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Roland Lichtersjenkins
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QPR-12370 add comparison config
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Examples/Example_44/Input/ore_schedule.xml

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<Analytics>
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<Analytic type="imschedule">
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<Parameter name="active">Y</Parameter>
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<Parameter name="version">2.6</Parameter>
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<Parameter name="crif">crif_schedule.csv</Parameter>
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<Parameter name="calculationCurrency">USD</Parameter>
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</Analytic>

Tools/PythonTools/comparison_config.json

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{
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"csv_settings": {
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"files": {
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"im_schedule.csv": {
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"keys": [
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"Portfolio",
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"ProductClass",
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"Side",
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"Currency"
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],
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"column_settings": [
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{
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"names": [
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"GrossIM",
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"GrossCurrentRC",
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"NetCurrentRC",
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"NetToGrossRatio",
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"ScheduleIM"
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],
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"abs_tol": null,
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"rel_tol": 1e-12
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}
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]
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},
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"im_schedule_trade.csv": {
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"keys": [
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"TradeId",
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"Portfolio",
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"ProductClass",
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"EndDate",
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"Label",
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"NotionalCurrency",
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"PVCurrency",
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"BaseCurrency",
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"CollectRegulations",
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"PostRegulations"
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],
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"column_settings": [
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{
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"names": [
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"Maturity",
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"Multiplier",
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"Notional",
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"PV",
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"Notional(Base)",
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"PV(Base)",
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"GrossIM(Base)"
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],
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"abs_tol": null,
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"rel_tol": 1e-12
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}
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]
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},
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"simm_margin_data\\.csv": {
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"keys": [
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"Portfolio",

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