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mgronckijenkins
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QPR-12145 add missing comparisions
1 parent 1aa0696 commit de8796d

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Lines changed: 27 additions & 1 deletion

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Tools/PythonTools/comparison_config.json

Lines changed: 27 additions & 1 deletion
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@@ -1375,6 +1375,24 @@
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}
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]
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},
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"im_impact\\.json": {
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"settings": [
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{
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"names": [
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"impact/simm_impact_report/initial_margin_after",
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"impact/simm_impact_report/initial_margin_before",
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"impact/total_impact_report/initial_margin_after",
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"impact/total_impact_report/initial_margin_before",
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"impact/simm_impact_report/initial_margin_after_in_report_ccy",
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"impact/simm_impact_report/initial_margin_before_in_report_ccy",
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"impact/total_impact_report/initial_margin_after_in_report_ccy",
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"impact/total_impact_report/initial_margin_before_in_report_ccy"
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],
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"abs_tol": 0.1,
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"rel_tol": 1e-12
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}
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]
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},
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"frtb\\.json": {
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"settings": [
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{
@@ -1406,7 +1424,15 @@
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"names": [
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"simmReport/initial_margin",
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"totalIMReport/initial_margin",
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"frtb/frtbCharge"
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"frtb/frtbCharge",
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"impact/simm_impact_report/initial_margin_after",
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"impact/simm_impact_report/initial_margin_before",
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"impact/total_impact_report/initial_margin_after",
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"impact/total_impact_report/initial_margin_before",
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"impact/simm_impact_report/initial_margin_after_in_report_ccy",
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"impact/simm_impact_report/initial_margin_before_in_report_ccy",
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"impact/total_impact_report/initial_margin_after_in_report_ccy",
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"impact/total_impact_report/initial_margin_before_in_report_ccy"
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],
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"abs_tol": 0.1,
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"rel_tol": 1e-12

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