<?xml version="1.0"?>
<ORE>
  <Setup>
    <Parameter name="asofDate">2024-03-05</Parameter>
    <Parameter name="inputPath">Input/ParStress</Parameter>
    <Parameter name="outputPath">Output/ParStress/valid_eur_6m</Parameter>
    <Parameter name="logFile">log.txt</Parameter>
    <Parameter name="logMask">31</Parameter>
    <Parameter name="marketDataFile">marketdata_eur6m.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="observationModel">None</Parameter>
  </Setup>
  <Markets>
    <Parameter name="lgmcalibration">inccy</Parameter>
    <Parameter name="fxcalibration">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>
    </Analytic>
    <Analytic type="cashflow">
      <Parameter name="active">Y</Parameter>
      <Parameter name="outputFileName">flows.csv</Parameter>
    </Analytic>
    <Analytic type="curves">
      <Parameter name="active">Y</Parameter>
      <Parameter name="configuration">default</Parameter>
      <Parameter name="grid">240,1M</Parameter>
      <Parameter name="outputFileName">curves.csv</Parameter>
    </Analytic>
  </Analytics>
</ORE>
