Generic GaussianCam USD false 3M(1W),1Y(1M),5Y(3M),10Y(1Y),50Y(5Y) 0.01 0.01 0.015 true true JY 0.8 0.6 0.3 0.6 Generic MC 10000 4 24 false 1.0 false 4 SobolBrownianBridge SobolBrownianBridge Monomial Steps 10000 42 ScriptedTrade ScriptedTrade ScriptedTrade ScriptedTrade CrossAssetModel AMC SobolBrownianBridge 42 10000 SobolBrownianBridge 17 0 Monomial 4 Steps JoeKuoD7 true true CrossAssetModel AMC MersenneTwisterAntithetic 42 10000 SobolBrownianBridge 17 0 Monomial 6 Steps JoeKuoD7 true false Lagged 32 1Y 8 Trivial