<SensitivityAnalysis>
  <DiscountCurves>
    <DiscountCurve ccy="EUR">
      <ShiftType>Absolute</ShiftType>
      <ShiftSize>0.0001</ShiftSize>
      <ShiftScheme>Forward</ShiftScheme>
      <ShiftTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
    </DiscountCurve>
    <DiscountCurve ccy="USD">
      <ShiftType>Absolute</ShiftType>
      <ShiftSize>0.0001</ShiftSize>
      <ShiftScheme>Forward</ShiftScheme>
      <ShiftTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
    </DiscountCurve>
  </DiscountCurves>
  <IndexCurves>
    <IndexCurve index="EUR-ESTER">
      <ShiftType>Absolute</ShiftType>
      <ShiftSize>0.0001</ShiftSize>
      <ShiftScheme>Forward</ShiftScheme>
      <ShiftTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
    </IndexCurve>
    <IndexCurve index="USD-SOFR">
      <ShiftType>Absolute</ShiftType>
      <ShiftSize>0.0001</ShiftSize>
      <ShiftScheme>Forward</ShiftScheme>
      <ShiftTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
    </IndexCurve>
  </IndexCurves>
  <DividendYieldCurves>
    <DividendYieldCurve equity="RIC:.SPX">
      <ShiftType>Absolute</ShiftType>
      <ShiftSize>0.0001</ShiftSize>
      <ShiftScheme>Forward</ShiftScheme>
      <ShiftTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
    </DividendYieldCurve>
    <DividendYieldCurve equity="RIC:.STOXX50E">
      <ShiftType>Absolute</ShiftType>
      <ShiftSize>0.0001</ShiftSize>
      <ShiftScheme>Forward</ShiftScheme>
      <ShiftTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
    </DividendYieldCurve>
  </DividendYieldCurves>
  <FxSpots>
    <FxSpot ccypair="USDEUR">
      <ShiftType>Relative</ShiftType>
      <ShiftSize>0.001</ShiftSize>
      <ShiftScheme>Central</ShiftScheme>
    </FxSpot>
  </FxSpots>
  <FxVolatilities>
    <FxVolatility ccypair="EURUSD">
      <ShiftType>Relative</ShiftType>
      <ShiftSize>0.001</ShiftSize>
      <ShiftScheme>Central</ShiftScheme>
      <ShiftExpiries>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftExpiries>
      <ShiftStrikes>-7,-6,-5,-4,-3,-2,-1,-0.5,-0.25,-0.1,-0.05,0.0,0.05,0.1,0.25,0.5,1,2,3,4,5,6,7</ShiftStrikes>
    </FxVolatility>
  </FxVolatilities>
  <EquitySpots>
    <EquitySpot equity="RIC:.SPX">
      <ShiftType>Relative</ShiftType>
      <ShiftSize>0.001</ShiftSize>
      <ShiftScheme>Central</ShiftScheme>
    </EquitySpot>
    <EquitySpot equity="RIC:.STOXX50E">
      <ShiftType>Relative</ShiftType>
      <ShiftSize>0.001</ShiftSize>
      <ShiftScheme>Central</ShiftScheme>
    </EquitySpot>
  </EquitySpots>
  <EquityVolatilities>
    <EquityVolatility equity="RIC:.SPX">
      <ShiftType>Relative</ShiftType>
      <ShiftSize>0.001</ShiftSize>
      <ShiftScheme>Central</ShiftScheme>
      <ShiftExpiries>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftExpiries>
      <ShiftStrikes>-3,-2,-1,-0.5,-0.25,-0.1,-0.05,0.0,0.05,0.1,0.25,0.5,1,2,3</ShiftStrikes>
    </EquityVolatility>
    <EquityVolatility equity="RIC:.STOXX50E">
      <ShiftType>Relative</ShiftType>
      <ShiftSize>0.001</ShiftSize>
      <ShiftScheme>Central</ShiftScheme>
      <ShiftExpiries>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftExpiries>
      <ShiftStrikes>-3,-2,-1,-0.5,-0.25,-0.1,-0.05,0.0,0.05,0.1,0.25,0.5,1,2,3</ShiftStrikes>
    </EquityVolatility>
  </EquityVolatilities>
  <!-- 
  <Correlations>
    <Correlation index1="EQ-RIC:.STOXX50E" index2="EQ-RIC:.SPX">
      <ShiftType>Absolute</ShiftType>
      <ShiftSize>0.01</ShiftSize>
      <ShiftScheme>Forward</ShiftScheme>
      <ShiftExpiries>3M, 6M, 1Y, 3Y, 5Y</ShiftExpiries>
      <ShiftStrikes>0.0</ShiftStrikes>
    </Correlation>
  </Correlations>
  -->
  <!--
  <CrossGammaFilter>
    <Pair>DiscountCurve/EUR,DiscountCurve/EUR</Pair>
    <Pair>IndexCurve/EUR,IndexCurve/EUR</Pair>
    <Pair>DiscountCurve/EUR,IndexCurve/EUR</Pair>
    <Pair>IndexCurve/EUR,DiscountCurve/EUR</Pair>
    <Pair>DiscountCurve/EUR,DiscountCurve/USD</Pair>
    <Pair>DiscountCurve/USD,DiscountCurve/EUR</Pair>
    <Pair>DiscountCurve/EUR,IndexCurve/USD</Pair>
    <Pair>IndexCurve/USD,DiscountCurve/EUR</Pair>
    <Pair>IndexCurve/EUR,DiscountCurve/USD</Pair>
    <Pair>DiscountCurve/USD,IndexCurve/EUR</Pair>
    <Pair>IndexCurve/EUR,IndexCurve/USD</Pair>
    <Pair>IndexCurve/USD,IndexCurve/EUR</Pair>
    <Pair>DiscountCurve/USD,DiscountCurve/USD</Pair>
    <Pair>IndexCurve/USD,IndexCurve/USD</Pair>
    <Pair>DiscountCurve/USD,IndexCurve/USD</Pair>
    <Pair>IndexCurve/USD,DiscountCurve/USD</Pair>
    <Pair>FXSpot/USDEUR,DiscountCurve/USD</Pair>
    <Pair>DiscountCurve/USD,FXSpot/USDEUR</Pair>
    <Pair>FXSpot/USDEUR,DiscountCurve/EUR</Pair>
    <Pair>DiscountCurve/EUR,FXSpot/USDEUR</Pair>
    <Pair>FXSpot/USDEUR,IndexCurve/USD</Pair>
    <Pair>IndexCurve/USD,FXSpot/USDEUR</Pair>
    <Pair>FXSpot/USDEUR,IndexCurve/EUR</Pair>
    <Pair>IndexCurve/EUR,FXSpot/USDEUR</Pair>
    </CrossGammaFilter>
    -->
  <ComputeGamma>false</ComputeGamma>
  <UseSpreadedTermStructures>true</UseSpreadedTermStructures>
</SensitivityAnalysis>

