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1 parent c996e3b commit 2daae4dCopy full SHA for 2daae4d
2 files changed
Examples/Example_64/ExpectedOutput/npv.csv
@@ -2,4 +2,4 @@
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CDS,CreditDefaultSwap,2026-12-21,2.795000,-69177.875463,USD,-64058.630043,EUR,1000000.00,USD,925998.81,NS,CP
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Cap,Swap,2026-03-02,1.989520,4988926.691472,EUR,4988926.691472,EUR,100000000.00,EUR,100000000.00,CPTY_A,CPTY_A
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EUR6MSwap,Swap,2026-03-02,1.989520,5924803.709084,EUR,5924803.709084,EUR,100000000.00,EUR,100000000.00,CPTY_A,CPTY_A
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-XccySwap,Swap,2026-01-06,1.838835,278592.728400,USD,257976.533708,EUR,102120250.00,USD,94563229.51,,A
+XccySwap,Swap,2026-01-06,1.838835,290363.000427,USD,268875.791546,EUR,102120250.00,USD,94563229.51,,A
Examples/Example_64/ExpectedOutput/stresstest.csv
@@ -20,8 +20,8 @@ EUR6MSwap,eur6m_zero,5924803.71,7615306.91,1690503.20
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EUR6MSwap,eur_ester_par,5924803.71,5847119.02,-77684.69
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EUR6MSwap,eur_ester_par_and_FX,5924803.71,5847119.02,-77684.69
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EUR6MSwap,eur_ester_zero,5924803.71,5867078.77,-57724.94
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-XccySwap,eur_ester_par,257976.53,1169385.55,911409.01
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-XccySwap,eur_ester_par_and_FX,257976.53,215657.96,-42318.58
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-XccySwap,eur_ester_zero,257976.53,13911.60,-244064.94
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-XccySwap,xccy_basis_per,257976.53,-1013541.78,-1271518.32
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-XccySwap,xccy_basis_zero,257976.53,1943677.74,1685701.20
+XccySwap,eur_ester_par,268875.79,1184689.32,915813.53
+XccySwap,eur_ester_par_and_FX,268875.79,230961.73,-37914.06
+XccySwap,eur_ester_zero,268875.79,29444.90,-239430.89
+XccySwap,xccy_basis_per,268875.79,-1002642.53,-1271518.32
+XccySwap,xccy_basis_zero,268875.79,1954576.99,1685701.20
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