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added missing parameters in Docs/UserGuide/userguide.tex to simulation, moved nettingSetCubeFile and cptyCubeFile to xva
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Lines changed: 11 additions & 4 deletions

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Docs/UserGuide/userguide.tex

Lines changed: 11 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -3941,16 +3941,21 @@ \subsubsection{Analytics}\label{sec:analytics}
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<Analytics>
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<Analytic type="simulation">
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<Parameter name="active">Y</Parameter>
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<Parameter name="amc">Y</Parameter>
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<Parameter name="amcCg">Y</Parameter>
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<Parameter name="xvaCgSensitivityConfigFile">xvasensiconfig.xml</Parameter>
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<Parameter name="amcTradeTypes">Swap</Parameter>
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<Parameter name="amcPricingEnginesFile">pricingengine_amc.xml</Parameter> -> not documented
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<Parameter name="simulationConfigFile">simulation.xml</Parameter>
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<Parameter name="pricingEnginesFile">../../Input/pricingengine.xml</Parameter>
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<Parameter name="baseCurrency">EUR</Parameter>
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<Parameter name="storeFlows">Y</Parameter>
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<Parameter name="storeSurvivalProbabilities">Y</Parameter>
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<Parameter name="cubeFile">cube_A.csv.gz</Parameter>
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<Parameter name="nettingSetCubeFile">nettingSetCube_A.csv.gz</Parameter>
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<Parameter name="cptyCubeFile">cptyCube_A.csv.gz</Parameter>
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<Parameter name="salvageCorrelationMatrix">true</Parameter>
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<Parameter name="scenariodump">scenariodump.csv</Parameter>
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<Parameter name="aggregationScenarioDataFileName">scenariodata.csv.gz</Parameter>
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<Parameter name="aggregationScenarioDump">scenariodump.csv</Parameter>
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<Parameter name="storeCreditStateNPVs">8</Parameter>
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<Parameter name="cubeFile">cube_A.csv.gz</Parameter>
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</Analytic>
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</Analytics>
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\end{minted}
@@ -4032,6 +4037,8 @@ \subsubsection{Analytics}\label{sec:analytics}
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<Parameter name="dimOutputGridPoints">0</Parameter>
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<Parameter name="rawCubeOutputFile">rawcube.csv</Parameter>
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<Parameter name="netCubeOutputFile">netcube.csv</Parameter>
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<Parameter name="nettingSetCubeFile">nettingSetCube_A.csv.gz</Parameter>
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<Parameter name="cptyCubeFile">cptyCube_A.csv.gz</Parameter>
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<Parameter name="fullInitialCollateralisation">true</Parameter>
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<Parameter name="flipViewXVA">N</Parameter>
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<Parameter name="flipViewBorrowingCurvePostfix">_BORROW</Parameter>

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