Run ORE's native zero-domain interest-rate sensitivities for a single-curve EUR-ESTER OIS, then follow the Jacobian par conversion that maps those deltas onto the liquid OIS quotes a trader can actually bump. Close the loop with an independent 15Y manual bump-and-reval: a ±1bp bump of the actual OIS quote whose re-valued NPV lands within 0.7% of the par table's total. Includes both config passes, the Jacobian matrix, cleaned zero- and par-domain tables, and the finite-difference check.