2016-02-05 Input Output/closeout_ddv log.txt 255 ../../Input/market_20160205.txt ../../Input/fixings_20160205.txt N ../../Input/curveconfig.xml ../../Input/conventions.xml ../../Input/todaysmarket.xml ../../Input/pricingengine.xml portfolio.xml Disable collateral_inccy xois_eur xois_eur xois_eur Y EUR npv.csv Y flows.csv Y default 240,1M curves.csv Y simulation_closeout_dim.xml pricingengine_dg.xml EUR Y cube.csv.gz scenariodata.csv.gz Y 1,2,3,5,7,10,15,20 1,2,3,5,7,10,15,20 Y netting_dim.xml ../closeout_nocollateral/cube.csv.gz ../closeout_nocollateral/scenariodata.csv.gz EUR Y Y 0.95 NoLag Y N BANK N BANK_EUR_BORROW Y Y 0.99 DeltaVaR CPTY_A dim_evolution.csv rawcube.csv netcube.csv