<?xml version="1.0"?>
<TodaysMarket>
  <Configuration id="default">
    <DiscountingCurvesId>xois_eur</DiscountingCurvesId>
    <YieldCurvesId>xois_eur</YieldCurvesId>
  </Configuration>
  <Configuration id="collateral_inccy">
    <DiscountingCurvesId>ois</DiscountingCurvesId>
    <YieldCurvesId>ois</YieldCurvesId>
    <IndexForwardingCurvesId>default</IndexForwardingCurvesId>
  </Configuration>
  <Configuration id="xois_eur">
    <DiscountingCurvesId>xois_eur</DiscountingCurvesId>
    <IndexForwardingCurvesId>default</IndexForwardingCurvesId>
  </Configuration>
  <Configuration id="xois_usd">
    <DiscountingCurvesId>xois_usd</DiscountingCurvesId>
    <IndexForwardingCurvesId>default</IndexForwardingCurvesId>
  </Configuration>
  
  <Configuration id="libor">
    <DiscountingCurvesId>inccy_swap</DiscountingCurvesId>
    <YieldCurvesId>inccy_swap</YieldCurvesId>
    <IndexForwardingCurvesId>default</IndexForwardingCurvesId>
  </Configuration>
  <!-- yield curve definition (in ccy swap discounting) -->
  <YieldCurves id="default">
    <YieldCurve name="BENCHMARK_EUR">Yield/EUR/BENCHMARK_EUR</YieldCurve>
    <YieldCurve name="BANK_EUR_LEND">Yield/EUR/BANK_EUR_LEND</YieldCurve>
    <YieldCurve name="BANK_EUR_BORROW">Yield/EUR/BANK_EUR_BORROW</YieldCurve>
    <YieldCurve name="BOND_YIELD_EUR">Yield/EUR/BOND_YIELD_EUR</YieldCurve>
  </YieldCurves>
  <!-- yield curve definition (in ccy ois discounting) -->
  <YieldCurves id="ois">
    <YieldCurve name="BENCHMARK_EUR">Yield/EUR/BENCHMARK_EUR</YieldCurve>
    <YieldCurve name="BANK_EUR_LEND">Yield/EUR/BANK_EUR_LEND</YieldCurve>
    <YieldCurve name="BANK_EUR_BORROW">Yield/EUR/BANK_EUR_BORROW</YieldCurve>
    <YieldCurve name="BOND_YIELD_EUR">Yield/EUR/BOND_YIELD_EUR</YieldCurve>
  </YieldCurves>
  <!-- yield curve definition (xois discounting w.r.t. EUR collateral) -->
  <YieldCurves id="xois_eur">
    <YieldCurve name="BENCHMARK_EUR">Yield/EUR/BENCHMARK_EUR</YieldCurve>
    <YieldCurve name="BANK_EUR_LEND">Yield/EUR/BANK_EUR_LEND</YieldCurve>
    <YieldCurve name="BANK_EUR_BORROW">Yield/EUR/BANK_EUR_BORROW</YieldCurve>
    <YieldCurve name="BOND_YIELD_EUR">Yield/EUR/BOND_YIELD_EUR</YieldCurve>
  </YieldCurves>
  <!-- yield curve definition (xois discounting w.r.t. EUR collateral) -->
  <YieldCurves id="inccy_swap">
    <YieldCurve name="BENCHMARK_EUR">Yield/EUR/BENCHMARK_EUR</YieldCurve>
    <YieldCurve name="BANK_EUR_LEND">Yield/EUR/BANK_EUR_LEND</YieldCurve>
    <YieldCurve name="BANK_EUR_BORROW">Yield/EUR/BANK_EUR_BORROW</YieldCurve>
    <YieldCurve name="BOND_YIELD_EUR">Yield/EUR/BOND_YIELD_EUR</YieldCurve>
    <YieldCurve name="EUR-EURIBOR-6M">Yield/EUR/EUR6M</YieldCurve>
  </YieldCurves>
  <!-- discounting curve definition (in ccy swap discounting) -->
  <DiscountingCurves id="inccy_swap">
    <DiscountingCurve currency="EUR">Yield/EUR/EUR6M</DiscountingCurve>
    <DiscountingCurve currency="USD">Yield/USD/USD3M</DiscountingCurve>
    <DiscountingCurve currency="GBP">Yield/GBP/GBP6M</DiscountingCurve>
  </DiscountingCurves>
  <!-- discounting curve definition (in ccy ois discounting) -->
  <DiscountingCurves id="ois">
    <DiscountingCurve currency="EUR">Yield/EUR/EUR1D</DiscountingCurve>
    <DiscountingCurve currency="USD">Yield/USD/USD1D</DiscountingCurve>
    <DiscountingCurve currency="GBP">Yield/GBP/GBP1D</DiscountingCurve>
  </DiscountingCurves>
  <!-- discounting curve definition (xois discounting w.r.t. EUR collateral) -->
  <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>
  <DiscountingCurves id="xois_usd">
    <DiscountingCurve currency="EUR">Yield/EUR/EUR-IN-USD</DiscountingCurve>
    <DiscountingCurve currency="USD">Yield/USD/USD1D</DiscountingCurve>
    <DiscountingCurve currency="GBP">Yield/GBP/GBP-IN-USD</DiscountingCurve>
  </DiscountingCurves>
  
  <!-- index forwarding curve definition -->
  <IndexForwardingCurves id="default">
    <Index name="EUR-EURIBOR-1M">Yield/EUR/EUR1M</Index>
    <Index name="EUR-EURIBOR-3M">Yield/EUR/EUR3M</Index>
    <Index name="EUR-EURIBOR-6M">Yield/EUR/EUR6M</Index>
    <Index name="EUR-EURIBOR-12M">Yield/EUR/EUR12M</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>
  <!-- inflation index definition -->
  <ZeroInflationIndexCurves id="default">
    <!--
    <ZeroInflationIndexCurve name="EUHICP">Inflation/EUHICP/EUHICP_ZC_Swaps</ZeroInflationIndexCurve>
    <ZeroInflationIndexCurve name="EUHICPXT">Inflation/EUHICPXT/EUHICPXT_ZC_Swaps</ZeroInflationIndexCurve>
    <ZeroInflationIndexCurve name="FRHICP">Inflation/FRHICP/FRHICP_ZC_Swaps</ZeroInflationIndexCurve>
    <ZeroInflationIndexCurve name="UKRPI">Inflation/UKRPI/UKRPI_ZC_Swaps</ZeroInflationIndexCurve>
    <ZeroInflationIndexCurve name="USCPI">Inflation/USCPI/USCPI_ZC_Swaps</ZeroInflationIndexCurve>
    -->
  </ZeroInflationIndexCurves>
  <YYInflationIndexCurves id="default">
    <!--
    <YYInflationIndexCurve name="EUHICPXT">Inflation/EUHICPXT/EUHICPXT_YY_Swaps</YYInflationIndexCurve>
    -->
  </YYInflationIndexCurves>
  <!-- fx spot definition -->
  <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>
  <!-- fx volatility definition -->
  <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>
  <!-- swaption volatility definition -->
  <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>
  <!-- cap volatility definition -->
  <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>
  <!-- cds volatility definition -->
  <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>
  <CDSVolatilities id="collateral_eur">
    <!--
    <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>
  <!-- default curves definition -->
  <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="BOND_YIELD_EUR_OVER_OIS">Default/EUR/BOND_YIELD_EUR_OVER_OIS</DefaultCurve>
    -->
  </DefaultCurves>
  <!-- inflation volatility curves definition -->
  <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>
    <ZeroInflationCapFloorVolatility name="USCPI">InflationCapFloorVolatility/USCPI/USCPI_ZC_CF</ZeroInflationCapFloorVolatility>
    -->
  </ZeroInflationCapFloorVolatilities>
  <EquityCurves id="default">
    <!--
      <EquityCurve name="SP5">Equity/USD/SP5</EquityCurve>
      <EquityCurve name="Lufthansa">Equity/EUR/Lufthansa</EquityCurve>
      <EquityCurve name="SX5E">Equity/EUR/SX5E</EquityCurve>
      <EquityCurve name="FTSE">Equity/GBP/FTSE</EquityCurve>
      <EquityCurve name="SPX">Equity/USD/SPX</EquityCurve>
    -->
  </EquityCurves>
  <EquityVolatilities id="default">
    <!--
      <EquityVolatility name="SP5">EquityVolatility/USD/SP5</EquityVolatility>
      <EquityVolatility name="Lufthansa">EquityVolatility/EUR/Lufthansa</EquityVolatility>
      <EquityVolatility name="SX5E">EquityVolatility/EUR/SX5E</EquityVolatility>
      <EquityVolatility name="FTSE">EquityVolatility/GBP/FTSE</EquityVolatility>
      <EquityVolatility name="SPX">EquityVolatility/USD/SPX</EquityVolatility>
    -->
  </EquityVolatilities>
  <Securities id="collateral_eur">
    <!--
   <Security name="SECURITY_1">Security/SECURITY_1</Security>
    -->
  </Securities>
  <Securities id="default">
    <!--
    <Security name="SECURITY_1">Security/SECURITY_1</Security>
    <Security name="SECURITY_2">Security/SECURITY_2</Security>
    <Security name="ISIN:XS0983610930">Security/ISIN:XS0983610930</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>
