2016-02-05 Input Output/capfloor log.txt 31 ../../Input/market_20160205.txt ../../Input/fixings_20160205.txt Y ../../Input/curveconfig.xml ../../Input/conventions.xml ../../Input/todaysmarket.xml ../../Input/pricingengine.xml portfolio_capfloor.xml None false ../../Input/calendaradjustment.xml ../../Input/currencies.xml collateral_inccy xois_eur xois_eur xois_eur Y EUR npv.csv Y 12 Y flows.csv Y default 240,1M curves.csv Y Y simulation.xml ../../Input/pricingengine.xml EUR Disable cube.csv.gz scenariodata.csv.gz Y N netting.xml cube.csv.gz scenariodata.csv.gz EUR Y Y Y rawcube.csv netcube.csv