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QPR-12028 update example
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‎Examples/Example_54/ExpectedOutput/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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Swp,ScriptedTrade,2036-03-03,20.073770,52.637038,EUR,52.637038,EUR,#N/A,#N/A,#N/A,CPTY_A,CPTY_A
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Swp,ScriptedTrade,2036-03-03,20.073770,5263.703751,EUR,5263.703751,EUR,#N/A,#N/A,#N/A,CPTY_A,CPTY_A

‎Examples/Example_54/ExpectedOutput/xvacg-cva-sensi-scenario.csv‎

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#TradeId,Factor,Up/Down,Base NPV,Scenario NPV,Difference
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CVA,DiscountCurve/EUR/3/6M,Up,11392.42,11392.42,0.00
3-
CVA,DiscountCurve/EUR/4/1Y,Up,11392.42,11392.42,0.00
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CVA,DiscountCurve/EUR/5/2Y,Up,11392.42,11392.42,0.00
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CVA,DiscountCurve/EUR/6/3Y,Up,11392.42,11392.39,-0.04
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CVA,DiscountCurve/EUR/7/5Y,Up,11392.42,11392.01,-0.41
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CVA,DiscountCurve/EUR/8/10Y,Up,11392.42,11389.95,-2.48
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CVA,DiscountCurve/EUR/9/15Y,Up,11392.42,11386.44,-5.98
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CVA,DiscountCurve/EUR/10/20Y,Up,11392.42,11383.82,-8.61
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CVA,DiscountCurve/EUR/11/30Y,Up,11392.42,11392.38,-0.05
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CVA,IndexCurve/EUR-EURIBOR-3M/9/15Y,Up,11392.42,11392.44,0.01
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CVA,IndexCurve/EUR-EURIBOR-3M/10/20Y,Up,11392.42,11392.40,-0.02
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CVA,IndexCurve/EUR-EURIBOR-6M/0/2W,Up,11392.42,11392.42,0.00
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CVA,IndexCurve/EUR-EURIBOR-6M/1/1M,Up,11392.42,11392.46,0.03
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CVA,IndexCurve/EUR-EURIBOR-6M/3/6M,Up,11392.42,11392.62,0.19
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CVA,IndexCurve/EUR-EURIBOR-6M/4/1Y,Up,11392.42,11393.06,0.64
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CVA,IndexCurve/EUR-EURIBOR-6M/5/2Y,Up,11392.42,11393.96,1.53
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CVA,IndexCurve/EUR-EURIBOR-6M/6/3Y,Up,11392.42,11395.72,3.30
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CVA,IndexCurve/EUR-EURIBOR-6M/7/5Y,Up,11392.42,11402.93,10.50
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CVA,IndexCurve/EUR-EURIBOR-6M/8/10Y,Up,11392.42,11416.11,23.68
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CVA,IndexCurve/EUR-EURIBOR-6M/9/15Y,Up,11392.42,11417.23,24.81
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CVA,IndexCurve/EUR-EURIBOR-6M/10/20Y,Up,11392.42,11204.95,-187.47
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CVA,IndexCurve/EUR-EURIBOR-6M/11/30Y,Up,11392.42,11389.72,-2.71
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CVA,SwaptionVolatility/EUR/8/1Y/15Y/ATM,Up,11392.42,11394.71,2.28
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CVA,SwaptionVolatility/EUR/9/1Y/20Y/ATM,Up,11392.42,11401.61,9.19
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CVA,SwaptionVolatility/EUR/19/2Y/15Y/ATM,Up,11392.42,11398.46,6.04
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CVA,SwaptionVolatility/EUR/20/2Y/20Y/ATM,Up,11392.42,11401.50,9.07
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CVA,SwaptionVolatility/EUR/30/3Y/15Y/ATM,Up,11392.42,11401.54,9.12
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CVA,SwaptionVolatility/EUR/31/3Y/20Y/ATM,Up,11392.42,11398.49,6.07
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CVA,SwaptionVolatility/EUR/41/4Y/15Y/ATM,Up,11392.42,11405.33,12.90
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CVA,SwaptionVolatility/EUR/42/4Y/20Y/ATM,Up,11392.42,11395.63,3.21
32-
CVA,SwaptionVolatility/EUR/51/5Y/12Y/ATM,Up,11392.42,11395.15,2.73
33-
CVA,SwaptionVolatility/EUR/52/5Y/15Y/ATM,Up,11392.42,11415.43,23.00
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CVA,SwaptionVolatility/EUR/61/7Y/10Y/ATM,Up,11392.42,11394.96,2.54
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CVA,SwaptionVolatility/EUR/62/7Y/12Y/ATM,Up,11392.42,11419.87,27.45
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CVA,SwaptionVolatility/EUR/63/7Y/15Y/ATM,Up,11392.42,11404.03,11.60
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CVA,SwaptionVolatility/EUR/71/10Y/7Y/ATM,Up,11392.42,11394.55,2.13
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CVA,SwaptionVolatility/EUR/72/10Y/10Y/ATM,Up,11392.42,11415.13,22.71
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CVA,SwaptionVolatility/EUR/73/10Y/12Y/ATM,Up,11392.42,11402.44,10.02
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CVA,SwaptionVolatility/EUR/81/12Y/5Y/ATM,Up,11392.42,11394.18,1.76
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CVA,SwaptionVolatility/EUR/82/12Y/7Y/ATM,Up,11392.42,11410.91,18.49
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CVA,SwaptionVolatility/EUR/83/12Y/10Y/ATM,Up,11392.42,11400.71,8.28
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CVA,SwaptionVolatility/EUR/88/15Y/1Y/ATM,Up,11392.42,11392.90,0.48
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CVA,SwaptionVolatility/EUR/89/15Y/2Y/ATM,Up,11392.42,11393.62,1.20
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CVA,SwaptionVolatility/EUR/90/15Y/3Y/ATM,Up,11392.42,11394.81,2.38
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CVA,SwaptionVolatility/EUR/91/15Y/4Y/ATM,Up,11392.42,11398.22,5.79
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CVA,SwaptionVolatility/EUR/92/15Y/5Y/ATM,Up,11392.42,11403.45,11.03
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CVA,SwaptionVolatility/EUR/93/15Y/7Y/ATM,Up,11392.42,11399.17,6.75
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CVA,SwaptionVolatility/EUR/99/20Y/1Y/ATM,Up,11392.42,11394.34,1.92
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CVA,SwaptionVolatility/EUR/100/20Y/2Y/ATM,Up,11392.42,11394.23,1.81
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CVA,SwaptionVolatility/EUR/101/20Y/3Y/ATM,Up,11392.42,11394.02,1.60
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CVA,SwaptionVolatility/EUR/102/20Y/4Y/ATM,Up,11392.42,11393.86,1.44
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CVA,SurvivalProbability/BANK/0/2W,Up,11392.42,11392.40,-0.03
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CVA,SurvivalProbability/BANK/1/1M,Up,11392.42,11392.38,-0.04
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CVA,SurvivalProbability/BANK/2/3M,Up,11392.42,11392.26,-0.16
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CVA,SurvivalProbability/BANK/3/6M,Up,11392.42,11391.80,-0.62
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CVA,SurvivalProbability/BANK/4/1Y,Up,11392.42,11391.70,-0.72
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CVA,SurvivalProbability/BANK/5/2Y,Up,11392.42,11390.88,-1.54
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CVA,SurvivalProbability/BANK/6/3Y,Up,11392.42,11390.64,-1.78
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CVA,SurvivalProbability/BANK/7/5Y,Up,11392.42,11391.82,-0.61
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CVA,SurvivalProbability/BANK/8/10Y,Up,11392.42,11403.26,10.84
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CVA,SurvivalProbability/BANK/9/15Y,Up,11392.42,11419.29,26.87
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CVA,SurvivalProbability/BANK/10/20Y,Up,11392.42,11418.30,25.87
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CVA,SurvivalProbability/BANK/11/30Y,Up,11392.42,11392.56,0.14
2+
CVA,DiscountCurve/EUR/3/6M,Up,1139242.24,1139242.25,0.00
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CVA,DiscountCurve/EUR/4/1Y,Up,1139242.24,1139242.24,0.00
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CVA,DiscountCurve/EUR/5/2Y,Up,1139242.24,1139242.24,0.00
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CVA,DiscountCurve/EUR/6/3Y,Up,1139242.24,1139242.21,-0.04
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CVA,DiscountCurve/EUR/7/5Y,Up,1139242.24,1139241.84,-0.40
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CVA,DiscountCurve/EUR/8/10Y,Up,1139242.24,1139239.84,-2.40
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CVA,DiscountCurve/EUR/9/15Y,Up,1139242.24,1139236.43,-5.81
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CVA,DiscountCurve/EUR/10/20Y,Up,1139242.24,1139233.86,-8.39
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CVA,DiscountCurve/EUR/11/30Y,Up,1139242.24,1139242.20,-0.05
11+
CVA,IndexCurve/EUR-EURIBOR-3M/9/15Y,Up,1139242.24,1139242.26,0.01
12+
CVA,IndexCurve/EUR-EURIBOR-3M/10/20Y,Up,1139242.24,1139242.23,-0.02
13+
CVA,IndexCurve/EUR-EURIBOR-6M/0/2W,Up,1139242.24,1139242.25,0.00
14+
CVA,IndexCurve/EUR-EURIBOR-6M/1/1M,Up,1139242.24,1139242.28,0.03
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CVA,IndexCurve/EUR-EURIBOR-6M/3/6M,Up,1139242.24,1139242.44,0.19
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CVA,IndexCurve/EUR-EURIBOR-6M/4/1Y,Up,1139242.24,1139242.88,0.63
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CVA,IndexCurve/EUR-EURIBOR-6M/5/2Y,Up,1139242.24,1139243.77,1.53
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CVA,IndexCurve/EUR-EURIBOR-6M/6/3Y,Up,1139242.24,1139245.53,3.28
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CVA,IndexCurve/EUR-EURIBOR-6M/7/5Y,Up,1139242.24,1139252.69,10.45
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CVA,IndexCurve/EUR-EURIBOR-6M/8/10Y,Up,1139242.24,1139265.84,23.60
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CVA,IndexCurve/EUR-EURIBOR-6M/9/15Y,Up,1139242.24,1139267.01,24.77
22+
CVA,IndexCurve/EUR-EURIBOR-6M/10/20Y,Up,1139242.24,1139055.37,-186.87
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CVA,IndexCurve/EUR-EURIBOR-6M/11/30Y,Up,1139242.24,1139239.55,-2.69
24+
CVA,SwaptionVolatility/EUR/8/1Y/15Y/ATM,Up,1139242.24,1139244.46,2.22
25+
CVA,SwaptionVolatility/EUR/9/1Y/20Y/ATM,Up,1139242.24,1139251.13,8.88
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CVA,SwaptionVolatility/EUR/19/2Y/15Y/ATM,Up,1139242.24,1139248.05,5.80
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CVA,SwaptionVolatility/EUR/20/2Y/20Y/ATM,Up,1139242.24,1139250.95,8.70
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CVA,SwaptionVolatility/EUR/30/3Y/15Y/ATM,Up,1139242.24,1139251.07,8.83
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CVA,SwaptionVolatility/EUR/31/3Y/20Y/ATM,Up,1139242.24,1139248.13,5.88
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CVA,SwaptionVolatility/EUR/41/4Y/15Y/ATM,Up,1139242.24,1139254.67,12.43
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CVA,SwaptionVolatility/EUR/42/4Y/20Y/ATM,Up,1139242.24,1139245.35,3.11
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CVA,SwaptionVolatility/EUR/51/5Y/12Y/ATM,Up,1139242.24,1139244.89,2.65
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CVA,SwaptionVolatility/EUR/52/5Y/15Y/ATM,Up,1139242.24,1139264.34,22.10
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CVA,SwaptionVolatility/EUR/61/7Y/10Y/ATM,Up,1139242.24,1139244.71,2.46
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CVA,SwaptionVolatility/EUR/62/7Y/12Y/ATM,Up,1139242.24,1139268.68,26.44
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CVA,SwaptionVolatility/EUR/63/7Y/15Y/ATM,Up,1139242.24,1139253.42,11.18
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CVA,SwaptionVolatility/EUR/71/10Y/7Y/ATM,Up,1139242.24,1139244.29,2.05
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CVA,SwaptionVolatility/EUR/72/10Y/10Y/ATM,Up,1139242.24,1139264.14,21.90
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CVA,SwaptionVolatility/EUR/73/10Y/12Y/ATM,Up,1139242.24,1139251.96,9.72
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CVA,SwaptionVolatility/EUR/81/12Y/5Y/ATM,Up,1139242.24,1139243.94,1.70
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CVA,SwaptionVolatility/EUR/82/12Y/7Y/ATM,Up,1139242.24,1139260.09,17.85
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CVA,SwaptionVolatility/EUR/83/12Y/10Y/ATM,Up,1139242.24,1139250.25,8.00
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CVA,SwaptionVolatility/EUR/88/15Y/1Y/ATM,Up,1139242.24,1139242.71,0.46
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CVA,SwaptionVolatility/EUR/89/15Y/2Y/ATM,Up,1139242.24,1139243.40,1.15
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CVA,SwaptionVolatility/EUR/90/15Y/3Y/ATM,Up,1139242.24,1139244.58,2.34
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CVA,SwaptionVolatility/EUR/91/15Y/4Y/ATM,Up,1139242.24,1139247.77,5.52
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CVA,SwaptionVolatility/EUR/92/15Y/5Y/ATM,Up,1139242.24,1139252.85,10.61
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CVA,SwaptionVolatility/EUR/93/15Y/7Y/ATM,Up,1139242.24,1139248.75,6.51
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CVA,SwaptionVolatility/EUR/99/20Y/1Y/ATM,Up,1139242.24,1139244.09,1.85
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CVA,SwaptionVolatility/EUR/100/20Y/2Y/ATM,Up,1139242.24,1139243.98,1.74
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CVA,SwaptionVolatility/EUR/101/20Y/3Y/ATM,Up,1139242.24,1139243.81,1.57
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CVA,SwaptionVolatility/EUR/102/20Y/4Y/ATM,Up,1139242.24,1139243.62,1.38
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CVA,SurvivalProbability/BANK/0/2W,Up,1139242.24,1139242.22,-0.03
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CVA,SurvivalProbability/BANK/1/1M,Up,1139242.24,1139242.20,-0.04
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CVA,SurvivalProbability/BANK/2/3M,Up,1139242.24,1139242.08,-0.16
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CVA,SurvivalProbability/BANK/3/6M,Up,1139242.24,1139241.62,-0.62
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CVA,SurvivalProbability/BANK/4/1Y,Up,1139242.24,1139241.52,-0.72
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CVA,SurvivalProbability/BANK/5/2Y,Up,1139242.24,1139240.70,-1.54
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CVA,SurvivalProbability/BANK/6/3Y,Up,1139242.24,1139240.46,-1.78
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CVA,SurvivalProbability/BANK/7/5Y,Up,1139242.24,1139241.64,-0.61
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CVA,SurvivalProbability/BANK/8/10Y,Up,1139242.24,1139253.09,10.84
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CVA,SurvivalProbability/BANK/9/15Y,Up,1139242.24,1139269.12,26.88
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CVA,SurvivalProbability/BANK/10/20Y,Up,1139242.24,1139268.14,25.89
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CVA,SurvivalProbability/BANK/11/30Y,Up,1139242.24,1139242.38,0.14

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