<CurveConfiguration>
  <FXSpots/>
  <YieldCurves>
    <YieldCurve>
      <CurveId>EUR-EONIA</CurveId>
      <CurveDescription>EONIA curve as spread over ESTER</CurveDescription>
      <Currency>EUR</Currency>
      <DiscountCurve/>
      <Segments>
        <IborFallback>
          <Type>Ibor Fallback</Type>
          <IborIndex>EUR-EONIA</IborIndex>
          <RfrCurve>Yield/EUR/EUR-ESTER</RfrCurve>
          <RfrIndex>EUR-ESTER</RfrIndex>
        </IborFallback>
      </Segments>
    </YieldCurve>
    <YieldCurve>
      <CurveId>EUR-ESTER</CurveId>
      <CurveDescription>EUR ESTER discount curve bootstrapped from OIS swap rates</CurveDescription>
      <Currency>EUR</Currency>
      <DiscountCurve>EUR-ESTER</DiscountCurve>
      <Segments>
        <Simple>
          <Type>Deposit</Type>
          <Quotes>
            <Quote>MM/RATE/EUR/ESTER/0D/1D</Quote>
          </Quotes>
          <Conventions>EUR-ON-DEPOSIT-ESTER</Conventions>
        </Simple>
        <Simple>
          <Type>OIS</Type>
          <Quotes>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/1W</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/2W</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/3W</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/1M</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/2M</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/3M</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/4M</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/5M</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/6M</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/7M</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/8M</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/9M</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/10M</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/11M</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/1Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/15M</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/18M</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/21M</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/2Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/3Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/4Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/5Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/6Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/7Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/8Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/9Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/10Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/11Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/12Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/15Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/20Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/25Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/30Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/40Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/50Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/EUR/ESTER/2D/1D/60Y</Quote>
          </Quotes>
          <Conventions>EUR-ESTER-OIS</Conventions>
        </Simple>
      </Segments>
    </YieldCurve>
    <YieldCurve>
      <CurveId>EUR-IN-USD</CurveId>
      <CurveDescription>EUR collateralised in USD discount curve</CurveDescription>
      <Currency>EUR</Currency>
      <DiscountCurve/>
      <Segments>
        <CrossCurrency>
          <Type>FX Forward</Type>
          <Quotes>
            <Quote optional="true">FXFWD/RATE/EUR/USD/ON</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/TN</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/SN</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/1W</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/2W</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/3W</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/1M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/2M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/3M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/4M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/5M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/6M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/7M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/8M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/9M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/10M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/11M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/1Y</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/15M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/18M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/21M</Quote>
          </Quotes>
          <Conventions>EUR-USD-FX</Conventions>
          <SpotRate>FX/RATE/EUR/USD</SpotRate>
          <DiscountCurve/>
        </CrossCurrency>
        <CrossCurrency>
          <Type>Cross Currency Basis Swap</Type>
          <Quotes>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/2Y</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/3Y</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/4Y</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/5Y</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/6Y</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/7Y</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/8Y</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/9Y</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/10Y</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/12Y</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/15Y</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/20Y</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/25Y</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/30Y</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/40Y</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/50Y</Quote>
          </Quotes>
          <Conventions>EUR-USD-ON-XCCY-BASIS</Conventions>
          <SpotRate>FX/RATE/EUR/USD</SpotRate>
          <ProjectionCurveDomestic>EUR-ESTER</ProjectionCurveDomestic>
          <ProjectionCurveForeign>USD-SOFR</ProjectionCurveForeign>
          <DiscountCurve/>
        </CrossCurrency>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <YieldCurveDayCounter>A365</YieldCurveDayCounter>
      <Tolerance>0.000000000001</Tolerance>
    </YieldCurve>
    <YieldCurve>
      <CurveId>USD-FedFunds</CurveId>
      <CurveDescription>USD discount curve bootstrapped from FED FUNDS swap rates and FedFunds-SOFR basis spreads</CurveDescription>
      <Currency>USD</Currency>
      <DiscountCurve/>
      <Segments>
        <Simple>
          <Type>Deposit</Type>
          <Quotes>
            <Quote>MM/RATE/USD/0D/1D</Quote>
          </Quotes>
          <Conventions>USD-ON-DEPOSIT</Conventions>
        </Simple>
        <Simple>
          <Type>OIS</Type>
          <Quotes>
            <Quote optional="true">IR_SWAP/RATE/USD/2D/1D/2W</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/1M</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/2M</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/3M</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/4M</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/5M</Quote>
            <!--Quote>IR_SWAP/RATE/USD/2D/1D/6M</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/7M</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/8M</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/9M</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/10M</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/11M</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/1D/1Y</Quote-->
          </Quotes>
          <Conventions>USD-FedFunds-OIS</Conventions>
        </Simple>
        <TenorBasis>
          <Type>Tenor Basis Swap</Type>
          <Quotes>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/6M</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/9M</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/1Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/15M</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/18M</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/21M</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/2Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/3Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/4Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/5Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/6Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/7Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/8Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/9Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/10Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/11Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/12Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/15Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/20Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/25Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/30Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/40Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/50Y</Quote>
          </Quotes>
          <Conventions>USD-SOFR-FedFunds-3M-BASIS</Conventions>
          <ProjectionCurveLong>USD-FedFunds</ProjectionCurveLong>
          <ProjectionCurveShort>USD-SOFR</ProjectionCurveShort>
        </TenorBasis>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <YieldCurveDayCounter>A365F</YieldCurveDayCounter>
      <Tolerance>0.000000000001</Tolerance>
    </YieldCurve>
    <YieldCurve>
      <CurveId>USD-LIBOR-3M</CurveId>
      <CurveDescription>USD LIBOR 3M Index Curve Proxied by USD-SOFR</CurveDescription>
      <Currency>USD</Currency>
      <DiscountCurve/>
      <Segments>
        <IborFallback>
          <Type>Ibor Fallback</Type>
          <IborIndex>USD-LIBOR-3M</IborIndex>
          <RfrCurve>Yield/USD/USD-SOFR</RfrCurve>
          <RfrIndex>USD-SOFR</RfrIndex>
        </IborFallback>
      </Segments>
    </YieldCurve>
    <YieldCurve>
      <CurveId>USD-SOFR</CurveId>
      <CurveDescription/>
      <Currency>USD</Currency>
      <DiscountCurve>USD-SOFR</DiscountCurve>
      <Segments>
        <Simple>
          <Type>Deposit</Type>
          <Quotes>
            <Quote>MM/RATE/USD/SOFR/0D/1D</Quote>
          </Quotes>
          <Conventions>USD-ON-SOFR-DEPOSIT</Conventions>
          <ProjectionCurve>USD-SOFR</ProjectionCurve>
        </Simple>
        <Simple>
          <Type>Future</Type>
          <Quotes>
            <Quote>OI_FUTURE/PRICE/USD/2025-07/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2025-08/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2025-09/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2025-10/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2025-11/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2025-12/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2026-01/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2026-02/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2026-03/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2026-06/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2026-09/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2026-12/XCME:SRA/3M</Quote>
          </Quotes>
          <Conventions>USD-SOFR-3M-FUTURES</Conventions>
        </Simple>
        <Simple>
          <Type>OIS</Type>
          <Quotes>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/2Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/3Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/4Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/5Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/6Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/7Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/8Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/9Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/10Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/12Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/15Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/20Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/25Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/30Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/40Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/50Y</Quote>
          </Quotes>
          <Conventions>USD-SOFR-OIS</Conventions>
        </Simple>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <YieldCurveDayCounter>A365</YieldCurveDayCounter>
      <Tolerance>0.000000000001</Tolerance>
    </YieldCurve>
  </YieldCurves>
  <EquityCurves>
    <EquityCurve>
      <CurveId>RIC:.STOXX50</CurveId>
      <CurveDescription>STOXX Europe 50 EUR Price Index option implied forward curve</CurveDescription>
      <Currency>EUR</Currency>
      <ForecastingCurve>EUR-EONIA</ForecastingCurve>
      <Type>OptionPremium</Type>
      <SpotQuote>EQUITY/PRICE/RIC:.STOXX50/EUR</SpotQuote>
      <ExerciseStyle>European</ExerciseStyle>
      <Quotes>
        <Quote>EQUITY_OPTION/PRICE/RIC:.STOXX50/EUR/*</Quote>
      </Quotes>
      <DayCounter>A365</DayCounter>
      <DividendInterpolation>
        <InterpolationVariable>Zero</InterpolationVariable>
        <InterpolationMethod>Linear</InterpolationMethod>
      </DividendInterpolation>
      <Extrapolation>true</Extrapolation>
    </EquityCurve>
  </EquityCurves>
</CurveConfiguration>