<?xml version="1.0"?>
<Simulation>

  <Market>

    <BaseCurrency>EUR</BaseCurrency>

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

    <YieldCurves>
      <Configuration>
        <Tenors>2W,1M,3M,6M,9M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y</Tenors>
        <Interpolation>LogLinear</Interpolation>
        <!-- Alternative: LinearZero -->
        <Extrapolation>Y</Extrapolation>
      </Configuration>
    </YieldCurves>
    
    <Indices>
      <Index>EUR-EURIBOR-6M</Index>
      <Index>EUR-EURIBOR-3M</Index>
      <Index>EUR-EURIBOR-1M</Index>
      <Index>EUR-EONIA</Index>
      <Index>USD-LIBOR-3M</Index>
      <Index>USD-LIBOR-6M</Index>
      <Index>USD-FedFunds</Index>
      <Index>GBP-LIBOR-6M</Index>
      <Index>GBP-LIBOR-3M</Index>
      <Index>GBP-SONIA</Index>
    </Indices>
		
    <SwapIndices>
      <SwapIndex>
        <Name>EUR-CMS-1Y</Name>
        <DiscountingIndex>EUR-EONIA</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>EUR-CMS-30Y</Name>
        <DiscountingIndex>EUR-EONIA</DiscountingIndex>
      </SwapIndex>
    </SwapIndices>

    <DefaultCurves>
      <Names>
        <Name>CPTY_A</Name>
        <Name>CPTY_B</Name>
        <Name>CPTY_C</Name>
        <Name>CPTY_D</Name>
        <Name>CDXIG</Name>
        <Name>CPTY_1</Name>
        <Name>CPTY_2</Name>
        <Name>CPTY_3</Name>
      </Names>
      <Tenors>6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,12Y,15Y,20Y</Tenors>
      <SimulateSurvivalProbabilities>true</SimulateSurvivalProbabilities>
    </DefaultCurves>

    <Equities>
      <Names>
        <Name>FTSE</Name>
        <Name>SPX</Name>
        <Name>SPXE</Name>
        <Name>Lufthansa</Name>
        <Name>SP5E</Name>
      </Names>
      <DividendTenors>6M,1Y,2Y</DividendTenors>
    </Equities>

    <SwaptionVolatilities>
      <Simulate>true</Simulate>
      <ReactionToTimeDecay>ForwardVariance</ReactionToTimeDecay>
      <!-- Alternative: ConstantVariance -->
      <Currencies>
        <Currency>EUR</Currency>
        <Currency>USD</Currency>
        <Currency>GBP</Currency>
      </Currencies>
      <Expiries>6M,1Y,2Y,3Y,5Y,10Y,12Y,15Y,20Y</Expiries>
      <Terms>1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,30Y</Terms>
    </SwaptionVolatilities>
    
    <CapFloorVolatilities>
      <Simulate>true</Simulate>
      <ReactionToTimeDecay>ForwardVariance</ReactionToTimeDecay>
      <Currencies>
        <Currency>EUR</Currency>
        <Currency>USD</Currency>
      </Currencies>
      <Expiries>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</Expiries>
      <Strikes>0.00,0.01,0.02,0.03,0.04,0.05,0.06</Strikes>
    </CapFloorVolatilities>

    <CDSVolatilities>
      <Simulate>true</Simulate>
      <ReactionToTimeDecay>ForwardVariance</ReactionToTimeDecay>
      <!-- Alternative: ConstantVariance -->
      <Names>
        <Name>CDXIG</Name>
      </Names>
      <Expiries>3M,6M,1Y</Expiries>
    </CDSVolatilities>

    <FxVolatilities>
      <Simulate>true</Simulate>
      <ReactionToTimeDecay>ForwardVariance</ReactionToTimeDecay>
      <CurrencyPairs>
        <CurrencyPair>USDEUR</CurrencyPair>
        <CurrencyPair>GBPEUR</CurrencyPair>
      </CurrencyPairs>
      <Expiries>6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y</Expiries>
      <Surface>
          <Moneyness>0.5,0.6,0.7,0.8,0.9,0.95,1.0,1.05,1.1,1.2,1.3,1.4,1.5,1.6,1.7,1.8,1.9,2.0,2.5,3.0</Moneyness>
      </Surface>
    </FxVolatilities>
 	
    <EquityVolatilities>
      <Simulate>true</Simulate>
      <ReactionToTimeDecay>ForwardVariance</ReactionToTimeDecay>
      <Names>
        <Name>FTSE</Name>
        <Name>SPX</Name>
      </Names>
      <Expiries>2W,1M,3M,6M,1Y,2Y,3Y,5Y,10Y,15Y,20Y,30Y</Expiries>
      <SimulateATMOnly>true</SimulateATMOnly>
    </EquityVolatilities>     
	
    <BenchmarkCurves/>

    <Securities>
      <Simulate>true</Simulate>
      <Names>
        <Name>SECURITY_1</Name>
        <Name>SECURITY_2</Name>
        <Name>SECURITY_3</Name>
      </Names>
    </Securities>

    <ZeroInflationIndexCurves>
      <Names>
        <Name>EUHICPXT</Name>
        <Name>UKRPI</Name>
      </Names>
      <Tenors>6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y</Tenors>
    </ZeroInflationIndexCurves>

    <YYInflationIndexCurves>
      <Names>
        <Name>EUHICPXT</Name>
      </Names>
      <Tenors>6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y</Tenors>
    </YYInflationIndexCurves>

    <BaseCorrelations>
      <Simulate>true</Simulate>
      <IndexNames>
	<IndexName>CDXIG</IndexName>
      </IndexNames>
      <Terms>1D</Terms>
      <DetachmentPoints>0.03, 0.06, 0.10, 0.20, 1.0</DetachmentPoints>
    </BaseCorrelations>

    <AggregationScenarioDataCurrencies>
      <Currency>EUR</Currency>
      <Currency>USD</Currency>
    </AggregationScenarioDataCurrencies>

    <AggregationScenarioDataIndices>
      <Index>EUR-EURIBOR-3M</Index>
      <Index>EUR-EONIA</Index>
      <Index>USD-LIBOR-3M</Index>
    </AggregationScenarioDataIndices>
    
  </Market>

</Simulation>
