@@ -3941,16 +3941,21 @@ \subsubsection{Analytics}\label{sec:analytics}
39413941<Analytics>
39423942 <Analytic type="simulation">
39433943 <Parameter name="active">Y</Parameter>
3944+ <Parameter name="amc">Y</Parameter>
3945+ <Parameter name="amcCg">Y</Parameter>
3946+ <Parameter name="xvaCgSensitivityConfigFile">xvasensiconfig.xml</Parameter>
3947+ <Parameter name="amcTradeTypes">Swap</Parameter>
3948+ <Parameter name="amcPricingEnginesFile">pricingengine_amc.xml</Parameter> -> not documented
39443949 <Parameter name="simulationConfigFile">simulation.xml</Parameter>
39453950 <Parameter name="pricingEnginesFile">../../Input/pricingengine.xml</Parameter>
39463951 <Parameter name="baseCurrency">EUR</Parameter>
39473952 <Parameter name="storeFlows">Y</Parameter>
39483953 <Parameter name="storeSurvivalProbabilities">Y</Parameter>
3949- <Parameter name="cubeFile">cube_A.csv.gz</Parameter>
3950- <Parameter name="nettingSetCubeFile">nettingSetCube_A.csv.gz</Parameter>
3951- <Parameter name="cptyCubeFile">cptyCube_A.csv.gz</Parameter>
3954+ <Parameter name="salvageCorrelationMatrix">true</Parameter>
3955+ <Parameter name="scenariodump">scenariodump.csv</Parameter>
39523956 <Parameter name="aggregationScenarioDataFileName">scenariodata.csv.gz</Parameter>
3953- <Parameter name="aggregationScenarioDump">scenariodump.csv</Parameter>
3957+ <Parameter name="storeCreditStateNPVs">8</Parameter>
3958+ <Parameter name="cubeFile">cube_A.csv.gz</Parameter>
39543959 </Analytic>
39553960</Analytics>
39563961\end{minted}
@@ -4032,6 +4037,8 @@ \subsubsection{Analytics}\label{sec:analytics}
40324037 <Parameter name="dimOutputGridPoints">0</Parameter>
40334038 <Parameter name="rawCubeOutputFile">rawcube.csv</Parameter>
40344039 <Parameter name="netCubeOutputFile">netcube.csv</Parameter>
4040+ <Parameter name="nettingSetCubeFile">nettingSetCube_A.csv.gz</Parameter>
4041+ <Parameter name="cptyCubeFile">cptyCube_A.csv.gz</Parameter>
40354042 <Parameter name="fullInitialCollateralisation">true</Parameter>
40364043 <Parameter name="flipViewXVA">N</Parameter>
40374044 <Parameter name="flipViewBorrowingCurvePostfix">_BORROW</Parameter>
0 commit comments