2016-02-05 Input Output/Sensi log.txt 31 ../../Input/market_20160205.txt ../../Input/fixings_20160205.txt N ../../Input/curveconfig.xml ../../Input/conventions.xml todaysmarket.xml pricingengine.xml portfolio_parsensi.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 simulation.xml sensitivity.xml pricingengine.xml scenario.csv sensitivity.csv 0.000001 Y Y Y parsensitivity.csv Y jacobi.csv jacobi_inverse.csv