<?xml version="1.0"?>
<PricingEngines>
  <Product type="ScriptedTrade">
    <Model>Generic</Model>
    <ModelParameters>
      <Parameter name="Model">GaussianCam</Parameter>
      <Parameter name="BaseCcy">USD</Parameter>
      <Parameter name="EnforceBaseCcy">false</Parameter>
      <Parameter name="GridCoarsening">3M(1W),1Y(1M),5Y(3M),10Y(1Y),50Y(5Y)</Parameter>
      <Parameter name="IrReversion_EUR">0.01</Parameter>
      <Parameter name="IrReversion_GBP">0.01</Parameter>
      <Parameter name="FullDynamicFx">true</Parameter>
      <Parameter name="FullDynamicIr">true</Parameter>
      <!-- DK or JY -->
      <Parameter name="InfModelType">JY</Parameter>
    </ModelParameters>
    <Engine>Generic</Engine>
    <EngineParameters>
      <Parameter name="Engine">MC</Parameter>
      <Parameter name="Samples">10000</Parameter>
      <Parameter name="RegressionOrder">4</Parameter>
      <Parameter name="TimeStepsPerYear">24</Parameter>
      <Parameter name="Interactive">false</Parameter>
      <Parameter name="BootstrapTolerance">1.0</Parameter>
      <Parameter name="ZeroVolatility">false</Parameter>
      <Parameter name="Interactive">false</Parameter>
    </EngineParameters>
  </Product>
  <GlobalParameters>
    <Parameter name="ContinueOnCalibrationError">true</Parameter>
  </GlobalParameters>
</PricingEngines>
