<?xml version="1.0"?>
<ORE>
  <Setup>
    <Parameter name="asofDate">2016-02-05</Parameter>
    <Parameter name="inputPath">Input</Parameter>
    <Parameter name="outputPath">Output</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">../..//Input/conventions.xml</Parameter>
    <Parameter name="marketConfigFile">todaysmarket.xml</Parameter>
    <Parameter name="pricingEnginesFile">../../Input/pricingengine.xml</Parameter>
    <Parameter name="observationModel">None</Parameter>
  </Setup>
  <Markets>
    <Parameter name="lgmcalibration">default</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="zeroToParSensiConversion">
      <Parameter name="active">Y</Parameter>
      <Parameter name="marketConfigFile">simulation.xml</Parameter>
      <Parameter name="sensitivityConfigFile">sensitivity.xml</Parameter>
      <Parameter name="pricingEnginesFile">../../Input/pricingengine.xml</Parameter>
      <Parameter name="sensitivityInputFile">sensitivity.csv</Parameter>
      <Parameter name="outputThreshold">0.000001</Parameter>
      <Parameter name="outputFile">parconversion_sensitivity.csv</Parameter>
      <Parameter name="outputJacobi">Y</Parameter>
      <Parameter name="jacobiOutputFile">jacobi.csv</Parameter>
      <Parameter name="jacobiInverseOutputFile">jacobi_inverse.csv</Parameter>
    </Analytic>
  </Analytics>
</ORE>
