<?xml version='1.0' encoding='UTF-8'?>
<ORE>
  <Setup>
    <Parameter name="asofDate">2022-03-01</Parameter>
    <Parameter name="accrualDate">ASOF</Parameter>
    <Parameter name="dateCalendar">TARGET</Parameter>
    <Parameter name="dateConvention">P</Parameter>
    <Parameter name="inputPath">./Input</Parameter>
    <Parameter name="inputPathMarket">./Input</Parameter>
    <Parameter name="inputPathPortfolio">./Input</Parameter>
    <Parameter name="outputPath">./Output/bondyieldshifted</Parameter>
    <Parameter name="marketDataFile">market_bondyieldshifted.csv</Parameter>
    <Parameter name="fixingDataFile">fixings_bondyieldshifted.csv</Parameter>
    <Parameter name="marketDataMappingFile" />
    <Parameter name="fixingDataMappingFile" />
    <Parameter name="logFile">log.txt</Parameter>
    <Parameter name="curveConfigFile">curveconfig_bondyieldshifted.xml</Parameter>
    <Parameter name="conventionsFile">conventions_bondyieldshifted.xml</Parameter>
    <Parameter name="marketConfigFile">todaysmarket_bondyieldshifted.xml</Parameter>
    <Parameter name="pricingEnginesFile">../../Input/pricingengine.xml</Parameter>
    <Parameter name="pricingEnginesFileScenario">../../Input/pricingengine.xml</Parameter>
    <Parameter name="portfolioFile">portfolio_bondyieldshifted.xml</Parameter>
    <Parameter name="portfolioRecurseIntoSubDirectories">false</Parameter>
    <Parameter name="continueOnError">true</Parameter>
    <Parameter name="defaultMappingToIdentity">true</Parameter>
    <Parameter name="logMask">63</Parameter>
    <Parameter name="referenceDataFile">referencedata.xml</Parameter>
    <Parameter name="lazyMarketBuilding">false</Parameter>
    <Parameter name="continueOnError">true</Parameter>
    <Parameter name="implyTodaysFixings">N</Parameter>
  </Setup>
  <Markets>
    <Parameter name="lgmcalibration">default</Parameter>
    <Parameter name="fxcalibration">default</Parameter>
    <Parameter name="pricing">default</Parameter>
  </Markets>
  <Analytics>
    <Analytic type="npv">
      <Parameter name="active">Y</Parameter>
      <Parameter name="outputFileName">npv.csv</Parameter>
      <Parameter name="baseCurrency">USD</Parameter>
      <Parameter name="extendedResults">false</Parameter>
    </Analytic>
    <Analytic type="curves">
      <Parameter name="active">Y</Parameter>
      <Parameter name="outputFileName">curves.csv</Parameter>
      <Parameter name="configuration">default</Parameter>
      <Parameter name="grid">360,1M</Parameter>
    </Analytic>
    <Analytic type="cashflow">
      <Parameter name="active">N</Parameter>
      <Parameter name="outputFileName">flows.csv</Parameter>
    </Analytic>
  </Analytics>
</ORE>

