<?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/>
  </Product>
  <Product type="FxForward">
    <Model>DiscountedCashflows</Model>
    <ModelParameters/>
    <Engine>DiscountingFxForwardEngine</Engine>
    <EngineParameters/>
  </Product>
  <Product type="FxOption">
    <Model>GarmanKohlhagen</Model>
    <ModelParameters/>
    <Engine>AnalyticEuropeanEngine</Engine>
    <EngineParameters/>
  </Product>
  <Product type="EuropeanSwaption">
    <Model>BlackBachelier</Model>
    <!-- depends on input vol -->
    <ModelParameters/>
    <Engine>BlackBachelierSwaptionEngine</Engine>
    <EngineParameters/>
  </Product>
  <Product type="BermudanSwaption">
    <Model>LGM</Model>
    <ModelParameters>
      <Parameter name="Calibration">Bootstrap</Parameter>
      <Parameter name="CalibrationStrategy">CoterminalATM</Parameter>
      <Parameter name="Reversion">0.03</Parameter>
      <Parameter name="ReversionType">HullWhite</Parameter>
      <Parameter name="Volatility">0.01</Parameter>
      <Parameter name="VolatilityType">Hagan</Parameter>
      <Parameter name="Tolerance">0.0001</Parameter>
    </ModelParameters>
    <Engine>Grid</Engine>
    <EngineParameters>
      <Parameter name="sy">3.0</Parameter>
      <Parameter name="ny">10</Parameter>
      <Parameter name="sx">3.0</Parameter>
      <Parameter name="nx">10</Parameter>
    </EngineParameters>
  </Product>
  <Product type="CapFloor">
    <Model>IborCapModel</Model>
    <ModelParameters/>
    <Engine>IborCapEngine</Engine>
    <EngineParameters/>
  </Product>
  <Product type="CapFlooredIborLeg">
    <Model>BlackOrBachelier</Model>
    <ModelParameters/>
    <Engine>BlackIborCouponPricer</Engine>
    <EngineParameters/>
  </Product>
</PricingEngines>
