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pcaspersjenkins
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QPR-12561 update expected output
1 parent 5512620 commit 6a8aaac

6 files changed

Lines changed: 11 additions & 0 deletions

OREData/test/input/curveconfig/expected_quotes_all.csv

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@@ -25,6 +25,7 @@ IR_SWAP/RATE/EUR/2D/6M/10Y
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FXFWD/RATE/EUR/USD/3M
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FXFWD/RATE/EUR/USD/6M
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FX/RATE/EUR/USD
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FX/RATE/USD/EUR
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/5Y
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/10Y
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MM/RATE/GBP/0D/1D
@@ -41,6 +42,7 @@ BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/5Y
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BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/10Y
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FXFWD/RATE/GBP/USD/6M
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FX/RATE/GBP/USD
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FX/RATE/USD/GBP
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/2Y
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/5Y
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/10Y

OREData/test/input/curveconfig/expected_quotes_only_ir.csv

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@@ -25,6 +25,7 @@ IR_SWAP/RATE/EUR/2D/6M/10Y
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FXFWD/RATE/EUR/USD/3M
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FXFWD/RATE/EUR/USD/6M
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FX/RATE/EUR/USD
28+
FX/RATE/USD/EUR
2829
CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/5Y
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/10Y
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MM/RATE/GBP/0D/1D
@@ -41,6 +42,7 @@ BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/5Y
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BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/10Y
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FXFWD/RATE/GBP/USD/6M
4344
FX/RATE/GBP/USD
45+
FX/RATE/USD/GBP
4446
CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/2Y
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/5Y
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/10Y

OREData/test/input/curveconfig/expected_quotes_tmp_multiple.csv

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@@ -27,3 +27,4 @@ FXFWD/RATE/EUR/USD/6M
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/5Y
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/10Y
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FX/RATE/EUR/USD
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FX/RATE/USD/EUR

OREData/test/input/curveconfig/expected_quotes_with_fx_vol_atm.csv

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@@ -25,6 +25,7 @@ IR_SWAP/RATE/EUR/2D/6M/10Y
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FXFWD/RATE/EUR/USD/3M
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FXFWD/RATE/EUR/USD/6M
2727
FX/RATE/EUR/USD
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FX/RATE/USD/EUR
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/5Y
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/10Y
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MM/RATE/GBP/0D/1D
@@ -41,6 +42,7 @@ BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/5Y
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BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/10Y
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FXFWD/RATE/GBP/USD/6M
4344
FX/RATE/GBP/USD
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FX/RATE/USD/GBP
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/2Y
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/5Y
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/10Y

OREData/test/input/curveconfig/expected_quotes_with_fx_vol_smile.csv

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@@ -25,6 +25,7 @@ IR_SWAP/RATE/EUR/2D/6M/10Y
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FXFWD/RATE/EUR/USD/3M
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FXFWD/RATE/EUR/USD/6M
2727
FX/RATE/EUR/USD
28+
FX/RATE/USD/EUR
2829
CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/5Y
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/10Y
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MM/RATE/GBP/0D/1D
@@ -41,6 +42,7 @@ BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/5Y
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BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/10Y
4243
FXFWD/RATE/GBP/USD/6M
4344
FX/RATE/GBP/USD
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FX/RATE/USD/GBP
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/2Y
4547
CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/5Y
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/10Y

OREData/test/input/curveconfig/expected_quotes_with_fx_vol_smile_delta.csv

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Original file line numberDiff line numberDiff line change
@@ -25,6 +25,7 @@ IR_SWAP/RATE/EUR/2D/6M/10Y
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FXFWD/RATE/EUR/USD/3M
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FXFWD/RATE/EUR/USD/6M
2727
FX/RATE/EUR/USD
28+
FX/RATE/USD/EUR
2829
CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/5Y
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CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/EUR/3M/10Y
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MM/RATE/GBP/0D/1D
@@ -41,6 +42,7 @@ BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/5Y
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BASIS_SWAP/BASIS_SPREAD/3M/6M/GBP/10Y
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FXFWD/RATE/GBP/USD/6M
4344
FX/RATE/GBP/USD
45+
FX/RATE/USD/GBP
4446
CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/2Y
4547
CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/5Y
4648
CC_BASIS_SWAP/BASIS_SPREAD/USD/3M/GBP/3M/10Y

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