<?xml version="1.0"?>
<TodaysMarket>
  <Configuration id="default">
    <DiscountingCurvesId>xois_eur</DiscountingCurvesId>
    <YieldCurvesId>xois_eur</YieldCurvesId>
  </Configuration>

  <DiscountingCurves id="xois_eur">
    <DiscountingCurve currency="EUR">Yield/EUR/EUR1D</DiscountingCurve>
    <DiscountingCurve currency="USD">Yield/USD/USD-IN-EUR</DiscountingCurve>
    <DiscountingCurve currency="GBP">Yield/GBP/GBP-IN-EUR</DiscountingCurve>
  </DiscountingCurves>
  
  <IndexForwardingCurves id="default">
    <Index name="EUR-EURIBOR-1M">Yield/EUR/EUR3M</Index>
    <Index name="EUR-EURIBOR-3M">Yield/EUR/EUR3M</Index>
    <Index name="EUR-EURIBOR-6M">Yield/EUR/EUR6M</Index>
    <Index name="EUR-EONIA">Yield/EUR/EUR1D</Index>
    <Index name="USD-FedFunds">Yield/USD/USD1D</Index>
    <Index name="USD-LIBOR-3M">Yield/USD/USD3M</Index>
    <Index name="USD-LIBOR-6M">Yield/USD/USD6M</Index>
    <Index name="GBP-SONIA">Yield/GBP/GBP1D</Index>
    <Index name="GBP-LIBOR-3M">Yield/GBP/GBP3M</Index>
    <Index name="GBP-LIBOR-6M">Yield/GBP/GBP6M</Index>
    <Index name="USD-SIFMA">Yield/USD/USDBMA</Index>
  </IndexForwardingCurves>

  <SwapIndexCurves id="default">
    <SwapIndex name="EUR-CMS-1Y">
      <Discounting>EUR-EONIA</Discounting>
    </SwapIndex>
    <SwapIndex name="EUR-CMS-2Y">
      <Discounting>EUR-EONIA</Discounting>
    </SwapIndex>
    <SwapIndex name="EUR-CMS-10Y">
      <Discounting>EUR-EONIA</Discounting>
    </SwapIndex>
    <SwapIndex name="EUR-CMS-30Y">
      <Discounting>EUR-EONIA</Discounting>
    </SwapIndex>
    <SwapIndex name="USD-CMS-1Y">
      <Discounting>USD-FedFunds</Discounting>
      </SwapIndex>
    <SwapIndex name="USD-CMS-30Y">
      <Discounting>USD-FedFunds</Discounting>
    </SwapIndex>
    <SwapIndex name="GBP-CMS-1Y">
      <Discounting>GBP-SONIA</Discounting>
    </SwapIndex>
    <SwapIndex name="GBP-CMS-30Y">
      <Discounting>GBP-SONIA</Discounting>
    </SwapIndex>
  </SwapIndexCurves>

  <ZeroInflationIndexCurves id="default">
    <ZeroInflationIndexCurve name="EUHICPXT">Inflation/EUHICPXT/EUHICPXT_ZC_Swaps</ZeroInflationIndexCurve>
    <ZeroInflationIndexCurve name="UKRPI">Inflation/UKRPI/UKRPI_ZC_Swaps</ZeroInflationIndexCurve>
  </ZeroInflationIndexCurves>

  <YYInflationIndexCurves id="default">
      <YYInflationIndexCurve name="EUHICPXT">Inflation/EUHICPXT/EUHICPXT_YY_Swaps</YYInflationIndexCurve>
  </YYInflationIndexCurves>

  <FxSpots id="default">
    <FxSpot pair="EURUSD">FX/EUR/USD</FxSpot>
    <FxSpot pair="EURGBP">FX/EUR/GBP</FxSpot>
    <FxSpot pair="GBPUSD">FX/GBP/USD</FxSpot>
  </FxSpots>

  <FxVolatilities id="default">
    <FxVolatility pair="EURUSD">FXVolatility/EUR/USD/EURUSD</FxVolatility>
    <FxVolatility pair="EURGBP">FXVolatility/EUR/GBP/EURGBP</FxVolatility>
    <FxVolatility pair="GBPUSD">FXVolatility/GBP/USD/GBPUSD</FxVolatility>
  </FxVolatilities>

  <SwaptionVolatilities id="default">
    <SwaptionVolatility currency="EUR">SwaptionVolatility/EUR/EUR_SW_N</SwaptionVolatility>
    <SwaptionVolatility currency="USD">SwaptionVolatility/USD/USD_SW_N</SwaptionVolatility>
    <SwaptionVolatility currency="GBP">SwaptionVolatility/GBP/GBP_SW_N</SwaptionVolatility>
  </SwaptionVolatilities>

  <CapFloorVolatilities id="default">
    <CapFloorVolatility currency="EUR">CapFloorVolatility/EUR/EUR_CF_N</CapFloorVolatility>
    <CapFloorVolatility currency="USD">CapFloorVolatility/USD/USD_CF_N</CapFloorVolatility>
    <CapFloorVolatility currency="GBP">CapFloorVolatility/GBP/GBP_CF_N</CapFloorVolatility>
  </CapFloorVolatilities>

  <CDSVolatilities id="default">
    <CDSVolatility name="CPTY_A">CDSVolatility/CPTY_A</CDSVolatility>
    <CDSVolatility name="CPTY_B">CDSVolatility/CPTY_A</CDSVolatility>
    <CDSVolatility name="BANK">CDSVolatility/CDXIG</CDSVolatility>
    <CDSVolatility name="CDXIG">CDSVolatility/CDXIG</CDSVolatility>
  </CDSVolatilities>

  <DefaultCurves id="default">
    <DefaultCurve name="BANK">Default/USD/BANK_SR_USD</DefaultCurve>
    <DefaultCurve name="CPTY_A">Default/USD/CPTY_A_SR_USD</DefaultCurve>
    <DefaultCurve name="CPTY_B">Default/USD/CPTY_A_SR_USD</DefaultCurve>
    <DefaultCurve name="CPTY_C">Default/EUR/CPTY_C_SR_EUR</DefaultCurve>
    <DefaultCurve name="CPTY_D">Default/EUR/CPTY_D_SR_EUR</DefaultCurve>
    <DefaultCurve name="CDXIG">Default/EUR/CPTY_D_SR_EUR</DefaultCurve>
    <DefaultCurve name="CPTY_1">Default/EUR/CPTY_1_SR_EUR</DefaultCurve>
    <DefaultCurve name="CPTY_2">Default/EUR/CPTY_2_SR_EUR</DefaultCurve>
    <DefaultCurve name="CPTY_3">Default/EUR/CPTY_3_SR_EUR</DefaultCurve>
  </DefaultCurves>

  <YYInflationCapFloorVolatilities id="default">
    <YYInflationCapFloorVolatility name="EUHICPXT">InflationCapFloorVolatility/EUHICPXT/EUHICPXT_YY_CF_N</YYInflationCapFloorVolatility>
  </YYInflationCapFloorVolatilities>

  <ZeroInflationCapFloorVolatilities id="default">
    <ZeroInflationCapFloorVolatility name="UKRPI">InflationCapFloorVolatility/UKRPI/UKRPI_ZC_CF</ZeroInflationCapFloorVolatility>
    <ZeroInflationCapFloorVolatility name="EUHICPXT">InflationCapFloorVolatility/EUHICPXT/EUHICPXT_ZC_CF</ZeroInflationCapFloorVolatility>
  </ZeroInflationCapFloorVolatilities>

  <EquityCurves id="default">
      <EquityCurve name="FTSE">Equity/GBP/FTSE</EquityCurve>
      <EquityCurve name="SPX">Equity/USD/SPX</EquityCurve>
      <EquityCurve name="SP5">Equity/USD/SP5</EquityCurve>
      <EquityCurve name="Lufthansa">Equity/EUR/Lufthansa</EquityCurve>
      <EquityCurve name="SX5E">Equity/EUR/SX5E</EquityCurve>
      <EquityCurve name="SP5E">Equity/USD/SP5E</EquityCurve>
  </EquityCurves>

  <EquityVolatilities id="default">
      <EquityVolatility name="FTSE">EquityVolatility/GBP/FTSE</EquityVolatility>
      <EquityVolatility name="SPX">EquityVolatility/USD/SPX</EquityVolatility>
  </EquityVolatilities>

  <Securities id="default">
    <Security name="SECURITY_1">Security/SECURITY_1</Security>
    <Security name="SECURITY_2">Security/SECURITY_2</Security>
    <Security name="SECURITY_3">Security/SECURITY_2</Security>
  </Securities>

  <BaseCorrelations id="default">
   <BaseCorrelation name="CDXIG">BaseCorrelation/CDXIG</BaseCorrelation>
  </BaseCorrelations>

  <CommodityCurves id="default">
    <CommodityCurve name="COMDTY_GOLD_USD">Commodity/USD/GOLD_USD</CommodityCurve>
    <CommodityCurve name="COMDTY_WTI_USD">Commodity/USD/WTI_USD</CommodityCurve>
  </CommodityCurves>

  <CommodityVolatilities id="default">
      <CommodityVolatility name="COMDTY_GOLD_USD">CommodityVolatility/USD/GOLD_USD_VOLS</CommodityVolatility>
      <CommodityVolatility name="COMDTY_WTI_USD">CommodityVolatility/USD/WTI_USD_VOLS</CommodityVolatility>
  </CommodityVolatilities>

</TodaysMarket>
