<?xml version="1.0"?>
<ORE>
  <Setup>
    <Parameter name="asofDate">2016-02-05</Parameter>
    <Parameter name="inputPath">Input</Parameter>
    <Parameter name="outputPath">Output/scenariostatistics</Parameter>
    <Parameter name="logFile">log.txt</Parameter>
    <Parameter name="logMask">31</Parameter>
    <Parameter name="marketDataFile">market_20160205_flat_fixed_fxfwd.txt</Parameter>
    <Parameter name="fixingDataFile">../../Input/fixings_20160205.txt</Parameter>
    <Parameter name="implyTodaysFixings">N</Parameter>
    <Parameter name="curveConfigFile">../../Input/curveconfig.xml</Parameter>
    <Parameter name="conventionsFile">../../Input/conventions.xml</Parameter>
    <Parameter name="marketConfigFile">../../Input/todaysmarket.xml</Parameter>
    <Parameter name="pricingEnginesFile">pricingengine.xml</Parameter>
    <Parameter name="portfolioFile">portfolio_amccg.xml</Parameter>
    <Parameter name="observationModel">Disable</Parameter>
    <Parameter name="nThreads">2</Parameter>
  </Setup>
  <Markets>
    <Parameter name="lgmcalibration">collateral_inccy</Parameter>
    <Parameter name="fxcalibration">xois_eur</Parameter>
    <Parameter name="pricing">xois_eur</Parameter>
    <Parameter name="simulation">xois_eur</Parameter>
    <Parameter name="sensitivity">xois_eur</Parameter>
  </Markets>
  <Analytics>
    <Analytic type="scenarioGeneration">
      <Parameter name="active">Y</Parameter>
      <Parameter name="simulationConfigFile">simulation_scenariostatistics.xml</Parameter>
      <Parameter name="scenarioOutputFile">scenariostatistics.csv</Parameter>
      <Parameter name="amcPathDataOutput">Output/scenariostatistics/amcBuffer.dat</Parameter>
      <Parameter name="outputStatistics">Y</Parameter>
      <Parameter name="outputDistributions">N</Parameter>
    </Analytic>
  </Analytics>
</ORE>
