<CurveConfiguration>
  <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-SOFR</FXDomesticCurveID>
      <Calendar>JoinHolidays(TARGET, US settlement)</Calendar>
      <DayCounter>Actual/365 (Fixed)</DayCounter>
      <Report/>
    </FXVolatility>
  </FXVolatilities>
  <YieldCurves>
    <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>
	  <PillarChoice>LastRelevantPillarDate</PillarChoice>
	  <Priority>0</Priority>
	  <MinDistance>1</MinDistance>
	</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>
	  <PillarChoice>LastRelevantPillarDate</PillarChoice>
	  <Priority>0</Priority>
	  <MinDistance>1</MinDistance>
	</Simple>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <MixedInterpolationCutoff>1</MixedInterpolationCutoff>
      <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>
    <!-- Just a copy of ESTER for this example -->
    <YieldCurve>
      <CurveId>EUR-EONIA</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>
    </YieldCurve>
    <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>
	  </Quotes>
	  <Conventions>EUR-USD-FX</Conventions>
	  <PillarChoice>LastRelevantPillarDate</PillarChoice>
	  <Priority>0</Priority>
	  <MinDistance>1</MinDistance>
	  <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/3M</Quote>
	    <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/6M</Quote>
	    <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/9M</Quote>
	    <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/1Y</Quote>
	    <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/15M</Quote>
	    <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/18M</Quote>
	    <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>
	  </Quotes>
	  <Conventions>EUR-USD-ON-XCCY-BASIS</Conventions>
	  <PillarChoice>LastRelevantPillarDate</PillarChoice>
	  <Priority>0</Priority>
	  <MinDistance>1</MinDistance>
	  <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>
      <MixedInterpolationCutoff>1</MixedInterpolationCutoff>
      <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-IN-EUR</CurveId>
      <CurveDescription>USD collateralised in EUR discount curve</CurveDescription>
      <Currency>USD</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>
          </Quotes>
          <Conventions>EUR-USD-FX</Conventions>
          <SpotRate>FX/RATE/EUR/USD</SpotRate>
          <DiscountCurve/>
        </CrossCurrency>
        <CrossCurrency>
          <Type>Cross Currency Basis Swap</Type>
          <Quotes>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/3M</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/6M</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/9M</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/1Y</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/15M</Quote>
            <Quote>CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/18M</Quote>
            <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>
          </Quotes>
          <Conventions>EUR-USD-ON-XCCY-BASIS</Conventions>
          <SpotRate>FX/RATE/EUR/USD</SpotRate>
          <ProjectionCurveDomestic>USD-SOFR</ProjectionCurveDomestic>
          <ProjectionCurveForeign>EUR-ESTER</ProjectionCurveForeign>
          <DiscountCurve>EUR-ESTER</DiscountCurve>
        </CrossCurrency>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <YieldCurveDayCounter>A365</YieldCurveDayCounter>
      <Tolerance>0.000000000001</Tolerance>
    </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>
	  <PillarChoice>LastRelevantPillarDate</PillarChoice>
	  <Priority>0</Priority>
	  <MinDistance>1</MinDistance>
	  <ProjectionCurve>USD-SOFR</ProjectionCurve>
	</Simple>
	<Simple>
	  <Type>Future</Type>
	  <Quotes>
	    <Quote>OI_FUTURE/PRICE/USD/2023-08/XCME:SRA/3M</Quote>
	    <Quote>OI_FUTURE/PRICE/USD/2023-09/XCME:SRA/3M</Quote>
	    <Quote>OI_FUTURE/PRICE/USD/2023-10/XCME:SRA/3M</Quote>
	    <Quote>OI_FUTURE/PRICE/USD/2023-11/XCME:SRA/3M</Quote>
	    <Quote>OI_FUTURE/PRICE/USD/2023-12/XCME:SRA/3M</Quote>
	    <Quote>OI_FUTURE/PRICE/USD/2024-01/XCME:SRA/3M</Quote>
	    <Quote>OI_FUTURE/PRICE/USD/2024-02/XCME:SRA/3M</Quote>
	    <Quote>OI_FUTURE/PRICE/USD/2024-03/XCME:SRA/3M</Quote>
	    <Quote>OI_FUTURE/PRICE/USD/2024-04/XCME:SRA/3M</Quote>
	    <Quote>OI_FUTURE/PRICE/USD/2024-06/XCME:SRA/3M</Quote>
	    <Quote>OI_FUTURE/PRICE/USD/2024-09/XCME:SRA/3M</Quote>
	    <Quote>OI_FUTURE/PRICE/USD/2024-12/XCME:SRA/3M</Quote>
	    <Quote>OI_FUTURE/PRICE/USD/2025-03/XCME:SRA/3M</Quote>
	  </Quotes>
	  <Conventions>USD-SOFR-3M-FUTURES</Conventions>
	  <PillarChoice>LastRelevantPillarDate</PillarChoice>
	  <Priority>0</Priority>
	  <MinDistance>1</MinDistance>
	</Simple>
	<Simple>
	  <Type>OIS</Type>
	  <Quotes>
	    <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/2Y</Quote>
	    <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/3Y</Quote>
	    <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/4Y</Quote>
	    <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/5Y</Quote>
	    <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/6Y</Quote>
	    <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/7Y</Quote>
	    <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/8Y</Quote>
	    <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/9Y</Quote>
	    <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/10Y</Quote>
	    <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/12Y</Quote>
	    <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/15Y</Quote>
	    <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/20Y</Quote>
	    <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/25Y</Quote>
	    <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/30Y</Quote>
	    <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/40Y</Quote>
	    <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/50Y</Quote>
	  </Quotes>
	  <Conventions>USD-SOFR-OIS</Conventions>
	  <PillarChoice>LastRelevantPillarDate</PillarChoice>
	  <Priority>0</Priority>
	  <MinDistance>1</MinDistance>
	</Simple>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <MixedInterpolationCutoff>1</MixedInterpolationCutoff>
      <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>
    <!-- Just a copy of SOFR for this example -->
    <YieldCurve>
      <CurveId>USD-FedFunds</CurveId>
      <CurveDescription/>
      <Currency>USD</Currency>
      <DiscountCurve>USD-FedFunds</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>Future</Type>
          <Quotes>
            <Quote>OI_FUTURE/PRICE/USD/2023-08/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2023-09/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2023-10/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2023-11/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2023-12/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2024-01/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2024-02/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2024-03/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2024-04/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2024-06/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2024-09/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2024-12/XCME:SRA/3M</Quote>
            <Quote>OI_FUTURE/PRICE/USD/2025-03/XCME:SRA/3M</Quote>
          </Quotes>
          <Conventions>USD-SOFR-3M-FUTURES</Conventions>
        </Simple>
        <Simple>
          <Type>OIS</Type>
          <Quotes>
            <!--<Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/18M</Quote>-->
            <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/2Y</Quote>
            <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/3Y</Quote>
            <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/4Y</Quote>
            <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/5Y</Quote>
            <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/6Y</Quote>
            <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/7Y</Quote>
            <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/8Y</Quote>
            <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/9Y</Quote>
            <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/10Y</Quote>
            <!--<Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/11Y</Quote>-->
            <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/12Y</Quote>
            <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/15Y</Quote>
            <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/20Y</Quote>
            <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/25Y</Quote>
            <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/30Y</Quote>
            <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/40Y</Quote>
            <Quote>IR_SWAP/RATE/USD/SOFR/0D/1D/50Y</Quote>
          </Quotes>
          <Conventions>USD-SOFR-OIS</Conventions>
        </Simple>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <YieldCurveDayCounter>A365</YieldCurveDayCounter>
      <Tolerance>0.000000000001</Tolerance>
    </YieldCurve>
  </YieldCurves>
  <EquityCurves>
    <EquityCurve>
      <CurveId>RIC:.SPX</CurveId>
      <CurveDescription>S&amp;P 500 Index option implied forward curve</CurveDescription>
      <Currency>USD</Currency>
      <Calendar/>
      <ForecastingCurve>USD-SOFR</ForecastingCurve>
      <Type>OptionPremium</Type>
      <ExerciseStyle>European</ExerciseStyle>
      <SpotQuote>EQUITY/PRICE/RIC:.SPX/USD</SpotQuote>
      <Quotes>
	<Quote>EQUITY_OPTION/PRICE/RIC:.SPX/USD/*</Quote>
      </Quotes>
      <DayCounter>A365</DayCounter>
      <DividendInterpolation>
	<InterpolationVariable>Zero</InterpolationVariable>
	<InterpolationMethod>Linear</InterpolationMethod>
      </DividendInterpolation>
      <DividendExtrapolation>false</DividendExtrapolation>
      <Extrapolation>true</Extrapolation>
    </EquityCurve>
    <EquityCurve>
      <CurveId>RIC:.STOXX50E</CurveId>
      <CurveDescription>.STOXX50E equity price projection curve</CurveDescription>
      <Currency>EUR</Currency>
      <Calendar/>
      <ForecastingCurve>EUR-ESTER</ForecastingCurve>
      <Type>NoDividends</Type>
      <SpotQuote>EQUITY/PRICE/RIC:.STOXX50E/EUR</SpotQuote>
      <Quotes/>
      <DayCounter>A365</DayCounter>
      <DividendExtrapolation>false</DividendExtrapolation>
      <Extrapolation>true</Extrapolation>
    </EquityCurve>
  </EquityCurves>
  <EquityVolatilities>
    <EquityVolatility>
      <CurveId>RIC:.SPX</CurveId>
      <CurveDescription>Lognormal option implied vols for SPX</CurveDescription>
      <EquityId/>
      <Currency>USD</Currency>
      <DayCounter>A365</DayCounter>
      <VolatilityConfig>
	<StrikeSurface priority="0">
	  <QuoteType>Premium</QuoteType>
	  <ExerciseType>European</ExerciseType>
	  <Strikes>*</Strikes>
	  <Expiries>*</Expiries>
	  <TimeInterpolation>Linear</TimeInterpolation>
	  <StrikeInterpolation>Linear</StrikeInterpolation>
	  <Extrapolation>true</Extrapolation>
	  <TimeExtrapolation>Flat</TimeExtrapolation>
	  <StrikeExtrapolation>Flat</StrikeExtrapolation>
	</StrikeSurface>
      </VolatilityConfig>
      <Calendar/>
      <Report/>
    </EquityVolatility>
    <EquityVolatility>
      <CurveId>RIC:.STOXX50E</CurveId>
      <CurveDescription>Lognormal option implied vols for RIC:.STOXX50E</CurveDescription>
      <EquityId/>
      <Currency>EUR</Currency>
      <DayCounter>A365</DayCounter>
      <VolatilityConfig>
	<StrikeSurface priority="0">
	  <QuoteType>Premium</QuoteType>
	  <ExerciseType>European</ExerciseType>
	  <Strikes>*</Strikes>
	  <Expiries>*</Expiries>
	  <TimeInterpolation>Linear</TimeInterpolation>
	  <StrikeInterpolation>Linear</StrikeInterpolation>
	  <Extrapolation>true</Extrapolation>
	  <TimeExtrapolation>UseInterpolator</TimeExtrapolation>
	  <StrikeExtrapolation>Flat</StrikeExtrapolation>
	</StrikeSurface>
      </VolatilityConfig>
      <Calendar/>
      <Report/>
    </EquityVolatility>
  </EquityVolatilities>
  <Correlations>
    <Correlation>
      <CurveId>EQ-RIC:.STOXX50E&amp;EQ-RIC:.SPX</CurveId>
      <CurveDescription>RIC:.STOXX50E vs RIC:.SPX historical correlation</CurveDescription>
      <CorrelationType>Generic</CorrelationType>
      <Index1>EQ-RIC:.STOXX50E</Index1>
      <Index2>EQ-RIC:.SPX</Index2>
      <Conventions/>
      <Dimension>ATM</Dimension>
      <QuoteType>RATE</QuoteType>
      <Extrapolation>true</Extrapolation>
      <DayCounter>Actual/365 (Fixed)</DayCounter>
      <Calendar>weekends only</Calendar>
      <BusinessDayConvention>Modified Following</BusinessDayConvention>
      <OptionTenors>3M, 6M, 1Y, 3Y, 5Y</OptionTenors>
    </Correlation>
  </Correlations>
</CurveConfiguration>

