<?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_mpor.txt</Parameter>
    <Parameter name="logMask">31</Parameter>
    <Parameter name="marketDataFile">market.txt</Parameter>
    <Parameter name="fixingDataFile">fixings.txt</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">Disable</Parameter>
  </Setup>
  <Markets>
    <Parameter name="lgmcalibration">collateral_inccy</Parameter>
    <Parameter name="fxcalibration">default</Parameter>
    <Parameter name="pricing">default</Parameter>
    <Parameter name="simulation">default</Parameter>
  </Markets>
  <Analytics>
    <Analytic type="npv">
      <Parameter name="active">N</Parameter>
      <Parameter name="baseCurrency">EUR</Parameter>
      <Parameter name="outputFileName">npv.csv</Parameter>
    </Analytic>
    <Analytic type="cashflow">
      <Parameter name="active">N</Parameter>
      <Parameter name="outputFileName">flows.csv</Parameter>
    </Analytic>
    <Analytic type="curves">
      <Parameter name="active">N</Parameter>
      <Parameter name="configuration">default</Parameter>
      <Parameter name="grid">240,1M</Parameter>
      <Parameter name="outputFileName">curves.csv</Parameter>
    </Analytic>
    <Analytic type="simulation">
      <Parameter name="active">N</Parameter>
      <Parameter name="simulationConfigFile">simulation.xml</Parameter>
      <Parameter name="pricingEnginesFile">pricingengine.xml</Parameter>
      <Parameter name="baseCurrency">EUR</Parameter>
      <!-- Parameter name="scenariodump">scenariodump.csv</Parameter> -->
      <!--<Parameter name="cubeFile">cube.csv.gz</Parameter>-->
      <!--<Parameter name="aggregationScenarioDataFileName">scenariodata.csv.gz</Parameter>-->
    </Analytic>
    <Analytic type="xva">
      <Parameter name="active">Y</Parameter>
      <Parameter name="csaFile">netting_mpor.xml</Parameter>
      <Parameter name="cubeFile">cube.csv.gz</Parameter>
      <Parameter name="scenarioFile">scenariodata.csv.gz</Parameter>
      <Parameter name="baseCurrency">EUR</Parameter>
      <Parameter name="exposureProfiles">Y</Parameter>
      <Parameter name="exposureProfilesByTrade">Y</Parameter>
      <Parameter name="quantile">0.95</Parameter>
      <Parameter name="calculationType">NoLag</Parameter>
      <Parameter name="allocationMethod">Marginal</Parameter>
      <Parameter name="marginalAllocationLimit">1.0</Parameter>
      <Parameter name="exerciseNextBreak">N</Parameter>
      <Parameter name="cva">Y</Parameter>
      <Parameter name="dva">N</Parameter>
      <Parameter name="dvaName">BANK</Parameter>
      <Parameter name="fva">N</Parameter>
      <Parameter name="fvaBorrowingCurve">BANK_EUR_BORROW</Parameter>
      <Parameter name="fvaLendingCurve">BANK_EUR_LEND</Parameter>
      <Parameter name="colva">N</Parameter>
      <Parameter name="collateralFloor">N</Parameter>
    </Analytic>
  </Analytics>
</ORE>
