<?xml version="1.0"?>
<PricingEngines>
  <Product type="Swap">
    <Model>DiscountedCashflows</Model>
    <ModelParameters/>
    <Engine>DiscountingSwapEngine</Engine>
    <EngineParameters/>
  </Product>
  <Product type="CrossCurrencySwap">
    <Model>DiscountedCashflows</Model>
    <ModelParameters/>
    <Engine>DiscountingCrossCurrencySwapEngine</Engine>
    <EngineParameters>
      <Parameter name="SensitivityTemplate">FX_Analytical</Parameter>
    </EngineParameters>
  </Product>
  <Product type="CreditDefaultSwap">
    <Model>DiscountedCashflows</Model>
    <ModelParameters/>
    <Engine>MidPointCdsEngine</Engine>
    <EngineParameters>
      <Parameter name="SensitivityTemplate">IR_Analytical</Parameter>
    </EngineParameters>
  </Product>
  <Product type="CapFlooredIborLeg">
    <Model>BlackOrBachelier</Model>
    <ModelParameters/>
    <Engine>BlackIborCouponPricer</Engine>
    <EngineParameters>
      <!-- Black76 or BivariateLognormal -->
      <Parameter name="TimingAdjustment">Black76</Parameter>
      <!-- Correlation Parameter for BivariateLognormal -->
      <Parameter name="Correlation">1.0</Parameter>
      <Parameter name="SensitivityTemplate">IR_Analytical</Parameter>
    </EngineParameters>
  </Product>
</PricingEngines>
