git subrepo pull (merge) ore

subrepo:
  subdir:   "ore"
  merged:   "1474c32bdd"
upstream:
  origin:   "git@gitlab.acadiasoft.net:qs/ore.git"
  branch:   "master"
  commit:   "d2c7fded99"
git-subrepo:
  version:  "0.4.6"
  origin:   "https://github.com/ingydotnet/git-subrepo"
  commit:   "110b9eb"

Author: jenkins

Docs/UserGuide/userguide.tex

@@ -5772,15 +5772,18 @@ \subsubsection{Market}\label{sec:sim_market}
 It should be noted that equity volatilities are taken to be a curve by default. To simulate an equity volatility surface with smile the xml node {\tt <Surface> } must be supplied.
 There are two methods in ORE for equity volatility simulation: 
 \begin{itemize}
-\item Simulating ATM volatilities only (and shifting other strikes relative to this using the $T_{0}$ smile). In this case set {\tt <SimulateATMOnly>} to true.
-\item Simulating the full volatility surface. The node {\tt <SimulateATMOnly>} should be omitted or set to false, and explicit moneyness levels for simulation should be provided.
+\item Simulating ATM volatilities only (and shifting other strikes relative to this using the $T_{0}$ smile). In this
+  case set {\tt <SimulateATMOnly>} to true and no surface node is given.
+\item Simulating the full volatility surface. The node {\tt <SimulateATMOnly>} should be omitted or set to false, and
+  explicit moneyness levels for simulation should be provided.
 \end{itemize}
 
 Swaption volatilities are taken to be a surface by default. To simulate a swaption volatility cube with smile the xml node {\tt <Cube> } must be supplied.
 There are two methods in ORE for swaption volatility cube simulation: 
 \begin{itemize}
 \item Simulating ATM volatilities only (and shifting other strikes relative to this using the $T_{0}$ smile). In this case set {\tt <SimulateATMOnly>} to true.
-\item Simulating the full volatility cube. The node {\tt <SimulateATMOnly>} should be omitted or set to false, and explicit strike spreads for simulation should be provided.
+\item Simulating the full volatility cube. The node {\tt <SimulateATMOnly>} should be omitted or set to false, and
+  explicit strike spreads for simulation should be provided.
 \end{itemize}
 
 FX volatilities are taken to be a curve by default. To simulate an FX volatility cube with smile the xml node {\tt <Surface> } must be supplied. The surface node contains the moneyness levels to be simulated.
@@ -5862,8 +5865,8 @@ \subsubsection{Market}\label{sec:sim_market}
     </Currencies>
     <Expiries>6M,1Y,2Y,3Y,5Y,10Y,12Y,15Y,20Y</Expiries>
     <Terms>1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,30Y</Terms>
+    <SimulateATMOnly>false</SimulateATMOnly>
     <Cube>
-     <SimulateATMOnly>false</SimulateATMOnly>
      <StrikeSpreads>-0.02,-0.01,0.0,0.01,0.02</StrikeSpreads>
     </Cube>
     <!-- Sets a new daycounter for just the EUR swaptionVolatility surface -->
@@ -5896,9 +5899,9 @@ \subsubsection{Market}\label{sec:sim_market}
         <Name>Lufthansa</Name>
       </Names>
       <Expiries>6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y</Expiries>
+      <SimulateATMOnly>false</SimulateATMOnly>
       <Surface>
-        <SimulateATMOnly>false</SimulateATMOnly><!-- false -->
-        <Moneyness>0.1,0.5,1.0,1.5,2.0,3.0</Moneyness><!-- omitted if SimulateATMOnly true -->
+        <Moneyness>0.1,0.5,1.0,1.5,2.0,3.0</Moneyness>
       </Surface>
       <TimeExtrapolation>Flat</TimeExtrapolation>
       <StrikeExtrapolation>Flat</StrikeExtrapolation>

Examples/Example_22/Input/simulation_atmOnly.xml

@@ -102,9 +102,7 @@
         <Name>Lufthansa</Name>
       </Names>
       <Expiries>6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y</Expiries>
-      <Surface>
-        <SimulateATMOnly>true</SimulateATMOnly>
-      </Surface>
+      <SimulateATMOnly>true</SimulateATMOnly>
     </EquityVolatilities>     
 
     <BenchmarkCurves>

Examples/Example_22/Input/simulation_fullSurface.xml

@@ -106,8 +106,8 @@
         <Name>Lufthansa</Name>
       </Names>
       <Expiries>6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y</Expiries>
+      <SimulateATMOnly>false</SimulateATMOnly>
       <Surface>
-          <SimulateATMOnly>false</SimulateATMOnly>
           <Moneyness>0.5,0.6,0.7,0.8,0.9,0.95,1.0,1.05,1.1,1.2,1.3,1.4,1.5,1.6,1.7,1.8,1.9,2.0,2.5,3.0</Moneyness>
       </Surface>
     </EquityVolatilities>     

Examples/Example_40/Input/simulation.xml

@@ -129,10 +129,7 @@
         <Name>SPX</Name>
       </Names>
       <Expiries>2W,1M,3M,6M,1Y,2Y,3Y,5Y,10Y,15Y,20Y,30Y</Expiries>
-      <Surface>
-        <SimulateATMOnly>true</SimulateATMOnly>
-        <Moneyness/>
-      </Surface>
+      <SimulateATMOnly>true</SimulateATMOnly>
     </EquityVolatilities>
 
     <BenchmarkCurves/>

Examples/Example_50/Input/simulation.xml

@@ -129,10 +129,7 @@
         <Name>SPX</Name>
       </Names>
       <Expiries>2W,1M,3M,6M,1Y,2Y,3Y,5Y,10Y,15Y,20Y,30Y</Expiries>
-      <Surface>
-        <SimulateATMOnly>true</SimulateATMOnly>
-        <Moneyness/>
-      </Surface>
+      <SimulateATMOnly>true</SimulateATMOnly>
     </EquityVolatilities>
 
     <BenchmarkCurves/>