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<?xml version="1.0"?>
<PricingEngines>
<Product type="Swap">
<Model>DiscountedCashflows</Model>
<ModelParameters/>
<Engine>DiscountingSwapEngine</Engine>
<EngineParameters/>
</Product>
<Product type="EquityOption">
<Model>BlackScholesMerton</Model>
<ModelParameters/>
<Engine>AnalyticEuropeanEngine</Engine>
<EngineParameters/>
</Product>
<Product type="EquityBarrierOption">
<Model>BlackScholesMerton</Model>
<ModelParameters />
<Engine>AnalyticBarrierEngine</Engine>
<EngineParameters />
</Product>
<Product type="EquityOptionAmerican">
<Model>BlackScholesMerton</Model>
<ModelParameters/>
<Engine>FdBlackScholesVanillaEngine</Engine>
<EngineParameters>
<Parameter name="Scheme">Douglas</Parameter>
<Parameter name="TimeGridPerYear">100</Parameter>
<Parameter name="XGrid">100</Parameter>
<Parameter name="DampingSteps">0</Parameter>
</EngineParameters>
</Product>
<Product type="ScriptedTrade">
<Model>Generic</Model>
<ModelParameters>
<!-- shared parameters -->
<Parameter name="BaseCcy">EUR</Parameter>
<Parameter name="EnforceBaseCcy">false</Parameter>
<Parameter name="FullDynamicFx">false</Parameter>
<Parameter name="GridCoarsening">3M(1W),1Y(1M),5Y(3M),10Y(1Y),50Y(5Y)</Parameter>
<Parameter name="Model">BlackScholes</Parameter>
<!-- model selection -->
<Parameter name="Model_SingleAssetOption(EQ)">BlackScholes</Parameter>
</ModelParameters>
<Engine>Generic</Engine>
<EngineParameters>
<!-- shared parameters -->
<Parameter name="Interactive">false</Parameter>
<Parameter name="BootstrapTolerance">0.1</Parameter>
<!-- default parameters-->
<Parameter name="Engine">MC</Parameter>
<Parameter name="Engine_MC">MC</Parameter>
<Parameter name="Engine_FD">FD</Parameter>
<Parameter name="Samples">10000</Parameter><!-- use 10k->100k samples to match the American Put better -->
<Parameter name="StateGridPoints">100</Parameter>
<Parameter name="RegressionOrder">2</Parameter>
<Parameter name="TimeStepsPerYear">24</Parameter><!-- use 24->100 steps to match analytical prices better -->
<!-- asset class specific choices -->
<Parameter name="Engine_SingleAssetOption(EQ)">MC</Parameter>
<Parameter name="Engine_SingleAssetOptionBwd(EQ)">FD</Parameter>
<Parameter name="Engine_SingleAssetOptionBwd(FX)">FD</Parameter>
<Parameter name="Engine_SingleAssetOptionBwd(COMM)">FD</Parameter>
</EngineParameters>
</Product>
</PricingEngines>