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Merge remote-tracking branch 'origin/QPR-12536' into QPR-12536
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Docs/UserGuide/userguide.tex

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@@ -986,7 +986,7 @@ \subsection{Building ORE-SWIG and Python Wheels}\label{sec:oreswig}
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for installing and building Python wrappers and wheels.
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\medskip
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Typical usage of the Python wrapper is shown in ORE's {\tt Example\_42} and in ORE SWIG's {\tt OREAnalytics/Python/Examples} directory.
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Typical usage of the Python wrapper is shown in ORE's {\tt Example\_42} and in ORE SWIG's {\tt OREAnalytics/Python/Examples} directory.
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\section{Examples}\label{sec:examples}
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%--------------------------------------------------------------------
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The example in folder {\\tt Examples/Example\_67} demonstrates the XVA stresstesting with the classical and AMC XVA engine.
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The new analytic type \\emph{XVA_STRESS} utilizes the existing stresstest framework and supports stresstests in both zero and par domain.
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The new analytic type \\emph{XVA\_STRESS} utilizes the existing stresstest framework and supports stresstests in both zero and par domain.
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The Stresstest scenarios are given in the same input format as for the regular stresstest.
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To analyse the impact of market rate shifts (Swap rates, CDS spreads, flat vols), one had to
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The example in folder {\\tt Examples/Example\_68} demonstrates the XVA sensitivity analysis with the AMC XVA engine.
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The new analytic type \emph{XVA_SENSITIVITY} applies zero shifts as specified in the sensitivity.xml and
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The new analytic type \emph{XVA\_SENSITIVITY} applies zero shifts as specified in the sensitivity.xml and
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computes the xva and exposure measures under each shifted market condition.
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The aggregation of the results to sensitivites need to handled outside of ORE.

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