<SensitivityAnalysis>
	<DiscountCurves>
		<DiscountCurve ccy="USD">
			<ShiftType>Absolute</ShiftType>
			<ShiftSize>0.0001</ShiftSize>
			<ShiftScheme>Forward</ShiftScheme>
			<ShiftTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
			<ParConversion>
				<Instruments>DEP, DEP, DEP, DEP, OIS, OIS, OIS, OIS, OIS, OIS, OIS, OIS</Instruments>
				<SingleCurve>true</SingleCurve>
				<Conventions>
					<Convention id="DEP">USD-ON-DEPOSIT</Convention>
					<Convention id="OIS">USD-OIS</Convention>
				</Conventions>
			</ParConversion>
		</DiscountCurve>
	</DiscountCurves>
	<IndexCurves>
		<IndexCurve index="USD-FedFunds">
			<ShiftType>Absolute</ShiftType>
			<ShiftSize>0.0001</ShiftSize>
			<ShiftScheme>Forward</ShiftScheme>
			<ShiftTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
			<ParConversion>
				<Instruments>DEP, DEP, DEP, DEP, OIS, OIS, OIS, OIS, OIS, OIS, OIS, OIS</Instruments>
				<SingleCurve>true</SingleCurve>
				<Conventions>
					<Convention id="DEP">USD-ON-DEPOSIT</Convention>
					<Convention id="OIS">USD-OIS</Convention>
				</Conventions>
			</ParConversion>
		</IndexCurve>
	</IndexCurves>
	<ComputeGamma>false</ComputeGamma>
	<UseSpreadedTermStructures>true</UseSpreadedTermStructures>
</SensitivityAnalysis>

