2016-02-05 Input Output/sensi/classic log.txt 31 ../../Input/market_20160205_flat.txt ../../Input/fixings_20160205.txt N ../../Input/curveconfig.xml ../../Input/conventions.xml ../../Input/todaysmarket.xml pricingengine.xml portfolio_sensi.xml counterparty.xml Disable 1 collateral_inccy xois_eur xois_eur xois_eur xois_eur Y EUR npv.csv Y flows.csv N default 240,1M curves.csv Y simulation_xva.xml pricingengine.xml EUR N cube.csv.gz scenariodata.csv.gz scenariodata.csv N N netting.xml cube.csv.gz scenariodata.csv.gz EUR Y Y 0.95 NoLag Y rawcube.csv netcube.csv N Regression 0.99 14 2 Y xvasensimarket.xml sensitivity.xml 0.000001 Y Y xva_sensitivity_jacobi.csv xva_sensitivity_jacobi_inverse.csv