<Simulation>
  <Market>
    <BaseCurrency>EUR</BaseCurrency>
    <Currencies>
      <Currency>EUR</Currency>
      <Currency>USD</Currency>
    </Currencies>
    <YieldCurves>
      <Configuration curve="">
	<Tenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</Tenors>
	<Interpolation>LogLinear</Interpolation>
	<Extrapolation>FlatZero</Extrapolation>
      </Configuration>
    </YieldCurves>
    <FxRates>
      <CurrencyPairs>
	<CurrencyPair>USDEUR</CurrencyPair>
      </CurrencyPairs>
    </FxRates>
    <Indices>
      <Index>EUR-EONIA</Index>
      <Index>EUR-ESTER</Index>
      <Index>USD-SOFR</Index>
    </Indices>
    <Equities>
      <SimulateDividendYield>false</SimulateDividendYield>
      <Names>
	<Name>RIC:.SPX</Name>
	<Name>RIC:.STOXX50E</Name>
      </Names>
      <DividendTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</DividendTenors>
    </Equities>
    <FxVolatilities>
      <Simulate>true</Simulate>
      <ReactionToTimeDecay>ForwardVariance</ReactionToTimeDecay>
      <CurrencyPairs>
	<CurrencyPair>EURUSD</CurrencyPair>
      </CurrencyPairs>
      <Expiries ccyPair="EURUSD">2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</Expiries>
      <Surface>
	<StandardDeviations ccyPair="EURUSD">-7, -6, -5, -4, -3, -2, -1, -0.5, -0.25, -0.1, -0.05, 0, 0.05, 0.1, 0.25, 0.5, 1, 2, 3, 4, 5, 6, 7</StandardDeviations>
      </Surface>
      <SmileDynamics key="">StickyStrike</SmileDynamics>
      <SmileDynamics key="EURUSD">StickyStrike</SmileDynamics>
    </FxVolatilities>
    <EquityVolatilities>
      <Simulate>true</Simulate>
      <ReactionToTimeDecay>ForwardVariance</ReactionToTimeDecay>
      <Names>
	<Name>RIC:.SPX</Name>
	<Name>RIC:.STOXX50E</Name>
      </Names>
      <Expiries name="RIC:.SPX">2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</Expiries>
      <Expiries name="RIC:.STOXX50E">2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</Expiries>
      <Surface>
	<StandardDeviations name="RIC:.SPX">-3, -2, -1, -0.5, -0.25, -0.1, -0.05, 0, 0.05, 0.1, 0.25, 0.5, 1, 2, 3</StandardDeviations>
	<StandardDeviations name="RIC:.STOXX50E">-3, -2, -1, -0.5, -0.25, -0.1, -0.05, 0, 0.05, 0.1, 0.25, 0.5, 1, 2, 3</StandardDeviations>
      </Surface>
      <SmileDynamics key="">StickyStrike</SmileDynamics>
      <SmileDynamics key="RIC:.SPX">StickyStrike</SmileDynamics>
      <SmileDynamics key="RIC:.STOXX50E">StickyStrike</SmileDynamics>
    </EquityVolatilities>
    <BenchmarkCurves>
      <BenchmarkCurve>
	<Currency>EUR</Currency>
	<Name>EUR-IN-USD</Name>
      </BenchmarkCurve>
    </BenchmarkCurves>
    <CreditStates>
      <NumberOfFactors>0</NumberOfFactors>
    </CreditStates>
    <AggregationScenarioDataCreditStates>
      <NumberOfFactors>0</NumberOfFactors>
    </AggregationScenarioDataCreditStates>
    <Correlations>
      <Simulate>true</Simulate>
      <Pairs>
	<Pair>EQ-RIC:.STOXX50E&amp;EQ-RIC:.SPX</Pair>
      </Pairs>
      <Expiries>1Y</Expiries>
    </Correlations>
  </Market>
</Simulation>

