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QPR-13768 update regression output
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  • Examples/CurveBuilding/ExpectedOutput/sabr

‎Examples/CurveBuilding/ExpectedOutput/sabr/npv.csv‎

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#TradeId,TradeType,Maturity,MaturityTime,NPV,NpvCurrency,NPV(Base),BaseCurrency,Notional,NotionalCurrency,Notional(Base),NettingSet,CounterParty
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Cap_USD_SOFR,Swap,2025-03-21,1.003324,292.453738,USD,292.453738,USD,100000000.00,USD,100000000.00,DUMMY_NS,DUMMY_CP
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Swaption_USD_SOFR,Swaption,2046-01-12,21.817022,248320.967264,USD,248320.967264,USD,100000000.00,USD,100000000.00,DUMMY_NS,DUMMY_CP
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Cap_USD_SOFR,Swap,2025-03-21,1.003324,292.449762,USD,292.449762,USD,100000000.00,USD,100000000.00,DUMMY_NS,DUMMY_CP
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Swaption_USD_SOFR,Swaption,2046-01-12,21.817022,248320.968781,USD,248320.968781,USD,100000000.00,USD,100000000.00,DUMMY_NS,DUMMY_CP

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