<Conventions>
  <CDS>
    <Id>CDS-STANDARD-CONVENTIONS</Id>
    <SettlementDays>0</SettlementDays>
    <Calendar>WeekendsOnly</Calendar>
    <Frequency>Quarterly</Frequency>
    <PaymentConvention>Following</PaymentConvention>
    <Rule>CDS2015</Rule>
    <DayCounter>A360</DayCounter>
    <SettlesAccrual>true</SettlesAccrual>
    <PaysAtDefaultTime>true</PaysAtDefaultTime>
  </CDS>
  <Deposit>
    <Id>EUR-DEPOSIT</Id>
    <IndexBased>true</IndexBased>
    <Index>EUR-EURIBOR</Index>
  </Deposit>
  <Deposit>
    <Id>EUR-ON-DEPOSIT-ESTER</Id>
    <IndexBased>true</IndexBased>
    <Index>EUR-ESTER</Index>
  </Deposit>
  <Deposit>
    <Id>USD-ON-SOFR-DEPOSIT</Id>
    <IndexBased>true</IndexBased>
    <Index>USD-SOFR</Index>
  </Deposit>
  <Future>
    <Id>USD-SOFR-3M-FUTURES</Id>
    <Index>USD-SOFR</Index>
  </Future>
  <Future>
    <Id>EURIBOR-3M-FUTURES</Id>
    <Index>EUR-EURIBOR-3M</Index>
  </Future>
  <FRA>
    <Id>EUR-6M-FRA</Id>
    <Index>EUR-EURIBOR-6M</Index>
  </FRA>
  <OIS>
    <Id>EUR-ESTER-OIS</Id>
    <SpotLag>1</SpotLag>
    <Index>EUR-ESTER</Index>
    <FixedDayCounter>A360</FixedDayCounter>
    <PaymentLag>1</PaymentLag>
    <EOM>false</EOM>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedPaymentConvention>MF</FixedPaymentConvention>
    <Rule>Backward</Rule>
  </OIS>
  <OIS>
    <Id>USD-SOFR-OIS</Id>
    <SpotLag>0</SpotLag>
    <Index>USD-SOFR</Index>
    <FixedDayCounter>A360</FixedDayCounter>
    <PaymentLag>2</PaymentLag>
    <EOM>false</EOM>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedPaymentConvention>MF</FixedPaymentConvention>
    <Rule>Backward</Rule>
  </OIS>
  <CrossCurrencyBasis>
    <Id>EUR-USD-ON-XCCY-BASIS</Id>
    <SettlementDays>2</SettlementDays>
    <SettlementCalendar>TARGET,US</SettlementCalendar>
    <RollConvention>MF</RollConvention>
    <FlatIndex>USD-SOFR</FlatIndex>
    <FlatTenor>3M</FlatTenor>
    <SpreadIndex>EUR-ESTER</SpreadIndex>
    <SpreadTenor>3M</SpreadTenor>
    <IsResettable>true</IsResettable>
    <FlatIndexIsResettable>true</FlatIndexIsResettable>
  </CrossCurrencyBasis>
  <FX>
    <Id>EUR-USD-FX</Id>
    <SpotDays>2</SpotDays>
    <SourceCurrency>EUR</SourceCurrency>
    <TargetCurrency>USD</TargetCurrency>
    <PointsFactor>10000</PointsFactor>
    <AdvanceCalendar>TARGET,US</AdvanceCalendar>
    <SpotRelative>true</SpotRelative>
  </FX>
  <Swap>
    <Id>EUR-EURIBOR-3M-SWAP</Id>
    <FixedCalendar>TARGET</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>EUR-EURIBOR-3M</Index>
  </Swap>
  <Swap>
    <Id>EUR-EURIBOR-6M-SWAP</Id>
    <FixedCalendar>TARGET</FixedCalendar>
    <FixedFrequency>Annual</FixedFrequency>
    <FixedConvention>MF</FixedConvention>
    <FixedDayCounter>30/360</FixedDayCounter>
    <Index>EUR-EURIBOR-6M</Index>
  </Swap>
  <TenorBasisTwoSwap>
    <Id>EURIBOR-3M-6M-BASIS</Id>
    <Calendar>TARGET</Calendar>
    <LongFixedFrequency>Annual</LongFixedFrequency>
    <LongFixedConvention>MF</LongFixedConvention>
    <LongFixedDayCounter>30/360</LongFixedDayCounter>
    <LongIndex>EUR-EURIBOR-6M</LongIndex>
    <ShortFixedFrequency>Annual</ShortFixedFrequency>
    <ShortFixedConvention>MF</ShortFixedConvention>
    <ShortFixedDayCounter>30/360</ShortFixedDayCounter>
    <ShortIndex>EUR-EURIBOR-3M</ShortIndex>
    <LongMinusShort>true</LongMinusShort>
  </TenorBasisTwoSwap>
</Conventions>