<?xml version="1.0"?>
<ORE>
  <Setup>
    <Parameter name="asofDate">2023-08-07</Parameter>
    <Parameter name="inputPath">Input</Parameter>
    <Parameter name="outputPath">Output/sensi/bump</Parameter><!-- bump -->
    <Parameter name="logFile">log.txt</Parameter>
    <Parameter name="logMask">31</Parameter>
    <Parameter name="marketDataFile">marketdata.csv</Parameter>
    <Parameter name="fixingDataFile">fixings.csv</Parameter>
    <Parameter name="implyTodaysFixings">Y</Parameter>
    <Parameter name="curveConfigFile">curveconfig.xml</Parameter>
    <Parameter name="conventionsFile">conventions.xml</Parameter>
    <Parameter name="marketConfigFile">todaysmarket.xml</Parameter>
    <Parameter name="pricingEnginesFile">pricingengine_nocg.xml</Parameter>
    <Parameter name="portfolioFile">portfolio_sensi.xml</Parameter>
    <Parameter name="observationModel">None</Parameter>
    <Parameter name="continueOnError">false</Parameter>
    <Parameter name="scriptLibrary">scriptlibrary.xml</Parameter> 
  </Setup>
  <Markets>
    <Parameter name="pricing">inccy</Parameter>
    <Parameter name="lgmcalibration">default</Parameter>
    <Parameter name="fxcalibration">default</Parameter>
    <Parameter name="eqcalibration">default</Parameter>
    <Parameter name="simulation">default</Parameter>
  </Markets>
  <Analytics>
    <Analytic type="npv">
      <Parameter name="active">Y</Parameter>
      <Parameter name="baseCurrency">EUR</Parameter>
      <Parameter name="outputFileName">npv.csv</Parameter>
      <Parameter name="additionalResults">Y</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>
      <Parameter name="outputTodaysMarketCalibration">Y</Parameter>
    </Analytic>
    <Analytic type="sensitivity">
      <Parameter name="active">Y</Parameter>
      <Parameter name="marketConfigFile">sensimarket.xml</Parameter>
      <Parameter name="sensitivityConfigFile">sensitivity.xml</Parameter>
      <Parameter name="pricingEnginesFile">pricingengine_nocg.xml</Parameter>
      <Parameter name="scenarioOutputFile">scenario.csv</Parameter>
      <Parameter name="sensitivityOutputFile">sensitivity.csv</Parameter>
      <Parameter name="outputSensitivityThreshold">0.000001</Parameter>
      <Parameter name="recalibrateModels">Y</Parameter>
    </Analytic>
  </Analytics>
</ORE>
