Skip to content

Commit 2fe4703

Browse files
pcaspersjenkins
authored andcommitted
QPR-12382 update test outputs
1 parent 3ec6cd2 commit 2fe4703

2 files changed

Lines changed: 4 additions & 4 deletions

File tree

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -1,4 +1,4 @@
11
#TradeId,TradeType,Maturity,MaturityTime,NPV,NpvCurrency,NPV(Base),BaseCurrency,Notional,NotionalCurrency,Notional(Base),NettingSet,CounterParty
2-
Ascot,Ascot,2026-02-03,7.435616,996814.000699,EUR,1165610.845653,USD,1000000.00,EUR,1169336.35,,CPTY_C
3-
AssetSwap,Swap,2026-02-03,7.435616,-42567.908166,EUR,-49776.202381,USD,1000000.00,EUR,1169336.35,,CPTY_C
2+
Ascot,Ascot,2026-02-03,7.435616,34686.961931,EUR,40560.725473,USD,1000000.00,EUR,1169336.35,,CPTY_C
3+
AssetSwap,Swap,2026-02-03,7.435616,-4674.890778,EUR,-5466.519722,USD,1000000.00,EUR,1169336.35,,CPTY_C
44
ConvertibleBond,ConvertibleBond,2026-02-03,7.435616,1039381.908865,EUR,1215387.048035,USD,1.00,EUR,1.17,,CPTY_C

Examples/Example_48/Input/portfolio.xml

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -52,7 +52,7 @@
5252
<Index>EUR-EURIBOR-3M</Index>
5353
<!-- The recall spread goes here. -->
5454
<Spreads>
55-
<Spread>0.02</Spread>
55+
<Spread>0.025</Spread>
5656
</Spreads>
5757
</FloatingLegData>
5858
<ScheduleData>
@@ -143,7 +143,7 @@
143143
<Index>EUR-EURIBOR-3M</Index>
144144
<!-- The recall spread goes here. -->
145145
<Spreads>
146-
<Spread>0.02</Spread>
146+
<Spread>0.025</Spread>
147147
</Spreads>
148148
</FloatingLegData>
149149
<ScheduleData>

0 commit comments

Comments
 (0)