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Original file line number Diff line number Diff line change 6767 <Parameter name =" sensitivityConfigFile" >sensitivity.xml</Parameter >
6868 <Parameter name =" pricingEnginesFile" >pricingengine.xml</Parameter >
6969 <Parameter name =" scenarioOutputFile" >sensi_scenarios.csv</Parameter >
70- <Parameter name =" sensitivityOutputFile" >sensi_raw .csv</Parameter >
70+ <Parameter name =" sensitivityOutputFile" >sensitivity .csv</Parameter >
7171 <Parameter name =" outputSensitivityThreshold" >0.000001</Parameter >
7272 <Parameter name =" parSensitivity" >Y</Parameter >
73- <Parameter name =" parSensitivityOutputFile" >sensi_par .csv</Parameter >
73+ <Parameter name =" parSensitivityOutputFile" >parsensitivity .csv</Parameter >
7474 <Parameter name =" outputJacobi" >Y</Parameter >
7575 <Parameter name =" jacobiOutputFile" >jacobi.csv</Parameter >
7676 <Parameter name =" jacobiInverseOutputFile" >jacobi_inverse.csv</Parameter >
File renamed without changes.
Original file line number Diff line number Diff line change 4545 <Parameter name =" sensitivityConfigFile" >sensitivity.xml</Parameter >
4646 <Parameter name =" pricingEnginesFile" >../../Input/pricingengine.xml</Parameter >
4747 <Parameter name =" scenarioOutputFile" >sensi_scenarios.csv</Parameter >
48- <Parameter name =" sensitivityOutputFile" >zero_sensi .csv</Parameter >
48+ <Parameter name =" sensitivityOutputFile" >sensitivity .csv</Parameter >
4949 <Parameter name =" crossGammaOutputFile" >crossgamma.csv</Parameter >
5050 <Parameter name =" recalibrateModels" >Y</Parameter >
5151 <Parameter name =" outputSensitivityThreshold" >0.000001</Parameter >
5252 <Parameter name =" productClassMappingOutputFile" >productclass_mapping.csv</Parameter >
53- <Parameter name =" parSensitivityOutputFile" >par_sensi .csv</Parameter >
53+ <Parameter name =" parSensitivityOutputFile" >parsensitivity .csv</Parameter >
5454 <Parameter name =" outputJacobi" >Y</Parameter >
5555 <Parameter name =" jacobiOutputFile" >jacobi.csv</Parameter >
5656 <Parameter name =" jacobiInverseOutputFile" >jacobi_inverse.csv</Parameter >
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