<?xml version="1.0"?>
<ORE>
  <Setup>
    <Parameter name="asofDate">2022-01-31</Parameter>
    <Parameter name="inputPath">Input</Parameter>
    <Parameter name="outputPath">Output/forwardbond</Parameter>
    <Parameter name="logFile">log.txt</Parameter>
    <Parameter name="logMask">31</Parameter>
    <Parameter name="marketDataFile">market.txt</Parameter>
    <Parameter name="fixingDataFile">fixings.txt</Parameter>
    <Parameter name="implyTodaysFixings">N</Parameter>
    <Parameter name="curveConfigFile">curveconfig.xml</Parameter>
    <Parameter name="conventionsFile">conventions.xml</Parameter>
    <Parameter name="marketConfigFile">todaysmarket.xml</Parameter>
    <Parameter name="pricingEnginesFile">pricingengine.xml</Parameter>
    <Parameter name="portfolioFile">portfolio_forwardbond.xml</Parameter>
    <Parameter name="observationModel">None</Parameter>
    <Parameter name="continueOnError">false</Parameter>
    <Parameter name="referenceDataFile">referencedata.xml</Parameter>
    <Parameter name="nThreads">1</Parameter>
  </Setup>
  <Markets>
    <Parameter name="lgmcalibration">default</Parameter>
    <Parameter name="fxcalibration">default</Parameter>
    <Parameter name="eqcalibration">default</Parameter>
    <Parameter name="pricing">default</Parameter>
    <Parameter name="simulation">default</Parameter>
  </Markets>
  <Analytics>
    <Analytic type="npv">
      <Parameter name="active">Y</Parameter>
      <Parameter name="baseCurrency">EUR</Parameter>
      <Parameter name="outputFileName">npv.csv</Parameter>
    </Analytic>
    <Analytic type="curves">
      <Parameter name="active">Y</Parameter>
      <Parameter name="configuration">default</Parameter>
      <Parameter name="grid">240,1M</Parameter>
      <Parameter name="outputFileName">curves.csv</Parameter>
    </Analytic>
    <Analytic type="cashflow">
      <Parameter name="active">Y</Parameter>
      <Parameter name="outputFileName">flows.csv</Parameter>
    </Analytic>
    <Analytic type="simulation">
      <Parameter name="active">Y</Parameter>
      <Parameter name="amc">Y</Parameter>
      <Parameter name="amcTradeTypes">Swap, Bond, ForwardBond</Parameter>
      <Parameter name="simulationConfigFile">simulation_forwardbond.xml</Parameter>
      <Parameter name="pricingEnginesFile">pricingengine.xml</Parameter>
      <Parameter name="amcPricingEnginesFile">pricingengine_amc.xml</Parameter>
      <Parameter name="baseCurrency">EUR</Parameter>
      <Parameter name="storeScenarios">N</Parameter>
    </Analytic>
    <Analytic type="xva">
      <Parameter name="active">Y</Parameter>
      <Parameter name="csaFile">netting.xml</Parameter>
      <Parameter name="baseCurrency">EUR</Parameter>
      <Parameter name="exposureProfiles">Y</Parameter>
      <Parameter name="quantile">0.95</Parameter>
      <Parameter name="calculationType">NoLag</Parameter>
      <Parameter name="allocationMethod">None</Parameter>
    </Analytic>
  </Analytics>
</ORE>
