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mgronckijenkins
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QPR-12145 extend comparision config
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Lines changed: 8 additions & 3 deletions

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Tools/PythonTools/comparison_config.json

Lines changed: 8 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -1368,7 +1368,9 @@
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{
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"names": [
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"initial_margin",
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"simmReport/initial_margin"
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"initial_margin_in_report_ccy",
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"simmReport/initial_margin",
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"simmReport/initial_margin_in_report_ccy"
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],
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"abs_tol": 0.1,
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"rel_tol": 1e-12
@@ -1427,7 +1429,8 @@
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"settings": [
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{
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"names": [
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"initial_margin"
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"initial_margin",
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"initial_margin_in_report_ccy"
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],
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"abs_tol": 0.1,
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"rel_tol": 1e-12
@@ -1442,7 +1445,9 @@
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{
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"names": [
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"simmReport/initial_margin",
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"totalIMReport/initial_margin",
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"simmReport/initial_margin_in_report_ccy",
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"/totalIMReport/initial_margin",
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"/totalIMReport/initial_margin_in_report_ccy",
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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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