<?xml version="1.0"?>
<TodaysMarket>
  <Configuration id="default">
    <DiscountingCurvesId>default</DiscountingCurvesId>
    <YieldCurvesId>default</YieldCurvesId>
  </Configuration>
  <YieldCurves id="default">
    <YieldCurve name="BANK_EUR_LEND">Yield/EUR/EUR1D</YieldCurve>
    <YieldCurve name="BANK_EUR_BORROW">Yield/EUR/EUR1D</YieldCurve>
  </YieldCurves>
  <DiscountingCurves id="default">
    <DiscountingCurve currency="EUR">Yield/EUR/EUR1D</DiscountingCurve>
    <DiscountingCurve currency="GBP">Yield/GBP/GBP1D</DiscountingCurve>
  </DiscountingCurves>
  <!-- index forwarding curve definition -->
  <IndexForwardingCurves id="default">
    <Index name="EUR-EURIBOR-6M">Yield/EUR/EUR6M</Index>
    <Index name="EUR-EONIA">Yield/EUR/EUR1D</Index>
    <Index name="GBP-SONIA">Yield/GBP/GBP1D</Index>
    <Index name="GBP-LIBOR-6M">Yield/GBP/GBP6M</Index>
    <Index name="GBP-LIBOR-3M">Yield/GBP/GBP6M</Index> <!--proxy with 6M-->
  </IndexForwardingCurves>
  <SwapIndexCurves id="default">
    <SwapIndex name="EUR-CMS-1Y">
      <Discounting>EUR-EONIA</Discounting>
    </SwapIndex>
    <SwapIndex name="EUR-CMS-30Y">
      <Discounting>EUR-EONIA</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">
  </ZeroInflationIndexCurves>
  <YYInflationIndexCurves id="default">
  </YYInflationIndexCurves>
  <!-- fx spot definition -->
  <FxSpots id="default">
    <FxSpot pair="EURGBP">FX/EUR/GBP</FxSpot>
  </FxSpots>
  <!-- fx volatility definition -->
  <FxVolatilities id="default">
    <FxVolatility pair="EURGBP">FXVolatility/EUR/GBP/EURGBP</FxVolatility>
  </FxVolatilities>
  <!-- swaption volatility definition -->
  <SwaptionVolatilities id="default">
    <SwaptionVolatility currency="EUR">SwaptionVolatility/EUR/EUR_SWPTN</SwaptionVolatility>
    <SwaptionVolatility currency="GBP">SwaptionVolatility/GBP/GBP_SWPTN</SwaptionVolatility>
  </SwaptionVolatilities>
  <!-- default curves definition -->
  <DefaultCurves id="default">
    <DefaultCurve name="BANK">Default/EUR/BANK_SR_EUR</DefaultCurve>
    <DefaultCurve name="CPTY_A">Default/EUR/CPTY_A_SR_EUR</DefaultCurve>
    <DefaultCurve name="CPTY_B">Default/EUR/CPTY_A_SR_EUR</DefaultCurve>
  </DefaultCurves>
</TodaysMarket>
