<ORE>
  <Setup>
    <Parameter name="asofDate">2025-02-10</Parameter>
    <Parameter name="inputPath">Input/Dim2</Parameter>
    <Parameter name="outputPath">Output/Dim2/AmcCg</Parameter>
    <Parameter name="logFile">log.txt</Parameter>
    <Parameter name="logMask">31</Parameter>
    <Parameter name="marketDataFile">marketdata_flatvol_stressed.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_bermudan.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="amc">Y</Parameter>
      <!-- Disabled (legacy AMC), CubeGeneration (AMC-CG, classic PP), Full (AMC-CG, cg PP) -->
      <Parameter name="amcCg">CubeGeneration</Parameter>
      <Parameter name="amcTradeTypes">Swap,Swaption,FxOption,CompositeTrade,FxForward</Parameter>
      <Parameter name="simulationConfigFile">simulation_vm.xml</Parameter>
      <Parameter name="pricingEnginesFile">pricingengine.xml</Parameter>
      <Parameter name="amcPricingEnginesFile">pricingengine_amc.xml</Parameter>
      <Parameter name="amcCgPricingEnginesFile">pricingengine_amccg.xml</Parameter>
      <!-- enable dynamic IM -->
      <Parameter name="xvaCgDynamicIM">true</Parameter>
      <Parameter name="xvaCgDynamicIMStepSize">1</Parameter>
      <Parameter name="xvaCgRegressionOrder">4</Parameter>
      <Parameter name="xvaCgRegressionOrderDynamicIm">4</Parameter>
      <Parameter name="xvaCgUsePythonIntegration">false</Parameter>
      <Parameter name="xvaCgUsePythonIntegrationDynamicIm">false</Parameter>
      <Parameter name="xvaCgTradeLevelBreakdown">false</Parameter>
      <Parameter name="xvaCgUseRedBlocks">false</Parameter>
      <Parameter name="baseCurrency">EUR</Parameter>
    </Analytic>
    <Analytic type="xva">
      <Parameter name="active">Y</Parameter>
      <Parameter name="csaFile">netting_im.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">NoLag</Parameter>
      <Parameter name="allocationMethod">None</Parameter>
      <Parameter name="marginalAllocationLimit">1.0</Parameter>
      <Parameter name="exerciseNextBreak">N</Parameter>
      <Parameter name="fullInitialCollateralisation">Y</Parameter>
      <Parameter name="cva">Y</Parameter>
      <Parameter name="dva">N</Parameter>
      <Parameter name="dvaName">BANK</Parameter>
      <Parameter name="fva">N</Parameter>
      <Parameter name="fvaBorrowingCurve">BANK_EUR_BORROW</Parameter>
      <Parameter name="fvaLendingCurve">BANK_EUR_LEND</Parameter>
      <Parameter name="colva">N</Parameter>
      <Parameter name="collateralSpread">0.0000</Parameter>
      <Parameter name="collateralFloor">N</Parameter>
      <Parameter name="dim">true</Parameter>
      <Parameter name="mva">true</Parameter>
      <!-- DynamicIM requires xvaCgDynamicIM = true under simulation above -->
      <Parameter name="dimModel">DynamicIM</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="dimDistributionCoveredStdDevs">5.0</Parameter>
      <Parameter name="dimDistributionGridSize">50</Parameter>
      <Parameter name="dimLocalRegressionEvaluations">0</Parameter>
      <Parameter name="dimLocalRegressionBandwidth">1.0</Parameter>
    </Analytic>
  </Analytics>
</ORE>
