<?xml version="1.0"?>
<CurveConfiguration>
  <YieldCurves>
    <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>
          <DiscountCurve/>
          <SpotRate>FX/RATE/EUR/USD</SpotRate>
        </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>
          <DiscountCurve>USD-SOFR</DiscountCurve>
          <SpotRate>FX/RATE/EUR/USD</SpotRate>
          <ProjectionCurveDomestic>EUR-ESTER</ProjectionCurveDomestic>
          <ProjectionCurveForeign>USD-SOFR</ProjectionCurveForeign>
        </CrossCurrency>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <YieldCurveDayCounter>A365</YieldCurveDayCounter>
      <Tolerance>0.0000000000010000</Tolerance>
      <Extrapolation>true</Extrapolation>
      <BootstrapConfig>
        <Accuracy>0.0000000000010000</Accuracy>
        <GlobalAccuracy>0.0000000000010000</GlobalAccuracy>
        <DontThrow>false</DontThrow>
        <MaxAttempts>5</MaxAttempts>
        <MaxFactor>2</MaxFactor>
        <MinFactor>2</MinFactor>
        <DontThrowSteps>10</DontThrowSteps>
      </BootstrapConfig>
    </YieldCurve>
    <YieldCurve>
      <CurveId>EUR-EONIA</CurveId>
      <CurveDescription>EONIA curve as spread over ESTER</CurveDescription>
      <Currency>EUR</Currency>
      <DiscountCurve/>
      <Segments>
        <ZeroSpread>
          <Type>Zero Spread</Type>
          <Quotes>
            <Quote>ZERO/YIELD_SPREAD/EUR/EONIA_ESTER_SPREAD/A365/1D</Quote>
            <Quote>ZERO/YIELD_SPREAD/EUR/EONIA_ESTER_SPREAD/A365/50Y</Quote>
          </Quotes>
          <Conventions>EUR-ZERO-TENOR-BASED</Conventions>
          <ReferenceCurve>EUR-ESTER</ReferenceCurve>
        </ZeroSpread>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <YieldCurveDayCounter>A365</YieldCurveDayCounter>
      <Tolerance>0.0000000000010000</Tolerance>
      <Extrapolation>true</Extrapolation>
      <BootstrapConfig>
        <Accuracy>0.0000000000010000</Accuracy>
        <GlobalAccuracy>0.0000000000010000</GlobalAccuracy>
        <DontThrow>false</DontThrow>
        <MaxAttempts>5</MaxAttempts>
        <MaxFactor>2</MaxFactor>
        <MinFactor>2</MinFactor>
        <DontThrowSteps>10</DontThrowSteps>
      </BootstrapConfig>
    </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>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <YieldCurveDayCounter>A365</YieldCurveDayCounter>
      <Tolerance>0.0000000000010000</Tolerance>
      <Extrapolation>true</Extrapolation>
      <BootstrapConfig>
        <Accuracy>0.0000000000010000</Accuracy>
        <GlobalAccuracy>0.0000000000010000</GlobalAccuracy>
        <DontThrow>false</DontThrow>
        <MaxAttempts>5</MaxAttempts>
        <MaxFactor>2</MaxFactor>
        <MinFactor>2</MinFactor>
        <DontThrowSteps>10</DontThrowSteps>
      </BootstrapConfig>
    </YieldCurve>
    <YieldCurve>
      <CurveId>EUR-EURIBOR-3M</CurveId>
      <CurveDescription>EUR EURIBOR 3M Index Curve</CurveDescription>
      <Currency>EUR</Currency>
      <DiscountCurve>EUR-EONIA</DiscountCurve>
      <Segments>
        <Simple>
          <Type>Deposit</Type>
          <Quotes>
            <Quote>MM/RATE/EUR/2D/3M</Quote>
          </Quotes>
          <Conventions>EUR-DEPOSIT</Conventions>
        </Simple>
        <Simple>
          <Type>FRA</Type>
          <Quotes>
            <Quote>FRA/RATE/EUR/1M/3M</Quote>
            <Quote>FRA/RATE/EUR/2M/3M</Quote>
            <Quote>FRA/RATE/EUR/3M/3M</Quote>
            <Quote>FRA/RATE/EUR/4M/3M</Quote>
            <Quote>FRA/RATE/EUR/5M/3M</Quote>
            <Quote>FRA/RATE/EUR/6M/3M</Quote>
            <Quote>FRA/RATE/EUR/7M/3M</Quote>
            <Quote>FRA/RATE/EUR/8M/3M</Quote>
            <Quote>FRA/RATE/EUR/9M/3M</Quote>
            <Quote>FRA/RATE/EUR/12M/3M</Quote>
            <Quote optional="true">FRA/RATE/EUR/15M/3M</Quote>
            <Quote optional="true">FRA/RATE/EUR/18M/3M</Quote>
          </Quotes>
          <Conventions>EUR-3M-FRA</Conventions>
          <ProjectionCurve>EUR-EURIBOR-3M</ProjectionCurve>
        </Simple>
        <TenorBasis>
          <Type>Tenor Basis Two Swaps</Type>
          <Quotes>
            <Quote>BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/2Y</Quote>
            <Quote>BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/3Y</Quote>
            <Quote>BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/4Y</Quote>
            <Quote>BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/5Y</Quote>
            <Quote>BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/6Y</Quote>
            <Quote>BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/7Y</Quote>
            <Quote>BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/8Y</Quote>
            <Quote>BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/9Y</Quote>
            <Quote>BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/10Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/12Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/15Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/20Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/25Y</Quote>
            <Quote optional="true">BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/30Y</Quote>
          </Quotes>
          <Conventions>EURIBOR-3M-6M-BASIS</Conventions>
          <ProjectionCurvePay>EUR-EURIBOR-6M</ProjectionCurvePay>
          <ProjectionCurveReceive>EUR-EURIBOR-3M</ProjectionCurveReceive>
        </TenorBasis>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <YieldCurveDayCounter>A365</YieldCurveDayCounter>
      <Tolerance>0.0000000000010000</Tolerance>
      <Extrapolation>true</Extrapolation>
      <BootstrapConfig>
        <Accuracy>0.0000000000010000</Accuracy>
        <GlobalAccuracy>0.0000000000010000</GlobalAccuracy>
        <DontThrow>false</DontThrow>
        <MaxAttempts>5</MaxAttempts>
        <MaxFactor>2</MaxFactor>
        <MinFactor>2</MinFactor>
        <DontThrowSteps>10</DontThrowSteps>
      </BootstrapConfig>
    </YieldCurve>
    <YieldCurve>
      <CurveId>EUR-EURIBOR-6M</CurveId>
      <CurveDescription>EUR EURIBOR 6M Index Curve</CurveDescription>
      <Currency>EUR</Currency>
      <DiscountCurve>EUR-EONIA</DiscountCurve>
      <Segments>
        <Simple>
          <Type>Deposit</Type>
          <Quotes>
            <Quote>MM/RATE/EUR/2D/6M</Quote>
          </Quotes>
          <Conventions>EUR-DEPOSIT</Conventions>
        </Simple>
        <Simple>
          <Type>FRA</Type>
          <Quotes>
            <Quote>FRA/RATE/EUR/1M/6M</Quote>
            <Quote>FRA/RATE/EUR/2M/6M</Quote>
            <Quote>FRA/RATE/EUR/3M/6M</Quote>
            <Quote>FRA/RATE/EUR/4M/6M</Quote>
            <Quote>FRA/RATE/EUR/5M/6M</Quote>
            <Quote>FRA/RATE/EUR/6M/6M</Quote>
            <Quote>FRA/RATE/EUR/9M/6M</Quote>
            <Quote>FRA/RATE/EUR/12M/6M</Quote>
          </Quotes>
          <Conventions>EUR-6M-FRA</Conventions>
          <ProjectionCurve>EUR-EURIBOR-6M</ProjectionCurve>
        </Simple>
        <Simple>
          <Type>Swap</Type>
          <Quotes>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/2Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/3Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/4Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/5Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/6Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/7Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/8Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/9Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/10Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/12Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/15Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/20Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/25Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/30Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/40Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/50Y</Quote>
          </Quotes>
          <Conventions>EUR-EURIBOR-6M-SWAP</Conventions>
          <ProjectionCurve>EUR-EURIBOR-6M</ProjectionCurve>
        </Simple>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <YieldCurveDayCounter>A365</YieldCurveDayCounter>
      <Tolerance>0.0000000000010000</Tolerance>
      <Extrapolation>true</Extrapolation>
      <BootstrapConfig>
        <Accuracy>0.0000000000010000</Accuracy>
        <GlobalAccuracy>0.0000000000010000</GlobalAccuracy>
        <DontThrow>false</DontThrow>
        <MaxAttempts>5</MaxAttempts>
        <MaxFactor>2</MaxFactor>
        <MinFactor>2</MinFactor>
        <DontThrowSteps>10</DontThrowSteps>
      </BootstrapConfig>
    </YieldCurve>
    <YieldCurve>
      <CurveId>USD-FedFunds</CurveId>
      <CurveDescription>USD discount curve bootstrapped from FED FUNDS swap rates</CurveDescription>
      <Currency>USD</Currency>
      <DiscountCurve>USD-FedFunds</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>
        <AverageOIS>
          <Type>Average OIS</Type>
          <Quotes>
            <CompositeQuote>
              <SpreadQuote>BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/2Y</SpreadQuote>
              <RateQuote>IR_SWAP/RATE/USD/2D/3M/2Y</RateQuote>
            </CompositeQuote>
            <CompositeQuote>
              <SpreadQuote>BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/3Y</SpreadQuote>
              <RateQuote>IR_SWAP/RATE/USD/2D/3M/3Y</RateQuote>
            </CompositeQuote>
            <CompositeQuote>
              <SpreadQuote>BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/4Y</SpreadQuote>
              <RateQuote>IR_SWAP/RATE/USD/2D/3M/4Y</RateQuote>
            </CompositeQuote>
            <CompositeQuote>
              <SpreadQuote>BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/5Y</SpreadQuote>
              <RateQuote>IR_SWAP/RATE/USD/2D/3M/5Y</RateQuote>
            </CompositeQuote>
            <CompositeQuote>
              <SpreadQuote>BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/7Y</SpreadQuote>
              <RateQuote>IR_SWAP/RATE/USD/2D/3M/7Y</RateQuote>
            </CompositeQuote>
            <CompositeQuote>
              <SpreadQuote>BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/10Y</SpreadQuote>
              <RateQuote>IR_SWAP/RATE/USD/2D/3M/10Y</RateQuote>
            </CompositeQuote>
            <CompositeQuote>
              <SpreadQuote>BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/15Y</SpreadQuote>
              <RateQuote>IR_SWAP/RATE/USD/2D/3M/15Y</RateQuote>
            </CompositeQuote>
            <CompositeQuote>
              <SpreadQuote>BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/20Y</SpreadQuote>
              <RateQuote>IR_SWAP/RATE/USD/2D/3M/20Y</RateQuote>
            </CompositeQuote>
            <CompositeQuote>
              <SpreadQuote>BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/30Y</SpreadQuote>
              <RateQuote>IR_SWAP/RATE/USD/2D/3M/30Y</RateQuote>
            </CompositeQuote>
          </Quotes>
          <Conventions>USD-AVERAGE-OIS</Conventions>
        </AverageOIS>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <YieldCurveDayCounter>A365F</YieldCurveDayCounter>
      <Tolerance>0.0000000000010000</Tolerance>
      <Extrapolation>true</Extrapolation>
      <BootstrapConfig>
        <Accuracy>0.0000000000010000</Accuracy>
        <GlobalAccuracy>0.0000000000010000</GlobalAccuracy>
        <DontThrow>false</DontThrow>
        <MaxAttempts>5</MaxAttempts>
        <MaxFactor>2</MaxFactor>
        <MinFactor>2</MinFactor>
        <DontThrowSteps>10</DontThrowSteps>
      </BootstrapConfig>
    </YieldCurve>
    <YieldCurve>
      <CurveId>USD-LIBOR-3M</CurveId>
      <CurveDescription>USD LIBOR 3M Index Curve</CurveDescription>
      <Currency>USD</Currency>
      <DiscountCurve>USD-FedFunds</DiscountCurve>
      <Segments>
        <Simple>
          <Type>Deposit</Type>
          <Quotes>
            <Quote>MM/RATE/USD/2D/3M</Quote>
          </Quotes>
          <Conventions>USD-DEPOSIT</Conventions>
        </Simple>
        <Simple>
          <Type>Future</Type>
          <Quotes>
            <Quote optional="true">MM_FUTURE/PRICE/USD/2023-02/XCME:ED/3M</Quote>
            <Quote optional="true">MM_FUTURE/PRICE/USD/2023-03/XCME:ED/3M</Quote>
            <Quote optional="true">MM_FUTURE/PRICE/USD/2023-04/XCME:ED/3M</Quote>
            <Quote optional="true">MM_FUTURE/PRICE/USD/2023-05/XCME:ED/3M</Quote>
            <Quote optional="true">MM_FUTURE/PRICE/USD/2023-06/XCME:ED/3M</Quote>
            <Quote optional="true">MM_FUTURE/PRICE/USD/2023-09/XCME:ED/3M</Quote>
            <Quote optional="true">MM_FUTURE/PRICE/USD/2023-12/XCME:ED/3M</Quote>
            <Quote optional="true">MM_FUTURE/PRICE/USD/2024-03/XCME:ED/3M</Quote>
            <Quote optional="true">MM_FUTURE/PRICE/USD/2024-06/XCME:ED/3M</Quote>
          </Quotes>
          <Conventions>USD-LIBOR-3M-FUTURES</Conventions>
        </Simple>
        <Simple>
          <Type>Swap</Type>
          <Quotes>
            <Quote>IR_SWAP/RATE/USD/2D/3M/2Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/3Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/4Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/5Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/6Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/7Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/8Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/9Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/10Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/12Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/15Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/20Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/25Y</Quote>
            <Quote>IR_SWAP/RATE/USD/2D/3M/30Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/2D/3M/40Y</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/2D/3M/50Y</Quote>
          </Quotes>
          <Conventions>USD-LIBOR-3M-SWAP</Conventions>
          <ProjectionCurve>USD-LIBOR-3M</ProjectionCurve>
        </Simple>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <YieldCurveDayCounter>A365</YieldCurveDayCounter>
      <Tolerance>0.0000000000010000</Tolerance>
      <Extrapolation>true</Extrapolation>
      <BootstrapConfig>
        <Accuracy>0.0000000000010000</Accuracy>
        <GlobalAccuracy>0.0000000000010000</GlobalAccuracy>
        <DontThrow>false</DontThrow>
        <MaxAttempts>5</MaxAttempts>
        <MaxFactor>2</MaxFactor>
        <MinFactor>2</MinFactor>
        <DontThrowSteps>10</DontThrowSteps>
      </BootstrapConfig>
    </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>OIS</Type>
          <Quotes>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/2W</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/3W</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/1M</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/2M</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/3M</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/4M</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/5M</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/6M</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/7M</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/8M</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/9M</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/10M</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/11M</Quote>
            <Quote optional="true">IR_SWAP/RATE/USD/SOFR/0D/1D/1Y</Quote>
            <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>
          </Quotes>
          <Conventions>USD-SOFR-OIS</Conventions>
        </Simple>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <YieldCurveDayCounter>A365</YieldCurveDayCounter>
      <Tolerance>0.0000000000010000</Tolerance>
      <Extrapolation>true</Extrapolation>
      <BootstrapConfig>
        <Accuracy>0.0000000000010000</Accuracy>
        <GlobalAccuracy>0.0000000000010000</GlobalAccuracy>
        <DontThrow>false</DontThrow>
        <MaxAttempts>5</MaxAttempts>
        <MaxFactor>2</MaxFactor>
        <MinFactor>2</MinFactor>
        <DontThrowSteps>10</DontThrowSteps>
      </BootstrapConfig>
    </YieldCurve>
  </YieldCurves>
  <FXVolatilities>
    <FXVolatility>
      <CurveId>EURUSD</CurveId>
      <CurveDescription>Euro United States Dollar volatility surface</CurveDescription>
      <Dimension>Smile</Dimension>
      <SmileType>BFRR</SmileType>
      <SmileInterpolation>Cubic</SmileInterpolation>
      <SmileDelta>25</SmileDelta>
      <Conventions>EUR-USD-FXOPTION</Conventions>
      <Expiries>*</Expiries>
      <FXSpotID>FX/EUR/USD</FXSpotID>
      <FXForeignCurveID>Yield/EUR/EUR-IN-USD</FXForeignCurveID>
      <FXDomesticCurveID>Yield/USD/USD-FedFunds</FXDomesticCurveID>
      <Calendar>JoinHolidays(TARGET, US settlement)</Calendar>
      <DayCounter>Actual/365 (Fixed)</DayCounter>
      <Report/>
    </FXVolatility>
  </FXVolatilities>
  <SwaptionVolatilities>
    <!--
    <SwaptionVolatility>
      <CurveId>EUR</CurveId>
      <CurveDescription>EUR normal swaption volatilities</CurveDescription>
      <Dimension>Smile</Dimension>
      <VolatilityType>Normal</VolatilityType>
      <Extrapolation>Flat</Extrapolation>
      <DayCounter>Actual/365 (Fixed)</DayCounter>
      <Calendar>TARGET</Calendar>
      <BusinessDayConvention>Following</BusinessDayConvention>
      <OptionTenors>1M, 3M, 6M, 9M, 1Y, 2Y, 3Y, 4Y, 5Y, 7Y, 10Y, 15Y, 20Y, 25Y, 30Y</OptionTenors>
      <SwapTenors>1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 15Y, 20Y, 25Y, 30Y</SwapTenors>
      <ShortSwapIndexBase>EUR-CMS-1Y</ShortSwapIndexBase>
      <SwapIndexBase>EUR-CMS-30Y</SwapIndexBase>
      <SmileOptionTenors>3M, 6M, 1Y, 2Y, 3Y, 4Y, 5Y, 7Y, 10Y, 15Y, 20Y, 25Y, 30Y</SmileOptionTenors>
      <SmileSwapTenors>1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 15Y, 20Y, 25Y, 30Y</SmileSwapTenors>
      <SmileSpreads>-0.02, -0.015, -0.01, -0.005, -0.0025, 0.0025, 0.005, 0.01, 0.015, 0.02</SmileSpreads>
      <Report/>
    </SwaptionVolatility>
    -->
    <SwaptionVolatility>
      <CurveId>EUR</CurveId>
      <CurveDescription>EUR normal swaption volatilities</CurveDescription>
      <Dimension>ATM</Dimension>
      <VolatilityType>Normal</VolatilityType>
      <Extrapolation>Flat</Extrapolation>
      <DayCounter>Actual/365 (Fixed)</DayCounter>
      <Calendar>TARGET</Calendar>
      <BusinessDayConvention>Following</BusinessDayConvention>
      <OptionTenors>1Y, 10Y</OptionTenors>
      <SwapTenors>1Y, 10Y</SwapTenors>
      <ShortSwapIndexBase>EUR-CMS-1Y</ShortSwapIndexBase>
      <SwapIndexBase>EUR-CMS-30Y</SwapIndexBase>
      <Report/>
    </SwaptionVolatility>
    <!--
    <SwaptionVolatility>
      <CurveId>USD</CurveId>
      <CurveDescription>USD normal swaption volatilities</CurveDescription>
      <Dimension>Smile</Dimension>
      <VolatilityType>Normal</VolatilityType>
      <Extrapolation>Flat</Extrapolation>
      <DayCounter>Actual/365 (Fixed)</DayCounter>
      <Calendar>JoinHolidays(US settlement, UK settlement)</Calendar>
      <BusinessDayConvention>Following</BusinessDayConvention>
      <OptionTenors>1M, 3M, 6M, 1Y, 2Y, 3Y, 4Y, 5Y, 7Y, 10Y, 15Y, 20Y, 25Y, 30Y</OptionTenors>
      <SwapTenors>1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 15Y, 20Y, 25Y, 30Y</SwapTenors>
      <ShortSwapIndexBase>USD-CMS-1Y</ShortSwapIndexBase>
      <SwapIndexBase>USD-CMS-30Y</SwapIndexBase>
      <SmileOptionTenors>1M, 3M, 6M, 1Y, 2Y, 3Y, 4Y, 5Y, 7Y, 10Y, 15Y, 20Y, 25Y, 30Y</SmileOptionTenors>
      <SmileSwapTenors>1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 15Y, 20Y, 25Y, 30Y</SmileSwapTenors>
      <SmileSpreads>-0.02, -0.015, -0.01, -0.005, -0.0025, 0.0025, 0.005, 0.01, 0.015, 0.02</SmileSpreads>
      <Report/>
    </SwaptionVolatility>
    -->
    <SwaptionVolatility>
      <CurveId>USD</CurveId>
      <CurveDescription>USD normal swaption volatilities</CurveDescription>
      <Dimension>ATM</Dimension>
      <VolatilityType>Normal</VolatilityType>
      <Extrapolation>Flat</Extrapolation>
      <DayCounter>Actual/365 (Fixed)</DayCounter>
      <Calendar>JoinHolidays(US settlement, UK settlement)</Calendar>
      <BusinessDayConvention>Following</BusinessDayConvention>
      <OptionTenors>1Y, 10Y</OptionTenors>
      <SwapTenors>1Y, 10Y</SwapTenors>
      <ShortSwapIndexBase>USD-CMS-1Y</ShortSwapIndexBase>
      <SwapIndexBase>USD-CMS-30Y</SwapIndexBase>
      <Report/>
    </SwaptionVolatility>
  </SwaptionVolatilities>
  <DefaultCurves>
    <DefaultCurve>
      <CurveId>CPTY_A_SR_USD</CurveId>
      <CurveDescription>CPTY_A SR HR USD</CurveDescription>
      <Currency>USD</Currency>
      <Configurations>
        <Configuration priority="0">
          <Type>HazardRate</Type>
          <DiscountCurve/>
          <DayCounter>Actual/365 (Fixed)</DayCounter>
          <RecoveryRate>RECOVERY_RATE/RATE/CPTY_A/SR/USD</RecoveryRate>
          <Quotes>
            <Quote>HAZARD_RATE/RATE/CPTY_A/SR/USD/0Y</Quote>
            <Quote>HAZARD_RATE/RATE/CPTY_A/SR/USD/1Y</Quote>
            <Quote>HAZARD_RATE/RATE/CPTY_A/SR/USD/2Y</Quote>
            <Quote>HAZARD_RATE/RATE/CPTY_A/SR/USD/3Y</Quote>
            <Quote>HAZARD_RATE/RATE/CPTY_A/SR/USD/4Y</Quote>
            <Quote>HAZARD_RATE/RATE/CPTY_A/SR/USD/5Y</Quote>
            <Quote>HAZARD_RATE/RATE/CPTY_A/SR/USD/7Y</Quote>
            <Quote>HAZARD_RATE/RATE/CPTY_A/SR/USD/10Y</Quote>
            <Quote>HAZARD_RATE/RATE/CPTY_A/SR/USD/15Y</Quote>
            <Quote>HAZARD_RATE/RATE/CPTY_A/SR/USD/20Y</Quote>
            <Quote>HAZARD_RATE/RATE/CPTY_A/SR/USD/30Y</Quote>
          </Quotes>
          <Conventions>CDS-STANDARD-CONVENTIONS</Conventions>
          <Extrapolation>true</Extrapolation>
          <BootstrapConfig>
            <Accuracy>0.0000000000010000</Accuracy>
            <GlobalAccuracy>0.0000000000010000</GlobalAccuracy>
            <DontThrow>false</DontThrow>
            <MaxAttempts>5</MaxAttempts>
            <MaxFactor>2</MaxFactor>
            <MinFactor>2</MinFactor>
            <DontThrowSteps>10</DontThrowSteps>
          </BootstrapConfig>
          <AllowNegativeRates>false</AllowNegativeRates>
        </Configuration>
      </Configurations>
    </DefaultCurve>
    <DefaultCurve>
      <CurveId>BANK_SR_USD</CurveId>
      <CurveDescription>BANK SR CDS USD</CurveDescription>
      <Currency>USD</Currency>
      <Configurations>
        <Configuration priority="0">
          <Type>SpreadCDS</Type>
          <DiscountCurve>Yield/USD/USD-SOFR</DiscountCurve>
          <DayCounter>Actual/365 (Fixed)</DayCounter>
          <RecoveryRate>RECOVERY_RATE/RATE/BANK/SR/USD</RecoveryRate>
          <Quotes>
            <Quote>CDS/CREDIT_SPREAD/BANK/SR/USD/1Y</Quote>
            <Quote>CDS/CREDIT_SPREAD/BANK/SR/USD/2Y</Quote>
            <Quote>CDS/CREDIT_SPREAD/BANK/SR/USD/3Y</Quote>
            <Quote>CDS/CREDIT_SPREAD/BANK/SR/USD/4Y</Quote>
            <Quote>CDS/CREDIT_SPREAD/BANK/SR/USD/5Y</Quote>
            <Quote>CDS/CREDIT_SPREAD/BANK/SR/USD/7Y</Quote>
            <Quote>CDS/CREDIT_SPREAD/BANK/SR/USD/10Y</Quote>
          </Quotes>
          <Conventions>CDS-STANDARD-CONVENTIONS</Conventions>
          <Extrapolation>true</Extrapolation>
          <BootstrapConfig>
            <Accuracy>0.0000000000010000</Accuracy>
            <GlobalAccuracy>0.0000000000010000</GlobalAccuracy>
            <DontThrow>false</DontThrow>
            <MaxAttempts>5</MaxAttempts>
            <MaxFactor>2</MaxFactor>
            <MinFactor>2</MinFactor>
            <DontThrowSteps>10</DontThrowSteps>
          </BootstrapConfig>
          <AllowNegativeRates>false</AllowNegativeRates>
        </Configuration>
      </Configurations>
    </DefaultCurve>
  </DefaultCurves>
</CurveConfiguration>
