<Simulation>
	<Market>
		<BaseCurrency>EUR</BaseCurrency>
		<Currencies>
			<Currency>EUR</Currency>
			<Currency>USD</Currency>
		</Currencies>
		<YieldCurves>
			<Configuration curve="">
				<Tenors>1D, 1W, 1M, 1Y, 10Y</Tenors>
				<Interpolation>LogLinear</Interpolation>
				<Extrapolation>FlatZero</Extrapolation>
			</Configuration>
		</YieldCurves>
		<FxRates>
			<CurrencyPairs>
				<CurrencyPair>USDEUR</CurrencyPair>
			</CurrencyPairs>
		</FxRates>
		<Indices>
			<Index>EUR-ESTER</Index>
			<Index>EUR-EURIBOR-3M</Index>
			<Index>EUR-EURIBOR-6M</Index>
			<Index>USD-SOFR</Index>
		</Indices>
		<BenchmarkCurves>
		</BenchmarkCurves>
		<CapFloorVolatilities>
			<Simulate>true</Simulate>
			<ReactionToTimeDecay>ForwardVariance</ReactionToTimeDecay>
			<Keys>
				<Key>EUR-EURIBOR-6M</Key>
			</Keys>
			<Expiries key="EUR-EURIBOR-6M">1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 25Y, 30Y</Expiries>
			<!--
				<Strikes key="EUR-EURIBOR-6M">-0.015, -0.01 , 0, 0.005, 0.01, 0.015, 0.02, 0.03, 0.04, 0.05, 0.06, 0.07, 0.1</Strikes>
				-->
			<Strikes key="EUR-EURIBOR-6M">-0.015, -0.01, 0, 0.0005</Strikes>
			<AdjustOptionletPillars>true</AdjustOptionletPillars>
			<UseCapAtm>false</UseCapAtm>
			<SmileDynamics key="">StickyStrike</SmileDynamics>
			<SmileDynamics key="EUR-EURIBOR-6M">StickyStrike</SmileDynamics>
		</CapFloorVolatilities>
		<DefaultCurves>
			<Names>
				<Name>Underlying1</Name>
			</Names>
			<Tenors>1Y, 2Y, 3Y, 5Y, 10Y</Tenors>
			<SimulateSurvivalProbabilities>true</SimulateSurvivalProbabilities>
			<SimulateRecoveryRates>false</SimulateRecoveryRates>
			<Calendars>
				<Calendar name="">TARGET</Calendar>
			</Calendars>
			<Extrapolation>FlatZero</Extrapolation>
		</DefaultCurves>
		<CreditStates>
			<NumberOfFactors>0</NumberOfFactors>
		</CreditStates>
		<AggregationScenarioDataCreditStates>
			<NumberOfFactors>0</NumberOfFactors>
		</AggregationScenarioDataCreditStates>
	</Market>
</Simulation>

