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farahkhashmanfarahkhashman
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Merge branch 'feature/revert-QPR-12587' into 'master'
Revert 'feature/QPR-12587' into 'master' Closes QPR-12587 See merge request qs/oreplus!3117
2 parents bbb6363 + b7f2000 commit c9f0c28

27 files changed

Lines changed: 304 additions & 419 deletions

‎Examples/AmericanMonteCarlo/Input/portfolio.xml‎

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<Currency>USD</Currency>
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<NotionalCalculation>Sum</NotionalCalculation>
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<Components>
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<SubTrade id="Swap_EUR">
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<SubTradeType>Swap</SubTradeType>
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<Trade id="Swap_EUR">
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<TradeType>Swap</TradeType>
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<Envelope>
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<CounterParty>CPTY_A</CounterParty>
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<NettingSetId>CPTY_A</NettingSetId>
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</ScheduleData>
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</LegData>
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</SwapData>
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</SubTrade>
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<SubTrade id="BermSwp">
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<SubTradeType>Swaption</SubTradeType>
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</Trade>
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<Trade id="BermSwp">
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<TradeType>Swaption</TradeType>
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<Envelope>
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<CounterParty>CPTY_A</CounterParty>
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<NettingSetId>CPTY_A</NettingSetId>
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</ScheduleData>
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</LegData>
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</SwaptionData>
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</SubTrade>
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</Trade>
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</Components>
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</CompositeTradeData>
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</Trade>

‎Examples/Legacy/Example_39/Input/portfolio.xml‎

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<Currency>USD</Currency>
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<NotionalCalculation>Sum</NotionalCalculation>
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<Components>
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<SubTrade id="Swap_EUR">
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<SubTradeType>Swap</SubTradeType>
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<Trade id="Swap_EUR">
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<TradeType>Swap</TradeType>
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<Envelope>
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<CounterParty>CPTY_A</CounterParty>
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<NettingSetId>CPTY_A</NettingSetId>
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</ScheduleData>
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</LegData>
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</SwapData>
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</SubTrade>
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<SubTrade id="BermSwp">
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<SubTradeType>Swaption</SubTradeType>
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</Trade>
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<Trade id="BermSwp">
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<TradeType>Swaption</TradeType>
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<Envelope>
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<CounterParty>CPTY_A</CounterParty>
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<NettingSetId>CPTY_A</NettingSetId>
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</ScheduleData>
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</LegData>
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</SwaptionData>
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</SubTrade>
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</Trade>
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</Components>
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</CompositeTradeData>
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</Trade>

‎Examples/Legacy/Example_45/Input/reference_data.xml‎

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</Rules>
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</ScheduleData>
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<BondBasketData>
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<SubTrade id="US15135BAW19">
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<SubTradeType>Bond</SubTradeType>
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<Trade id="US15135BAW19">
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<TradeType>Bond</TradeType>
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<BondData>
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<SecurityId>ISIN:US15135BAW19</SecurityId>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTrade id="US16411QAK76">
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<Trade id="US16411QAK76">
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<TradeType>Bond</TradeType>
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<BondData>
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<SecurityId>ISIN:US16411QAK76</SecurityId>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTrade id="US16411QAL59">
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<Trade id="US16411QAL59">
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<TradeType>Bond</TradeType>
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<BondData>
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<SecurityId>ISIN:US16411QAL59</SecurityId>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTrade id="US205768AT12">
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<Trade id="US205768AT12">
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<TradeType>Bond</TradeType>
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<BondData>
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<SecurityId>ISIN:US205768AT12</SecurityId>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTrade id="US251526BN89">
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<Trade id="US251526BN89">
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<TradeType>Bond</TradeType>
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<BondData>
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<SecurityId>ISIN:US251526BN89</SecurityId>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTrade id="US3134A4AA29">
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<TradeType>Bond</TradeType>
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<BondData>
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<SecurityId>ISIN:US3134A4AA29</SecurityId>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTrade id="US404119CA57">
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<TradeType>Bond</TradeType>
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<BondData>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTrade id="US46285MAA80">
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<TradeType>Bond</TradeType>
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<BondData>
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<SecurityId>ISIN:US46285MAA80</SecurityId>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTrade id="US55354GAQ38">
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<TradeType>Bond</TradeType>
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<BondData>
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<SecurityId>ISIN:US55354GAQ38</SecurityId>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTrade id="US629377CS98">
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<TradeType>Bond</TradeType>
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<BondData>
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<SecurityId>ISIN:US629377CS98</SecurityId>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<TradeType>Bond</TradeType>
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<BondData>
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<SecurityId>ISIN:US674599ED34</SecurityId>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<TradeType>Bond</TradeType>
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<BondData>
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<SecurityId>ISIN:US674599EF81</SecurityId>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<TradeType>Bond</TradeType>
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<BondData>
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<SecurityId>ISIN:US72147KAG31</SecurityId>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTrade id="US77313LAB99">
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<TradeType>Bond</TradeType>
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<BondData>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<TradeType>Bond</TradeType>
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<BondData>
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<SecurityId>ISIN:US845467AS85</SecurityId>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<TradeType>Bond</TradeType>
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<BondData>
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<SecurityId>ISIN:US845467AT68</SecurityId>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTrade id="US87612BBS07">
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<TradeType>Bond</TradeType>
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<BondData>
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<SecurityId>ISIN:US87612BBS07</SecurityId>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTrade id="US87612BBU52">
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<TradeType>Bond</TradeType>
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<BondData>
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<SecurityId>ISIN:US87612BBU52</SecurityId>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTrade id="US904678AF64">
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<Trade id="US904678AF64">
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<TradeType>Bond</TradeType>
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<BondData>
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<SecurityId>ISIN:US904678AF64</SecurityId>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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<SubTrade id="US92343VGM00">
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<SubTradeType>Bond</SubTradeType>
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</Trade>
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<Trade id="US92343VGM00">
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<TradeType>Bond</TradeType>
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<BondData>
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<BondNotional>1000000.000000</BondNotional>
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</BondData>
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</SubTrade>
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</Trade>
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</BondBasketData>
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<!-- </CBOStructure>-->
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</CboReferenceData>

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