update comparison_config

Author: mgroncki

Tools/PythonTools/comparison_config.json

@@ -1444,38 +1444,93 @@
         "settings": [
           {
             "names": [
-              "simmReport/initial_margin",
-              "simmReport/initial_margin_in_report_ccy",
+              "/bacva/value",
+              "/cashflow/accrual",
+              "/cashflow/accruedAmount",
+              "/cashflow/amount",
+              "/cashflow/coupon",
+              "/cashflow/discountFactor",
+              "/cashflow/fXRate(Local-Base)",
+              "/cashflow/fixingValue",
+              "/cashflow/notional",
+              "/cashflow/presentValue",
+              "/cashflow/presentValue(Base)",
+              "/cashflowNpv/presentValue",
+              "/crifReport/amount",
+              "/crifReport/amount_usd",
+              "/crifReport/mtm_value",
+              "/crifReport/notional",
+              "/dividends/dividendRate",
+              "/frtb/frtbCharge",
+              "/imScheduleReport/gross_current_rc",
+              "/imScheduleReport/gross_im",
+              "/imScheduleReport/net_current_rc",
+              "/imScheduleReport/net_to_gross_ratio",
+              "/imScheduleReport/schedule_im",
+              "/imScheduleReport/schedule_im_in_report_ccy",
+              "/impact/schedule_impact_report/initial_margin_after",
+              "/impact/schedule_impact_report/initial_margin_after_in_report_ccy",
+              "/impact/schedule_impact_report/initial_margin_before",
+              "/impact/schedule_impact_report/initial_margin_before_in_report_ccy",
+              "/impact/schedule_impact_report/initial_margin_impact",
+              "/impact/schedule_impact_report/initial_margin_impact_in_report_ccy",
+              "/impact/simm_impact_report/initial_margin_after",
+              "/impact/simm_impact_report/initial_margin_after_in_report_ccy",
+              "/impact/simm_impact_report/initial_margin_before",
+              "/impact/simm_impact_report/initial_margin_before_in_report_ccy",
+              "/impact/simm_impact_report/initial_margin_impact",
+              "/impact/simm_impact_report/initial_margin_impact_in_report_ccy",
+              "/impact/standalone_im_schedule_report/gross_current_rc",
+              "/impact/standalone_im_schedule_report/gross_im",
+              "/impact/standalone_im_schedule_report/net_current_rc",
+              "/impact/standalone_im_schedule_report/net_to_gross_ratio",
+              "/impact/standalone_im_schedule_report/schedule_im",
+              "/impact/standalone_im_schedule_report/schedule_im_in_report_ccy",
+              "/impact/standalone_simm_report/initial_margin",
+              "/impact/standalone_simm_report/initial_margin_in_report_ccy",
+              "/impact/standalone_total_im_report/initial_margin",
+              "/impact/standalone_total_im_report/initial_margin_in_report_ccy",
+              "/impact/total_impact_report/initial_margin_after",
+              "/impact/total_impact_report/initial_margin_after_in_report_ccy",
+              "/impact/total_impact_report/initial_margin_before",
+              "/impact/total_impact_report/initial_margin_before_in_report_ccy",
+              "/impact/total_impact_report/initial_margin_impact",
+              "/impact/total_impact_report/initial_margin_impact_in_report_ccy",
+              "/npv/notional",
+              "/npv/notionalBase",
+              "/npv/npv",
+              "/npv/npvBase",
+              "/saccr/addOn",
+              "/saccr/cC",
+              "/saccr/eAD",
+              "/saccr/multiplier",
+              "/saccr/npv",
+              "/saccr/pfe",
+              "/saccr/rC",
+              "/saccr/rW",
+              "/simmReport/initial_margin",
+              "/simmReport/initial_margin_in_report_ccy",
               "/totalIMReport/initial_margin",
               "/totalIMReport/initial_margin_in_report_ccy",
-              "frtb/frtbCharge",
-              "impact/schedule_impact_report/initial_margin_after",
-              "impact/schedule_impact_report/initial_margin_before",
-              "impact/schedule_impact_report/initial_margin_impact",
-              "impact/simm_impact_report/initial_margin_after",
-              "impact/simm_impact_report/initial_margin_before",
-              "impact/simm_impact_report/initial_margin_impact",
-              "impact/standalone_im_schedule_report/gross_im",
-              "impact/standalone_im_schedule_report/schedule_im",
-              "impact/standalone_im_schedule_report/net_current_rc",
-              "impact/standalone_im_schedule_report/net_to_gross_ratio",
-              "impact/standalone_simm_report/initial_margin",
-              "impact/standalone_total_im_report/initial_margin",
-              "impact/total_impact_report/initial_margin_after",
-              "impact/total_impact_report/initial_margin_before",
-              "impact/total_impact_report/initial_margin_impact",
-              "impact/schedule_impact_report/initial_margin_after_in_report_ccy",
-              "impact/schedule_impact_report/initial_margin_before_in_report_ccy",
-              "impact/schedule_impact_report/initial_margin_impact_in_report_ccy",
-              "impact/simm_impact_report/initial_margin_after_in_report_ccy",
-              "impact/simm_impact_report/initial_margin_before_in_report_ccy",
-              "impact/simm_impact_report/initial_margin_impact_in_report_ccy",
-              "impact/standalone_im_schedule_report/schedule_im_in_report_ccy",
-              "impact/standalone_simm_report/initial_margin_in_report_ccy",
-              "impact/standalone_total_im_report/initial_margin_in_report_ccy",
-              "impact/total_impact_report/initial_margin_after_in_report_ccy",
-              "impact/total_impact_report/initial_margin_before_in_report_ccy",
-              "impact/total_impact_report/initial_margin_impact_in_report_ccy"
+              "/xva/allocatedCVA",
+              "/xva/allocatedDVA",
+              "/xva/baselEEPE",
+              "/xva/baselEPE",
+              "/xva/cOLVA",
+              "/xva/cVA",
+              "/xva/collateralFloor",
+              "/xva/dVA",
+              "/xva/fBA",
+              "/xva/fBAexAllSP",
+              "/xva/fBAexOwnSP",
+              "/xva/fCA",
+              "/xva/fCAexAllSP",
+              "/xva/fCAexOwnSP",
+              "/xva/mVA",
+              "/xva/ourKVACCR",
+              "/xva/ourKVACVA",
+              "/xva/theirKVACCR",
+              "/xva/theirKVACVA"
             ],
             "abs_tol": 0.1,
             "rel_tol": 1e-12