<Simulation>
  <Market>
    <BaseCurrency>EUR</BaseCurrency>
    <Currencies>
      <Currency>EUR</Currency>
      <Currency>GBP</Currency>
      <Currency>USD</Currency>
    </Currencies>
    <YieldCurves>
      <Configuration>
        <!--<Tenors>2W,1M,3M,6M,1Y,2Y,3Y,5Y,10Y,15Y,20Y,30Y</Tenors>-->
        <Tenors>2W,1M,3M,6M,1Y,2Y,3Y,5Y,10Y,15Y,20Y,30Y</Tenors>
        <Interpolation>LinearZero</Interpolation>
        <Extrapolation>FlatFwd</Extrapolation>
      </Configuration>
    </YieldCurves>
    <Indices>
      <Index>EUR-ESTER</Index>
      <Index>EUR-EONIA</Index>
      <Index>EUR-EURIBOR-3M</Index>
      <Index>EUR-EURIBOR-6M</Index>
      <Index>GBP-SONIA</Index>
      <Index>GBP-SONIA-3M</Index>
      <Index>GBP-LIBOR-3M</Index>
      <Index>GBP-LIBOR-6M</Index>
      <Index>USD-SOFR</Index>
      <Index>USD-FedFunds</Index>
      <Index>USD-LIBOR-3M</Index>
      <Index>USD-SOFR-3M</Index>
    </Indices>
    <SwapIndices>
      <SwapIndex>
        <Name>EUR-CMS-1Y</Name>
        <DiscountingIndex>EUR-EONIA</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>EUR-CMS-2Y</Name>
        <DiscountingIndex>EUR-EONIA</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>EUR-CMS-10Y</Name>
        <DiscountingIndex>EUR-EONIA</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>EUR-CMS-20Y</Name>
        <DiscountingIndex>EUR-EONIA</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>EUR-CMS-30Y</Name>
        <DiscountingIndex>EUR-EONIA</DiscountingIndex>
      </SwapIndex>
    </SwapIndices>
    <SwaptionVolatilities>
      <Simulate>true</Simulate>
      <ReactionToTimeDecay>ForwardVariance</ReactionToTimeDecay>
      <Currencies>
        <Currency>EUR</Currency>
        <Currency>GBP</Currency>
        <Currency>USD</Currency>
      </Currencies>
      <!--<Expiries>2W,1M,3M,6M,1Y,2Y,3Y,5Y,10Y,15Y,20Y,30Y</Expiries>-->
      <Expiries>1M,3M,6M,1Y,2Y,3Y,5Y,10Y,15Y,20Y,30Y</Expiries>
      <Terms>1Y,2Y,3Y,4Y,5Y,10Y</Terms>
      <!--<Terms>5Y,10Y</Terms>-->
    </SwaptionVolatilities>
    <FxVolatilities>
      <Simulate>true</Simulate>
      <!-- Alternatives: ForwardVariance, ConstantVariance -->
      <ReactionToTimeDecay>ConstantVariance</ReactionToTimeDecay>
      <CurrencyPairs>
        <CurrencyPair>USDEUR</CurrencyPair>
        <CurrencyPair>GBPEUR</CurrencyPair>
      </CurrencyPairs>
      <Expiries>2W,1M,3M,6M,1Y,2Y,3Y,5Y,10Y,15Y,20Y,30Y</Expiries>
    </FxVolatilities>
    <AggregationScenarioDataCurrencies>
      <Currency>EUR</Currency>
      <Currency>GBP</Currency>
      <Currency>USD</Currency>
    </AggregationScenarioDataCurrencies>
    <AggregationScenarioDataIndices/>
  </Market>
</Simulation>
