Merge branch 'QPR-12433-2' into 'master'

remove portfolio output, not relevant for ex 2

Closes QPR-12433

See merge request qs/oreswig!65

Author: damienbarker

OREAnalytics-SWIG/Python/Examples/Notebooks/Example_2/ore.ipynb

@@ -108,7 +108,24 @@
    },
    "source": [
     "Kick off a process in ORE, loading all inputs from Input/ore.xml and the files referenced therein. \n",
-    "This is equivalent to using the ORE command line application."
+    "This is equivalent to using the ORE command line application.\n",
+    "\n",
+    "Running the following cells loads all inputs (portfolio, configurations) and kicks of a **Monte Carlo simulation**: \n",
+    "- It evolves today's market into the future along alternative paths\n",
+    "- ages the portfolio on each path\n",
+    "- revalues the portfolio through its life and across all paths.\n",
+    "\n",
+    "This requires a \"model\" of the market. The \"Cross Asset Model\" in ORE covers the evolution of the market across six asset/risk classes, it evolves\n",
+    "- yield curves\n",
+    "- fx rates\n",
+    "- inflation rates\n",
+    "- equity prices\n",
+    "- commodity prices\n",
+    "- credit spreads\n",
+    "\n",
+    "and there are a few choices of the model components in ORE (LGM-1f vs Hull-White-1f/2f for yield curves, Dodgson-Kainth or Jarrow-Yildirim for Inflation, etc.).\n",
+    "\n",
+    "This process takes about a minute. Run-time generally depends on the number of paths we want to generate, portfolio size/complexity and number of time grid points."
    ]
   },
   {
@@ -143,108 +160,6 @@
     "ore = OREApp(params)"
    ]
   },
-  {
-   "cell_type": "markdown",
-   "metadata": {
-    "extensions": {
-     "jupyter_dashboards": {
-      "version": 1,
-      "views": {
-       "grid_default": {
-        "col": 0,
-        "height": 4,
-        "hidden": true,
-        "row": 12,
-        "width": 12
-       },
-       "report_default": {
-        "hidden": false
-       }
-      }
-     }
-    }
-   },
-   "source": [
-    "This should have loaded the main inputs\n",
-    "- portfolio\n",
-    "- today's market configuration\n",
-    "- conventions\n",
-    "- curve configrations\n",
-    "- pricing engine configuration"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {
-    "extensions": {
-     "jupyter_dashboards": {
-      "version": 1,
-      "views": {
-       "grid_default": {
-        "hidden": true
-       },
-       "report_default": {
-        "hidden": true
-       }
-      }
-     }
-    },
-    "tags": []
-   },
-   "outputs": [],
-   "source": [
-    "portfolio = ore.getInputs().portfolio()\n",
-    "print(\"Trades:\", portfolio.size())\n",
-    "for id in portfolio.ids():\n",
-    "    trade = portfolio.get(id)\n",
-    "    print(\"Trade:  id=%s type=%s\" % (id, trade.tradeType()))\n",
-    "\n",
-    "#portfolioXML = portfolio.toXMLString()\n",
-    "#print()\n",
-    "#print(portfolioXML)"
-   ]
-  },
-  {
-   "cell_type": "markdown",
-   "metadata": {
-    "extensions": {
-     "jupyter_dashboards": {
-      "version": 1,
-      "views": {
-       "grid_default": {
-        "col": 0,
-        "height": 2,
-        "hidden": false,
-        "row": 7,
-        "width": 12
-       },
-       "report_default": {
-        "hidden": false
-       }
-      }
-     }
-    }
-   },
-   "source": [
-    "Running the following cell kicks of a **Monte Carlo simulation**: \n",
-    "- It evolves today's market into the future along alternative paths\n",
-    "- ages the portfolio on each path\n",
-    "- revalues the portfolio through its life and across all paths.\n",
-    "\n",
-    "This requires a \"model\" of the market. The \"Cross Asset Model\" in ORE covers the evolution of the market across six asset/risk classes, it evolves\n",
-    "- yield curves\n",
-    "- fx rates\n",
-    "- inflation rates\n",
-    "- equity prices\n",
-    "- commodity prices\n",
-    "- credit spreads\n",
-    "\n",
-    "and there are a few choices of the model components in ORE (LGM-1f vs Hull-White-1f/2f for yield curves, Dodgson-Kainth or Jarrow-Yildirim for Inflation, etc.).\n",
-    "\n",
-    "This process takes about a minute. Run-time generally depends on the number of paths we want to generate, portfolio size/complexity and number of time grid points."
-   ]
-  },
   {
    "cell_type": "code",
    "execution_count": null,
@@ -1388,7 +1303,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.11.4"
+   "version": "3.9.6"
   },
   "widgets": {
    "state": {