Merge branch 'QPR-13218' into 'master'

Resolve QPR-13218

Closes QPR-13218

See merge request qs/oreplus!2672

Author: pcaspers

Examples/InitialMargin/Input/Dim2/simulation.xml

@@ -3,16 +3,14 @@
 
   <Parameters>
       <Discretization>Exact</Discretization>
-      <!--<Grid>41,3M</Grid>-->
-      <!--<Grid>52,1D</Grid>-->
-      <!--<Grid>121,1M</Grid>-->
-      <Grid>1M,1Y,4Y,8Y</Grid>
+      <Grid>121,1M</Grid>
+      <!--<Grid>1M,1Y,4Y,8Y</Grid>-->
       <Calendar>EUR,USD</Calendar>
       <!--<Calendar>NullCalendar</Calendar>-->
       <Sequence>SobolBrownianBridge</Sequence>
       <Scenario>Simple</Scenario>
       <Seed>42</Seed>
-      <Samples>1000</Samples>
+      <Samples>10</Samples>
       <Ordering>Steps</Ordering>
       <DirectionIntegers>JoeKuoD7</DirectionIntegers>
   </Parameters>

Examples/InitialMargin/Input/Dim2/simulation_amccg.xml

@@ -3,7 +3,8 @@
 
   <Parameters>
       <Discretization>Euler</Discretization>
-      <Grid>1M,1Y,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y</Grid>
+      <Grid>121,1M</Grid>
+      <!--<Grid>1M,1Y,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y</Grid>-->
       <TimeStepsPerYear>24</TimeStepsPerYear>
       <Calendar>EUR,USD</Calendar>
       <!--<Calendar>NullCalendar</Calendar>-->