2016-02-05 Input/Dim Output/dim/D1 log.txt ../../../Input/market_20160205_flat.txt ../../../Input/fixings_20160205.txt Y ../../../Input/curveconfig.xml ../../../Input/conventions.xml ../../../Input/todaysmarket.xml ../../../Input/pricingengine.xml swap_eurusd.xml Disable libor libor libor libor Y EUR npv.csv Y flows.csv Y libor 240,1M curves.csv Y simulation_D.xml ../../../Input/pricingengine.xml EUR Y cube.csv.gz scenariodata.csv.gz scenariodump.csv Y netting.xml cube.csv.gz scenariodata.csv.gz EUR Y Y 0.95 Symmetric Marginal 1.0 N Y N BANK N BANK_EUR_BORROW BANK_EUR_LEND N N Y Y 0.99 14 1 USD,EUR-EURIBOR-3M,USD-LIBOR-3M 100 0.25 1.0 dim_evolution.csv dim_regression.csv CPTY_A 100 rawcube.csv netcube.csv