<?xml version="1.0"?>
<TodaysMarket>
  <Configuration id="default">
    <DiscountingCurvesId>inccy_swap</DiscountingCurvesId>
    <YieldCurvesId>inccy_swap</YieldCurvesId>
  </Configuration>
  <Configuration id="libor">
    <DiscountingCurvesId>inccy_swap</DiscountingCurvesId>
    <YieldCurvesId>inccy_swap</YieldCurvesId>
    <IndexForwardingCurvesId>default</IndexForwardingCurvesId>
  </Configuration>

  <DiscountingCurves id="inccy_swap">
    <DiscountingCurve currency="EUR">Yield/EUR/EUR6M</DiscountingCurve>
  </DiscountingCurves>

  <IndexForwardingCurves id="default">
    <Index name="EUR-EURIBOR-3M">Yield/EUR/EUR3M</Index>
    <Index name="EUR-EURIBOR-6M">Yield/EUR/EUR6M</Index>
    <Index name="EUR-EONIA">Yield/EUR/EUR1D</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>
  </SwapIndexCurves>

  <ZeroInflationIndexCurves id="default">
  </ZeroInflationIndexCurves>

  <YYInflationIndexCurves id="default">
  </YYInflationIndexCurves>

  <FxSpots id="default">
  </FxSpots>

  <!--
  <FxVolatilities id="default">
    <FxVolatility pair="EURUSD">FXVolatility/EUR/USD/EURUSD</FxVolatility>
    <FxVolatility pair="EURGBP">FXVolatility/EUR/GBP/EURGBP</FxVolatility>
  </FxVolatilities>
  -->

  <SwaptionVolatilities id="default">
    <SwaptionVolatility currency="EUR">SwaptionVolatility/EUR/EUR_SW_N</SwaptionVolatility>
  </SwaptionVolatilities>

  <CapFloorVolatilities id="default">
    <CapFloorVolatility currency="EUR">CapFloorVolatility/EUR/EUR_CF_N</CapFloorVolatility>
  </CapFloorVolatilities>

  <CDSVolatilities id="default">
    <CDSVolatility name="CPTY_A">CDSVolatility/CPTY_A</CDSVolatility>
  </CDSVolatilities>

  <DefaultCurves id="default">
    <DefaultCurve name="CPTY_A">Default/USD/CPTY_A_SR_EUR</DefaultCurve>
  </DefaultCurves>

  <YYInflationCapFloorVolatilities id="default">
  </YYInflationCapFloorVolatilities>

  <ZeroInflationCapFloorVolatilities id="default">
  </ZeroInflationCapFloorVolatilities>

  <EquityCurves id="default">
  </EquityCurves>

  <EquityVolatilities id="default">
  </EquityVolatilities>

  <Securities id="default">
  </Securities>

  <BaseCorrelations id="default">
  </BaseCorrelations>

  <CommodityCurves id="default">
  </CommodityCurves>

  <CommodityVolatilities id="default">
  </CommodityVolatilities>

</TodaysMarket>
