QPR-12455 update portfolio and notebook

Author: Roland Lichters

Examples/Example_62/Input/portfolio.xml

@@ -355,7 +355,7 @@
     </TaRFData>
   </Trade>
 
-  <Trade id="6:TaRF">
+  <Trade id="6:TaRF_2">
     <TradeType>ScriptedTrade</TradeType>
     <Envelope>
       <CounterParty>CPTY</CounterParty>

Examples/Example_62/ore.ipynb

@@ -168,6 +168,8 @@
    "outputs": [],
    "source": [
     "# Compare Sensitivities\n",
+    "# If we set pricing engine's ExternalDeviceCompatibilityMode to false, then get zero deviations from the reference run above\n",
+    "# if we set ExternalDeviceCompatibilityMode to true, then we see differences below due to different ordering of random variates in both runs\n",
     "utilities.match_sensi_reports(ore, ore_cg, \"DeltaBump\", \"DeltaCG\", False)"
    ]
   },
@@ -320,7 +322,7 @@
    "outputs": [],
    "source": [
     "# Compare Pricing Stats\n",
-    "utilities.match_pricingstats_123(ore, ore_ad, ore_gpu, \"SpeedupAD\", \"SpeedupGPU\", False)"
+    "utilities.match_pricingstats_123(ore_cg, ore_ad, ore_gpu, \"SpeedupAD\", \"SpeedupGPU\", False)"
    ]
   },
   {
@@ -330,17 +332,17 @@
    "outputs": [],
    "source": [
     "# Compare Sensitivities\n",
-    "utilities.match_sensi_reports(ore, ore_gpu, \"DeltaBump\", \"DeltaGPU\", False)"
+    "# to the reference run with both UseCG and ExternalDeviceCompatibilityMode set to true\n",
+    "utilities.match_sensi_reports(ore_cg, ore_gpu, \"DeltaBump\", \"DeltaGPU\", False)"
    ]
   },
   {
    "cell_type": "markdown",
    "metadata": {},
    "source": [
     "### Todos\n",
-    "- debug the BasicCpu device calculation\n",
-    "- double precision for the OpenCL implementation\n",
-    "- random number generators for the OpenCL implementation (MT antithetic, Sobol, Sobol BB)\n",
+    "- check the OpenCL implementation with devices that support double precision, e.g. Nvidia\n",
+    "- add random number generators to the OpenCL implementation (MT antithetic, Sobol, Sobol BB)\n",
     "- CUDA implementation"
    ]
   },