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QPR-13640 bugfix trade xml and update regressiontest
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Lines changed: 11 additions & 4 deletions

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Examples/AmericanMonteCarlo/Input/portfolio_genericbarrieroption.xml

Lines changed: 11 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -11,12 +11,16 @@
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<PayoffType type="number">0</PayoffType>
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<!-- 0 = none, 1 = DonwIn, 2 = UpIn, 3 = DownOut, 4 = UpOut -->
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<TransatlanticBarrierType type="barrierType">
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<Value>DownOut</Value>
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<Value>UpOut</Value>
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</TransatlanticBarrierType>
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<TransatlanticBarrierLevel type="number"><Value>1.1</Value></TransatlanticBarrierLevel>
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<TransatlanticBarrierLevel type="number">
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<Value>1.1</Value>
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</TransatlanticBarrierLevel>
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<TransatlanticBarrierRebate type="number">50000</TransatlanticBarrierRebate>
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<TransatlanticBarrierRebateCurrency type="currency">USD</TransatlanticBarrierRebateCurrency>
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<TransatlanticBarrierStrictComparison type="number"><Value>0</Value></TransatlanticBarrierStrictComparison>
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<TransatlanticBarrierStrictComparison type="number">
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<Value>0</Value>
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</TransatlanticBarrierStrictComparison>
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<LongShort type="longShort">Long</LongShort>
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<PutCall type="optionType">Call</PutCall>
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<!-- required for PayoffType = Vanilla only -->
@@ -46,7 +50,10 @@
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</Rules>
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</ScheduleData>
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</BarrierMonitoringDates>
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<BarrierStrictComparison type="number"><Value>0</Value><Value>0</Value></BarrierStrictComparison>
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<BarrierStrictComparison type="number">
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<Value>0</Value>
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<Value>0</Value>
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</BarrierStrictComparison>
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<BarrierTypes type="barrierType">
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<Value>UpOut</Value>
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<Value>DownIn</Value>

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