<?xml version="1.0"?>
<ORE>
  <Setup>
    <Parameter name="asofDate">2016-02-05</Parameter>
    <Parameter name="inputPath">Input</Parameter>
    <Parameter name="outputPath">Output/Stress</Parameter>
    <Parameter name="logFile">log.txt</Parameter>
    <Parameter name="logMask">31</Parameter>
    <Parameter name="marketDataFile">../../Input/market_20160205.txt</Parameter>
    <Parameter name="fixingDataFile">../../Input/fixings_20160205.txt</Parameter>
    <Parameter name="implyTodaysFixings">N</Parameter>
    <Parameter name="curveConfigFile">../../Input/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_stress.xml</Parameter>
    <Parameter name="observationModel">None</Parameter>
  </Setup>
  <Markets>
    <Parameter name="lgmcalibration">collateral_inccy</Parameter>
    <Parameter name="fxcalibration">xois_eur</Parameter>
    <Parameter name="pricing">xois_eur</Parameter>
    <Parameter name="simulation">xois_eur</Parameter>
    <Parameter name="sensitivity">xois_eur</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>
    <Analytic type="stress">
      <Parameter name="active">Y</Parameter>
      <Parameter name="precision">6</Parameter>
      <Parameter name="marketConfigFile">stressmarket.xml</Parameter>
      <Parameter name="stressConfigFile">stresstest.xml</Parameter>
      <Parameter name="pricingEnginesFile">pricingengine.xml</Parameter>
      <Parameter name="scenarioOutputFile">stresstest.csv</Parameter>
      <Parameter name="outputThreshold">0.000001</Parameter>
      <Parameter name="generateCashflows">Y</Parameter>
      <Parameter name="scenarioCashflowOutputFile">stresstest_flows.csv</Parameter>
    </Analytic>
  </Analytics>
</ORE>
