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jenkins
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git subrepo pull (merge) ore
subrepo: subdir: "ore" merged: "412183ca20" upstream: origin: "git@gitlab.acadiasoft.net:qs/ore.git" branch: "master" commit: "5205fa6ae4" git-subrepo: version: "0.4.6" origin: "https://github.com/ingydotnet/git-subrepo" commit: "110b9eb"
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‎Docs/UserGuide/tradecomponents/underlying.tex‎

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<FutureMonthOffset>0</FutureMonthOffset>
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<DeliveryRollDays>0</DeliveryRollDays>
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<DeliveryRollCalendar>TARGET</DeliveryRollCalendar>
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<FutureContractMonth>Nov2023</FutureContractMonth>
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</Underlying>
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\end{minted}
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\caption{Commodity Underlying}
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Allowable values: See Table \ref{tab:calendar}. Defaults to the null calendar if left blank or omitted, and \lstinline!Type!: is \emph{Commodity}.
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\item \lstinline!FutureContractMonth! [Optional]:
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Only valid when \lstinline!Type! is \emph{Commodity}, \lstinline!PriceType! is FutureSettlement and there is no \lstinline!FutureExpiryDate! node. It specifies the underlying future contract month in the format \emph{MonYYYY}, for example Nov2023.
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\item \lstinline!FutureExpiryDate! [Optional]:
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Only valid when \lstinline!Type! is \emph{Commodity}, \lstinline!PriceType! is FutureSettlement and there is no \lstinline!FutureContractMonth! node. This gives the expiration date of the underlying commodity future contract.
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If the field \lstinline!FutureExpiryDate! and \lstinline!FutureContractMonth! are omitted, the expiration date of the underlying commodity future contract is set to the prompt future, adjusted for any \lstinline!FutureMonthOffset!.
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\item \lstinline!Interpolation! [Optional]:
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Only valid when \lstinline!Type! is \emph{Inflation}. The index observation interpolation between fixings.
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‎Docs/UserGuide/userguide.tex‎

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In case of the swaption volatility shifts, the single value given as {\tt Shift} (without the attributes {\tt expiry}
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and {\tt term}) represents a default value that is used whenever no explicit value is given for a expiry / term pair.
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UseSpreadedTermStructures: If set to true, spreaded termstructures over t0 will be used for the scenario calculation, to
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improve the alignment of the scenario sim market and t0 curves.
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\begin{longlisting}
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%\hrule\medskip
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\begin{minted}[fontsize=\scriptsize]{xml}
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<StressTesting>
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<UseSpreadedTermStructures>false</UseSpreadedTermStructures>
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<StressTest id="parallel_rates">
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<DiscountCurves>
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<DiscountCurve ccy="EUR">

‎Examples/Example_10/ExpectedOutput/log_structured.json‎

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‎Examples/Example_10/Input/ore.xml‎

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</Setup>
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<Markets>
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<Parameter name="lgmcalibration">collateral_inccy</Parameter>
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<Parameter name="fxcalibration">collateral_eur</Parameter>
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<Parameter name="pricing">collateral_eur</Parameter>
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<Parameter name="simulation">collateral_eur</Parameter>
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<Parameter name="fxcalibration">xois_eur</Parameter>
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<Parameter name="pricing">xois_eur</Parameter>
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<Parameter name="simulation">xois_eur</Parameter>
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</Markets>
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<Analytics>
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<Analytic type="npv">

‎Examples/Example_10/Input/ore_mpor.xml‎

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</Setup>
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<Markets>
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<Parameter name="lgmcalibration">collateral_inccy</Parameter>
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<Parameter name="fxcalibration">collateral_eur</Parameter>
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<Parameter name="pricing">collateral_eur</Parameter>
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<Parameter name="simulation">collateral_eur</Parameter>
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<Parameter name="fxcalibration">xois_eur</Parameter>
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<Parameter name="pricing">xois_eur</Parameter>
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<Parameter name="simulation">xois_eur</Parameter>
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</Markets>
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<Analytics>
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<Analytic type="npv">

‎Examples/Example_10/Input/ore_mta.xml‎

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</Setup>
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<Markets>
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<Parameter name="lgmcalibration">collateral_inccy</Parameter>
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<Parameter name="fxcalibration">collateral_eur</Parameter>
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<Parameter name="pricing">collateral_eur</Parameter>
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<Parameter name="simulation">collateral_eur</Parameter>
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<Parameter name="fxcalibration">xois_eur</Parameter>
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<Parameter name="pricing">xois_eur</Parameter>
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<Parameter name="simulation">xois_eur</Parameter>
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</Markets>
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<Analytics>
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<Analytic type="npv">

‎Examples/Example_10/Input/ore_threshold.xml‎

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</Setup>
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<Markets>
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<Parameter name="lgmcalibration">collateral_inccy</Parameter>
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<Parameter name="fxcalibration">collateral_eur</Parameter>
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<Parameter name="pricing">collateral_eur</Parameter>
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<Parameter name="simulation">collateral_eur</Parameter>
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<Parameter name="fxcalibration">xois_eur</Parameter>
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<Parameter name="pricing">xois_eur</Parameter>
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<Parameter name="simulation">xois_eur</Parameter>
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</Markets>
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<Analytics>
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<Analytic type="npv">

‎Examples/Example_10/Input/ore_threshold_break.xml‎

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</Setup>
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<Markets>
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<Parameter name="lgmcalibration">collateral_inccy</Parameter>
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<Parameter name="fxcalibration">collateral_eur</Parameter>
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<Parameter name="pricing">collateral_eur</Parameter>
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<Parameter name="simulation">collateral_eur</Parameter>
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<Parameter name="fxcalibration">xois_eur</Parameter>
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<Parameter name="pricing">xois_eur</Parameter>
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<Parameter name="simulation">xois_eur</Parameter>
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</Markets>
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<Analytics>
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<Analytic type="npv">

‎Examples/Example_10/Input/ore_threshold_dim.xml‎

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</Setup>
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<Markets>
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<Parameter name="lgmcalibration">collateral_inccy</Parameter>
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<Parameter name="fxcalibration">collateral_eur</Parameter>
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<Parameter name="pricing">collateral_eur</Parameter>
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<Parameter name="simulation">collateral_eur</Parameter>
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<Parameter name="fxcalibration">xois_eur</Parameter>
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<Parameter name="pricing">xois_eur</Parameter>
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<Parameter name="simulation">xois_eur</Parameter>
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</Markets>
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<Analytics>
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<Analytic type="npv">

‎Examples/Example_14/ExpectedOutput/log_structured.json‎

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