<Simulation>

  <Parameters>
      <Discretization>Euler</Discretization>
      <TimeStepsPerYear>24</TimeStepsPerYear>
      <!--<Grid>62,1M</Grid>-->
      <Grid>65,1M</Grid>
      <Calendar>NullCalendar</Calendar>
      <Sequence>SobolBrownianBridge</Sequence>
      <Scenario>Simple</Scenario>
      <Seed>42</Seed>
      <Samples>10</Samples>
      <Ordering>Steps</Ordering>
      <DirectionIntegers>JoeKuoD7</DirectionIntegers>
      <!--
      <CloseOutLag>2W</CloseOutLag>
      <MporMode>StickyDate</MporMode>
      -->
  </Parameters>

  <CrossAssetModel>
    <DomesticCcy>EUR</DomesticCcy>
    <Currencies>
      <Currency>EUR</Currency>
      <Currency>GBP</Currency>
      <Currency>USD</Currency>
    </Currencies>
    <BootstrapTolerance>0.0001</BootstrapTolerance>
    <InterestRateModels>
      <LGM ccy="default">
        <CalibrationType>Bootstrap</CalibrationType>
        <!-- Bootstrap, BestFit -->
        <Volatility>
	  <!--
          <Calibrate>N</Calibrate>
          <VolatilityType>Hagan</VolatilityType>
          <ParamType>Constant</ParamType>
          <TimeGrid/>
          <InitialValue>0.00002</InitialValue>
	  -->
	  <Calibrate>Y</Calibrate>
          <VolatilityType>Hagan</VolatilityType>
          <ParamType>Piecewise</ParamType>
          <TimeGrid>1.0, 2.0, 3.0, 4.0, 5.0, 7.0, 10.0</TimeGrid>
          <InitialValue>0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01</InitialValue>
	</Volatility>
        <Reversion>
          <Calibrate>N</Calibrate>
          <ReversionType>HullWhite</ReversionType>
          <ParamType>Constant</ParamType>
          <TimeGrid/>
          <InitialValue>0.03</InitialValue>
        </Reversion>
        <CalibrationSwaptions>
          <Expiries>6M,1Y,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,15Y,20Y</Expiries>
          <Terms>   5Y,5Y,5Y,5Y,5Y,5Y,5Y,5Y,5Y,5Y,5Y, 5Y, 5Y</Terms>
	  <Strikes/>
        </CalibrationSwaptions>
        <ParameterTransformation>
          <ShiftHorizon>0.0</ShiftHorizon>
          <Scaling>1.0</Scaling>
        </ParameterTransformation>
      </LGM>
    </InterestRateModels>
    <ForeignExchangeModels>
      <CrossCcyLGM foreignCcy="default">
        <DomesticCcy>EUR</DomesticCcy>
        <CalibrationType>Bootstrap</CalibrationType>
        <Sigma>
	  <Calibrate>Y</Calibrate>
	  <ParamType>Piecewise</ParamType>
          <InitialValue>0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1</InitialValue>
          <TimeGrid>1.0, 2.0, 3.0, 4.0, 5.0, 7.0, 10.0</TimeGrid>
          <!--
	  <Calibrate>N</Calibrate>
	  <ParamType>Constant</ParamType>
	  <TimeGrid/>
          <InitialValue>0.00001</InitialValue>
	  -->
	</Sigma>
        <CalibrationOptions>
          <Expiries>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 4Y, 5Y, 10Y</Expiries>
          <Strikes/>
          <!-- ATMF, +25D, -25D, 1.2345 -->
        </CalibrationOptions>
      </CrossCcyLGM>
    </ForeignExchangeModels>

    <InstantaneousCorrelations>
      <Correlation factor1="IR:EUR" factor2="IR:USD">0.3</Correlation>
    </InstantaneousCorrelations>

  </CrossAssetModel>

  <Market>

    <BaseCurrency>EUR</BaseCurrency>

    <Currencies>
      <Currency>EUR</Currency>
      <Currency>GBP</Currency>
      <Currency>USD</Currency>
    </Currencies>

    <YieldCurves>
      <Configuration>
        <Tenors>1D,1W,2W,1M,2M,3M,6M,9M,1Y,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,12Y,15Y,20Y,25Y,30Y,35Y,40Y</Tenors>
        <Interpolation>LogLinear</Interpolation>
        <Extrapolation>FlatZero</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-SOFR-3M</Index>
      <Index>USD-FedFunds</Index>
      <Index>USD-LIBOR-3M</Index>
    </Indices>
    
    <SwapIndices>
      <SwapIndex>
        <Name>EUR-CMS-1Y</Name>
        <DiscountingIndex>EUR-ESTER</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>EUR-CMS-2Y</Name>
        <DiscountingIndex>EUR-ESTER</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>EUR-CMS-10Y</Name>
        <DiscountingIndex>EUR-ESTER</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>EUR-CMS-30Y</Name>
        <DiscountingIndex>EUR-ESTER</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>GBP-CMS-1Y</Name>
        <DiscountingIndex>GBP-SONIA</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>GBP-CMS-10Y</Name>
        <DiscountingIndex>GBP-SONIA</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>GBP-CMS-30Y</Name>
        <DiscountingIndex>GBP-SONIA</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>USD-CMS-1Y</Name>
        <DiscountingIndex>USD-SOFR</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>USD-CMS-2Y</Name>
        <DiscountingIndex>USD-SOFR</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>USD-CMS-30Y</Name>
        <DiscountingIndex>USD-SOFR</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>USD-CMS-SOFR-1Y</Name>
        <DiscountingIndex>USD-SOFR</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>USD-CMS-SOFR-2Y</Name>
        <DiscountingIndex>USD-SOFR</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>USD-CMS-SOFR-30Y</Name>
        <DiscountingIndex>USD-SOFR</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>USD-CMS-LIBOR3M-1Y</Name>
        <DiscountingIndex>USD-SOFR</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>USD-CMS-LIBOR3M-2Y</Name>
        <DiscountingIndex>USD-SOFR</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>USD-CMS-LIBOR3M-30Y</Name>
        <DiscountingIndex>USD-SOFR</DiscountingIndex>
      </SwapIndex>
    </SwapIndices>
    
    <SwaptionVolatilities>
      <Simulate>true</Simulate>
      <!-- Alternatives: ForwardVariance, ConstantVariance -->
      <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>
    </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>
      <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>
    </AggregationScenarioDataIndices>

  </Market>

</Simulation>