<?xml version="1.0"?>
<SensitivityAnalysis>
  <DiscountCurves>
    <DiscountCurve ccy="EUR">
      <ShiftType>Absolute</ShiftType>
      <ShiftSize>1E-6</ShiftSize>
      <ShiftTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
      <ParConversion>
        <Instruments>DEP, DEP, DEP, DEP, OIS, OIS, OIS, OIS, OIS, OIS, OIS, OIS</Instruments>
        <SingleCurve>true</SingleCurve>
        <Conventions>
          <Convention id="DEP">EUR-ON-DEPOSIT</Convention>
          <Convention id="OIS">EUR-OIS</Convention>
        </Conventions>
      </ParConversion>
    </DiscountCurve>
  </DiscountCurves>
  <IndexCurves>
    <IndexCurve index="EUR-EONIA">
      <ShiftType>Absolute</ShiftType>
      <ShiftSize>1E-6</ShiftSize>
      <ShiftTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
      <ParConversion>
        <Instruments>DEP, DEP, DEP, DEP, OIS, OIS, OIS, OIS, OIS, OIS, OIS, OIS</Instruments>
        <SingleCurve>true</SingleCurve>
        <Conventions>
          <Convention id="DEP">EUR-ON-DEPOSIT</Convention>
          <Convention id="OIS">EUR-OIS</Convention>
        </Conventions>
      </ParConversion>
    </IndexCurve>
    <IndexCurve index="EUR-EURIBOR-3M">
      <ShiftType>Absolute</ShiftType>
      <ShiftSize>1E-6</ShiftSize>
      <ShiftTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
      <ParConversion>
        <Instruments>DEP, DEP, DEP, DEP, IRS, IRS, IRS, IRS, IRS, IRS, IRS, IRS</Instruments>
        <SingleCurve>false</SingleCurve>
        <Conventions>
          <Convention id="DEP">EUR-DEPOSIT</Convention>
          <Convention id="IRS">EUR-EURIBOR-3M-SWAP</Convention>
        </Conventions>
      </ParConversion>
    </IndexCurve>
    <IndexCurve index="EUR-EURIBOR-6M">
      <ShiftType>Absolute</ShiftType>
      <ShiftSize>1E-6</ShiftSize>
      <ShiftTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
      <ParConversion>
        <Instruments>DEP, DEP, DEP, DEP, IRS, IRS, IRS, IRS, IRS, IRS, IRS, IRS</Instruments>
        <SingleCurve>false</SingleCurve>
        <Conventions>
          <Convention id="DEP">EUR-DEPOSIT</Convention>
          <Convention id="IRS">EUR-EURIBOR-6M-SWAP</Convention>
        </Conventions>
      </ParConversion>
    </IndexCurve>
  </IndexCurves>
  <CreditCurves>
    <CreditCurve name="BANK">
      <Currency>EUR</Currency>
      <ShiftType>Absolute</ShiftType>
      <ShiftSize>1E-6</ShiftSize>
      <ShiftTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
    </CreditCurve>
  </CreditCurves>
  <SwaptionVolatilities>
    <SwaptionVolatility ccy="EUR">
      <ShiftType>Absolute</ShiftType>
      <ShiftSize>1E-6</ShiftSize>
      <ShiftExpiries>1Y,  2Y,  3Y, 4Y, 5Y, 7Y, 10Y, 12Y, 15Y, 20Y, 30Y</ShiftExpiries>
      <ShiftStrikes>0.000000</ShiftStrikes>
      <ShiftTerms>1Y,  2Y,  3Y, 4Y, 5Y, 7Y, 10Y, 12Y, 15Y, 20Y, 30Y</ShiftTerms>
    </SwaptionVolatility>
  </SwaptionVolatilities>
  <ComputeGamma>false</ComputeGamma>
  <UseSpreadedTermStructures>true</UseSpreadedTermStructures>
  <TwoSidedDeltaKeyTypes>
    <RiskFactorKeyType>FXSpot</RiskFactorKeyType>
  </TwoSidedDeltaKeyTypes>
</SensitivityAnalysis>
