<?xml version="1.0"?>
<Simulation>

  <Market>

    <BaseCurrency>EUR</BaseCurrency>
    <Currencies>
      <Currency>EUR</Currency>
      <Currency>USD</Currency>
    </Currencies>
    <YieldCurves>
      <Configuration>
        <Tenors>3M,6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,12Y,15Y,20Y</Tenors>
        <Interpolation>LogLinear</Interpolation>
        <!-- Alternative: LinearZero -->
        <Extrapolation>Y</Extrapolation>
      </Configuration>
    </YieldCurves>
    <Indices>
      <Index>EUR-EURIBOR-6M</Index>
      <Index>EUR-EURIBOR-3M</Index>
      <Index>EUR-ESTER</Index>
      <Index>USD-SOFR</Index>
    </Indices>
    <BenchmarkCurves>
      <BenchmarkCurve>
        <Name>BANK_EUR_LEND</Name>
        <Currency>EUR</Currency>
      </BenchmarkCurve>
      <BenchmarkCurve>
        <Name>BANK_EUR_BORROW</Name>
        <Currency>EUR</Currency>
      </BenchmarkCurve>
    </BenchmarkCurves>
    <SwapIndices>
      <SwapIndex>
        <Name>EUR-CMS-1Y</Name>
        <DiscountingIndex>EUR-ESTER</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>EUR-CMS-30Y</Name>
        <DiscountingIndex>EUR-ESTER</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>USD-CMS-SOFR-1Y</Name>
        <DiscountingIndex>USD-SOFR</DiscountingIndex>
      </SwapIndex>
      <SwapIndex>
        <Name>USD-CMS-SOFR-30Y</Name>
        <DiscountingIndex>USD-SOFR</DiscountingIndex>
      </SwapIndex>
    </SwapIndices>
    <DefaultCurves>
      <Names>
        <Name>CPTY_A</Name>
        <Name>BANK</Name>
      </Names>
      <Tenors>1Y, 2Y, 3Y, 5Y, 10Y</Tenors>
      <SimulateSurvivalProbabilities>true</SimulateSurvivalProbabilities>
      <SimulateRecoveryRates>true</SimulateRecoveryRates>
      <Calendars>
        <Calendar name="">TARGET</Calendar>
      </Calendars>
      <Extrapolation>FlatZero</Extrapolation>
    </DefaultCurves>
    <SwaptionVolatilities>
      <Simulate>true</Simulate>
      <!-- Alternative: ConstantVariance -->
      <ReactionToTimeDecay>ForwardVariance</ReactionToTimeDecay>
      <Keys>
        <Key>EUR</Key>
        <Key>USD</Key>
      </Keys>
      <Expiries>1M,3M,6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y</Expiries>
      <Terms>1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y</Terms>
      <SimulateATMOnly>true</SimulateATMOnly>
    </SwaptionVolatilities>
    <FxVolatilities>
      <Simulate>true</Simulate>
      <!-- Alternative: ConstantVariance -->
      <ReactionToTimeDecay>ForwardVariance</ReactionToTimeDecay>
      <CurrencyPairs>
        <CurrencyPair>EURUSD</CurrencyPair>
      </CurrencyPairs>
      <Expiries>1M,3M,6M,1Y,2Y,3Y,5Y,10Y</Expiries>
      <SimulateATMOnly>true</SimulateATMOnly>
    </FxVolatilities>
    
    <!-- Additional data that is recorded during simulation for later
	   use in the post processor -->
    <AggregationScenarioDataCurrencies>
      <Currency>EUR</Currency>
      <Currency>USD</Currency>
    </AggregationScenarioDataCurrencies>
    <AggregationScenarioDataIndices>
    </AggregationScenarioDataIndices>

  </Market>

</Simulation>
