<CurveConfiguration>

  <YieldCurves>

    <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>
          <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>

    <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>
        </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>EUR6M</CurveId>
      <CurveDescription>EUR EURIBOR 6M Index Curve (dual curve)</CurveDescription>
      <Currency>EUR</Currency>
      <DiscountCurve>EUR-ESTER</DiscountCurve>
      <Segments>
        <Simple>
          <Type>Deposit</Type>
          <Quotes>
            <Quote>MM/RATE/EUR/2D/6M</Quote>
          </Quotes>
          <Conventions>EUR-DEPOSIT</Conventions>
        </Simple>
        <Simple>
          <Type>FRA</Type>
          <Quotes>
            <Quote>FRA/RATE/EUR/1M/6M</Quote>
            <Quote>FRA/RATE/EUR/2M/6M</Quote>
            <Quote>FRA/RATE/EUR/3M/6M</Quote>
            <Quote>FRA/RATE/EUR/4M/6M</Quote>
            <Quote>FRA/RATE/EUR/5M/6M</Quote>
            <!--
            <Quote>FRA/RATE/EUR/6M/6M</Quote>
            <Quote>FRA/RATE/EUR/9M/6M</Quote>
            <Quote>FRA/RATE/EUR/12M/6M</Quote>
            -->
          </Quotes>
          <Conventions>EUR-6M-FRA</Conventions>
          <ProjectionCurve>EUR6M</ProjectionCurve>
        </Simple>
        <Simple>
          <Type>Swap</Type>
          <Quotes>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/1Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/18M</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/2Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/3Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/4Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/5Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/6Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/7Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/8Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/9Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/10Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/12Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/15Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/20Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/25Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/30Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/40Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/50Y</Quote>
          </Quotes>
          <Conventions>EUR-EURIBOR-6M-SWAP</Conventions>
          <ProjectionCurve>EUR6M</ProjectionCurve>
        </Simple>
      </Segments>
   </YieldCurve>

   <YieldCurve>
      <CurveId>EUR6M-SINGLE</CurveId>
      <CurveDescription>EUR EURIBOR 6M Index Curve (single curve)</CurveDescription>
      <Currency>EUR</Currency>
      <DiscountCurve/>
      <Segments>
        <Simple>
          <Type>Deposit</Type>
          <Quotes>
            <Quote>MM/RATE/EUR/2D/6M</Quote>
          </Quotes>
          <Conventions>EUR-DEPOSIT</Conventions>
        </Simple>
        <Simple>
          <Type>FRA</Type>
          <Quotes>
            <Quote>FRA/RATE/EUR/1M/6M</Quote>
            <Quote>FRA/RATE/EUR/2M/6M</Quote>
            <Quote>FRA/RATE/EUR/3M/6M</Quote>
            <Quote>FRA/RATE/EUR/4M/6M</Quote>
            <Quote>FRA/RATE/EUR/5M/6M</Quote>
            <Quote>FRA/RATE/EUR/6M/6M</Quote>
            <Quote>FRA/RATE/EUR/9M/6M</Quote>
            <Quote>FRA/RATE/EUR/12M/6M</Quote>
          </Quotes>
          <Conventions>EUR-6M-FRA</Conventions>
          <ProjectionCurve>EUR6M-SINGLE</ProjectionCurve>
        </Simple>
        <Simple>
          <Type>Swap</Type>
          <Quotes>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/2Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/3Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/4Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/5Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/6Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/7Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/8Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/9Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/10Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/12Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/15Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/20Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/25Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/30Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/40Y</Quote>
            <Quote>IR_SWAP/RATE/EUR/2D/6M/50Y</Quote>
          </Quotes>
          <Conventions>EUR-EURIBOR-6M-SWAP</Conventions>
          <ProjectionCurve>EUR6M-SINGLE</ProjectionCurve>
        </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>
            <!--
            <Quote optional="true">FXFWD/RATE/EUR/USD/1W</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/2W</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/3W</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/1M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/2M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/3M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/4M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/5M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/6M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/7M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/8M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/9M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/10M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/11M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/1Y</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/15M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/18M</Quote>
            <Quote optional="true">FXFWD/RATE/EUR/USD/21M</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-XCCY-BASIS</Conventions>
          <SpotRate>FX/RATE/EUR/USD</SpotRate>
          <ProjectionCurveDomestic>EUR-ESTER</ProjectionCurveDomestic>
          <ProjectionCurveForeign>USD-SOFR</ProjectionCurveForeign>
          <DiscountCurve>USD-SOFR</DiscountCurve>
        </CrossCurrency>
      </Segments>
      <InterpolationVariable>Discount</InterpolationVariable>
      <InterpolationMethod>LogLinear</InterpolationMethod>
      <YieldCurveDayCounter>A365</YieldCurveDayCounter>
      <Tolerance>0.000000000001</Tolerance>
    </YieldCurve>

  </YieldCurves>

  <EquityCurves>
    <EquityCurve>
      <CurveId>RIC:.STOXX50E</CurveId>
      <CurveDescription>.STOXX50E equity price projection curve</CurveDescription>
      <Currency>EUR</Currency>
      <ForecastingCurve>EUR-ESTER</ForecastingCurve>
      <Type>NoDividends</Type>
      <SpotQuote>EQUITY/PRICE/RIC:.STOXX50E/EUR</SpotQuote>
      <Quotes/>
      <DayCounter>A365</DayCounter>
      <Extrapolation>true</Extrapolation>
    </EquityCurve>
  </EquityCurves>

  <EquityVolatilities>

    <!--
    <EquityVolatility>
      <CurveId>RIC:.STOXX50E</CurveId>
      <CurveDescription>Lognormal option implied vols for STOXX50E</CurveDescription>
      <Currency>EUR</Currency>
      <DayCounter>Actual/365 (Fixed)</DayCounter>
      <Constant>
        <Quote>EQUITY_OPTION/RATE_LNVOL/RIC:.STOXX50E/EUR/2023-11-17/4350/P</Quote>
      </Constant>
    </EquityVolatility>
    -->
    
    <!--
    <EquityVolatility>
      <CurveId>RIC:.STOXX50E</CurveId>
      <CurveDescription>Lognormal option implied vols for RIC:.STOXX50E</CurveDescription>
      <Currency>EUR</Currency>
      <DayCounter>A365</DayCounter>
      <Curve>
        <QuoteType>ImpliedVolatility</QuoteType>
        <VolatilityType>Lognormal</VolatilityType>
        <Quotes>
          <Quote>EQUITY_OPTION/RATE_LNVOL/RIC:.STOXX50E/EUR/*/ATM/*</Quote>
        </Quotes>
        <Interpolation>Linear</Interpolation>
        <Extrapolation>Flat</Extrapolation>
      </Curve>
    </EquityVolatility>
    -->

    <EquityVolatility>
      <CurveId>RIC:.STOXX50E</CurveId>
      <CurveDescription>Lognormal option implied vols for RIC:.STOXX50E</CurveDescription>
      <Currency>EUR</Currency>
      <DayCounter>A365</DayCounter>
      <StrikeSurface>
        <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>
    </EquityVolatility>

  </EquityVolatilities>

</CurveConfiguration>
