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QPR-13507 correct pricing engine documentation
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Docs/UserGuide/pricing/pricingengines.tex

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@@ -1823,7 +1823,7 @@ \subsection{Product Type: IndexCreditDefaultSwap}
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\item Curve: Index, Underlying
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\item SensitivityDecomposition: Underlying, NotionalWeighted, LossWeighted, DeltaWeighted
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\item SensitivityTemplate [optional]: the sensitivity template to use
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\item CalibrateUnderlyingCurves [optional]: Only applies when Curve or FepCurve is set to Underlying.
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\item CalibrateUnderlyingCurves [optional]: Only applies when Curve is set to Underlying.
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If true, it apply a spread to the the individual constituent curves to match the index CDS spread.
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This ensures that pricing the index CDS using underlying curves produces the same NPV as pricing with the index curve directly. Defaults to false.
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(See Calibration of default curves for index tranches for details.)

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