<?xml version="1.0"?>
<ORE>
    <Setup>
        <Parameter name="asofDate">2024-03-05</Parameter>
        <Parameter name="inputPath">Input/ParStress</Parameter>
        <Parameter name="outputPath">Output/ParStress/Conversion</Parameter>
        <Parameter name="logFile">log.txt</Parameter>
        <Parameter name="logMask">31</Parameter>
        <Parameter name="marketDataFile">marketdata.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="parStressConversion">
            <Parameter name="active">Y</Parameter>
            <Parameter name="marketConfigFile">simulation.xml</Parameter>
            <Parameter name="stressConfigFile">parstresstest.xml</Parameter>
            <Parameter name="sensitivityConfigFile">sensitivity.xml</Parameter>
            <Parameter name="pricingEnginesFile">pricingengine.xml</Parameter>
            <Parameter name="scenarioOutputFile">stresstest.csv</Parameter>
            <Parameter name="outputThreshold">0.000001</Parameter>
            <Parameter name="stressZeroScenarioDataFile">results.xml</Parameter>
        </Analytic>
    </Analytics>
</ORE>
