2016-02-05 Input Output/credit 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_credit.xml Disable false ../../Input/calendaradjustment.xml libor libor libor libor libor Y EUR npv.csv Y flows.csv Y default 240,1M curves.csv Y simulation_credit.xml ../../Input/pricingengine.xml EUR cube.csv.gz scenariodata.csv.gz Y Y simulation_credit.xml calibration.csv Y netting.xml cube.csv.gz scenariodata.csv.gz EUR Y Y 0.95 Symmetric Marginal 1.0 N Y N BANK Y BANK_EUR_BORROW BANK_EUR_LEND N N rawcube.csv netcube.csv Y N