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mgronckijenkins
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QPR-12145 extend comparison_config
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Tools/PythonTools/comparison_config.json

Lines changed: 40 additions & 2 deletions
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@@ -1379,14 +1379,33 @@
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"settings": [
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{
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"names": [
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"impact/schedule_impact_report/initial_margin_after",
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"impact/schedule_impact_report/initial_margin_before",
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"impact/schedule_impact_report/initial_margin_impact",
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"impact/simm_impact_report/initial_margin_after",
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"impact/simm_impact_report/initial_margin_before",
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"impact/simm_impact_report/initial_margin_impact",
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"impact/standalone_im_schedule_report/gross_im",
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"impact/standalone_im_schedule_report/schedule_im",
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"impact/standalone_im_schedule_report/net_current_rc",
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"impact/standalone_im_schedule_report/net_to_gross_ratio",
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"impact/standalone_simm_report/initial_margin",
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"impact/standalone_total_im_report/initial_margin",
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"impact/total_impact_report/initial_margin_after",
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"impact/total_impact_report/initial_margin_before",
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"impact/total_impact_report/initial_margin_impact",
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"impact/schedule_impact_report/initial_margin_after_in_report_ccy",
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"impact/schedule_impact_report/initial_margin_before_in_report_ccy",
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"impact/schedule_impact_report/initial_margin_impact_in_report_ccy",
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"impact/simm_impact_report/initial_margin_after_in_report_ccy",
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"impact/simm_impact_report/initial_margin_before_in_report_ccy",
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"impact/simm_impact_report/initial_margin_impact_in_report_ccy",
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"impact/standalone_im_schedule_report/schedule_im_in_report_ccy",
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"impact/standalone_simm_report/initial_margin_in_report_ccy",
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"impact/standalone_total_im_report/initial_margin_in_report_ccy",
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"impact/total_impact_report/initial_margin_after_in_report_ccy",
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"impact/total_impact_report/initial_margin_before_in_report_ccy"
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"impact/total_impact_report/initial_margin_before_in_report_ccy",
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"impact/total_impact_report/initial_margin_impact_in_report_ccy"
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],
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"abs_tol": 0.1,
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"rel_tol": 1e-12
@@ -1425,14 +1444,33 @@
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"simmReport/initial_margin",
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"totalIMReport/initial_margin",
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"frtb/frtbCharge",
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"impact/schedule_impact_report/initial_margin_after",
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"impact/schedule_impact_report/initial_margin_before",
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"impact/schedule_impact_report/initial_margin_impact",
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"impact/simm_impact_report/initial_margin_after",
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"impact/simm_impact_report/initial_margin_before",
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"impact/simm_impact_report/initial_margin_impact",
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"impact/standalone_im_schedule_report/gross_im",
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"impact/standalone_im_schedule_report/schedule_im",
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"impact/standalone_im_schedule_report/net_current_rc",
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"impact/standalone_im_schedule_report/net_to_gross_ratio",
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"impact/standalone_simm_report/initial_margin",
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"impact/standalone_total_im_report/initial_margin",
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"impact/total_impact_report/initial_margin_after",
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"impact/total_impact_report/initial_margin_before",
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"impact/total_impact_report/initial_margin_impact",
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"impact/schedule_impact_report/initial_margin_after_in_report_ccy",
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"impact/schedule_impact_report/initial_margin_before_in_report_ccy",
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"impact/schedule_impact_report/initial_margin_impact_in_report_ccy",
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"impact/simm_impact_report/initial_margin_after_in_report_ccy",
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"impact/simm_impact_report/initial_margin_before_in_report_ccy",
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"impact/simm_impact_report/initial_margin_impact_in_report_ccy",
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"impact/standalone_im_schedule_report/schedule_im_in_report_ccy",
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"impact/standalone_simm_report/initial_margin_in_report_ccy",
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"impact/standalone_total_im_report/initial_margin_in_report_ccy",
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"impact/total_impact_report/initial_margin_after_in_report_ccy",
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"impact/total_impact_report/initial_margin_before_in_report_ccy"
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"impact/total_impact_report/initial_margin_before_in_report_ccy",
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"impact/total_impact_report/initial_margin_impact_in_report_ccy"
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],
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"abs_tol": 0.1,
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"rel_tol": 1e-12

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