QPR-11988 update example expected results

Author: mgroncki

Examples/AmericanMonteCarlo/ExpectedOutput/generic_barrier_option/exposure_trade_FX_BARRIER_OPTION_UPIN.csv

@@ -1,62 +1,62 @@
 #TradeId,Date,Time,EPE,ENE,AllocatedEPE,AllocatedENE,PFE,BaselEE,BaselEEE,TimeWeightedBaselEPE,TimeWeightedBaselEEPE
-FX_BARRIER_OPTION_UPIN,2022-01-31,0.000000,12762,0,0,0,12762,12762,12762,12761.82,12761.82
-FX_BARRIER_OPTION_UPIN,2022-02-01,0.002740,12762,0,0,0,18903,12764,12764,12763.68,12763.68
-FX_BARRIER_OPTION_UPIN,2022-02-02,0.005479,12763,0,0,0,21100,12766,12766,12764.75,12764.75
-FX_BARRIER_OPTION_UPIN,2022-02-03,0.008219,12762,0,0,0,23637,12767,12767,12765.57,12765.57
-FX_BARRIER_OPTION_UPIN,2022-02-04,0.010959,12764,0,0,0,25436,12770,12770,12766.75,12766.75
-FX_BARRIER_OPTION_UPIN,2022-02-07,0.019178,12766,0,0,0,30105,12778,12778,12771.41,12771.41
-FX_BARRIER_OPTION_UPIN,2022-02-08,0.021918,12765,0,0,0,30734,12778,12778,12772.26,12772.26
-FX_BARRIER_OPTION_UPIN,2022-02-09,0.024658,12766,0,0,0,32719,12780,12780,12773.17,12773.17
-FX_BARRIER_OPTION_UPIN,2022-02-10,0.027397,12772,0,0,0,33834,12788,12788,12774.68,12774.68
-FX_BARRIER_OPTION_UPIN,2022-02-11,0.030137,12771,0,0,0,35029,12788,12788,12775.93,12775.93
-FX_BARRIER_OPTION_UPIN,2022-02-14,0.038356,12776,0,0,0,38418,12799,12799,12780.86,12780.86
-FX_BARRIER_OPTION_UPIN,2022-02-15,0.041096,12774,0,0,0,39479,12798,12799,12782.03,12782.07
-FX_BARRIER_OPTION_UPIN,2022-02-16,0.043836,12774,0,0,0,40330,12800,12800,12783.16,12783.19
-FX_BARRIER_OPTION_UPIN,2022-02-17,0.046575,12777,0,0,0,40940,12805,12805,12784.43,12784.46
-FX_BARRIER_OPTION_UPIN,2022-02-18,0.049315,12778,0,0,0,41793,12807,12807,12785.71,12785.74
-FX_BARRIER_OPTION_UPIN,2022-02-22,0.060274,12802,0,0,0,45302,12838,12838,12795.15,12795.17
-FX_BARRIER_OPTION_UPIN,2022-02-23,0.063014,12816,0,0,0,45734,12854,12854,12797.69,12797.72
-FX_BARRIER_OPTION_UPIN,2022-02-24,0.065753,12828,0,0,0,46112,12867,12867,12800.59,12800.62
-FX_BARRIER_OPTION_UPIN,2022-02-25,0.068493,12856,0,0,0,47103,12897,12897,12804.46,12804.48
-FX_BARRIER_OPTION_UPIN,2022-02-28,0.076712,12913,0,0,0,49275,12959,12959,12820.99,12821.01
-FX_BARRIER_OPTION_UPIN,2022-03-01,0.079452,0,0,0,0,0,0,12959,12378.88,12825.76
-FX_BARRIER_OPTION_UPIN,2022-03-02,0.082192,0,0,0,0,0,0,12959,11966.26,12830.19
-FX_BARRIER_OPTION_UPIN,2022-03-03,0.084932,0,0,0,0,0,0,12959,11580.25,12834.34
-FX_BARRIER_OPTION_UPIN,2022-03-04,0.087671,0,0,0,0,0,0,12959,11218.36,12838.22
-FX_BARRIER_OPTION_UPIN,2022-03-07,0.095890,0,0,0,0,0,0,12959,10256.79,12848.55
-FX_BARRIER_OPTION_UPIN,2022-03-08,0.098630,0,0,0,0,0,0,12959,9971.88,12851.61
-FX_BARRIER_OPTION_UPIN,2022-03-09,0.101370,0,0,0,0,0,0,12959,9702.37,12854.51
-FX_BARRIER_OPTION_UPIN,2022-03-10,0.104110,0,0,0,0,0,0,12959,9447.04,12857.25
-FX_BARRIER_OPTION_UPIN,2022-03-11,0.106849,0,0,0,0,0,0,12959,9204.81,12859.85
-FX_BARRIER_OPTION_UPIN,2022-03-14,0.115068,0,0,0,0,0,0,12959,8547.33,12866.92
-FX_BARRIER_OPTION_UPIN,2022-03-15,0.117808,0,0,0,0,0,0,12959,8348.55,12869.05
-FX_BARRIER_OPTION_UPIN,2022-03-16,0.120548,0,0,0,0,0,0,12959,8158.81,12871.09
-FX_BARRIER_OPTION_UPIN,2022-03-17,0.123288,0,0,0,0,0,0,12959,7977.50,12873.04
-FX_BARRIER_OPTION_UPIN,2022-03-18,0.126027,0,0,0,0,0,0,12959,7804.08,12874.90
-FX_BARRIER_OPTION_UPIN,2022-03-21,0.134247,0,0,0,0,0,0,12959,7326.28,12880.03
-FX_BARRIER_OPTION_UPIN,2022-03-22,0.136986,0,0,0,0,0,0,12959,7179.75,12881.61
-FX_BARRIER_OPTION_UPIN,2022-03-23,0.139726,0,0,0,0,0,0,12959,7038.97,12883.12
-FX_BARRIER_OPTION_UPIN,2022-03-24,0.142466,0,0,0,0,0,0,12959,6903.61,12884.57
-FX_BARRIER_OPTION_UPIN,2022-03-25,0.145205,0,0,0,0,0,0,12959,6773.35,12885.97
-FX_BARRIER_OPTION_UPIN,2022-03-28,0.153425,0,0,0,0,0,0,12959,6410.49,12889.87
-FX_BARRIER_OPTION_UPIN,2022-03-29,0.156164,0,0,0,0,0,0,12959,6298.03,12891.08
-FX_BARRIER_OPTION_UPIN,2022-03-30,0.158904,0,0,0,0,0,0,12959,6189.44,12892.25
-FX_BARRIER_OPTION_UPIN,2022-03-31,0.161644,0,0,0,0,0,0,12959,6084.54,12893.37
-FX_BARRIER_OPTION_UPIN,2022-04-01,0.164384,0,0,0,0,0,0,12959,5983.13,12894.46
-FX_BARRIER_OPTION_UPIN,2022-04-04,0.172603,0,0,0,0,0,0,12959,5698.22,12897.52
-FX_BARRIER_OPTION_UPIN,2022-04-05,0.175342,0,0,0,0,0,0,12959,5609.18,12898.48
-FX_BARRIER_OPTION_UPIN,2022-04-06,0.178082,0,0,0,0,0,0,12959,5522.89,12899.41
-FX_BARRIER_OPTION_UPIN,2022-04-07,0.180822,0,0,0,0,0,0,12959,5439.21,12900.30
-FX_BARRIER_OPTION_UPIN,2022-04-08,0.183562,0,0,0,0,0,0,12959,5358.02,12901.18
-FX_BARRIER_OPTION_UPIN,2022-04-11,0.191781,0,0,0,0,0,0,12959,5128.40,12903.64
-FX_BARRIER_OPTION_UPIN,2022-04-12,0.194521,0,0,0,0,0,0,12959,5056.16,12904.42
-FX_BARRIER_OPTION_UPIN,2022-04-13,0.197260,0,0,0,0,0,0,12959,4985.94,12905.17
-FX_BARRIER_OPTION_UPIN,2022-04-14,0.200000,0,0,0,0,0,0,12959,4917.64,12905.91
-FX_BARRIER_OPTION_UPIN,2022-04-19,0.213699,0,0,0,0,0,0,12959,4602.41,12909.29
-FX_BARRIER_OPTION_UPIN,2022-04-20,0.216438,0,0,0,0,0,0,12959,4544.15,12909.92
-FX_BARRIER_OPTION_UPIN,2022-04-21,0.219178,0,0,0,0,0,0,12959,4487.35,12910.53
-FX_BARRIER_OPTION_UPIN,2022-04-22,0.221918,0,0,0,0,0,0,12959,4431.95,12911.13
-FX_BARRIER_OPTION_UPIN,2022-04-25,0.230137,0,0,0,0,0,0,12959,4273.66,12912.83
-FX_BARRIER_OPTION_UPIN,2022-04-26,0.232877,0,0,0,0,0,0,12959,4223.38,12913.37
-FX_BARRIER_OPTION_UPIN,2022-04-27,0.235616,0,0,0,0,0,0,12959,4174.28,12913.89
-FX_BARRIER_OPTION_UPIN,2022-04-28,0.238356,0,0,0,0,0,0,12959,4126.29,12914.41
+FX_BARRIER_OPTION_UPIN,2022-01-31,0.000000,10862,0,0,0,10862,10862,10862,10861.84,10861.84
+FX_BARRIER_OPTION_UPIN,2022-02-01,0.002740,12830,0,0,0,17721,12832,12832,12832.02,12832.02
+FX_BARRIER_OPTION_UPIN,2022-02-02,0.005479,12930,0,0,0,19701,12933,12933,12882.38,12882.38
+FX_BARRIER_OPTION_UPIN,2022-02-03,0.008219,12732,0,0,0,23436,12737,12933,12834.01,12899.17
+FX_BARRIER_OPTION_UPIN,2022-02-04,0.010959,12565,0,0,0,25922,12572,12933,12768.42,12907.57
+FX_BARRIER_OPTION_UPIN,2022-02-07,0.019178,13203,0,0,0,29197,13215,13215,12959.77,13039.29
+FX_BARRIER_OPTION_UPIN,2022-02-08,0.021918,12906,0,0,0,27968,12919,13215,12954.63,13061.24
+FX_BARRIER_OPTION_UPIN,2022-02-09,0.024658,12825,0,0,0,33380,12840,13215,12941.87,13078.32
+FX_BARRIER_OPTION_UPIN,2022-02-10,0.027397,12239,0,0,0,35418,12255,13215,12873.15,13091.98
+FX_BARRIER_OPTION_UPIN,2022-02-11,0.030137,12743,0,0,0,33824,12761,13215,12862.92,13103.15
+FX_BARRIER_OPTION_UPIN,2022-02-14,0.038356,12305,0,0,0,45696,12327,13215,12748.01,13127.10
+FX_BARRIER_OPTION_UPIN,2022-02-15,0.041096,12066,0,0,0,46576,12088,13215,12704.04,13132.96
+FX_BARRIER_OPTION_UPIN,2022-02-16,0.043836,12435,0,0,0,46596,12461,13215,12688.82,13138.08
+FX_BARRIER_OPTION_UPIN,2022-02-17,0.046575,12098,0,0,0,46186,12124,13215,12655.59,13142.60
+FX_BARRIER_OPTION_UPIN,2022-02-18,0.049315,11666,0,0,0,47524,11693,13215,12602.10,13146.62
+FX_BARRIER_OPTION_UPIN,2022-02-22,0.060274,11413,0,0,0,45913,11445,13215,12391.69,13159.03
+FX_BARRIER_OPTION_UPIN,2022-02-23,0.063014,11557,0,0,0,41566,11590,13215,12356.85,13161.46
+FX_BARRIER_OPTION_UPIN,2022-02-24,0.065753,11766,0,0,0,43931,11802,13215,12333.71,13163.69
+FX_BARRIER_OPTION_UPIN,2022-02-25,0.068493,11550,0,0,0,44310,11586,13215,12303.81,13165.74
+FX_BARRIER_OPTION_UPIN,2022-02-28,0.076712,11761,0,0,0,56476,11803,13215,12250.12,13171.01
+FX_BARRIER_OPTION_UPIN,2022-03-01,0.079452,0,0,0,0,0,0,13215,11827.70,13172.52
+FX_BARRIER_OPTION_UPIN,2022-03-02,0.082192,0,0,0,0,0,0,13215,11433.45,13173.94
+FX_BARRIER_OPTION_UPIN,2022-03-03,0.084932,0,0,0,0,0,0,13215,11064.63,13175.26
+FX_BARRIER_OPTION_UPIN,2022-03-04,0.087671,0,0,0,0,0,0,13215,10718.86,13176.50
+FX_BARRIER_OPTION_UPIN,2022-03-07,0.095890,0,0,0,0,0,0,13215,9800.10,13179.79
+FX_BARRIER_OPTION_UPIN,2022-03-08,0.098630,0,0,0,0,0,0,13215,9527.87,13180.77
+FX_BARRIER_OPTION_UPIN,2022-03-09,0.101370,0,0,0,0,0,0,13215,9270.36,13181.69
+FX_BARRIER_OPTION_UPIN,2022-03-10,0.104110,0,0,0,0,0,0,13215,9026.41,13182.56
+FX_BARRIER_OPTION_UPIN,2022-03-11,0.106849,0,0,0,0,0,0,13215,8794.96,13183.39
+FX_BARRIER_OPTION_UPIN,2022-03-14,0.115068,0,0,0,0,0,0,13215,8166.75,13185.64
+FX_BARRIER_OPTION_UPIN,2022-03-15,0.117808,0,0,0,0,0,0,13215,7976.82,13186.32
+FX_BARRIER_OPTION_UPIN,2022-03-16,0.120548,0,0,0,0,0,0,13215,7795.53,13186.97
+FX_BARRIER_OPTION_UPIN,2022-03-17,0.123288,0,0,0,0,0,0,13215,7622.30,13187.60
+FX_BARRIER_OPTION_UPIN,2022-03-18,0.126027,0,0,0,0,0,0,13215,7456.60,13188.19
+FX_BARRIER_OPTION_UPIN,2022-03-21,0.134247,0,0,0,0,0,0,13215,7000.07,13189.83
+FX_BARRIER_OPTION_UPIN,2022-03-22,0.136986,0,0,0,0,0,0,13215,6860.07,13190.33
+FX_BARRIER_OPTION_UPIN,2022-03-23,0.139726,0,0,0,0,0,0,13215,6725.56,13190.81
+FX_BARRIER_OPTION_UPIN,2022-03-24,0.142466,0,0,0,0,0,0,13215,6596.22,13191.27
+FX_BARRIER_OPTION_UPIN,2022-03-25,0.145205,0,0,0,0,0,0,13215,6471.76,13191.72
+FX_BARRIER_OPTION_UPIN,2022-03-28,0.153425,0,0,0,0,0,0,13215,6125.06,13192.96
+FX_BARRIER_OPTION_UPIN,2022-03-29,0.156164,0,0,0,0,0,0,13215,6017.60,13193.35
+FX_BARRIER_OPTION_UPIN,2022-03-30,0.158904,0,0,0,0,0,0,13215,5913.85,13193.72
+FX_BARRIER_OPTION_UPIN,2022-03-31,0.161644,0,0,0,0,0,0,13215,5813.62,13194.08
+FX_BARRIER_OPTION_UPIN,2022-04-01,0.164384,0,0,0,0,0,0,13215,5716.72,13194.43
+FX_BARRIER_OPTION_UPIN,2022-04-04,0.172603,0,0,0,0,0,0,13215,5444.50,13195.40
+FX_BARRIER_OPTION_UPIN,2022-04-05,0.175342,0,0,0,0,0,0,13215,5359.43,13195.71
+FX_BARRIER_OPTION_UPIN,2022-04-06,0.178082,0,0,0,0,0,0,13215,5276.98,13196.00
+FX_BARRIER_OPTION_UPIN,2022-04-07,0.180822,0,0,0,0,0,0,13215,5197.02,13196.29
+FX_BARRIER_OPTION_UPIN,2022-04-08,0.183562,0,0,0,0,0,0,13215,5119.45,13196.57
+FX_BARRIER_OPTION_UPIN,2022-04-11,0.191781,0,0,0,0,0,0,13215,4900.05,13197.35
+FX_BARRIER_OPTION_UPIN,2022-04-12,0.194521,0,0,0,0,0,0,13215,4831.03,13197.60
+FX_BARRIER_OPTION_UPIN,2022-04-13,0.197260,0,0,0,0,0,0,13215,4763.94,13197.84
+FX_BARRIER_OPTION_UPIN,2022-04-14,0.200000,0,0,0,0,0,0,13215,4698.68,13198.07
+FX_BARRIER_OPTION_UPIN,2022-04-19,0.213699,0,0,0,0,0,0,13215,4397.48,13199.15
+FX_BARRIER_OPTION_UPIN,2022-04-20,0.216438,0,0,0,0,0,0,13215,4341.82,13199.35
+FX_BARRIER_OPTION_UPIN,2022-04-21,0.219178,0,0,0,0,0,0,13215,4287.54,13199.55
+FX_BARRIER_OPTION_UPIN,2022-04-22,0.221918,0,0,0,0,0,0,13215,4234.61,13199.74
+FX_BARRIER_OPTION_UPIN,2022-04-25,0.230137,0,0,0,0,0,0,13215,4083.37,13200.28
+FX_BARRIER_OPTION_UPIN,2022-04-26,0.232877,0,0,0,0,0,0,13215,4035.33,13200.45
+FX_BARRIER_OPTION_UPIN,2022-04-27,0.235616,0,0,0,0,0,0,13215,3988.41,13200.62
+FX_BARRIER_OPTION_UPIN,2022-04-28,0.238356,0,0,0,0,0,0,13215,3942.57,13200.78