2016-02-05 Input/Dim Output/dim/E3 log.txt ../../../Input/market_20160205_flat.txt ../../../Input/fixings_20160205.txt Y ../../../Input/curveconfig.xml ../../../Input/conventions.xml ../../../Input/todaysmarket.xml ../../../Input/pricingengine.xml fxoption.xml Disable libor libor libor libor Y EUR npv.csv Y flows.csv Y libor 240,1M curves.csv Y simulation_E.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.xml cube.csv.gz scenariodata.csv.gz EUR Y Y 0.95 NoLag Marginal 1.0 N Y BANK N Y N BANK_EUR_BORROW Y 0.99 DeltaVaR 2 1.0 dim_evolution.csv dim_regression.csv CPTY_A 100 rawcube.csv netcube.csv