenor>5Y</Tenor>
            </YoYSwap>
            <YoYSwap>
              <Tenor>7Y</Tenor>
            </YoYSwap>
            <YoYSwap>
              <Tenor>10Y</Tenor>
            </YoYSwap>
            <YoYSwap>
              <Tenor>20Y</Tenor>
            </YoYSwap>
          </CalibrationBasket>
        </CalibrationBaskets>
        <RealRate>
          <Volatility>
            <VolatilityType>Hagan</VolatilityType>
            <Calibrate>Y</Calibrate>
            <ParamType>Piecewise</ParamType>
            <TimeGrid/>
            <InitialValue>0.0001</InitialValue>
          </Volatility>
          <Reversion>
            <ReversionType>HullWhite</ReversionType>
            <Calibrate>N</Calibrate>
            <ParamType>Constant</ParamType>
            <TimeGrid/>
            <InitialValue>0.5</InitialValue>
          </Reversion>
          <ParameterTransformation>
            <ShiftHorizon>0.0</ShiftHorizon>
            <Scaling>1.0</Scaling>
          </ParameterTransformation>
        </RealRate>
        <Index>
          <Volatility>
            <Calibrate>Y</Calibrate>
            <ParamType>Piecewise</ParamType>
            <TimeGrid/>
            <InitialValue>0.0001</InitialValue>
          </Volatility>
        </Index>
        <CalibrationConfiguration>
          <RmseTolerance>0.00000001</RmseTolerance>
          <MaxIterations>40</MaxIterations>
          <Constraints>
            <BoundaryConstraint parameter="RealRateVolatility">
              <LowerBound>0.00001</LowerBound>
              <UpperBound>5.0</UpperBound>
            </BoundaryConstraint>
            <BoundaryConstraint parameter="IndexVolatility">
              <LowerBound>0.00001</LowerBound>
              <UpperBound>5.0</UpperBound>
            </BoundaryConstraint>
          </Constraints>
        </CalibrationConfiguration>
      </JarrowYildirim>
    </InflationIndexModels>
    <InstantaneousCorrelations>
      <Correlation factor1="IR:EUR" factor2="IR:GBP">0.3</Correlation>
      <Correlation factor1="IR:EUR" factor2="FX:GBPEUR">0.0</Correlation>
      <Correlation factor1="IR:GBP" factor2="FX:GBPEUR">0.0</Correlation>
      <Correlation factor1="INF:UKRPI" factor2="INF:EUHICPXT" index1="0" index2="0">0.0</Correlation>
      <Correlation factor1="INF:UKRPI" factor2="INF:EUHICPXT" index1="0" index2="1">0.0</Correlation>
      <Correlation factor1="INF:UKRPI" factor2="INF:EUHICPXT" index1="1" index2="0">0.0</Correlation>
      <Correlation factor1="INF:UKRPI" factor2="INF:EUHICPXT" index1="1" index2="1">0.0</Correlation>
      <Correlation factor1="INF:UKRPI" factor2="INF:UKRPI" index1="0" index2="1">0.0</Correlation>
      <Correlation factor1="INF:EUHICPXT" factor2="INF:EUHICPXT" index1="0" index2="1">0.0</Correlation>
      <Correlation factor1="INF:UKRPI" factor2="IR:GBP" index1="0">0.0</Correlation>
      <Correlation factor1="INF:UKRPI" factor2="IR:GBP" index1="1">0.0</Correlation>
      <Correlation factor1="INF:UKRPI" factor2="IR:EUR" index1="0">0.0</Correlation>
      <Correlation factor1="INF:UKRPI" factor2="IR:EUR" index1="1">0.0</Correlation>
      <Correlation factor1="INF:UKRPI" factor2="FX:GBPEUR" index1="0">0.0</Correlation>
      <Correlation factor1="INF:UKRPI" factor2="FX:GBPEUR" index1="1">0.0</Correlation>
      <Correlation factor1="INF:EUHICPXT" factor2="IR:EUR" index1="0">0.0</Correlation>
      <Correlation factor1="INF:EUHICPXT" factor2="IR:EUR" index1="1">0.0</Correlation>
      <Correlation factor1="INF:EUHICPXT" factor2="IR:GBP" index1="0">0.0</Correlation>
      <Correlation factor1="INF:EUHICPXT" factor2="IR:GBP" index1="1">0.0</Correlation>
      <Correlation factor1="INF:EUHICPXT" factor2="FX:GBPEUR" index1="0">0.0</Correlation>
      <Correlation factor1="INF:EUHICPXT" factor2="FX:GBPEUR" index1="1">0.0</Correlation>
    </InstantaneousCorrelations>
  </CrossAssetModel>
  <Market>
    <BaseCurrency>EUR</BaseCurrency>
    <Currencies>
      <Currency>EUR</Currency>
      <Currency>GBP</Currency>
    </Currencies>
    <YieldCurves>
      <Configuration>
        <Tenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</Tenors>
        <Interpolation>LogLinear</Interpolation>
        <Extrapolation>Y</Extrapolation>
      </Configuration>
    </YieldCurves>
    <Indices>
      <Index>EUR-EURIBOR-6M</Index>
      <Index>EUR-EURIBOR-3M</Index>
      <Index>EUR-EONIA</Index>
      <Index>GBP-LIBOR-6M</Index>
      <Index>GBP-LIBOR-3M</Index>
      <Index>GBP-SONIA</Index>
    </Indices>
    <SwapIndices>
      <SwapIndex>
        <Name>EUR-CMS-1Y</Name>
        <DiscountingIndex>EUR-EONIA</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>EUR-CMS-30Y</Name>
        <DiscountingIndex>EUR-EONIA</DiscountingIndex>
      </SwapIndex>
    </SwapIndices>
    <SwaptionVolatilities>
      <Simulate>false</Simulate>
      <ReactionToTimeDecay>ForwardVariance</ReactionToTimeDecay>
      <Currencies>
        <Currency>EUR</Currency>
        <Currency>GBP</Currency>
      </Currencies>
      <Expiries>6M,1Y,2Y,3Y,5Y,10Y,12Y,15Y,20Y</Expiries>
      <Terms>1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,30Y</Terms>
    </SwaptionVolatilities>
    <FxVolatilities>
      <Simulate>false</Simulate>
      <ReactionToTimeDecay>ForwardVariance</ReactionToTimeDecay>
      <CurrencyPairs>
        <CurrencyPair>EURGBP</CurrencyPair>
      </CurrencyPairs>
      <Expiries>6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y</Expiries>
    </FxVolatilities>
    <CpiIndices>
      <Index>EUHICPXT</Index>
      <Index>UKRPI</Index>
    </CpiIndices>
    <ZeroInflationIndexCurves>
      <Names>
        <Name>EUHICPXT</Name>
        <Name>UKRPI</Name>
      </Names>
      <Tenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</Tenors>
    </ZeroInflationIndexCurves>
    <YYInflationIndexCurves>
      <Names>
        <Name>EUHICPXT</Name>
        <Name>UKRPI</Name>
      </Names>
      <Tenors>1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</Tenors>
    </YYInflationIndexCurves>
    <AggregationScenarioDataCurrencies>
      <Currency>EUR</Currency>
    </AggregationScenarioDataCurrencies>
    <AggregationScenarioDataIndices>
      <Index>EUR-EURIBOR-3M</Index>
      <Index>EUR-EONIA</Index>
    </AggregationScenarioDataIndices>
  </Market>
</Simulation>
