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pcaspersjenkins
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QPR-12014 update pricing engine paths
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Lines changed: 6 additions & 6 deletions

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Examples/Example_15/Input/ore.xml

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<Analytic type="simulation">
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<Parameter name="active">N</Parameter>
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<Parameter name="simulationConfigFile">mcsimulation.xml</Parameter>
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<Parameter name="pricingEnginesFile">../../Input/pricingengine.xml</Parameter>
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<Parameter name="pricingEnginesFile">pricingengine.xml</Parameter>
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<Parameter name="baseCurrency">EUR</Parameter>
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<Parameter name="storeScenarios">N</Parameter>
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<Parameter name="cubeFile">cube.csv.gz</Parameter>
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<Parameter name="active">Y</Parameter>
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<Parameter name="marketConfigFile">simulation.xml</Parameter>
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<Parameter name="sensitivityConfigFile">sensitivity.xml</Parameter>
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<Parameter name="pricingEnginesFile">../../Input/pricingengine.xml</Parameter>
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<Parameter name="pricingEnginesFile">pricingengine.xml</Parameter>
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<Parameter name="scenarioOutputFile">scenario.csv</Parameter>
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<Parameter name="sensitivityOutputFile">sensitivity.csv</Parameter>
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<Parameter name="outputSensitivityThreshold">0.000001</Parameter>
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<Parameter name="active">Y</Parameter>
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<Parameter name="marketConfigFile">simulation.xml</Parameter>
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<Parameter name="stressConfigFile">stresstest.xml</Parameter>
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<Parameter name="pricingEnginesFile">../../Input/pricingengine.xml</Parameter>
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<Parameter name="pricingEnginesFile">pricingengine.xml</Parameter>
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<Parameter name="scenarioOutputFile">stresstest.csv</Parameter>
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<Parameter name="outputThreshold">0.000001</Parameter>
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</Analytic>

Examples/Example_40/Input/ore.xml

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Original file line numberDiff line numberDiff line change
@@ -42,7 +42,7 @@
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<Analytic type="simulation">
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<Parameter name="active">N</Parameter>
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<Parameter name="simulationConfigFile">mcsimulation.xml</Parameter>
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<Parameter name="pricingEnginesFile">../../Input/pricingengine.xml</Parameter>
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<Parameter name="pricingEnginesFile">pricingengine.xml</Parameter>
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<Parameter name="baseCurrency">EUR</Parameter>
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<Parameter name="storeScenarios">N</Parameter>
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<Parameter name="cubeFile">cube.csv.gz</Parameter>
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<Parameter name="active">Y</Parameter>
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<Parameter name="marketConfigFile">simulation.xml</Parameter>
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<Parameter name="sensitivityConfigFile">sensitivity.xml</Parameter>
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<Parameter name="pricingEnginesFile">../../Input/pricingengine.xml</Parameter>
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<Parameter name="pricingEnginesFile">pricingengine.xml</Parameter>
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<Parameter name="scenarioOutputFile">sensi_scenarios.csv</Parameter>
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<Parameter name="sensitivityOutputFile">sensitivity.csv</Parameter>
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<Parameter name="outputSensitivityThreshold">0.000001</Parameter>
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<Parameter name="active">N</Parameter>
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<Parameter name="marketConfigFile">simulation.xml</Parameter>
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<Parameter name="stressConfigFile">stresstest.xml</Parameter>
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<Parameter name="pricingEnginesFile">../../Input/pricingengine.xml</Parameter>
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<Parameter name="pricingEnginesFile">pricingengine.xml</Parameter>
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<Parameter name="scenarioOutputFile">stresstest.csv</Parameter>
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<Parameter name="outputThreshold">0.000001</Parameter>
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</Analytic>

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