2016-02-05 Input/CreditPortfolioModel Output/CreditPortfolioModel log.txt 31 ../../../Input/market_20160205.txt ../../../Input/fixings_20160205.txt N curveconfig.xml ../../../Input/conventions.xml todaysmarket.xml pricingengine.xml portfolio1.xml None collateral_inccy xois_eur xois_eur xois_eur Y EUR npv.csv Y flows.csv Y default 240,1M curves.csv Y default 240,1M creditcurves.csv Y simulation.xml pricingengine.xml EUR Y cube.dat scenariodata.dat Y 8 Y netting.xml cube.dat Y scenariodata.dat EUR Y N 0.95 Symmetric None 1.0 N rawcube.csv netcube.csv N N simulation.xml sensitivity.xml ../../../Input/pricingengine.xml scenario.csv sensitivity.csv crossgamma.csv parsensi.csv 0.000001