2016-02-05 Input Output/ParametricVar log.txt 31 ../../Input/market_20160205.txt ../../Input/fixings_20160205.txt N ../../Input/curveconfig.xml ../../Input/conventions.xml ../../Input/todaysmarket.xml pricingengine.xml portfolio.xml None collateral_inccy xois_eur xois_eur xois_eur xois_eur Y EUR npv.csv Y flows.csv Y default 240,1M curves.csv Y ParametricVar/sensitivity.csv covariance.csv 0.01,0.05,0.95,0.99 Y PF1|PF2 DeltaGammaNormal var.csv