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Shen
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QPR-13609: Update example results
1 parent a14ef67 commit 8e6e91c

3 files changed

Lines changed: 4 additions & 4 deletions

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Examples/Exposure/ExpectedOutput/hwhistoricalcalibration/calibration.xml

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<ParamType>Constant</ParamType>
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<TimeGrid/>
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<InitialValue>
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<Kappa>0.00971341, 5, 0.0644724, 0.111779</Kappa>
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<Kappa>0.00971349, 5, 0.0644724, 0.111779</Kappa>
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</InitialValue>
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</Reversion>
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</HWModel>

Examples/Exposure/ExpectedOutput/hwhistoricalcalibration_pca/calibration.xml

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@@ -53,7 +53,7 @@
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<ParamType>Constant</ParamType>
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<TimeGrid/>
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<InitialValue>
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<Kappa>0.00971341, 5, 0.0644724, 0.111779</Kappa>
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<Kappa>0.00971349, 5, 0.0644724, 0.111779</Kappa>
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</InitialValue>
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</Reversion>
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</HWModel>

Examples/Exposure/ExpectedOutput/hwhistoricalcalibration_pca/calibration_StatisticalWithRiskNeutralVolatility.xml

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<ParamType>Constant</ParamType>
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<TimeGrid/>
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<InitialValue>
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<Kappa>0.00971341, 5, 0.0644724, 0.111779</Kappa>
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<Kappa>0.00971349, 5, 0.0644724, 0.111779</Kappa>
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</InitialValue>
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</Reversion>
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<PCALoadings>
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<Loadings>0.411974, -0.698491</Loadings>
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<Loadings>0.411974, -0.698493</Loadings>
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<Loadings>-3.88859, 4.52878</Loadings>
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</PCALoadings>
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<PCASigma0>

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