EURGBP ATM 1Y FX/EUR/GBP EUR_SWPTN EUR lognormal swaption volatilities ATM Lognormal Flat Actual/365 (Fixed) TARGET Following 1Y 1Y EUR-CMS-1Y EUR-CMS-30Y GBP_SWPTN GBP normal swaption volatilities ATM Normal Flat Actual/365 (Fixed) UK Following 1Y 1Y GBP-CMS-1Y GBP-CMS-30Y BANK_SR_EUR BANK SR CDS EUR EUR SpreadCDS Yield/EUR/EUR6M A365 RECOVERY_RATE/RATE/BANK/SR/EUR CDS/CREDIT_SPREAD/BANK/SR/EUR/1Y CDS-STANDARD-CONVENTIONS CPTY_A_SR_EUR CPTY_A SR HR EUR EUR HazardRate A365 RECOVERY_RATE/RATE/CPTY_A/SR/EUR HAZARD_RATE/RATE/CPTY_A/SR/EUR/1Y CDS-STANDARD-CONVENTIONS EUR1D EUR discount curve bootstrapped from EONIA swap rates EUR Zero ZERO/RATE/EUR/EUR1D/A360/1Y EUR-ZERO-CONVENTIONS-TENOR-BASED Discount LogLinear A360 0.000000000001 EUR6M EUR Zero ZERO/RATE/EUR/EUR6M/A360/1Y EUR-ZERO-CONVENTIONS-TENOR-BASED Discount LogLinear A360 GBP1D GBP Zero ZERO/RATE/GBP/GBP1D/A365F/1Y GBP-ZERO-CONVENTIONS-TENOR-BASED GBP6M GBP Zero ZERO/RATE/GBP/GBP6M/A365F/1Y GBP-ZERO-CONVENTIONS-TENOR-BASED USD1D USD discount curve bootstrapped from FED FUNDS swap rates USD USD1D Deposit MM/RATE/USD/0D/1D USD-FED-FUNDS-CONVENTIONS OIS IR_SWAP/RATE/USD/2D/1D/1M IR_SWAP/RATE/USD/2D/1D/3M IR_SWAP/RATE/USD/2D/1D/6M IR_SWAP/RATE/USD/2D/1D/9M IR_SWAP/RATE/USD/2D/1D/1Y IR_SWAP/RATE/USD/2D/1D/1Y3M IR_SWAP/RATE/USD/2D/1D/1Y6M IR_SWAP/RATE/USD/2D/1D/1Y9M IR_SWAP/RATE/USD/2D/1D/2Y IR_SWAP/RATE/USD/2D/1D/3Y IR_SWAP/RATE/USD/2D/1D/4Y IR_SWAP/RATE/USD/2D/1D/5Y IR_SWAP/RATE/USD/2D/1D/7Y IR_SWAP/RATE/USD/2D/1D/10Y IR_SWAP/RATE/USD/2D/1D/12Y IR_SWAP/RATE/USD/2D/1D/15Y IR_SWAP/RATE/USD/2D/1D/20Y IR_SWAP/RATE/USD/2D/1D/25Y IR_SWAP/RATE/USD/2D/1D/30Y USD-OIS-CONVENTIONS Discount LogLinear A365 0.000000000001