USDEUR Euro United States Dollar volatility surface ATM EUR-USD-FXOPTION * FX/USD/EUR Yield/EUR/EUR Yield/USD/USD JoinHolidays(TARGET, US settlement) Actual/365 (Fixed) GBPEUR EUR GBP volatility surface ATM EUR-GBP-FXOPTION * FX/GBP/EUR Yield/EUR/EUR Yield/GBP/GBP JoinHolidays(TARGET, UK settlement) Actual/365 (Fixed) EUR EUR swaption volatilities ATM Normal Flat Actual/365 (Fixed) TARGET Following 1M,3M,6M,1Y,2Y,3Y,5Y,10Y,15Y,20Y 1Y,2Y,3Y,4Y,5Y,10Y EUR-CMS-1Y EUR-CMS-30Y USD USD swaption volatilities ATM Normal Flat Actual/365 (Fixed) JoinHolidays(US settlement, UK settlement) Following 1M,3M,6M,1Y,2Y,3Y,5Y,10Y,15Y,20Y 1Y,2Y,3Y,4Y,5Y,10Y USD-CMS-2Y USD-CMS-30Y GBP GBP swaption volatilities ATM Normal Flat Actual/365 (Fixed) UK settlement Following 1M,3M,6M,1Y,2Y,3Y,5Y,10Y,15Y,20Y 1Y,2Y,3Y,4Y,5Y GBP-CMS-2Y GBP-CMS-30Y EUR EUR discount curve EUR Discount DISCOUNT/RATE/EUR/EUR/* EUR-ZERO-CONVENTIONS-TENOR-BASED Discount LogLinear 1 A365 0.0000000000010000 true EUR-ESTER EUR ESTER discount curve EUR Discount DISCOUNT/RATE/EUR/EUR-ESTER/* EUR-ZERO-CONVENTIONS-TENOR-BASED Discount LogLinear 1 A365 0.0000000000010000 true EUR-EURIBOR-3M EUR EURIBOR 3M discount curve EUR Discount DISCOUNT/RATE/EUR/EUR-EURIBOR-3M/* EUR-ZERO-CONVENTIONS-TENOR-BASED Discount LogLinear 1 A365 0.0000000000010000 true EUR-EURIBOR-6M EUR EURIBOR 6M discount curve EUR Discount DISCOUNT/RATE/EUR/EUR-EURIBOR-6M/* EUR-ZERO-CONVENTIONS-TENOR-BASED Discount LogLinear 1 A365 0.0000000000010000 true EUR-EONIA EONIA curve as spread over ESTER EUR Ibor Fallback LastRelevantPillarDate 0 1 EUR-EONIA Yield/EUR/EUR-ESTER EUR-ESTER Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 USD USD discount curve USD Discount DISCOUNT/RATE/USD/USD/* USD-ZERO-CONVENTIONS-TENOR-BASED Discount LogLinear 1 A365 0.0000000000010000 true USD-SOFR USD discount curve USD Discount DISCOUNT/RATE/USD/USD-SOFR/* USD-ZERO-CONVENTIONS-TENOR-BASED Discount LogLinear 1 A365 0.0000000000010000 true USD-SOFR-3M USD SOFR Term USD Discount DISCOUNT/RATE/USD/USD-SOFR-3M/* USD-ZERO-CONVENTIONS-TENOR-BASED Discount LogLinear 1 A365 0.0000000000010000 true USD-LIBOR-3M USD discount curve USD Discount DISCOUNT/RATE/USD/USD-LIBOR-3M/* USD-ZERO-CONVENTIONS-TENOR-BASED Discount LogLinear 1 A365 0.0000000000010000 true USD-SOFR-3M USD discount curve USD Discount DISCOUNT/RATE/USD/USD-SOFR-3M/* USD-ZERO-CONVENTIONS-TENOR-BASED Discount LogLinear 1 A365 0.0000000000010000 true USD-FedFunds FedFunds curve USD Discount DISCOUNT/RATE/USD/USD-FedFunds/* USD-ZERO-CONVENTIONS-TENOR-BASED Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 GBP GBP discount curve GBP Discount DISCOUNT/RATE/GBP/GBP/* GBP-ZERO-CONVENTIONS-TENOR-BASED Discount LogLinear 1 A365 0.0000000000010000 true GBP-SONIA GBP SONIA curve GBP Discount DISCOUNT/RATE/GBP/GBP-SONIA/* GBP-ZERO-CONVENTIONS-TENOR-BASED Discount LogLinear 1 A365 0.0000000000010000 true GBP-SONIA-3M GBP SONIA 3M curve GBP Discount DISCOUNT/RATE/GBP/GBP-SONIA-3M/* GBP-ZERO-CONVENTIONS-TENOR-BASED Discount LogLinear 1 A365 0.0000000000010000 true GBP-LIBOR-3M GBP LIBOR 3M curve GBP Discount DISCOUNT/RATE/GBP/GBP-LIBOR-3M/* GBP-ZERO-CONVENTIONS-TENOR-BASED Discount LogLinear 1 A365 0.0000000000010000 true GBP-LIBOR-6M GBP LIBOR 6M curve GBP Discount DISCOUNT/RATE/GBP/GBP-LIBOR-6M/* GBP-ZERO-CONVENTIONS-TENOR-BASED Discount LogLinear 1 A365 0.0000000000010000 true