QPR-12536 update userguide

Author: mgroncki

Docs/UserGuide/userguide.tex

@@ -3755,15 +3755,41 @@ \subsection{Balance Guaranteed Swap}% Example 66
 current and past CPRs or expert judgement.
 
 %--------------------------------------------------------------------
-\subsection{XVA Stress Testing - TODO}% Example 67
+\subsection{XVA Stress Testing}% Example 67
 \label{example:67}
 %--------------------------------------------------------------------
 
+The example in folder {\\tt Examples/Example\_67} demonstrates the XVA stresstesting with the classical and AMC XVA engine.
+The new analytic type \\emph{XVA_STRESS} leverages the existing stresstest framework and supports stresstests in zero and par domain. 
+The Stresstest scenarios are given in the same format as for the regular stresstest. 
+
+To analyse the impact of market rate shifts (Swap rates, CDS spreads, flat vols), one had to
+manipulate the market data input into ORE and re-run the entire ORE process multiple times.
+
+The generated outputs are the xva and exposure reports under each scenario.
+
 %--------------------------------------------------------------------
-\subsection{XVA Bump \& Revalue Sensitivities - TODO}% Example 68
+\subsection{XVA Bump \& Revalue Sensitivities}% Example 68
 \label{example:68}
 %--------------------------------------------------------------------
 
+The example in folder {\\tt Examples/Example\_68} demonstrates the XVA sensitivity analysis with the AMC XVA engine.
+The new analytic type \\emph{XVA_SENSITIVITY} applies zero shifts as defined in the sensitivity.xml in the usual input format to the market data and 
+computes the xva and exposure measures under each market rate shift.
+
+The aggregation of the results to sensitivites need to handled outside of ORE for now. 
+Those external computed sensitivites could be converted to par-sensi with the 
+zero-to-par conversion analytic (see \ref{example:50}).
+
+%--------------------------------------------------------------------
+\subsection{Zero Rate Shifts To Par Shifts}% Example 69
+\label{example:69}
+%--------------------------------------------------------------------
+
+The example in folder {\\tt Examples/Example\_69} demonstrates the conversion of zero shifts to par rate shifts.
+ORE applies the zero rate shifts to the zero curves and computes the resulting shifts in the implied fair rate of a given set of par instruments. 
+The zero rate shifts are given as stresstest and the par instruments are defined in the usual sensitivity configuration.
+
 \clearpage
 %========================================================
 \section{Launchers and Visualisation}\label{sec:visualisation}