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Copy file name to clipboardExpand all lines: Docs/UserGuide/parameterisation/ore.tex
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The parameters have the following interpretation:
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\begin{itemize}
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\item {\tt correlation_method}: Regular expression used to filter the portfolio for which VaR is computed; if the filter is not provided, then the full portfolio is processed
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\item {\tt correlation\_method}: Regular expression used to filter the portfolio for which VaR is computed; if the filter is not provided, then the full portfolio is processed
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\item {\tt marketConfigFile}: Configuration file defining the simulation market under which sensitivities are computed,
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see \ref{sec:simulation}. Only a subset of the specification is needed (the one given under {\tt Market}, see
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