QPR-9793 expected output

Author: damienbarker

Examples/Example_15/ExpectedOutput/var.csv

@@ -1,41 +1,41 @@
 #Portfolio,RiskClass,RiskType,Quantile_0.010000,Quantile_0.050000,Quantile_0.950000,Quantile_0.990000
-(all),(all),(all),-51235588.420345,-36273020.290624,35954249.290624,50916817.420345
-PF1,(all),(all),-50726701.680738,-35873450.367032,35826125.367032,50679376.680738
-PF2,(all),(all),-6496758.482691,-4633318.732994,4361872.732994,6225312.482691
-(all),(all),DeltaGamma,-51228597.579535,-36266113.039256,35960753.039256,50923237.579535
-PF1,(all),DeltaGamma,-50726701.680738,-35873450.367032,35826125.367032,50679376.680738
-PF2,(all),DeltaGamma,-6487761.420238,-4624992.974542,4366957.974542,6229726.420238
-(all),(all),Vega,-177433.848212,-127419.665564,114008.665564,164022.848212
-PF2,(all),Vega,-177433.848212,-127419.665564,114008.665564,164022.848212
-(all),InterestRate,(all),-36990501.444995,-26202192.588929,25875103.588929,36663412.444995
-PF1,InterestRate,(all),-36286970.228997,-25662864.686621,25621789.686621,36245895.228997
-PF2,InterestRate,(all),-6495318.588113,-4634434.468231,4348420.468231,6209304.588113
-(all),InterestRate,DeltaGamma,-36983211.097219,-26195003.555867,25881803.555867,36670011.097219
+All,All,All,-51235588.420345,-36273020.290624,35954249.290624,50916817.420345
+PF1,All,All,-50726701.680738,-35873450.367032,35826125.367032,50679376.680738
+PF2,All,All,-6496758.482691,-4633318.732994,4361872.732994,6225312.482691
+All,All,DeltaGamma,-51228597.579535,-36266113.039256,35960753.039256,50923237.579535
+PF1,All,DeltaGamma,-50726701.680738,-35873450.367032,35826125.367032,50679376.680738
+PF2,All,DeltaGamma,-6487761.420238,-4624992.974542,4366957.974542,6229726.420238
+All,All,Vega,-177433.848212,-127419.665564,114008.665564,164022.848212
+PF2,All,Vega,-177433.848212,-127419.665564,114008.665564,164022.848212
+All,InterestRate,All,-36990501.444995,-26202192.588929,25875103.588929,36663412.444995
+PF1,InterestRate,All,-36286970.228997,-25662864.686621,25621789.686621,36245895.228997
+PF2,InterestRate,All,-6495318.588113,-4634434.468231,4348420.468231,6209304.588113
+All,InterestRate,DeltaGamma,-36983211.097219,-26195003.555867,25881803.555867,36670011.097219
 PF1,InterestRate,DeltaGamma,-36286970.228997,-25662864.686621,25621789.686621,36245895.228997
 PF2,InterestRate,DeltaGamma,-6486368.759528,-4626072.092586,4353947.092586,6214243.759528
-(all),InterestRate,Vega,-166546.889318,-119792.011561,105903.011561,152657.889318
+All,InterestRate,Vega,-166546.889318,-119792.011561,105903.011561,152657.889318
 PF2,InterestRate,Vega,-166546.889318,-119792.011561,105903.011561,152657.889318
-(all),Inflation,(all),-304149.096627,-215013.224331,215263.224331,304399.096627
-PF1,Inflation,(all),-304149.096627,-215013.224331,215263.224331,304399.096627
-(all),Inflation,DeltaGamma,-304149.096627,-215013.224331,215263.224331,304399.096627
+All,Inflation,All,-304149.096627,-215013.224331,215263.224331,304399.096627
+PF1,Inflation,All,-304149.096627,-215013.224331,215263.224331,304399.096627
+All,Inflation,DeltaGamma,-304149.096627,-215013.224331,215263.224331,304399.096627
 PF1,Inflation,DeltaGamma,-304149.096627,-215013.224331,215263.224331,304399.096627
-(all),Credit,(all),-608375.168374,-431106.185147,424606.185147,601875.168374
-PF1,Credit,(all),-608375.168374,-431106.185147,424606.185147,601875.168374
-(all),Credit,DeltaGamma,-608375.168374,-431106.185147,424606.185147,601875.168374
+All,Credit,All,-608375.168374,-431106.185147,424606.185147,601875.168374
+PF1,Credit,All,-608375.168374,-431106.185147,424606.185147,601875.168374
+All,Credit,DeltaGamma,-608375.168374,-431106.185147,424606.185147,601875.168374
 PF1,Credit,DeltaGamma,-608375.168374,-431106.185147,424606.185147,601875.168374
-(all),Equity,(all),-2905.708677,-2028.127874,2208.127874,3085.708677
-PF1,Equity,(all),-324115.056396,-229166.854769,229166.854769,324115.056396
-PF2,Equity,(all),-324018.180057,-229071.992827,229251.992827,324198.180057
-(all),Equity,DeltaGamma,-2826.903898,-1972.994530,2148.994530,3002.903898
+All,Equity,All,-2905.708677,-2028.127874,2208.127874,3085.708677
+PF1,Equity,All,-324115.056396,-229166.854769,229166.854769,324115.056396
+PF2,Equity,All,-324018.180057,-229071.992827,229251.992827,324198.180057
+All,Equity,DeltaGamma,-2826.903898,-1972.994530,2148.994530,3002.903898
 PF1,Equity,DeltaGamma,-324115.056396,-229166.854769,229166.854769,324115.056396
 PF2,Equity,DeltaGamma,-324019.443256,-229073.471869,229249.471869,324195.443256
-(all),Equity,Vega,-689.090258,-486.638148,490.638148,693.090258
+All,Equity,Vega,-689.090258,-486.638148,490.638148,693.090258
 PF2,Equity,Vega,-689.090258,-486.638148,490.638148,693.090258
-(all),FX,(all),-35377760.129718,-25011880.196187,25026268.196187,35392148.129718
-PF1,FX,(all),-35425700.127330,-25047883.817749,25047883.817749,35425700.127330
-PF2,FX,(all),-69381.369396,-46948.923048,61336.923048,83769.369396
-(all),FX,DeltaGamma,-35377945.204099,-25012080.481969,25025994.481969,35391859.204099
+All,FX,All,-35377760.129718,-25011880.196187,25026268.196187,35392148.129718
+PF1,FX,All,-35425700.127330,-25047883.817749,25047883.817749,35425700.127330
+PF2,FX,All,-69381.369396,-46948.923048,61336.923048,83769.369396
+All,FX,DeltaGamma,-35377945.204099,-25012080.481969,25025994.481969,35391859.204099
 PF1,FX,DeltaGamma,-35425700.127330,-25047883.817749,25047883.817749,35425700.127330
 PF2,FX,DeltaGamma,-39829.948999,-26123.900547,40037.900547,53743.948999
-(all),FX,Vega,-60382.869692,-42624.522782,43098.522782,60856.869692
+All,FX,Vega,-60382.869692,-42624.522782,43098.522782,60856.869692
 PF2,FX,Vega,-60382.869692,-42624.522782,43098.522782,60856.869692

Examples/Example_59/ExpectedOutput/var.csv

@@ -1,6 +1,6 @@
 #Portfolio,RiskClass,RiskType,Quantile_0.010000,Quantile_0.050000,Quantile_0.950000,Quantile_0.990000
-All,All,All,-874502.874530,-619224.526159,552878.029114,846747.430447
-All,All,DeltaGamma,-874502.874530,-619224.526159,552878.029114,846747.430447
+All,All,All,-874502.874530,-629898.758251,552878.029114,846747.430447
+All,All,DeltaGamma,-874502.874530,-629898.758251,552878.029114,846747.430447
 All,InterestRate,All,-63274.820389,-47022.474424,75704.146136,103062.394662
 All,InterestRate,DeltaGamma,-63274.820389,-47022.474424,75704.146136,103062.394662
 All,FX,All,-884243.685619,-636898.503103,534980.158696,806008.620044