<ORE>
  <Setup>
    <Parameter name="asofDate">2020-11-02</Parameter>
    <Parameter name="inputPath">Input</Parameter>
    <Parameter name="outputPath">Output/inflation_jy</Parameter>
    <Parameter name="logFile">log.txt</Parameter>
    <Parameter name="logMask">31</Parameter>
    <Parameter name="marketDataFile">market_inflation.txt</Parameter>
    <Parameter name="fixingDataFile">fixings_inflation.txt</Parameter>
    <Parameter name="implyTodaysFixings">Y</Parameter>
    <Parameter name="curveConfigFile">curveconfig_inflation.xml</Parameter>
    <Parameter name="conventionsFile">conventions_inflation.xml</Parameter>
    <Parameter name="marketConfigFile">todaysmarket_inflation.xml</Parameter>
    <Parameter name="pricingEnginesFile">../../Input/pricingengine.xml</Parameter>
    <Parameter name="portfolioFile">portfolio_inflation_jy.xml</Parameter>
    <Parameter name="observationModel">None</Parameter>
  </Setup>
  <Markets>
    <Parameter name="lgmcalibration">collateral_inccy</Parameter>
    <Parameter name="fxcalibration">xois_eur</Parameter>
    <Parameter name="infcalibration">collateral_inccy</Parameter>
    <Parameter name="pricing">xois_eur</Parameter>
    <Parameter name="simulation">xois_eur</Parameter>
  </Markets>
  <Analytics>
    <Analytic type="npv">
      <Parameter name="active">Y</Parameter>
      <Parameter name="baseCurrency">GBP</Parameter>
      <Parameter name="outputFileName">npv.csv</Parameter>
    </Analytic>
    <Analytic type="cashflow">
      <Parameter name="active">Y</Parameter>
      <Parameter name="outputFileName">flows.csv</Parameter>
    </Analytic>
    <Analytic type="curves">
      <Parameter name="active">Y</Parameter>
      <Parameter name="configuration">default</Parameter>
      <Parameter name="grid">240,1M</Parameter>
      <Parameter name="outputFileName">curves.csv</Parameter>
    </Analytic>
    <Analytic type="simulation">
      <Parameter name="active">Y</Parameter>
      <Parameter name="simulationConfigFile">simulation_inflation_jy.xml</Parameter>
      <Parameter name="pricingEnginesFile">../../Input/pricingengine.xml</Parameter>
      <Parameter name="baseCurrency">EUR</Parameter>
      <Parameter name="storeScenarios">N</Parameter>
      <Parameter name="cubeFile">cube.csv.gz</Parameter>
      <Parameter name="aggregationScenarioDataFileName">scenariodata.csv.gz</Parameter>
    </Analytic>
    <Analytic type="calibration">
      <Parameter name="active">Y</Parameter>
      <Parameter name="configFile">simulation_inflation_jy.xml</Parameter>
      <Parameter name="outputFile">calibration.csv</Parameter>
    </Analytic>
    <Analytic type="xva">
      <Parameter name="active">Y</Parameter>
      <Parameter name="csaFile">netting.xml</Parameter>
      <Parameter name="cubeFile">cube.csv.gz</Parameter>
      <Parameter name="scenarioFile">scenariodata.csv.gz</Parameter>
      <Parameter name="baseCurrency">EUR</Parameter>
      <Parameter name="exposureProfiles">Y</Parameter>
      <Parameter name="exposureProfilesByTrade">Y</Parameter>
      <Parameter name="quantile">0.95</Parameter>
      <Parameter name="calculationType">Symmetric</Parameter>
      <Parameter name="allocationMethod">None</Parameter>
      <Parameter name="marginalAllocationLimit">1.0</Parameter>
      <Parameter name="exerciseNextBreak">N</Parameter>
      <Parameter name="cva">Y</Parameter>
      <Parameter name="dva">N</Parameter>
      <Parameter name="dvaName"></Parameter>
      <Parameter name="fva">N</Parameter>
      <Parameter name="fvaBorrowingCurve"></Parameter>
      <Parameter name="fvaLendingCurve"></Parameter>
      <Parameter name="colva">N</Parameter>
      <Parameter name="collateralFloor">N</Parameter>
      <Parameter name="rawCubeOutputFile">rawcube.csv</Parameter>
      <Parameter name="netCubeOutputFile">netcube.csv</Parameter>
    </Analytic>
  </Analytics>
</ORE>
