<?xml version="1.0"?>
<ORE>
  <Setup>
    <Parameter name="asofDate">2016-02-05</Parameter>
    <Parameter name="inputPath">Input/SA-CCR</Parameter>
    <Parameter name="outputPath">Output/SA-CCR</Parameter>
    <Parameter name="logFile">log.txt</Parameter>
    <Parameter name="logMask">31</Parameter>
    <Parameter name="marketDataFile">../../../Input/market_20160205_flat.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">../../../Input/pricingengine.xml</Parameter>
    <Parameter name="portfolioFile">portfolio.xml</Parameter>
    <Parameter name="counterpartyFile">counterparty.xml</Parameter>
    <Parameter name="observationModel">Disable</Parameter>
    <Parameter name="nThreads">1</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="npv">
      <Parameter name="active">Y</Parameter>
      <Parameter name="baseCurrency">EUR</Parameter>
      <Parameter name="outputFileName">npv.csv</Parameter>
    </Analytic>
    <Analytic type="saccr">
      <Parameter name="active">Y</Parameter>
      <Parameter name="csaFile">netting.xml</Parameter>
      <Parameter name="collateralBalancesFile">collateralbalances.xml</Parameter>
    </Analytic>
    <!--
    <Analytic type="bacva">
      <Parameter name="active">Y</Parameter>
      <Parameter name="csaFile">netting.xml</Parameter>
      <Parameter name="collateralBalancesFile">collateralbalances.xml</Parameter>
    </Analytic>
    <Analytic type="smrc">
      <Parameter name="active">Y</Parameter>
      </Analytic>
    -->
  </Analytics>
</ORE>
