<?xml version="1.0"?>
<TodaysMarket>
  <Configuration id="default">
    <DiscountingCurvesId>xois_eur</DiscountingCurvesId>
    <YieldCurvesId>xois_eur</YieldCurvesId>
  </Configuration>
  <Configuration id="collateral_inccy">
    <DiscountingCurvesId>ois</DiscountingCurvesId>
    <YieldCurvesId>ois</YieldCurvesId>
  </Configuration>
  <Configuration id="xois_eur">
    <DiscountingCurvesId>xois_eur</DiscountingCurvesId>
  </Configuration>
  <DiscountingCurves id="ois">
    <DiscountingCurve currency="EUR">Yield/EUR/EUR-EONIA</DiscountingCurve>
    <DiscountingCurve currency="GBP">Yield/GBP/GBP-SONIA</DiscountingCurve>
  </DiscountingCurves>
  <DiscountingCurves id="xois_eur">
    <DiscountingCurve currency="EUR">Yield/EUR/EUR-EONIA</DiscountingCurve>
    <DiscountingCurve currency="GBP">Yield/GBP/GBP-IN-EUR</DiscountingCurve>
  </DiscountingCurves>
  <IndexForwardingCurves id="default">
    <Index name="EUR-EURIBOR-3M">Yield/EUR/EUR-EURIBOR-3M</Index>
    <Index name="EUR-EURIBOR-6M">Yield/EUR/EUR-EURIBOR-6M</Index>
    <Index name="EUR-EONIA">Yield/EUR/EUR-EONIA</Index>
    <Index name="GBP-SONIA">Yield/GBP/GBP-SONIA</Index>
    <Index name="GBP-LIBOR-3M">Yield/GBP/GBP-LIBOR-3M</Index>
    <Index name="GBP-LIBOR-6M">Yield/GBP/GBP-LIBOR-6M</Index>
  </IndexForwardingCurves>
  <SwapIndexCurves id="default">
    <SwapIndex name="EUR-CMS-1Y">
      <Discounting>EUR-EONIA</Discounting>
    </SwapIndex>
    <SwapIndex name="EUR-CMS-30Y">
      <Discounting>EUR-EONIA</Discounting>
    </SwapIndex>
    <SwapIndex name="GBP-CMS-1Y">
      <Discounting>GBP-SONIA</Discounting>
    </SwapIndex>
    <SwapIndex name="GBP-CMS-30Y">
      <Discounting>GBP-SONIA</Discounting>
    </SwapIndex>
  </SwapIndexCurves>
  <ZeroInflationIndexCurves id="default">
    <ZeroInflationIndexCurve name="EUHICPXT">Inflation/EUHICPXT/EUHICPXT_ZC_Swaps</ZeroInflationIndexCurve>
    <ZeroInflationIndexCurve name="UKRPI">Inflation/UKRPI/UKRPI_ZC_Swaps</ZeroInflationIndexCurve>
  </ZeroInflationIndexCurves>
  <YYInflationIndexCurves id="default">
    <YYInflationIndexCurve name="EUHICPXT">Inflation/EUHICPXT/EUHICPXT_YY_Swaps</YYInflationIndexCurve>
    <YYInflationIndexCurve name="UKRPI">Inflation/UKRPI/UKRPI_YY_Swaps</YYInflationIndexCurve>
  </YYInflationIndexCurves>
  <FxSpots id="default">
    <FxSpot pair="EURGBP">FX/EUR/GBP</FxSpot>
  </FxSpots>
  <FxVolatilities id="default">
    <FxVolatility pair="EURGBP">FXVolatility/EUR/GBP/EURGBP</FxVolatility>
  </FxVolatilities>
  <SwaptionVolatilities id="default">
    <SwaptionVolatility currency="EUR">SwaptionVolatility/EUR/EUR</SwaptionVolatility>
    <SwaptionVolatility currency="GBP">SwaptionVolatility/GBP/GBP</SwaptionVolatility>
  </SwaptionVolatilities>
  <DefaultCurves id="default">
    <DefaultCurve name="CPTY">Default/USD/CPTY</DefaultCurve>
  </DefaultCurves>
  <ZeroInflationCapFloorVolatilities id="default">
    <ZeroInflationCapFloorVolatility name="EUHICPXT">InflationCapFloorVolatility/EUHICPXT/EUHICPXT_ZC_CF</ZeroInflationCapFloorVolatility>
    <ZeroInflationCapFloorVolatility name="UKRPI">InflationCapFloorVolatility/UKRPI/UKRPI_ZC_CF</ZeroInflationCapFloorVolatility>
  </ZeroInflationCapFloorVolatilities>
</TodaysMarket>
