2016-02-05 Input Output/amccg log.txt 31 market_20160205_flat_fixed_fxfwd.txt ../../Input/fixings_20160205.txt N ../../Input/curveconfig.xml ../../Input/conventions.xml ../../Input/todaysmarket.xml pricingengine.xml portfolio_amccg.xml None 1 collateral_inccy xois_eur xois_eur xois_eur xois_eur Y EUR npv.csv Y flows.csv N default 240,1M curves.csv Y Y Y CubeGeneration false true false BasicCpu/Default/Default Swap,Swaption,FxOption,CompositeTrade simulation_amccg.xml pricingengine.xml pricingengine_amc.xml pricingengine_amccg.xml EUR N Y netting.xml cube.csv.gz scenariodata.csv.gz EUR Y Y 0.95 Symmetric None 1.0 N Y N BANK N BANK_EUR_BORROW BANK_EUR_LEND N 0.0000 N Y 0.99 14 2 1.0 dim_evolution.csv dim_regression.csv CPTY_A 0 0 1.0