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Commit 02c5a03

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joeyobrienjenkins
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added regression test for RRAO
1 parent 0424181 commit 02c5a03

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Tools/PythonTools/comparison_config.json

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@@ -467,6 +467,23 @@
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}
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]
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},
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"frtb_rrao.csv": {
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"keys": [
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"CorrelationScenario",
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"CapitalRequirement",
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"RiskClass",
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"Bucket"
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],
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"column_settings": [
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{
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"names": [
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"FrtbCharge"
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],
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"abs_tol": 0.01,
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"rel_tol": 1e-12
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}
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]
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},
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"bacva\\.csv": {
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"keys": [
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"Counterparty",

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