<?xml version="1.0"?>
<ORE>
  <Setup>
    <Parameter name="asofDate">2016-02-05</Parameter>
    <Parameter name="inputPath">Input</Parameter>
    <Parameter name="outputPath">Output/cvasensi/ad</Parameter>
    <Parameter name="logFile">log.txt</Parameter>
    <Parameter name="logMask">63</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">../../Input/todaysmarket.xml</Parameter>
    <Parameter name="pricingEnginesFile">pricingengine.xml</Parameter>
    <Parameter name="portfolioFile">portfolio_cvasensi.xml</Parameter>
    <Parameter name="observationModel">None</Parameter>
    <Parameter name="scriptLibrary">scriptlibrary.xml</Parameter>
    <Parameter name="nThreads">1</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">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">Y</Parameter>
      <Parameter name="amc">Y</Parameter>
      <!-- Disabled (legacy AMC), CubeGeneration (AMC-CG, classic PP), Full (AMC-CG, cg PP) -->
      <Parameter name="amcCg">Full</Parameter>
      <!-- If given and amcCg=Full, we compute xva sensis in the AMC-CG engine -->
      <Parameter name="xvaCgSensitivityConfigFile">xvasensiconfig.xml</Parameter>
      <!-- If true, AMC-CG engine uses bump, otherwise AD to compute xva sensis -->
      <Parameter name="xvaCgBumpSensis">false</Parameter>
      <Parameter name="amcTradeTypes">Swap</Parameter>
      <Parameter name="simulationConfigFile">simulation.xml</Parameter>
      <Parameter name="pricingEnginesFile">pricingengine.xml</Parameter>
      <Parameter name="amcPricingEnginesFile">pricingengine_amc.xml</Parameter>
      <Parameter name="amcCgPricingEnginesFile">pricingengine_amccg.xml</Parameter>
      <Parameter name="baseCurrency">EUR</Parameter>
    </Analytic>
  </Analytics>
</ORE>
