NOTICE   [2026-Oct-05 19:34:39.330761]    (OREAnalytics\orea\app\parameters.cpp:139) : Parameters:
NOTICE   [2026-Oct-05 19:34:39.335921]    (OREAnalytics\orea\app\parameters.cpp:144) : group = cashflow : active = Y
NOTICE   [2026-Oct-05 19:34:39.336943]    (OREAnalytics\orea\app\parameters.cpp:144) : group = cashflow : includePastCashflows = N
NOTICE   [2026-Oct-05 19:34:39.337650]    (OREAnalytics\orea\app\parameters.cpp:144) : group = cashflow : outputFileName = flows.csv
NOTICE   [2026-Oct-05 19:34:39.337650]    (OREAnalytics\orea\app\parameters.cpp:144) : group = curves : active = Y
NOTICE   [2026-Oct-05 19:34:39.337650]    (OREAnalytics\orea\app\parameters.cpp:144) : group = curves : configuration = default
NOTICE   [2026-Oct-05 19:34:39.337650]    (OREAnalytics\orea\app\parameters.cpp:144) : group = curves : grid = 2W,1M,3M,6M,1Y,2Y,3Y,5Y,10Y,15Y,20Y,30Y
NOTICE   [2026-Oct-05 19:34:39.339591]    (OREAnalytics\orea\app\parameters.cpp:144) : group = curves : outputFileName = curves.csv
NOTICE   [2026-Oct-05 19:34:39.340313]    (OREAnalytics\orea\app\parameters.cpp:144) : group = markets : fxcalibration = default
NOTICE   [2026-Oct-05 19:34:39.340313]    (OREAnalytics\orea\app\parameters.cpp:144) : group = markets : lgmcalibration = default
NOTICE   [2026-Oct-05 19:34:39.340313]    (OREAnalytics\orea\app\parameters.cpp:144) : group = markets : pricing = default
NOTICE   [2026-Oct-05 19:34:39.340313]    (OREAnalytics\orea\app\parameters.cpp:144) : group = markets : sensitivity = default
NOTICE   [2026-Oct-05 19:34:39.342011]    (OREAnalytics\orea\app\parameters.cpp:144) : group = markets : simulation = default
NOTICE   [2026-Oct-05 19:34:39.342011]    (OREAnalytics\orea\app\parameters.cpp:144) : group = npv : active = Y
NOTICE   [2026-Oct-05 19:34:39.342011]    (OREAnalytics\orea\app\parameters.cpp:144) : group = npv : baseCurrency = EUR
NOTICE   [2026-Oct-05 19:34:39.342011]    (OREAnalytics\orea\app\parameters.cpp:144) : group = npv : outputFileName = npv.csv
NOTICE   [2026-Oct-05 19:34:39.342011]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : asofDate = 2019-12-30
NOTICE   [2026-Oct-05 19:34:39.344051]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : baseCurrency = EUR
NOTICE   [2026-Oct-05 19:34:39.344659]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : conventionsFile = conventions.xml
NOTICE   [2026-Oct-05 19:34:39.345205]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : curveConfigFile = curveconfig.xml
NOTICE   [2026-Oct-05 19:34:39.345205]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : fixingDataFile = fixings.txt
NOTICE   [2026-Oct-05 19:34:39.345205]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : implyTodaysFixings = N
NOTICE   [2026-Oct-05 19:34:39.346249]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : inputPath = Input/HistSimVar
NOTICE   [2026-Oct-05 19:34:39.346249]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : logFile = log.txt
NOTICE   [2026-Oct-05 19:34:39.347295]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : logMask = 31
NOTICE   [2026-Oct-05 19:34:39.348002]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : marketConfigFile = todaysmarket.xml
NOTICE   [2026-Oct-05 19:34:39.348002]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : marketDataFile = market.txt
NOTICE   [2026-Oct-05 19:34:39.348580]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : nThreads = 1
NOTICE   [2026-Oct-05 19:34:39.348580]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : observationModel = None
NOTICE   [2026-Oct-05 19:34:39.348580]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : outputPath = Output/Base
NOTICE   [2026-Oct-05 19:34:39.350112]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : portfolioFile = portfolio.xml
NOTICE   [2026-Oct-05 19:34:39.350796]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : pricingEnginesFile = pricingengine.xml
NOTICE   [2026-Oct-05 19:34:39.350796]        (OREAnalytics\orea\app\oreapp.cpp:680) : load OREAppInputParameters called
NOTICE   [2026-Oct-05 19:34:39.350796]        (OREAnalytics\orea\app\oreapp.cpp:693) : MarketContext::fxcalibration = default
NOTICE   [2026-Oct-05 19:34:39.352622]        (OREAnalytics\orea\app\oreapp.cpp:693) : MarketContext::lgmcalibration = default
NOTICE   [2026-Oct-05 19:34:39.353002]        (OREAnalytics\orea\app\oreapp.cpp:693) : MarketContext::pricing = default
NOTICE   [2026-Oct-05 19:34:39.353381]        (OREAnalytics\orea\app\oreapp.cpp:693) : MarketContext::sensitivity = default
NOTICE   [2026-Oct-05 19:34:39.353381]        (OREAnalytics\orea\app\oreapp.cpp:693) : MarketContext::simulation = default
NOTICE   [2026-Oct-05 19:34:39.421273]    (OREData\ored\portfolio\portfolio.cpp:109) : Finished Parsing XML doc
NOTICE   [2026-Oct-05 19:34:39.463610]  (...lytics\orea\app\inputparameters.cpp:199) : Observation Mode is None
NOTICE   [2026-Oct-05 19:34:39.463610]       (OREAnalytics\orea\app\oreapp.cpp:1089) : SIMM
NOTICE   [2026-Oct-05 19:34:39.466364]       (OREAnalytics\orea\app\oreapp.cpp:1201) : IM SCHEDULE
NOTICE   [2026-Oct-05 19:34:39.467076]       (OREAnalytics\orea\app\oreapp.cpp:1796) : analytics: 3
NOTICE   [2026-Oct-05 19:34:39.467076]       (OREAnalytics\orea\app\oreapp.cpp:1798) : analytic: CASHFLOW
NOTICE   [2026-Oct-05 19:34:39.467076]       (OREAnalytics\orea\app\oreapp.cpp:1798) : analytic: CURVES
NOTICE   [2026-Oct-05 19:34:39.467076]       (OREAnalytics\orea\app\oreapp.cpp:1798) : analytic: NPV
NOTICE   [2026-Oct-05 19:34:39.467076]       (OREAnalytics\orea\app\oreapp.cpp:1800) : buildInputParameters done
NOTICE   [2026-Oct-05 19:34:39.469271]  (...lytics\orea\app\inputparameters.cpp:928) : OutputFileNameMap called
NOTICE   [2026-Oct-05 19:34:39.469271]  (...ytics\orea\app\inputparameters.cpp:1025) : OutputFileNameMap complete
NOTICE   [2026-Oct-05 19:34:39.469271]        (OREAnalytics\orea\app\oreapp.cpp:420) : initFromParameters done, requested analytics:CASHFLOW,CURVES,NPV
NOTICE   [2026-Oct-05 19:34:39.470931]        (OREAnalytics\orea\app\oreapp.cpp:482) : Global IncludeTodaysCashFlows is set false, value: na
NOTICE   [2026-Oct-05 19:34:39.470931]        (OREAnalytics\orea\app\oreapp.cpp:256) : ORE analytics starting
WARNING  [2026-Oct-05 19:34:39.470931]        (OREAnalytics\orea\app\oreapp.cpp:257) : Starting OREApp::analytics(): 77230080|77230080 (peakMemoryUsage (bytes) | memoryUsage (bytes))
NOTICE   [2026-Oct-05 19:34:39.470931]       (OREData\ored\marketdata\market.cpp:87) : No Default Correlation present
NOTICE   [2026-Oct-05 19:34:39.472946]        (OREAnalytics\orea\app\oreapp.cpp:236) : dividend data file not found
NOTICE   [2026-Oct-05 19:34:39.473651]        (OREAnalytics\orea\app\oreapp.cpp:244) : fixing cutoff date not set
NOTICE   [2026-Oct-05 19:34:39.492539]    (OREData\ored\marketdata\csvloader.cpp:86) : CSVLoader loading from Input/HistSimVar/market.txt
NOTICE   [2026-Oct-05 19:34:39.745501]   (OREData\ored\marketdata\csvloader.cpp:174) : CSVLoader completed processing Input/HistSimVar/market.txt
NOTICE   [2026-Oct-05 19:34:39.748812]    (OREData\ored\marketdata\csvloader.cpp:70) : CSVLoader loaded 7172 market data points for December 30th, 2019
NOTICE   [2026-Oct-05 19:34:39.772303]    (OREData\ored\marketdata\csvloader.cpp:86) : CSVLoader loading from Input/HistSimVar/fixings.txt
NOTICE   [2026-Oct-05 19:34:39.782480]   (OREData\ored\marketdata\csvloader.cpp:174) : CSVLoader completed processing Input/HistSimVar/fixings.txt
NOTICE   [2026-Oct-05 19:34:39.782480]    (OREData\ored\marketdata\csvloader.cpp:73) : CSVLoader loaded 903 fixings
NOTICE   [2026-Oct-05 19:34:39.782480]    (OREData\ored\marketdata\csvloader.cpp:76) : CSVLoader loaded 0 dividends
NOTICE   [2026-Oct-05 19:34:39.785763]    (OREData\ored\marketdata\csvloader.cpp:77) : CSVLoader complete.
NOTICE   [2026-Oct-05 19:34:39.785763]  (...lytics\orea\app\analyticsmanager.cpp:57) : register analytic with label 'PRICING' and sub-analytics CASHFLOW,CASHFLOWNPV,CURVES,NPV,SENSITIVITY
NOTICE   [2026-Oct-05 19:34:39.785763]        (OREAnalytics\orea\app\oreapp.cpp:281) : Available analytics: CASHFLOW,CASHFLOWNPV,CURVES,NPV,SENSITIVITY
NOTICE   [2026-Oct-05 19:34:39.787432]        (OREAnalytics\orea\app\oreapp.cpp:284) : Requested analytics: CASHFLOW,CURVES,NPV
NOTICE   [2026-Oct-05 19:34:39.788107]  (...ytics\orea\app\analyticsmanager.cpp:129) : AnalyticsManager::runAnalytics: populate loader for dates: December 30th, 2019
NOTICE   [2026-Oct-05 19:34:39.788751]  (...ytics\orea\app\marketdataloader.cpp:186) : Asking portfolio for its required fixings
NOTICE   [2026-Oct-05 19:34:39.789284]  (...ytics\orea\app\marketdataloader.cpp:193) : The portfolio depends on fixings from 0 indices
NOTICE   [2026-Oct-05 19:34:39.789947]  (...ytics\orea\app\marketdataloader.cpp:198) : Add fixings possibly required for bootstrapping TodaysMarket
NOTICE   [2026-Oct-05 19:34:39.790535]  (OREData\ored\portfolio\fixingdates.cpp:948) : Start adding market fixing dates for configuration 'default'
NOTICE   [2026-Oct-05 19:34:39.793028]  (...ata\ored\portfolio\fixingdates.cpp:1145) : Finished adding market fixing dates for configuration 'default'
NOTICE   [2026-Oct-05 19:34:39.793028]  (OREData\ored\portfolio\fixingdates.cpp:948) : Start adding market fixing dates for configuration 'inccy'
NOTICE   [2026-Oct-05 19:34:39.795117]  (...ata\ored\portfolio\fixingdates.cpp:1145) : Finished adding market fixing dates for configuration 'inccy'
NOTICE   [2026-Oct-05 19:34:39.795863]  (...ytics\orea\app\marketdataloader.cpp:202) : Add fixing possibly required for equity index delta risk decomposition
NOTICE   [2026-Oct-05 19:34:39.796398]  (...ytics\orea\app\marketdataloader.cpp:208) : Adjust inflation fixing dates to the end of the month before the request
NOTICE   [2026-Oct-05 19:34:39.796398]  (...ics\orea\app\marketdatacsvloader.cpp:71) : MarketDataCsvLoader::retrieveFixings called: all fixings ? Y
NOTICE   [2026-Oct-05 19:34:39.804235]      (OREData\ored\marketdata\fixings.cpp:68) : Added 899 of 903 fixings in 0.007725 seconds
NOTICE   [2026-Oct-05 19:34:39.804235]  (...ytics\orea\app\marketdataloader.cpp:281) : Adding the loaded fixings to the IndexManager
NOTICE   [2026-Oct-05 19:34:39.804235]  (...ytics\orea\app\marketdataloader.cpp:282) : Fixings size = 7
NOTICE   [2026-Oct-05 19:34:39.808497]  (...ytics\orea\app\marketdataloader.cpp:285) : Generating market datum set
NOTICE   [2026-Oct-05 19:34:39.809944]  (...ytics\orea\app\marketdataloader.cpp:303) : CurveConfigs require 195 quotes
NOTICE   [2026-Oct-05 19:34:39.825248]  (...ytics\orea\app\marketdataloader.cpp:311) : Got market data
NOTICE   [2026-Oct-05 19:34:39.828929]  (OREAnalytics\orea\app\reportwriter.cpp:324) : Writing MarketData report
NOTICE   [2026-Oct-05 19:34:39.830770]  (OREAnalytics\orea\app\reportwriter.cpp:363) : MarketData report written
NOTICE   [2026-Oct-05 19:34:39.830770]  (OREAnalytics\orea\app\reportwriter.cpp:368) : Writing Fixings report
NOTICE   [2026-Oct-05 19:34:39.830770]  (OREAnalytics\orea\app\reportwriter.cpp:377) : Fixings report written
NOTICE   [2026-Oct-05 19:34:39.834381]  (OREAnalytics\orea\app\reportwriter.cpp:382) : Writing Dividends report
NOTICE   [2026-Oct-05 19:34:39.834979]  (OREAnalytics\orea\app\reportwriter.cpp:394) : Dividends report written
NOTICE   [2026-Oct-05 19:34:39.835715]  (...ytics\orea\app\analyticsmanager.cpp:155) : run analytic with label 'PRICING'
WARNING  [2026-Oct-05 19:34:39.835715]      (OREAnalytics\orea\app\analytic.cpp:127) : Starting PRICING Analytic::runAnalytic(): 87396352|87396352 (peakMemoryUsage (bytes) | memoryUsage (bytes))
NOTICE   [2026-Oct-05 19:34:39.835715]      (OREAnalytics\orea\app\analytic.cpp:282) : Analytic::buildMarket called
NOTICE   [2026-Oct-05 19:34:39.836916]  (...\ored\marketdata\bondspreadimply.cpp:51) : identify securities that require a spread imply for configuration default
NOTICE   [2026-Oct-05 19:34:39.837583]  (...\ored\marketdata\bondspreadimply.cpp:51) : identify securities that require a spread imply for configuration inccy
NOTICE   [2026-Oct-05 19:34:39.837583]  (...ored\marketdata\bondspreadimply.cpp:108) : got 0 securities
NOTICE   [2026-Oct-05 19:34:39.840392]  (...\ored\marketdata\fxtriangulation.cpp:65) : FXTriangulation: initializing
NOTICE   [2026-Oct-05 19:34:39.841098]  (...ored\marketdata\fxtriangulation.cpp:112) : FXTriangulation: initialized with 92 quotes, 47 currencies.
NOTICE   [2026-Oct-05 19:34:39.842183]  (...ta\ored\marketdata\todaysmarket.cpp:233) : Build objects in TodaysMarket lazily, i.e. when requested.
NOTICE   [2026-Oct-05 19:34:39.842183]      (OREAnalytics\orea\app\analytic.cpp:320) : Market Build time 0.005650 sec
NOTICE   [2026-Oct-05 19:34:39.842183]     (OREData\ored\portfolio\portfolio.cpp:51) : Reset portfolio of size 2
NOTICE   [2026-Oct-05 19:34:39.842183]      (OREAnalytics\orea\app\analytic.cpp:351) : Build the portfolio
NOTICE   [2026-Oct-05 19:34:39.842183]      (OREAnalytics\orea\app\analytic.cpp:238) : Analytic::engineFactory() called
NOTICE   [2026-Oct-05 19:34:39.844861]      (OREAnalytics\orea\app\analytic.cpp:248) : MarketContext::pricing = default
NOTICE   [2026-Oct-05 19:34:39.845414]    (OREData\ored\portfolio\portfolio.cpp:137) : Building Portfolio of size 2 for context = 'analytic/PRICING'
NOTICE   [2026-Oct-05 19:34:40.168584]    (OREData\ored\portfolio\portfolio.cpp:165) : Built Portfolio. Initial size = 2, size now 2, built 0 failed trades, context is analytic/PRICING
NOTICE   [2026-Oct-05 19:34:40.170255]    (OREData\ored\portfolio\portfolio.cpp:166) : Build stats:
NOTICE   [2026-Oct-05 19:34:40.170255]    (OREData\ored\portfolio\portfolio.cpp:170) : FxForward                         1            323 ms (avg = 323)
NOTICE   [2026-Oct-05 19:34:40.170255]    (OREData\ored\portfolio\portfolio.cpp:170) : Swap                              1           1.58 ms (avg = 1.58)
NOTICE   [2026-Oct-05 19:34:40.170255]      (OREAnalytics\orea\app\analytic.cpp:360) : Filter trades that expire before December 30th, 2019
NOTICE   [2026-Oct-05 19:34:40.170255]  (...portwriters\pricingreportwriter.cpp:212) : Cashflow report written
NOTICE   [2026-Oct-05 19:34:40.170255]  (...a\app\analytics\pricinganalytic.cpp:185) : Write curves report
NOTICE   [2026-Oct-05 19:34:40.174415]  (...portwriters\pricingreportwriter.cpp:301) : Write curves... 
WARNING  [2026-Oct-05 19:34:40.310847]  (...\ored\configuration\conventions.cpp:695) : payFrequency_ empty set to index tenor.
NOTICE   [2026-Oct-05 19:34:40.366299]  (...eportwriters\pricingreportwriter.cpp:55) : portfolio valuation
NOTICE   [2026-Oct-05 19:34:40.366299]  (...portwriters\pricingreportwriter.cpp:118) : NPV file written
WARNING  [2026-Oct-05 19:34:40.369126]      (OREAnalytics\orea\app\analytic.cpp:132) : Finishing PRICING Analytic::runAnalytic(): 97775616|96751616 (peakMemoryUsage (bytes) | memoryUsage (bytes))
NOTICE   [2026-Oct-05 19:34:40.369126]  (...ytics\orea\app\analyticsmanager.cpp:164) : run analytic with label 'PRICING' finished.
NOTICE   [2026-Oct-05 19:34:40.397359]  (...rea\app\marketcalibrationreport.cpp:368) : Skipping curve EUR-EONIA for label  as it has already been added
NOTICE   [2026-Oct-05 19:34:40.413320]      (OREAnalytics\orea\app\analytic.cpp:114) : Analytic::releaseMemory() called for PRICING
WARNING  [2026-Oct-05 19:34:40.414911]      (OREAnalytics\orea\app\analytic.cpp:115) : Before releaseMemory() PRICING: 110796800|110796800 (peakMemoryUsage (bytes) | memoryUsage (bytes))
WARNING  [2026-Oct-05 19:34:40.415604]      (OREAnalytics\orea\app\analytic.cpp:122) : After releaseMemory() PRICING: 110796800|110796800 (peakMemoryUsage (bytes) | memoryUsage (bytes))
NOTICE   [2026-Oct-05 19:34:40.416315]  (OREAnalytics\orea\app\reportwriter.cpp:399) : Writing Pricing stats report
NOTICE   [2026-Oct-05 19:34:40.416315]  (OREAnalytics\orea\app\reportwriter.cpp:415) : Pricing stats report written
NOTICE   [2026-Oct-05 19:34:40.416315]  (OREAnalytics\orea\app\reportwriter.cpp:420) : Writing runtimes report
NOTICE   [2026-Oct-05 19:34:40.416315]  (OREAnalytics\orea\app\reportwriter.cpp:444) : Finished writing runtimes report
NOTICE   [2026-Oct-05 19:34:40.418565]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name cashflow occurs 1 times
NOTICE   [2026-Oct-05 19:34:40.418958]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name curves occurs 1 times
NOTICE   [2026-Oct-05 19:34:40.418958]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name dividends occurs 1 times
NOTICE   [2026-Oct-05 19:34:40.418958]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name fixings occurs 1 times
NOTICE   [2026-Oct-05 19:34:40.420466]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name marketdata occurs 1 times
NOTICE   [2026-Oct-05 19:34:40.420466]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name npv occurs 1 times
NOTICE   [2026-Oct-05 19:34:40.421478]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name pricingstats occurs 1 times
NOTICE   [2026-Oct-05 19:34:40.421478]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name runtimes occurs 1 times
NOTICE   [2026-Oct-05 19:34:40.421478]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name todaysmarketcalibration occurs 1 times
NOTICE   [2026-Oct-05 19:34:40.421478]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name todaysmarketcalibration_cashflows occurs 1 times
NOTICE   [2026-Oct-05 19:34:40.421478]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/Base/flows.csv'
NOTICE   [2026-Oct-05 19:34:40.459976]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/Base/flows.csv' closed.
NOTICE   [2026-Oct-05 19:34:40.462067]  (...ytics\orea\app\analyticsmanager.cpp:308) : report cashflow written to Output/Base/flows.csv
NOTICE   [2026-Oct-05 19:34:40.462067]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/Base/curves.csv'
NOTICE   [2026-Oct-05 19:34:40.486807]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/Base/curves.csv' closed.
NOTICE   [2026-Oct-05 19:34:40.487835]  (...ytics\orea\app\analyticsmanager.cpp:308) : report curves written to Output/Base/curves.csv
NOTICE   [2026-Oct-05 19:34:40.487835]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/Base/dividends.csv'
NOTICE   [2026-Oct-05 19:34:40.512137]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/Base/dividends.csv' closed.
NOTICE   [2026-Oct-05 19:34:40.513019]  (...ytics\orea\app\analyticsmanager.cpp:308) : report dividends written to Output/Base/dividends.csv
NOTICE   [2026-Oct-05 19:34:40.513019]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/Base/fixings.csv'
NOTICE   [2026-Oct-05 19:34:40.546468]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/Base/fixings.csv' closed.
NOTICE   [2026-Oct-05 19:34:40.547144]  (...ytics\orea\app\analyticsmanager.cpp:308) : report fixings written to Output/Base/fixings.csv
NOTICE   [2026-Oct-05 19:34:40.547144]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/Base/todaysmarketcalibration.csv'
NOTICE   [2026-Oct-05 19:34:40.600465]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/Base/todaysmarketcalibration.csv' closed.
NOTICE   [2026-Oct-05 19:34:40.602112]  (...ytics\orea\app\analyticsmanager.cpp:308) : report todaysmarketcalibration written to Output/Base/todaysmarketcalibration.csv
NOTICE   [2026-Oct-05 19:34:40.603166]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/Base/todaysmarketcalibration_cashflows.csv'
NOTICE   [2026-Oct-05 19:34:41.683005]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/Base/todaysmarketcalibration_cashflows.csv' closed.
NOTICE   [2026-Oct-05 19:34:41.685297]  (...ytics\orea\app\analyticsmanager.cpp:308) : report todaysmarketcalibration_cashflows written to Output/Base/todaysmarketcalibration_cashflows.csv
NOTICE   [2026-Oct-05 19:34:41.686017]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/Base/marketdata.csv'
NOTICE   [2026-Oct-05 19:34:41.730796]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/Base/marketdata.csv' closed.
NOTICE   [2026-Oct-05 19:34:41.735974]  (...ytics\orea\app\analyticsmanager.cpp:308) : report marketdata written to Output/Base/marketdata.csv
NOTICE   [2026-Oct-05 19:34:41.735974]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/Base/npv.csv'
NOTICE   [2026-Oct-05 19:34:41.779734]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/Base/npv.csv' closed.
NOTICE   [2026-Oct-05 19:34:41.781578]  (...ytics\orea\app\analyticsmanager.cpp:308) : report npv written to Output/Base/npv.csv
NOTICE   [2026-Oct-05 19:34:41.782775]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/Base/pricingstats.csv'
NOTICE   [2026-Oct-05 19:34:41.819234]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/Base/pricingstats.csv' closed.
NOTICE   [2026-Oct-05 19:34:41.819234]  (...ytics\orea\app\analyticsmanager.cpp:308) : report pricingstats written to Output/Base/pricingstats.csv
NOTICE   [2026-Oct-05 19:34:41.825673]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/Base/runtimes.csv'
NOTICE   [2026-Oct-05 19:34:41.863983]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/Base/runtimes.csv' closed.
NOTICE   [2026-Oct-05 19:34:41.867550]  (...ytics\orea\app\analyticsmanager.cpp:308) : report runtimes written to Output/Base/runtimes.csv
WARNING  [2026-Oct-05 19:34:41.869232]        (OREAnalytics\orea\app\oreapp.cpp:354) : Finishing OREApp::analytics(): 110891008|110891008 (peakMemoryUsage (bytes) | memoryUsage (bytes))
NOTICE   [2026-Oct-05 19:34:41.870356]        (OREAnalytics\orea\app\oreapp.cpp:355) : ORE analytics done
NOTICE   [2026-Oct-05 19:34:41.870356]        (OREAnalytics\orea\app\oreapp.cpp:502) : ORE done.
NOTICE   [2026-Oct-05 19:34:41.870356]     (OREAnalytics\orea\app\parameters.cpp:72) : load ORE configuration from Input/ore_test_one.xml
NOTICE   [2026-Oct-05 19:34:41.895099]     (OREAnalytics\orea\app\parameters.cpp:76) : load ORE configuration from Input/ore_test_one.xml done.
NOTICE   [2026-Oct-05 19:34:41.895969]      (OREData\ored\utilities\osutils.cpp:404) : oreplus::data::setAssertHandler() not defined for Windows
