<?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="BANK_EUR_LEND">Yield/EUR/BANK_EUR_LEND</YieldCurve>
    <YieldCurve name="BANK_EUR_BORROW">Yield/EUR/BANK_EUR_BORROW</YieldCurve>
  </YieldCurves>
  <!-- yield curve definition (in ccy ois discounting) -->
  <YieldCurves id="ois">
    <YieldCurve name="BANK_EUR_LEND">Yield/EUR/BANK_EUR_LEND</YieldCurve>
    <YieldCurve name="BANK_EUR_BORROW">Yield/EUR/BANK_EUR_BORROW</YieldCurve>
  </YieldCurves>
  <!-- yield curve definition (xois discounting w.r.t. EUR collateral) -->
  <YieldCurves id="xois_eur">
    <YieldCurve name="BANK_EUR_LEND">Yield/EUR/BANK_EUR_LEND</YieldCurve>
    <YieldCurve name="BANK_EUR_BORROW">Yield/EUR/BANK_EUR_BORROW</YieldCurve>
  </YieldCurves>
  <!-- yield curve definition (xois discounting w.r.t. EUR collateral) -->
  <YieldCurves id="inccy_swap">
    <YieldCurve name="BANK_EUR_LEND">Yield/EUR/BANK_EUR_LEND</YieldCurve>
    <YieldCurve name="BANK_EUR_BORROW">Yield/EUR/BANK_EUR_BORROW</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-3M">Yield/EUR/EUR3M</Index>
    <Index name="EUR-EURIBOR-6M">Yield/EUR/EUR6M</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="GBP-SONIA">Yield/GBP/GBP1D</Index>
    <Index name="GBP-LIBOR-3M">Yield/GBP/GBP3M</Index>
    <Index name="GBP-LIBOR-6M">Yield/GBP/GBP6M</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">
  </ZeroInflationIndexCurves>
  <YYInflationIndexCurves id="default">
  </YYInflationIndexCurves>
  <!-- fx spot definition -->
  <FxSpots id="default">
    <FxSpot pair="EURUSD">FX/EUR/USD</FxSpot>
    <FxSpot pair="EURGBP">FX/EUR/GBP</FxSpot>
  </FxSpots>
  <!-- fx volatility definition -->
  <FxVolatilities id="default">
    <FxVolatility pair="EURUSD">FXVolatility/EUR/USD/EURUSD</FxVolatility>
    <FxVolatility pair="EURGBP">FXVolatility/EUR/GBP/EURGBP</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">
  </CapFloorVolatilities>
  <!-- default curves definition -->
  <DefaultCurves id="default">
    <DefaultCurve name="CPTY_A">Default/USD/CPTY_A_SR_USD</DefaultCurve>
    <DefaultCurve name="BANK">Default/USD/BANK_SR_USD</DefaultCurve>
  </DefaultCurves>
  <!-- inflation volatility curves definition -->
  <YYInflationCapFloorVolatilities id="default">
  </YYInflationCapFloorVolatilities>
  <ZeroInflationCapFloorVolatilities id="default">
  </ZeroInflationCapFloorVolatilities>
  <EquityCurves id="default">
  </EquityCurves>
  <EquityVolatilities id="default">
  </EquityVolatilities>
  <Securities id="collateral_eur">
  </Securities>
  <Securities id="default">
  </Securities>
  <CommodityCurves id="default">
  </CommodityCurves>
  <CommodityVolatilities id="default">
  </CommodityVolatilities>
</TodaysMarket>
