2016-02-05 Input Output log.txt 31 market.txt fixings.txt N curveconfig.xml conventions.xml todaysmarket.xml pricingengine.xml portfolio.xml None false calendaradjustment.xml currencies.xml 1 libor libor libor libor libor Y EUR npv.csv Y Y Swap,Swaption,FxOption simulation.xml pricingengine.xml pricingengine_amc.xml EUR N Y netting.xml EUR Y Y 0.95 NoLag None