<?xml version="1.0"?>
<ORE>
  <Setup>
    <Parameter name="asofDate">2025-02-10</Parameter>
    <Parameter name="inputPath">Input/Dim2</Parameter>
    <Parameter name="outputPath">Output/Dim2/SimmAnalytic</Parameter>
    <Parameter name="logFile">log.txt</Parameter>
    <Parameter name="logMask">31</Parameter>
    <Parameter name="marketDataFile">marketdata_flatvol.csv</Parameter>
    <Parameter name="fixingDataFile">fixings.csv</Parameter>
    <Parameter name="implyTodaysFixings">N</Parameter>
    <Parameter name="curveConfigFile">curveconfig.xml</Parameter>
    <Parameter name="conventionsFile">conventions.xml</Parameter>
    <Parameter name="marketConfigFile">todaysmarket.xml</Parameter>
    <Parameter name="pricingEnginesFile">pricingengine.xml</Parameter>
    <Parameter name="portfolioFile">portfolio.xml</Parameter>
    <Parameter name="scriptLibrary">scriptlibrary.xml</Parameter>
    <Parameter name="observationModel">None</Parameter>
    <Parameter name="continueOnError">false</Parameter>
    <Parameter name="buildFailedTrades">true</Parameter>
  </Setup>
  <Markets>
    <Parameter name="lgmcalibration">default</Parameter>
    <Parameter name="fxcalibration">default</Parameter>
    <Parameter name="infcalibration">default</Parameter>
    <Parameter name="pricing">default</Parameter>
    <Parameter name="simulation">default</Parameter>
    <Parameter name="sensitivity">default</Parameter>
  </Markets>
  <Analytics>
    <Analytic type="npv">
      <Parameter name="active">Y</Parameter>
      <Parameter name="baseCurrency">EUR</Parameter>
      <Parameter name="outputFileName">npv.csv</Parameter>
      <Parameter name="additionalResults">Y</Parameter>
      <Parameter name="additionalResultsReportPrecision">12</Parameter>
    </Analytic>
    <Analytic type="simulation">
      <Parameter name="active">Y</Parameter>
      <Parameter name="simulationConfigFile">simulation.xml</Parameter>
      <Parameter name="pricingEnginesFile">pricingengine_dimas.xml</Parameter>
      <Parameter name="baseCurrency">EUR</Parameter>
      <!-- <Parameter name="cubeFile">cube.csv.gz</Parameter> -->
      <!-- <Parameter name="aggregationScenarioDataFileName">scenariodata.csv.gz</Parameter> -->
      <!-- <Parameter name="scenariodump">scenariodump.csv</Parameter> -->
      <Parameter name="storeSensis">Y</Parameter>
      <Parameter name="curveSensiGrid">
	0.0417, 0.0833, 0.25, 0.5, 1.0, 2.0, 3.0, 5.0, 10.0, 15.0, 20.0, 30.0
      </Parameter>
      <Parameter name="vegaSensiGrid">
	0.0417, 0.0833, 0.25, 0.5, 1.0, 2.0, 3.0, 5.0, 10.0, 15.0, 20.0, 30.0
      </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="cva">Y</Parameter>
      <Parameter name="dim">Y</Parameter>
      <!-- DynamicIM requires xvaCgDynamicIM = true under simulation above -->
      <Parameter name="dimModel">SimmAnalytic</Parameter>
      <!--<Parameter name="dimModel">Regression</Parameter>-->
      <Parameter name="dimQuantile">0.99</Parameter>
      <Parameter name="dimHorizonCalendarDays">14</Parameter>
      <Parameter name="dimRegressionOrder">2</Parameter>
      <Parameter name="dimRegressors"/>
      <Parameter name="dimScaling">1.0</Parameter>
      <Parameter name="dimEvolutionFile">dim_evolution.csv</Parameter>
      <Parameter name="dimRegressionFiles">dim_regression.csv</Parameter>
      <Parameter name="dimOutputNettingSet">CPTY_A</Parameter>
      <Parameter name="dimOutputGridPoints">0</Parameter>
      <!-- <Parameter name="rawCubeOutputFile">rawcube.csv</Parameter> -->
      <!-- <Parameter name="netCubeOutputFile">netcube.csv</Parameter> -->
    </Analytic>
  </Analytics>
</ORE>
