NOTICE   [2026-Oct-05 19:18:42.755758]    (OREAnalytics\orea\app\parameters.cpp:139) : Parameters:
NOTICE   [2026-Oct-05 19:18:42.760237]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : active = Y
NOTICE   [2026-Oct-05 19:18:42.761735]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : breakdown = Y
NOTICE   [2026-Oct-05 19:18:42.761735]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : historicalPeriod = 2017-01-17,2019-12-30
NOTICE   [2026-Oct-05 19:18:42.761735]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : historicalScenarioFile = scenarios.csv
NOTICE   [2026-Oct-05 19:18:42.763275]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : includeExpectedShortfall = Y
NOTICE   [2026-Oct-05 19:18:42.763275]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : includePeriodCashflow = N
NOTICE   [2026-Oct-05 19:18:42.763275]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : includeTheta = N
NOTICE   [2026-Oct-05 19:18:42.764319]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : mporCalendar = USD
NOTICE   [2026-Oct-05 19:18:42.764319]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : mporDays = 10
NOTICE   [2026-Oct-05 19:18:42.764319]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : mporOverlappingPeriods = true
NOTICE   [2026-Oct-05 19:18:42.765691]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : outputFile = var.csv
NOTICE   [2026-Oct-05 19:18:42.765691]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : quantiles = 0.01,0.05,0.95,0.99
NOTICE   [2026-Oct-05 19:18:42.765691]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : riskFactorBreakdown = Y
NOTICE   [2026-Oct-05 19:18:42.765691]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : simulationConfigFile = simulation.xml
NOTICE   [2026-Oct-05 19:18:42.765691]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : tradePnl = Y
NOTICE   [2026-Oct-05 19:18:42.768222]    (OREAnalytics\orea\app\parameters.cpp:144) : group = markets : fxcalibration = default
NOTICE   [2026-Oct-05 19:18:42.768764]    (OREAnalytics\orea\app\parameters.cpp:144) : group = markets : lgmcalibration = default
NOTICE   [2026-Oct-05 19:18:42.769445]    (OREAnalytics\orea\app\parameters.cpp:144) : group = markets : pricing = default
NOTICE   [2026-Oct-05 19:18:42.769445]    (OREAnalytics\orea\app\parameters.cpp:144) : group = markets : sensitivity = default
NOTICE   [2026-Oct-05 19:18:42.770036]    (OREAnalytics\orea\app\parameters.cpp:144) : group = markets : simulation = default
NOTICE   [2026-Oct-05 19:18:42.770687]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : asofDate = 2019-12-30
NOTICE   [2026-Oct-05 19:18:42.770687]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : baseCurrency = EUR
NOTICE   [2026-Oct-05 19:18:42.770687]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : conventionsFile = conventions.xml
NOTICE   [2026-Oct-05 19:18:42.770687]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : curveConfigFile = curveconfig.xml
NOTICE   [2026-Oct-05 19:18:42.770687]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : fixingDataFile = fixings.txt
NOTICE   [2026-Oct-05 19:18:42.770687]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : implyTodaysFixings = N
NOTICE   [2026-Oct-05 19:18:42.773254]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : inputPath = Input/HistSimVar
NOTICE   [2026-Oct-05 19:18:42.773254]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : logFile = log.txt
NOTICE   [2026-Oct-05 19:18:42.773254]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : logMask = 31
NOTICE   [2026-Oct-05 19:18:42.773254]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : marketConfigFile = todaysmarket.xml
NOTICE   [2026-Oct-05 19:18:42.775161]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : marketDataFile = market.txt
NOTICE   [2026-Oct-05 19:18:42.775161]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : nThreads = 1
NOTICE   [2026-Oct-05 19:18:42.775161]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : observationModel = None
NOTICE   [2026-Oct-05 19:18:42.775161]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : outputPath = Output/HistSimVar
NOTICE   [2026-Oct-05 19:18:42.777299]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : portfolioFile = portfolio.xml
NOTICE   [2026-Oct-05 19:18:42.777299]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : pricingEnginesFile = pricingengine.xml
NOTICE   [2026-Oct-05 19:18:42.777299]        (OREAnalytics\orea\app\oreapp.cpp:680) : load OREAppInputParameters called
NOTICE   [2026-Oct-05 19:18:42.778851]        (OREAnalytics\orea\app\oreapp.cpp:693) : MarketContext::fxcalibration = default
NOTICE   [2026-Oct-05 19:18:42.779397]        (OREAnalytics\orea\app\oreapp.cpp:693) : MarketContext::lgmcalibration = default
NOTICE   [2026-Oct-05 19:18:42.780078]        (OREAnalytics\orea\app\oreapp.cpp:693) : MarketContext::pricing = default
NOTICE   [2026-Oct-05 19:18:42.780620]        (OREAnalytics\orea\app\oreapp.cpp:693) : MarketContext::sensitivity = default
NOTICE   [2026-Oct-05 19:18:42.781196]        (OREAnalytics\orea\app\oreapp.cpp:693) : MarketContext::simulation = default
NOTICE   [2026-Oct-05 19:18:42.846448]    (OREData\ored\portfolio\portfolio.cpp:109) : Finished Parsing XML doc
NOTICE   [2026-Oct-05 19:18:42.888668]  (...lytics\orea\app\inputparameters.cpp:199) : Observation Mode is None
NOTICE   [2026-Oct-05 19:18:42.890680]       (OREAnalytics\orea\app\oreapp.cpp:1089) : SIMM
NOTICE   [2026-Oct-05 19:18:42.890680]       (OREAnalytics\orea\app\oreapp.cpp:1201) : IM SCHEDULE
NOTICE   [2026-Oct-05 19:18:42.891690]       (OREAnalytics\orea\app\oreapp.cpp:1796) : analytics: 1
NOTICE   [2026-Oct-05 19:18:42.892263]       (OREAnalytics\orea\app\oreapp.cpp:1798) : analytic: HISTSIM_VAR
NOTICE   [2026-Oct-05 19:18:42.892787]       (OREAnalytics\orea\app\oreapp.cpp:1800) : buildInputParameters done
NOTICE   [2026-Oct-05 19:18:42.893335]  (...lytics\orea\app\inputparameters.cpp:928) : OutputFileNameMap called
NOTICE   [2026-Oct-05 19:18:42.893877]  (...ytics\orea\app\inputparameters.cpp:1025) : OutputFileNameMap complete
NOTICE   [2026-Oct-05 19:18:42.894465]        (OREAnalytics\orea\app\oreapp.cpp:420) : initFromParameters done, requested analytics:HISTSIM_VAR
NOTICE   [2026-Oct-05 19:18:42.894465]        (OREAnalytics\orea\app\oreapp.cpp:482) : Global IncludeTodaysCashFlows is set false, value: na
NOTICE   [2026-Oct-05 19:18:42.895146]        (OREAnalytics\orea\app\oreapp.cpp:256) : ORE analytics starting
WARNING  [2026-Oct-05 19:18:42.895734]        (OREAnalytics\orea\app\oreapp.cpp:257) : Starting OREApp::analytics(): 77307904|77307904 (peakMemoryUsage (bytes) | memoryUsage (bytes))
NOTICE   [2026-Oct-05 19:18:42.896274]       (OREData\ored\marketdata\market.cpp:87) : No Default Correlation present
NOTICE   [2026-Oct-05 19:18:42.896851]        (OREAnalytics\orea\app\oreapp.cpp:236) : dividend data file not found
NOTICE   [2026-Oct-05 19:18:42.897416]        (OREAnalytics\orea\app\oreapp.cpp:244) : fixing cutoff date not set
NOTICE   [2026-Oct-05 19:18:42.925968]    (OREData\ored\marketdata\csvloader.cpp:86) : CSVLoader loading from Input/HistSimVar/market.txt
NOTICE   [2026-Oct-05 19:18:43.355155]   (OREData\ored\marketdata\csvloader.cpp:174) : CSVLoader completed processing Input/HistSimVar/market.txt
NOTICE   [2026-Oct-05 19:18:43.360896]    (OREData\ored\marketdata\csvloader.cpp:70) : CSVLoader loaded 7172 market data points for December 30th, 2019
NOTICE   [2026-Oct-05 19:18:43.401453]    (OREData\ored\marketdata\csvloader.cpp:86) : CSVLoader loading from Input/HistSimVar/fixings.txt
NOTICE   [2026-Oct-05 19:18:43.423800]   (OREData\ored\marketdata\csvloader.cpp:174) : CSVLoader completed processing Input/HistSimVar/fixings.txt
NOTICE   [2026-Oct-05 19:18:43.427748]    (OREData\ored\marketdata\csvloader.cpp:73) : CSVLoader loaded 903 fixings
NOTICE   [2026-Oct-05 19:18:43.427748]    (OREData\ored\marketdata\csvloader.cpp:76) : CSVLoader loaded 0 dividends
NOTICE   [2026-Oct-05 19:18:43.428840]    (OREData\ored\marketdata\csvloader.cpp:77) : CSVLoader complete.
NOTICE   [2026-Oct-05 19:18:43.495527]  (...lytics\orea\app\analyticsmanager.cpp:57) : register analytic with label 'HISTSIM_VAR' and sub-analytics HISTSIM_VAR
NOTICE   [2026-Oct-05 19:18:43.496773]        (OREAnalytics\orea\app\oreapp.cpp:281) : Available analytics: HISTSIM_VAR
NOTICE   [2026-Oct-05 19:18:43.496773]        (OREAnalytics\orea\app\oreapp.cpp:284) : Requested analytics: HISTSIM_VAR
NOTICE   [2026-Oct-05 19:18:43.499220]  (...ytics\orea\app\analyticsmanager.cpp:129) : AnalyticsManager::runAnalytics: populate loader for dates: December 30th, 2019
NOTICE   [2026-Oct-05 19:18:43.499875]  (...ytics\orea\app\marketdataloader.cpp:186) : Asking portfolio for its required fixings
NOTICE   [2026-Oct-05 19:18:43.501067]  (...ytics\orea\app\marketdataloader.cpp:193) : The portfolio depends on fixings from 0 indices
NOTICE   [2026-Oct-05 19:18:43.501637]  (...ytics\orea\app\marketdataloader.cpp:198) : Add fixings possibly required for bootstrapping TodaysMarket
NOTICE   [2026-Oct-05 19:18:43.503543]  (OREData\ored\portfolio\fixingdates.cpp:948) : Start adding market fixing dates for configuration 'default'
NOTICE   [2026-Oct-05 19:18:43.510483]  (...ata\ored\portfolio\fixingdates.cpp:1145) : Finished adding market fixing dates for configuration 'default'
NOTICE   [2026-Oct-05 19:18:43.511785]  (OREData\ored\portfolio\fixingdates.cpp:948) : Start adding market fixing dates for configuration 'inccy'
NOTICE   [2026-Oct-05 19:18:43.515015]  (...ata\ored\portfolio\fixingdates.cpp:1145) : Finished adding market fixing dates for configuration 'inccy'
NOTICE   [2026-Oct-05 19:18:43.516732]  (...ytics\orea\app\marketdataloader.cpp:202) : Add fixing possibly required for equity index delta risk decomposition
NOTICE   [2026-Oct-05 19:18:43.517365]  (...ytics\orea\app\marketdataloader.cpp:208) : Adjust inflation fixing dates to the end of the month before the request
NOTICE   [2026-Oct-05 19:18:43.519881]  (...ics\orea\app\marketdatacsvloader.cpp:71) : MarketDataCsvLoader::retrieveFixings called: all fixings ? Y
NOTICE   [2026-Oct-05 19:18:43.538713]      (OREData\ored\marketdata\fixings.cpp:68) : Added 899 of 903 fixings in 0.015343 seconds
NOTICE   [2026-Oct-05 19:18:43.539520]  (...ytics\orea\app\marketdataloader.cpp:281) : Adding the loaded fixings to the IndexManager
NOTICE   [2026-Oct-05 19:18:43.539520]  (...ytics\orea\app\marketdataloader.cpp:282) : Fixings size = 7
NOTICE   [2026-Oct-05 19:18:43.539520]  (...ytics\orea\app\marketdataloader.cpp:285) : Generating market datum set
NOTICE   [2026-Oct-05 19:18:43.545696]  (...ytics\orea\app\marketdataloader.cpp:303) : CurveConfigs require 195 quotes
NOTICE   [2026-Oct-05 19:18:43.575110]  (...ytics\orea\app\marketdataloader.cpp:311) : Got market data
NOTICE   [2026-Oct-05 19:18:43.576564]  (OREAnalytics\orea\app\reportwriter.cpp:324) : Writing MarketData report
NOTICE   [2026-Oct-05 19:18:43.582421]  (OREAnalytics\orea\app\reportwriter.cpp:363) : MarketData report written
NOTICE   [2026-Oct-05 19:18:43.583216]  (OREAnalytics\orea\app\reportwriter.cpp:368) : Writing Fixings report
NOTICE   [2026-Oct-05 19:18:43.585875]  (OREAnalytics\orea\app\reportwriter.cpp:377) : Fixings report written
NOTICE   [2026-Oct-05 19:18:43.586968]  (OREAnalytics\orea\app\reportwriter.cpp:382) : Writing Dividends report
NOTICE   [2026-Oct-05 19:18:43.587572]  (OREAnalytics\orea\app\reportwriter.cpp:394) : Dividends report written
NOTICE   [2026-Oct-05 19:18:43.588968]  (...ytics\orea\app\analyticsmanager.cpp:155) : run analytic with label 'HISTSIM_VAR'
WARNING  [2026-Oct-05 19:18:43.589622]      (OREAnalytics\orea\app\analytic.cpp:127) : Starting HISTSIM_VAR Analytic::runAnalytic(): 87781376|87781376 (peakMemoryUsage (bytes) | memoryUsage (bytes))
NOTICE   [2026-Oct-05 19:18:43.589622]  (...\orea\app\analytics\varanalytic.cpp:114) : Running parametric VaR
NOTICE   [2026-Oct-05 19:18:43.589622]  (...\orea\app\analytics\varanalytic.cpp:119) : VAR: Build Market
NOTICE   [2026-Oct-05 19:18:43.592192]      (OREAnalytics\orea\app\analytic.cpp:282) : Analytic::buildMarket called
NOTICE   [2026-Oct-05 19:18:43.593261]  (...\ored\marketdata\bondspreadimply.cpp:51) : identify securities that require a spread imply for configuration default
NOTICE   [2026-Oct-05 19:18:43.594980]  (...\ored\marketdata\bondspreadimply.cpp:51) : identify securities that require a spread imply for configuration inccy
NOTICE   [2026-Oct-05 19:18:43.595538]  (...ored\marketdata\bondspreadimply.cpp:108) : got 0 securities
NOTICE   [2026-Oct-05 19:18:43.601089]  (...\ored\marketdata\fxtriangulation.cpp:65) : FXTriangulation: initializing
NOTICE   [2026-Oct-05 19:18:43.602271]  (...ored\marketdata\fxtriangulation.cpp:112) : FXTriangulation: initialized with 92 quotes, 47 currencies.
NOTICE   [2026-Oct-05 19:18:43.605267]  (...ta\ored\marketdata\todaysmarket.cpp:233) : Build objects in TodaysMarket lazily, i.e. when requested.
NOTICE   [2026-Oct-05 19:18:43.606530]      (OREAnalytics\orea\app\analytic.cpp:320) : Market Build time 0.013467 sec
NOTICE   [2026-Oct-05 19:18:43.607689]     (OREData\ored\portfolio\portfolio.cpp:51) : Reset portfolio of size 2
NOTICE   [2026-Oct-05 19:18:43.609106]      (OREAnalytics\orea\app\analytic.cpp:351) : Build the portfolio
NOTICE   [2026-Oct-05 19:18:43.610064]      (OREAnalytics\orea\app\analytic.cpp:238) : Analytic::engineFactory() called
NOTICE   [2026-Oct-05 19:18:43.611324]      (OREAnalytics\orea\app\analytic.cpp:248) : MarketContext::pricing = default
NOTICE   [2026-Oct-05 19:18:43.612559]    (OREData\ored\portfolio\portfolio.cpp:137) : Building Portfolio of size 2 for context = 'analytic/HISTSIM_VAR'
NOTICE   [2026-Oct-05 19:18:44.020578]    (OREData\ored\portfolio\portfolio.cpp:165) : Built Portfolio. Initial size = 2, size now 2, built 0 failed trades, context is analytic/HISTSIM_VAR
NOTICE   [2026-Oct-05 19:18:44.020578]    (OREData\ored\portfolio\portfolio.cpp:166) : Build stats:
NOTICE   [2026-Oct-05 19:18:44.020578]    (OREData\ored\portfolio\portfolio.cpp:170) : FxForward                         1            406 ms (avg = 406)
NOTICE   [2026-Oct-05 19:18:44.020578]    (OREData\ored\portfolio\portfolio.cpp:170) : Swap                              1           1.58 ms (avg = 1.58)
NOTICE   [2026-Oct-05 19:18:44.020578]      (OREAnalytics\orea\app\analytic.cpp:360) : Filter trades that expire before December 30th, 2019
NOTICE   [2026-Oct-05 19:18:44.023631]  (...\orea\app\analytics\varanalytic.cpp:252) : Build VaR calculator
NOTICE   [2026-Oct-05 19:18:44.023966]  (...ics\orea\scenario\scenarioloader.cpp:81) : Loading historical scenarios from December 30th, 2016 to December 30th, 2019
NOTICE   [2026-Oct-05 19:18:44.287516]  (...cs\orea\scenario\scenarioloader.cpp:127) : Loaded 1 from December 30th, 2016 to December 30th, 2019
NOTICE   [2026-Oct-05 19:18:44.325212]  (...orea\scenario\scenariosimmarket.cpp:464) : building ScenarioSimMarket...
NOTICE   [2026-Oct-05 19:18:44.325212]  (...\ored\marketdata\fxtriangulation.cpp:65) : FXTriangulation: initializing
NOTICE   [2026-Oct-05 19:18:44.328815]  (...ored\marketdata\fxtriangulation.cpp:112) : FXTriangulation: initialized with 1 quotes, 2 currencies.
NOTICE   [2026-Oct-05 19:18:44.328815]  (...rea\scenario\scenariosimmarket.cpp:3707) : Applying 0 curve algebra rules...
NOTICE   [2026-Oct-05 19:18:44.329897]  (...rea\scenario\scenariosimmarket.cpp:3227) : building base scenario
NOTICE   [2026-Oct-05 19:18:44.330546]  (...rea\scenario\scenariosimmarket.cpp:3255) : building base scenario done
NOTICE   [2026-Oct-05 19:18:44.331330]  (...\orea\app\analytics\varanalytic.cpp:131) : Call VaR calculation
NOTICE   [2026-Oct-05 19:18:44.332001]  (...cs\orea\engine\marketriskreport.cpp:145) : Build the portfolio for full reval bt.
NOTICE   [2026-Oct-05 19:18:44.332544]    (OREData\ored\portfolio\portfolio.cpp:137) : Building Portfolio of size 2 for context = 'historical pnl generation'
NOTICE   [2026-Oct-05 19:18:44.336185]    (OREData\ored\portfolio\portfolio.cpp:165) : Built Portfolio. Initial size = 2, size now 2, built 0 failed trades, context is historical pnl generation
NOTICE   [2026-Oct-05 19:18:44.336742]    (OREData\ored\portfolio\portfolio.cpp:166) : Build stats:
NOTICE   [2026-Oct-05 19:18:44.337299]    (OREData\ored\portfolio\portfolio.cpp:170) : FxForward                         1           1.17 ms (avg = 1.17)
NOTICE   [2026-Oct-05 19:18:44.337853]    (OREData\ored\portfolio\portfolio.cpp:170) : Swap                              1           1.94 ms (avg = 1.94)
NOTICE   [2026-Oct-05 19:18:44.338468]  (...cs\orea\engine\marketriskreport.cpp:156) : Creating the historical P&L generator (dryRun=false)
NOTICE   [2026-Oct-05 19:18:44.339086]  (...cs\orea\engine\marketriskreport.cpp:266) : Creating reports
NOTICE   [2026-Oct-05 19:18:44.339777]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 1 out of 28) = [All, All]
NOTICE   [2026-Oct-05 19:18:44.340374]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:44.340922]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:44.341534]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:44.342140]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:44.343326]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:44.501276]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:44.501276]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 157084 mus
NOTICE   [2026-Oct-05 19:18:44.501276]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 142.1 mus
NOTICE   [2026-Oct-05 19:18:44.501276]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 92191.7 mus
NOTICE   [2026-Oct-05 19:18:44.501276]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:44.503696]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 92191.7 mus
NOTICE   [2026-Oct-05 19:18:44.503696]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 92.2 mus
NOTICE   [2026-Oct-05 19:18:44.503696]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 97.3 mus
NOTICE   [2026-Oct-05 19:18:44.503696]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 60394.5 mus
NOTICE   [2026-Oct-05 19:18:44.503696]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 206.9 mus
NOTICE   [2026-Oct-05 19:18:44.503696]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 82.8 mus
NOTICE   [2026-Oct-05 19:18:44.503696]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3876.6 mus
NOTICE   [2026-Oct-05 19:18:44.503696]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:44.506432]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:44.506432]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:44.506432]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:44.506432]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:44.612984]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:44.612984]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 104264 mus
NOTICE   [2026-Oct-05 19:18:44.613907]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 89.5 mus
NOTICE   [2026-Oct-05 19:18:44.614490]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 60909.7 mus
NOTICE   [2026-Oct-05 19:18:44.615041]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:44.615556]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 60909.7 mus
NOTICE   [2026-Oct-05 19:18:44.615556]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 60.6 mus
NOTICE   [2026-Oct-05 19:18:44.615556]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 65.2 mus
NOTICE   [2026-Oct-05 19:18:44.616596]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 40434.7 mus
NOTICE   [2026-Oct-05 19:18:44.616596]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 136.4 mus
NOTICE   [2026-Oct-05 19:18:44.616596]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 55 mus
NOTICE   [2026-Oct-05 19:18:44.616596]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 2513.1 mus
NOTICE   [2026-Oct-05 19:18:44.616596]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:44.616596]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:44.616596]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:44.616596]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:44.616596]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:44.782333]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:44.783004]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 162242 mus
NOTICE   [2026-Oct-05 19:18:44.783535]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 140.1 mus
NOTICE   [2026-Oct-05 19:18:44.784102]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 95016.5 mus
NOTICE   [2026-Oct-05 19:18:44.784654]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:44.784654]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 95016.5 mus
NOTICE   [2026-Oct-05 19:18:44.784654]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 99.7 mus
NOTICE   [2026-Oct-05 19:18:44.784654]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 98.3 mus
NOTICE   [2026-Oct-05 19:18:44.784654]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 62559 mus
NOTICE   [2026-Oct-05 19:18:44.784654]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 221.4 mus
NOTICE   [2026-Oct-05 19:18:44.787198]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 84.6 mus
NOTICE   [2026-Oct-05 19:18:44.787891]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4022 mus
NOTICE   [2026-Oct-05 19:18:44.787891]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:44.787891]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:44.787891]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:44.787891]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:44.787891]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:44.929455]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:44.930137]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 138508 mus
NOTICE   [2026-Oct-05 19:18:44.930850]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 114.6 mus
NOTICE   [2026-Oct-05 19:18:44.930850]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 81081 mus
NOTICE   [2026-Oct-05 19:18:44.930850]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:44.930850]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 81081 mus
NOTICE   [2026-Oct-05 19:18:44.930850]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 80.3 mus
NOTICE   [2026-Oct-05 19:18:44.930850]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 73.8 mus
NOTICE   [2026-Oct-05 19:18:44.930850]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 53531.5 mus
NOTICE   [2026-Oct-05 19:18:44.932936]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 194.2 mus
NOTICE   [2026-Oct-05 19:18:44.932936]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 73.5 mus
NOTICE   [2026-Oct-05 19:18:44.933580]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3359.6 mus
NOTICE   [2026-Oct-05 19:18:44.934142]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:44.934142]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:44.934142]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:44.934142]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:44.934142]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:45.047756]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:45.048403]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 111937 mus
NOTICE   [2026-Oct-05 19:18:45.048403]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 95.3 mus
NOTICE   [2026-Oct-05 19:18:45.048403]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 65427.2 mus
NOTICE   [2026-Oct-05 19:18:45.048403]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:45.048403]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 65427.2 mus
NOTICE   [2026-Oct-05 19:18:45.048403]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 67 mus
NOTICE   [2026-Oct-05 19:18:45.048403]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 72.9 mus
NOTICE   [2026-Oct-05 19:18:45.048403]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 43414 mus
NOTICE   [2026-Oct-05 19:18:45.048403]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 153.9 mus
NOTICE   [2026-Oct-05 19:18:45.048403]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 57.5 mus
NOTICE   [2026-Oct-05 19:18:45.048403]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 2649 mus
NOTICE   [2026-Oct-05 19:18:45.048403]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:45.048403]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:45.048403]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:45.048403]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:45.048403]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:45.208452]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:45.208452]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 154991 mus
NOTICE   [2026-Oct-05 19:18:45.208452]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 130.4 mus
NOTICE   [2026-Oct-05 19:18:45.208452]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 90689.4 mus
NOTICE   [2026-Oct-05 19:18:45.211157]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:45.211694]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 90689.4 mus
NOTICE   [2026-Oct-05 19:18:45.211694]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 92.3 mus
NOTICE   [2026-Oct-05 19:18:45.212388]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 98.9 mus
NOTICE   [2026-Oct-05 19:18:45.212388]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 59857.5 mus
NOTICE   [2026-Oct-05 19:18:45.212922]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 213.1 mus
NOTICE   [2026-Oct-05 19:18:45.213503]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 79.6 mus
NOTICE   [2026-Oct-05 19:18:45.213503]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3830.1 mus
NOTICE   [2026-Oct-05 19:18:45.213983]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:45.213983]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:45.213983]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:45.213983]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:45.213983]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:45.330865]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:45.330865]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 116259 mus
NOTICE   [2026-Oct-05 19:18:45.334180]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 96.2 mus
NOTICE   [2026-Oct-05 19:18:45.334180]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 67314.2 mus
NOTICE   [2026-Oct-05 19:18:45.334854]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:45.334854]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 67314.2 mus
NOTICE   [2026-Oct-05 19:18:45.335419]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 68.3 mus
NOTICE   [2026-Oct-05 19:18:45.335419]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 68.3 mus
NOTICE   [2026-Oct-05 19:18:45.336056]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 45604.7 mus
NOTICE   [2026-Oct-05 19:18:45.336056]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 189.3 mus
NOTICE   [2026-Oct-05 19:18:45.336056]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 60.4 mus
NOTICE   [2026-Oct-05 19:18:45.336056]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 2857.9 mus
NOTICE   [2026-Oct-05 19:18:45.336056]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:45.336056]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:45.336056]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:45.336056]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:45.336056]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:45.488484]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:45.488484]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 149375 mus
NOTICE   [2026-Oct-05 19:18:45.488484]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 130.5 mus
NOTICE   [2026-Oct-05 19:18:45.488484]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 88095.2 mus
NOTICE   [2026-Oct-05 19:18:45.490492]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:45.490492]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 88095.2 mus
NOTICE   [2026-Oct-05 19:18:45.491147]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 87.8 mus
NOTICE   [2026-Oct-05 19:18:45.491147]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 98.8 mus
NOTICE   [2026-Oct-05 19:18:45.491665]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 56841 mus
NOTICE   [2026-Oct-05 19:18:45.492001]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 230.6 mus
NOTICE   [2026-Oct-05 19:18:45.492001]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 69.8 mus
NOTICE   [2026-Oct-05 19:18:45.492508]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3821.3 mus
NOTICE   [2026-Oct-05 19:18:45.493032]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:45.493032]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:45.493555]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:45.493555]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:45.494177]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:45.600257]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:45.600257]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 105171 mus
NOTICE   [2026-Oct-05 19:18:45.601381]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 85 mus
NOTICE   [2026-Oct-05 19:18:45.601381]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 61460.4 mus
NOTICE   [2026-Oct-05 19:18:45.601381]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:45.602614]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 61460.4 mus
NOTICE   [2026-Oct-05 19:18:45.602614]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 66.5 mus
NOTICE   [2026-Oct-05 19:18:45.602614]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 68.2 mus
NOTICE   [2026-Oct-05 19:18:45.602614]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 40769.2 mus
NOTICE   [2026-Oct-05 19:18:45.602614]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 136.3 mus
NOTICE   [2026-Oct-05 19:18:45.602614]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 55.7 mus
NOTICE   [2026-Oct-05 19:18:45.602614]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 2530 mus
NOTICE   [2026-Oct-05 19:18:45.602614]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:45.605123]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:45.605123]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:45.605749]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:45.605749]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:45.720496]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:45.721202]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 113837 mus
NOTICE   [2026-Oct-05 19:18:45.721202]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 95.6 mus
NOTICE   [2026-Oct-05 19:18:45.721202]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 66942.4 mus
NOTICE   [2026-Oct-05 19:18:45.722312]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:45.722312]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 66942.4 mus
NOTICE   [2026-Oct-05 19:18:45.722312]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 67.1 mus
NOTICE   [2026-Oct-05 19:18:45.722312]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 69.2 mus
NOTICE   [2026-Oct-05 19:18:45.722312]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 43707.5 mus
NOTICE   [2026-Oct-05 19:18:45.722312]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 143.6 mus
NOTICE   [2026-Oct-05 19:18:45.722312]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 58 mus
NOTICE   [2026-Oct-05 19:18:45.722312]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 2753.5 mus
NOTICE   [2026-Oct-05 19:18:45.722312]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:45.725208]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:45.725208]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:45.725208]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:45.726239]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:45.857309]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:45.857309]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 130854 mus
NOTICE   [2026-Oct-05 19:18:45.858850]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 109.7 mus
NOTICE   [2026-Oct-05 19:18:45.858850]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 75486.5 mus
NOTICE   [2026-Oct-05 19:18:45.858850]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:45.860615]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 75486.5 mus
NOTICE   [2026-Oct-05 19:18:45.861250]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 77.8 mus
NOTICE   [2026-Oct-05 19:18:45.861782]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 80.3 mus
NOTICE   [2026-Oct-05 19:18:45.861782]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 51531.2 mus
NOTICE   [2026-Oct-05 19:18:45.861782]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 167.3 mus
NOTICE   [2026-Oct-05 19:18:45.862954]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 67.6 mus
NOTICE   [2026-Oct-05 19:18:45.863816]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3333.5 mus
NOTICE   [2026-Oct-05 19:18:45.864519]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:45.864519]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:45.864519]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:45.864519]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:45.867057]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:46.046959]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:46.046959]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 180799 mus
NOTICE   [2026-Oct-05 19:18:46.046959]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 170.5 mus
NOTICE   [2026-Oct-05 19:18:46.046959]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 105333 mus
NOTICE   [2026-Oct-05 19:18:46.051177]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:46.051177]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 105333 mus
NOTICE   [2026-Oct-05 19:18:46.051929]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 106.9 mus
NOTICE   [2026-Oct-05 19:18:46.052471]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 112.1 mus
NOTICE   [2026-Oct-05 19:18:46.053224]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 70156.6 mus
NOTICE   [2026-Oct-05 19:18:46.053224]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 249 mus
NOTICE   [2026-Oct-05 19:18:46.053808]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 89.6 mus
NOTICE   [2026-Oct-05 19:18:46.053808]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4581.6 mus
NOTICE   [2026-Oct-05 19:18:46.053808]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:46.053808]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:46.053808]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:46.053808]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:46.056920]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:46.242108]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:46.242108]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 185349 mus
NOTICE   [2026-Oct-05 19:18:46.242108]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 159.8 mus
NOTICE   [2026-Oct-05 19:18:46.242108]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 110156 mus
NOTICE   [2026-Oct-05 19:18:46.242108]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:46.242108]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 110156 mus
NOTICE   [2026-Oct-05 19:18:46.247076]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 111.5 mus
NOTICE   [2026-Oct-05 19:18:46.247779]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 107.9 mus
NOTICE   [2026-Oct-05 19:18:46.247779]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 69722.8 mus
NOTICE   [2026-Oct-05 19:18:46.248471]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 243.5 mus
NOTICE   [2026-Oct-05 19:18:46.248471]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 91.5 mus
NOTICE   [2026-Oct-05 19:18:46.248471]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4756 mus
NOTICE   [2026-Oct-05 19:18:46.248471]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:46.248471]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:46.248471]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:46.251768]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:46.252537]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:46.435480]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:46.435480]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 182819 mus
NOTICE   [2026-Oct-05 19:18:46.435480]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 159.8 mus
NOTICE   [2026-Oct-05 19:18:46.435480]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 107051 mus
NOTICE   [2026-Oct-05 19:18:46.435480]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:46.435480]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 107051 mus
NOTICE   [2026-Oct-05 19:18:46.435480]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 110.1 mus
NOTICE   [2026-Oct-05 19:18:46.435480]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 104.7 mus
NOTICE   [2026-Oct-05 19:18:46.441104]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 70229.1 mus
NOTICE   [2026-Oct-05 19:18:46.441104]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 311.5 mus
NOTICE   [2026-Oct-05 19:18:46.441104]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 91.7 mus
NOTICE   [2026-Oct-05 19:18:46.442151]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4761.4 mus
NOTICE   [2026-Oct-05 19:18:46.442151]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:46.442151]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:46.442151]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:46.442151]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:46.444802]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:46.582256]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:46.582256]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 137272 mus
NOTICE   [2026-Oct-05 19:18:46.582256]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 113.8 mus
NOTICE   [2026-Oct-05 19:18:46.582256]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 79889 mus
NOTICE   [2026-Oct-05 19:18:46.582256]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:46.585788]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 79889 mus
NOTICE   [2026-Oct-05 19:18:46.586174]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 84.1 mus
NOTICE   [2026-Oct-05 19:18:46.586174]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 81.3 mus
NOTICE   [2026-Oct-05 19:18:46.586726]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 53495.7 mus
NOTICE   [2026-Oct-05 19:18:46.586726]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 178.7 mus
NOTICE   [2026-Oct-05 19:18:46.587293]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 69.5 mus
NOTICE   [2026-Oct-05 19:18:46.587293]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3359.8 mus
NOTICE   [2026-Oct-05 19:18:46.587825]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:46.587825]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:46.588473]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:46.588473]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:46.588473]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:46.754764]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:46.755315]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 164938 mus
NOTICE   [2026-Oct-05 19:18:46.755865]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 130.3 mus
NOTICE   [2026-Oct-05 19:18:46.756450]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 99274.7 mus
NOTICE   [2026-Oct-05 19:18:46.757015]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:46.757015]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 99274.7 mus
NOTICE   [2026-Oct-05 19:18:46.757575]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 93.3 mus
NOTICE   [2026-Oct-05 19:18:46.758124]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 86.7 mus
NOTICE   [2026-Oct-05 19:18:46.758124]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 61066.3 mus
NOTICE   [2026-Oct-05 19:18:46.758654]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 191 mus
NOTICE   [2026-Oct-05 19:18:46.759190]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 72.6 mus
NOTICE   [2026-Oct-05 19:18:46.759759]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4023.4 mus
NOTICE   [2026-Oct-05 19:18:46.760326]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:46.760949]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:46.761534]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:46.761534]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:46.762063]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:46.900505]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:46.901574]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 136601 mus
NOTICE   [2026-Oct-05 19:18:46.902332]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 123 mus
NOTICE   [2026-Oct-05 19:18:46.902887]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 80198.4 mus
NOTICE   [2026-Oct-05 19:18:46.902887]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:46.903537]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 80198.4 mus
NOTICE   [2026-Oct-05 19:18:46.903537]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 86.2 mus
NOTICE   [2026-Oct-05 19:18:46.904631]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 78 mus
NOTICE   [2026-Oct-05 19:18:46.904631]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 52364 mus
NOTICE   [2026-Oct-05 19:18:46.904631]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 179 mus
NOTICE   [2026-Oct-05 19:18:46.904631]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 67.1 mus
NOTICE   [2026-Oct-05 19:18:46.904631]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3505 mus
NOTICE   [2026-Oct-05 19:18:46.907170]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:46.907170]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:46.907911]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:46.908454]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:46.909492]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:47.081706]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:47.081706]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 175095 mus
NOTICE   [2026-Oct-05 19:18:47.081706]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 216.8 mus
NOTICE   [2026-Oct-05 19:18:47.081706]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 102757 mus
NOTICE   [2026-Oct-05 19:18:47.088748]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:47.088748]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 102757 mus
NOTICE   [2026-Oct-05 19:18:47.089410]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 110.8 mus
NOTICE   [2026-Oct-05 19:18:47.089410]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 100.4 mus
NOTICE   [2026-Oct-05 19:18:47.089410]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 66946.2 mus
NOTICE   [2026-Oct-05 19:18:47.089410]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 235.3 mus
NOTICE   [2026-Oct-05 19:18:47.091444]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 84.6 mus
NOTICE   [2026-Oct-05 19:18:47.092105]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4643.5 mus
NOTICE   [2026-Oct-05 19:18:47.092105]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:47.092662]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:47.092662]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:47.092662]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:47.092662]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:47.311005]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:47.312405]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 216198 mus
NOTICE   [2026-Oct-05 19:18:47.312867]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 233.1 mus
NOTICE   [2026-Oct-05 19:18:47.312867]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 126936 mus
NOTICE   [2026-Oct-05 19:18:47.312867]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:47.313898]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 126936 mus
NOTICE   [2026-Oct-05 19:18:47.313898]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 140.4 mus
NOTICE   [2026-Oct-05 19:18:47.314608]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 132.2 mus
NOTICE   [2026-Oct-05 19:18:47.314608]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 82745.4 mus
NOTICE   [2026-Oct-05 19:18:47.315136]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 290 mus
NOTICE   [2026-Oct-05 19:18:47.315136]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 109.3 mus
NOTICE   [2026-Oct-05 19:18:47.315761]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 5612.3 mus
NOTICE   [2026-Oct-05 19:18:47.315761]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:47.315761]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:47.315761]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:47.315761]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:47.315761]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:47.422165]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:47.422165]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 105327 mus
NOTICE   [2026-Oct-05 19:18:47.422165]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 85 mus
NOTICE   [2026-Oct-05 19:18:47.425185]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 62000 mus
NOTICE   [2026-Oct-05 19:18:47.425185]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:47.425587]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 62000 mus
NOTICE   [2026-Oct-05 19:18:47.425587]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 61.9 mus
NOTICE   [2026-Oct-05 19:18:47.425587]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 67.8 mus
NOTICE   [2026-Oct-05 19:18:47.425587]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 40394.4 mus
NOTICE   [2026-Oct-05 19:18:47.425587]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 135.2 mus
NOTICE   [2026-Oct-05 19:18:47.425587]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 53.1 mus
NOTICE   [2026-Oct-05 19:18:47.427616]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 2529.4 mus
NOTICE   [2026-Oct-05 19:18:47.427616]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:47.427616]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:47.428629]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:47.428979]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:47.429428]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:47.558395]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:47.561454]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 129956 mus
NOTICE   [2026-Oct-05 19:18:47.561966]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 103.3 mus
NOTICE   [2026-Oct-05 19:18:47.561966]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 77127.1 mus
NOTICE   [2026-Oct-05 19:18:47.562722]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:47.562722]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 77127.1 mus
NOTICE   [2026-Oct-05 19:18:47.563238]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 69.9 mus
NOTICE   [2026-Oct-05 19:18:47.563238]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 75.9 mus
NOTICE   [2026-Oct-05 19:18:47.564075]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 49245.6 mus
NOTICE   [2026-Oct-05 19:18:47.564075]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 173.6 mus
NOTICE   [2026-Oct-05 19:18:47.564726]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 65.1 mus
NOTICE   [2026-Oct-05 19:18:47.564726]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3095.4 mus
NOTICE   [2026-Oct-05 19:18:47.564726]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:47.564726]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:47.564726]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:47.564726]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:47.564726]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:47.696409]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:47.698997]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 130510 mus
NOTICE   [2026-Oct-05 19:18:47.698997]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 110.9 mus
NOTICE   [2026-Oct-05 19:18:47.699692]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 77729.4 mus
NOTICE   [2026-Oct-05 19:18:47.699692]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:47.699692]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 77729.4 mus
NOTICE   [2026-Oct-05 19:18:47.699692]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 80.1 mus
NOTICE   [2026-Oct-05 19:18:47.699692]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 78.3 mus
NOTICE   [2026-Oct-05 19:18:47.699692]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 49035.3 mus
NOTICE   [2026-Oct-05 19:18:47.699692]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 178.5 mus
NOTICE   [2026-Oct-05 19:18:47.699692]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 62.1 mus
NOTICE   [2026-Oct-05 19:18:47.699692]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3235.5 mus
NOTICE   [2026-Oct-05 19:18:47.703117]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:47.703117]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:47.703117]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:47.703117]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:47.703117]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:47.830732]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:47.835865]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 129269 mus
NOTICE   [2026-Oct-05 19:18:47.835865]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 104.2 mus
NOTICE   [2026-Oct-05 19:18:47.836554]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 76708.2 mus
NOTICE   [2026-Oct-05 19:18:47.836554]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:47.836554]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 76708.2 mus
NOTICE   [2026-Oct-05 19:18:47.836554]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 74.7 mus
NOTICE   [2026-Oct-05 19:18:47.836554]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 71.9 mus
NOTICE   [2026-Oct-05 19:18:47.836554]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 48996.8 mus
NOTICE   [2026-Oct-05 19:18:47.836554]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 179 mus
NOTICE   [2026-Oct-05 19:18:47.836554]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 63.3 mus
NOTICE   [2026-Oct-05 19:18:47.836554]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3070.6 mus
NOTICE   [2026-Oct-05 19:18:47.836554]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:47.836554]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:47.836554]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:47.836554]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:47.836554]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:47.962913]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:47.962913]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 122647 mus
NOTICE   [2026-Oct-05 19:18:47.962913]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 102 mus
NOTICE   [2026-Oct-05 19:18:47.962913]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 72030.5 mus
NOTICE   [2026-Oct-05 19:18:47.962913]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:47.962913]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 72030.5 mus
NOTICE   [2026-Oct-05 19:18:47.962913]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 76.1 mus
NOTICE   [2026-Oct-05 19:18:47.962913]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 76.8 mus
NOTICE   [2026-Oct-05 19:18:47.962913]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 47076.4 mus
NOTICE   [2026-Oct-05 19:18:47.962913]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 161.9 mus
NOTICE   [2026-Oct-05 19:18:47.962913]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 60.8 mus
NOTICE   [2026-Oct-05 19:18:47.962913]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3062.1 mus
NOTICE   [2026-Oct-05 19:18:47.962913]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:47.962913]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:47.962913]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:47.962913]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:47.962913]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:48.030557]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:48.030557]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 61032.5 mus
NOTICE   [2026-Oct-05 19:18:48.030557]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 106.4 mus
NOTICE   [2026-Oct-05 19:18:48.030557]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 57185.2 mus
NOTICE   [2026-Oct-05 19:18:48.030557]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:48.030557]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 57185.2 mus
NOTICE   [2026-Oct-05 19:18:48.033408]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 54.9 mus
NOTICE   [2026-Oct-05 19:18:48.033408]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 51.4 mus
NOTICE   [2026-Oct-05 19:18:48.034085]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 1481.2 mus
NOTICE   [2026-Oct-05 19:18:48.034085]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 142.4 mus
NOTICE   [2026-Oct-05 19:18:48.034714]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 55.9 mus
NOTICE   [2026-Oct-05 19:18:48.034714]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 1955.1 mus
NOTICE   [2026-Oct-05 19:18:48.034714]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:48.034714]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:48.034714]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:48.034714]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:48.034714]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:48.129823]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:48.129823]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 95236.1 mus
NOTICE   [2026-Oct-05 19:18:48.129823]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 168.9 mus
NOTICE   [2026-Oct-05 19:18:48.129823]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 88944.9 mus
NOTICE   [2026-Oct-05 19:18:48.129823]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:48.129823]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 88944.9 mus
NOTICE   [2026-Oct-05 19:18:48.129823]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 86.9 mus
NOTICE   [2026-Oct-05 19:18:48.129823]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 78.9 mus
NOTICE   [2026-Oct-05 19:18:48.129823]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 2513.6 mus
NOTICE   [2026-Oct-05 19:18:48.137391]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 214.9 mus
NOTICE   [2026-Oct-05 19:18:48.137949]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 83.1 mus
NOTICE   [2026-Oct-05 19:18:48.137949]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3144.9 mus
NOTICE   [2026-Oct-05 19:18:48.138643]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:48.138643]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:48.138643]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:48.138643]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:48.138643]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:48.243325]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:48.244579]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 101598 mus
NOTICE   [2026-Oct-05 19:18:48.245125]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 177.2 mus
NOTICE   [2026-Oct-05 19:18:48.245125]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 94883.6 mus
NOTICE   [2026-Oct-05 19:18:48.245838]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:48.246353]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 94883.6 mus
NOTICE   [2026-Oct-05 19:18:48.246353]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 93.6 mus
NOTICE   [2026-Oct-05 19:18:48.246353]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 87 mus
NOTICE   [2026-Oct-05 19:18:48.246353]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 2566.2 mus
NOTICE   [2026-Oct-05 19:18:48.246353]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 238.6 mus
NOTICE   [2026-Oct-05 19:18:48.246353]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 90.8 mus
NOTICE   [2026-Oct-05 19:18:48.246353]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3460.5 mus
NOTICE   [2026-Oct-05 19:18:48.246353]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:48.246353]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:48.246353]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:48.246353]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:48.246353]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:48.349481]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:48.352064]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 97840.7 mus
NOTICE   [2026-Oct-05 19:18:48.352064]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 167 mus
NOTICE   [2026-Oct-05 19:18:48.352064]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 91479.6 mus
NOTICE   [2026-Oct-05 19:18:48.352064]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:48.352064]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 91479.6 mus
NOTICE   [2026-Oct-05 19:18:48.352064]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 88.3 mus
NOTICE   [2026-Oct-05 19:18:48.352064]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 98.9 mus
NOTICE   [2026-Oct-05 19:18:48.352064]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 2475.2 mus
NOTICE   [2026-Oct-05 19:18:48.352064]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 226.2 mus
NOTICE   [2026-Oct-05 19:18:48.352064]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 84.9 mus
NOTICE   [2026-Oct-05 19:18:48.352064]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3220.6 mus
NOTICE   [2026-Oct-05 19:18:48.352064]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:48.352064]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:48.352064]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:48.358667]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:48.359219]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:48.476177]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:48.477248]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 116314 mus
NOTICE   [2026-Oct-05 19:18:48.477248]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 181.5 mus
NOTICE   [2026-Oct-05 19:18:48.478571]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 108829 mus
NOTICE   [2026-Oct-05 19:18:48.479913]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:48.479913]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 108829 mus
NOTICE   [2026-Oct-05 19:18:48.479913]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 102.2 mus
NOTICE   [2026-Oct-05 19:18:48.479913]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 140.6 mus
NOTICE   [2026-Oct-05 19:18:48.479913]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 2956.7 mus
NOTICE   [2026-Oct-05 19:18:48.479913]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 256.6 mus
NOTICE   [2026-Oct-05 19:18:48.479913]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 98 mus
NOTICE   [2026-Oct-05 19:18:48.479913]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3749.2 mus
NOTICE   [2026-Oct-05 19:18:48.479913]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:48.479913]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:48.485895]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:48.486698]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:48.486698]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:48.613825]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:48.613825]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 127931 mus
NOTICE   [2026-Oct-05 19:18:48.613825]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 264.8 mus
NOTICE   [2026-Oct-05 19:18:48.613825]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 118936 mus
NOTICE   [2026-Oct-05 19:18:48.613825]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:48.619970]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 118936 mus
NOTICE   [2026-Oct-05 19:18:48.620724]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 118.1 mus
NOTICE   [2026-Oct-05 19:18:48.621350]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 108.3 mus
NOTICE   [2026-Oct-05 19:18:48.622010]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 3438 mus
NOTICE   [2026-Oct-05 19:18:48.622657]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 310.3 mus
NOTICE   [2026-Oct-05 19:18:48.623226]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 112.6 mus
NOTICE   [2026-Oct-05 19:18:48.623792]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4643.3 mus
NOTICE   [2026-Oct-05 19:18:48.624468]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:48.624468]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:48.625517]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:48.626246]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:48.626868]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:48.751787]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:48.751787]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 127365 mus
NOTICE   [2026-Oct-05 19:18:48.751787]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 227 mus
NOTICE   [2026-Oct-05 19:18:48.751787]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 118712 mus
NOTICE   [2026-Oct-05 19:18:48.758860]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:48.758860]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 118712 mus
NOTICE   [2026-Oct-05 19:18:48.759919]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 118.5 mus
NOTICE   [2026-Oct-05 19:18:48.761211]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 113.1 mus
NOTICE   [2026-Oct-05 19:18:48.761954]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 3505.4 mus
NOTICE   [2026-Oct-05 19:18:48.762560]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 298.9 mus
NOTICE   [2026-Oct-05 19:18:48.763103]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 113.5 mus
NOTICE   [2026-Oct-05 19:18:48.763719]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4276.4 mus
NOTICE   [2026-Oct-05 19:18:48.763719]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:48.763719]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:48.763719]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:48.763719]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:48.763719]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:48.866422]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:48.867074]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 98064.6 mus
NOTICE   [2026-Oct-05 19:18:48.867633]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 157.6 mus
NOTICE   [2026-Oct-05 19:18:48.867633]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 91563.9 mus
NOTICE   [2026-Oct-05 19:18:48.868301]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:48.868824]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 91563.9 mus
NOTICE   [2026-Oct-05 19:18:48.868824]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 90 mus
NOTICE   [2026-Oct-05 19:18:48.868824]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 87.1 mus
NOTICE   [2026-Oct-05 19:18:48.868824]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 2581.3 mus
NOTICE   [2026-Oct-05 19:18:48.868824]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 222.9 mus
NOTICE   [2026-Oct-05 19:18:48.868824]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 90 mus
NOTICE   [2026-Oct-05 19:18:48.868824]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3271.8 mus
NOTICE   [2026-Oct-05 19:18:48.868824]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:48.868824]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:48.871431]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:48.871431]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:48.871431]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:48.944866]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:48.945331]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 71751.2 mus
NOTICE   [2026-Oct-05 19:18:48.945331]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 131 mus
NOTICE   [2026-Oct-05 19:18:48.946357]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 67030.4 mus
NOTICE   [2026-Oct-05 19:18:48.946357]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:48.947445]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 67030.4 mus
NOTICE   [2026-Oct-05 19:18:48.947445]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 67 mus
NOTICE   [2026-Oct-05 19:18:48.947445]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 61.7 mus
NOTICE   [2026-Oct-05 19:18:48.947445]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 1856.1 mus
NOTICE   [2026-Oct-05 19:18:48.947445]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 163.5 mus
NOTICE   [2026-Oct-05 19:18:48.947445]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 61.9 mus
NOTICE   [2026-Oct-05 19:18:48.947445]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 2379.6 mus
NOTICE   [2026-Oct-05 19:18:48.950036]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:48.950036]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:48.950654]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:48.950654]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:48.950654]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:49.035220]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:49.035878]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 82918.5 mus
NOTICE   [2026-Oct-05 19:18:49.035878]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 129.9 mus
NOTICE   [2026-Oct-05 19:18:49.035878]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 77470.4 mus
NOTICE   [2026-Oct-05 19:18:49.037737]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:49.037737]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 77470.4 mus
NOTICE   [2026-Oct-05 19:18:49.037737]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 74.7 mus
NOTICE   [2026-Oct-05 19:18:49.037737]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 70.7 mus
NOTICE   [2026-Oct-05 19:18:49.037737]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 2108.2 mus
NOTICE   [2026-Oct-05 19:18:49.037737]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 192.6 mus
NOTICE   [2026-Oct-05 19:18:49.037737]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 72.6 mus
NOTICE   [2026-Oct-05 19:18:49.037737]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 2799.4 mus
NOTICE   [2026-Oct-05 19:18:49.037737]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:49.037737]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:49.037737]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:49.041771]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:49.041771]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:49.112071]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:49.112071]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 68366 mus
NOTICE   [2026-Oct-05 19:18:49.112071]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 105.1 mus
NOTICE   [2026-Oct-05 19:18:49.113317]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 63931.4 mus
NOTICE   [2026-Oct-05 19:18:49.113317]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:49.113317]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 63931.4 mus
NOTICE   [2026-Oct-05 19:18:49.113317]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 61.9 mus
NOTICE   [2026-Oct-05 19:18:49.113317]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 56.4 mus
NOTICE   [2026-Oct-05 19:18:49.113317]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 1753.4 mus
NOTICE   [2026-Oct-05 19:18:49.113317]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 162.7 mus
NOTICE   [2026-Oct-05 19:18:49.113317]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 61.1 mus
NOTICE   [2026-Oct-05 19:18:49.113317]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 2234 mus
NOTICE   [2026-Oct-05 19:18:49.113317]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:49.113317]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:49.113317]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:49.117972]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:49.118512]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:49.213381]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:49.213381]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 98402.3 mus
NOTICE   [2026-Oct-05 19:18:49.213381]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 169.6 mus
NOTICE   [2026-Oct-05 19:18:49.219661]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 91755.6 mus
NOTICE   [2026-Oct-05 19:18:49.220212]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:49.220791]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 91755.6 mus
NOTICE   [2026-Oct-05 19:18:49.220791]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 92.1 mus
NOTICE   [2026-Oct-05 19:18:49.221386]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 83.1 mus
NOTICE   [2026-Oct-05 19:18:49.222024]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 2641 mus
NOTICE   [2026-Oct-05 19:18:49.222569]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 242.2 mus
NOTICE   [2026-Oct-05 19:18:49.223124]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 87.6 mus
NOTICE   [2026-Oct-05 19:18:49.223124]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3331.1 mus
NOTICE   [2026-Oct-05 19:18:49.223856]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:49.223856]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:49.223856]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:49.225416]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:49.226050]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:49.308615]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:49.308615]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 83892.7 mus
NOTICE   [2026-Oct-05 19:18:49.312145]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 151.3 mus
NOTICE   [2026-Oct-05 19:18:49.312145]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 78468.5 mus
NOTICE   [2026-Oct-05 19:18:49.312145]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:49.313318]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 78468.5 mus
NOTICE   [2026-Oct-05 19:18:49.313318]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 78.4 mus
NOTICE   [2026-Oct-05 19:18:49.313318]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 69.8 mus
NOTICE   [2026-Oct-05 19:18:49.313318]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 2134 mus
NOTICE   [2026-Oct-05 19:18:49.313318]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 195.9 mus
NOTICE   [2026-Oct-05 19:18:49.313318]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 74.3 mus
NOTICE   [2026-Oct-05 19:18:49.313318]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 2720.5 mus
NOTICE   [2026-Oct-05 19:18:49.313318]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:49.315854]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:49.315854]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:49.316518]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:49.316518]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:49.396575]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:49.396575]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 80020.2 mus
NOTICE   [2026-Oct-05 19:18:49.396575]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 142.4 mus
NOTICE   [2026-Oct-05 19:18:49.399622]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 74701.4 mus
NOTICE   [2026-Oct-05 19:18:49.400167]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:49.400167]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 74701.4 mus
NOTICE   [2026-Oct-05 19:18:49.400785]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 73.7 mus
NOTICE   [2026-Oct-05 19:18:49.400785]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 69.4 mus
NOTICE   [2026-Oct-05 19:18:49.400785]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 2073.5 mus
NOTICE   [2026-Oct-05 19:18:49.400785]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 193.9 mus
NOTICE   [2026-Oct-05 19:18:49.400785]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 70.2 mus
NOTICE   [2026-Oct-05 19:18:49.400785]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 2695.7 mus
NOTICE   [2026-Oct-05 19:18:49.400785]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:49.400785]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:49.400785]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:49.400785]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:49.400785]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:49.505321]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:49.506025]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 99044 mus
NOTICE   [2026-Oct-05 19:18:49.506556]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 165.4 mus
NOTICE   [2026-Oct-05 19:18:49.506556]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 92541.6 mus
NOTICE   [2026-Oct-05 19:18:49.506556]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:49.508620]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 92541.6 mus
NOTICE   [2026-Oct-05 19:18:49.509266]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 110.5 mus
NOTICE   [2026-Oct-05 19:18:49.509266]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 86.1 mus
NOTICE   [2026-Oct-05 19:18:49.509266]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 2570.3 mus
NOTICE   [2026-Oct-05 19:18:49.509266]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 237.2 mus
NOTICE   [2026-Oct-05 19:18:49.511172]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 87.6 mus
NOTICE   [2026-Oct-05 19:18:49.511172]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3245.3 mus
NOTICE   [2026-Oct-05 19:18:49.512062]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:49.512062]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:49.513103]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:49.513103]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:49.513103]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:49.609895]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:49.610479]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 93999.9 mus
NOTICE   [2026-Oct-05 19:18:49.611020]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 149.1 mus
NOTICE   [2026-Oct-05 19:18:49.611619]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 87889.6 mus
NOTICE   [2026-Oct-05 19:18:49.612140]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:49.612140]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 87889.6 mus
NOTICE   [2026-Oct-05 19:18:49.612140]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 83.4 mus
NOTICE   [2026-Oct-05 19:18:49.612140]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 84.4 mus
NOTICE   [2026-Oct-05 19:18:49.613352]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 2371.6 mus
NOTICE   [2026-Oct-05 19:18:49.613352]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 226.3 mus
NOTICE   [2026-Oct-05 19:18:49.613352]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 85.3 mus
NOTICE   [2026-Oct-05 19:18:49.613352]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3110.2 mus
NOTICE   [2026-Oct-05 19:18:49.613352]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:49.613352]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:49.613352]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:49.613352]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:49.613352]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:49.678447]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:49.678447]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 61227 mus
NOTICE   [2026-Oct-05 19:18:49.679592]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 107.3 mus
NOTICE   [2026-Oct-05 19:18:49.679592]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 57315.8 mus
NOTICE   [2026-Oct-05 19:18:49.679592]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:49.679592]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 57315.8 mus
NOTICE   [2026-Oct-05 19:18:49.679592]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 56.4 mus
NOTICE   [2026-Oct-05 19:18:49.679592]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 63.6 mus
NOTICE   [2026-Oct-05 19:18:49.679592]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 1516 mus
NOTICE   [2026-Oct-05 19:18:49.679592]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 139.4 mus
NOTICE   [2026-Oct-05 19:18:49.679592]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 54.5 mus
NOTICE   [2026-Oct-05 19:18:49.679592]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 1974 mus
NOTICE   [2026-Oct-05 19:18:49.679592]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:49.683169]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:49.683169]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:49.683697]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:49.683697]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:49.788242]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:49.788790]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 103357 mus
NOTICE   [2026-Oct-05 19:18:49.789445]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 183 mus
NOTICE   [2026-Oct-05 19:18:49.789445]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 96383.4 mus
NOTICE   [2026-Oct-05 19:18:49.789445]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:49.791209]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 96383.4 mus
NOTICE   [2026-Oct-05 19:18:49.791721]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 95.8 mus
NOTICE   [2026-Oct-05 19:18:49.791721]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 90.2 mus
NOTICE   [2026-Oct-05 19:18:49.791721]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 2754.2 mus
NOTICE   [2026-Oct-05 19:18:49.791721]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 239.1 mus
NOTICE   [2026-Oct-05 19:18:49.791721]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 88.3 mus
NOTICE   [2026-Oct-05 19:18:49.794432]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3523 mus
NOTICE   [2026-Oct-05 19:18:49.795114]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:49.795114]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:49.795114]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:49.796642]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:49.796642]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:49.896581]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:49.896581]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 100906 mus
NOTICE   [2026-Oct-05 19:18:49.896581]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 162.3 mus
NOTICE   [2026-Oct-05 19:18:49.896581]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 94364.6 mus
NOTICE   [2026-Oct-05 19:18:49.896581]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:49.896581]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 94364.6 mus
NOTICE   [2026-Oct-05 19:18:49.896581]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 86.1 mus
NOTICE   [2026-Oct-05 19:18:49.896581]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 84.4 mus
NOTICE   [2026-Oct-05 19:18:49.896581]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 2576.7 mus
NOTICE   [2026-Oct-05 19:18:49.904598]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 233.2 mus
NOTICE   [2026-Oct-05 19:18:49.905147]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 87.9 mus
NOTICE   [2026-Oct-05 19:18:49.905147]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3311.3 mus
NOTICE   [2026-Oct-05 19:18:49.905834]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:49.905834]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:49.905834]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:49.905834]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:49.907671]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:50.000217]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:50.004780]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 95345.5 mus
NOTICE   [2026-Oct-05 19:18:50.005904]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 152.3 mus
NOTICE   [2026-Oct-05 19:18:50.005904]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 89067.6 mus
NOTICE   [2026-Oct-05 19:18:50.005904]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:50.007040]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 89067.6 mus
NOTICE   [2026-Oct-05 19:18:50.007040]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 87.4 mus
NOTICE   [2026-Oct-05 19:18:50.007040]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 81 mus
NOTICE   [2026-Oct-05 19:18:50.008572]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 2485.4 mus
NOTICE   [2026-Oct-05 19:18:50.008572]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 211.8 mus
NOTICE   [2026-Oct-05 19:18:50.009108]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 84.5 mus
NOTICE   [2026-Oct-05 19:18:50.009108]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3175.5 mus
NOTICE   [2026-Oct-05 19:18:50.009765]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:50.009765]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:50.010891]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:50.011389]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:50.011907]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:50.122938]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:50.123570]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 109400 mus
NOTICE   [2026-Oct-05 19:18:50.124201]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 178.6 mus
NOTICE   [2026-Oct-05 19:18:50.124201]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 102405 mus
NOTICE   [2026-Oct-05 19:18:50.124201]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:50.125251]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 102405 mus
NOTICE   [2026-Oct-05 19:18:50.125893]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 91 mus
NOTICE   [2026-Oct-05 19:18:50.126490]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 90.2 mus
NOTICE   [2026-Oct-05 19:18:50.126490]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 2759.1 mus
NOTICE   [2026-Oct-05 19:18:50.126490]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 249.4 mus
NOTICE   [2026-Oct-05 19:18:50.126490]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 91.6 mus
NOTICE   [2026-Oct-05 19:18:50.128527]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3534.5 mus
NOTICE   [2026-Oct-05 19:18:50.129574]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:50.129908]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:50.129908]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:50.129908]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:50.131466]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:50.216958]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:50.221579]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 87938.7 mus
NOTICE   [2026-Oct-05 19:18:50.222114]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 151.8 mus
NOTICE   [2026-Oct-05 19:18:50.222114]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 82214.4 mus
NOTICE   [2026-Oct-05 19:18:50.222766]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:50.223321]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 82214.4 mus
NOTICE   [2026-Oct-05 19:18:50.223879]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 77.6 mus
NOTICE   [2026-Oct-05 19:18:50.223879]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 73.1 mus
NOTICE   [2026-Oct-05 19:18:50.223879]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 2220.5 mus
NOTICE   [2026-Oct-05 19:18:50.225415]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 200.6 mus
NOTICE   [2026-Oct-05 19:18:50.225965]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 79.7 mus
NOTICE   [2026-Oct-05 19:18:50.226600]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 2921 mus
NOTICE   [2026-Oct-05 19:18:50.226600]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:50.227602]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:50.228631]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:50.228631]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:50.229694]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:50.330684]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:50.331390]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 99822.9 mus
NOTICE   [2026-Oct-05 19:18:50.331941]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 153.2 mus
NOTICE   [2026-Oct-05 19:18:50.332459]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 93215.2 mus
NOTICE   [2026-Oct-05 19:18:50.332459]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:50.333490]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 93215.2 mus
NOTICE   [2026-Oct-05 19:18:50.333490]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 86.6 mus
NOTICE   [2026-Oct-05 19:18:50.334575]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 83.4 mus
NOTICE   [2026-Oct-05 19:18:50.334575]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 2656 mus
NOTICE   [2026-Oct-05 19:18:50.335609]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 235.6 mus
NOTICE   [2026-Oct-05 19:18:50.335609]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 87.7 mus
NOTICE   [2026-Oct-05 19:18:50.336637]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3305.2 mus
NOTICE   [2026-Oct-05 19:18:50.336637]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:50.336637]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:50.337674]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:50.337674]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:50.338712]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:50.439382]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:50.439382]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 100500 mus
NOTICE   [2026-Oct-05 19:18:50.439382]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 161.7 mus
NOTICE   [2026-Oct-05 19:18:50.441931]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 93845.7 mus
NOTICE   [2026-Oct-05 19:18:50.441931]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:50.441931]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 93845.7 mus
NOTICE   [2026-Oct-05 19:18:50.443469]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 86.3 mus
NOTICE   [2026-Oct-05 19:18:50.444031]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 84.4 mus
NOTICE   [2026-Oct-05 19:18:50.444596]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 2730.6 mus
NOTICE   [2026-Oct-05 19:18:50.445648]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 232.5 mus
NOTICE   [2026-Oct-05 19:18:50.446282]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 86.6 mus
NOTICE   [2026-Oct-05 19:18:50.446282]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3272.4 mus
NOTICE   [2026-Oct-05 19:18:50.446867]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:50.446867]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:50.446867]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:50.446867]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:50.446867]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:50.595029]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:50.595574]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 144715 mus
NOTICE   [2026-Oct-05 19:18:50.596105]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 146.7 mus
NOTICE   [2026-Oct-05 19:18:50.596105]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 92152.3 mus
NOTICE   [2026-Oct-05 19:18:50.596105]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:50.596105]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 92152.3 mus
NOTICE   [2026-Oct-05 19:18:50.596105]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 90.7 mus
NOTICE   [2026-Oct-05 19:18:50.596105]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 82.8 mus
NOTICE   [2026-Oct-05 19:18:50.596105]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 48261.7 mus
NOTICE   [2026-Oct-05 19:18:50.596105]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 228 mus
NOTICE   [2026-Oct-05 19:18:50.596105]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 82 mus
NOTICE   [2026-Oct-05 19:18:50.600244]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3670.9 mus
NOTICE   [2026-Oct-05 19:18:50.600244]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:50.600244]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:50.601387]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:50.601387]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:50.602427]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:50.759797]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:50.760394]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 156505 mus
NOTICE   [2026-Oct-05 19:18:50.761028]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 162.9 mus
NOTICE   [2026-Oct-05 19:18:50.761028]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 98100 mus
NOTICE   [2026-Oct-05 19:18:50.762040]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:50.762040]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 98100 mus
NOTICE   [2026-Oct-05 19:18:50.763081]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 96 mus
NOTICE   [2026-Oct-05 19:18:50.763081]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 86.3 mus
NOTICE   [2026-Oct-05 19:18:50.763081]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 53776.9 mus
NOTICE   [2026-Oct-05 19:18:50.764335]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 235.9 mus
NOTICE   [2026-Oct-05 19:18:50.764335]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 86 mus
NOTICE   [2026-Oct-05 19:18:50.764335]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3961.1 mus
NOTICE   [2026-Oct-05 19:18:50.764335]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:50.764335]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:50.766353]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:50.766944]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:50.767488]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:50.896165]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:50.896165]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 130192 mus
NOTICE   [2026-Oct-05 19:18:50.896165]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 131.2 mus
NOTICE   [2026-Oct-05 19:18:50.896165]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 80112.9 mus
NOTICE   [2026-Oct-05 19:18:50.896165]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:50.896165]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 80112.9 mus
NOTICE   [2026-Oct-05 19:18:50.896165]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 79.7 mus
NOTICE   [2026-Oct-05 19:18:50.896165]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 74 mus
NOTICE   [2026-Oct-05 19:18:50.896165]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 46294.4 mus
NOTICE   [2026-Oct-05 19:18:50.902371]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 203.7 mus
NOTICE   [2026-Oct-05 19:18:50.902942]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 70.9 mus
NOTICE   [2026-Oct-05 19:18:50.902942]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3224.9 mus
NOTICE   [2026-Oct-05 19:18:50.903472]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:50.903472]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:50.904106]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:50.904106]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:50.904106]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 19:18:51.008769]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 19:18:51.008769]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 103162 mus
NOTICE   [2026-Oct-05 19:18:51.009387]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 103 mus
NOTICE   [2026-Oct-05 19:18:51.009387]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 62787.4 mus
NOTICE   [2026-Oct-05 19:18:51.010276]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 19:18:51.010276]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 62787.4 mus
NOTICE   [2026-Oct-05 19:18:51.010713]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 57.4 mus
NOTICE   [2026-Oct-05 19:18:51.010713]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 56.6 mus
NOTICE   [2026-Oct-05 19:18:51.011728]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 37463.3 mus
NOTICE   [2026-Oct-05 19:18:51.011728]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 158.4 mus
NOTICE   [2026-Oct-05 19:18:51.011728]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 55.1 mus
NOTICE   [2026-Oct-05 19:18:51.011728]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 2480.5 mus
NOTICE   [2026-Oct-05 19:18:51.012757]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 19:18:51.012757]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 19:18:51.012757]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 19:18:51.012757]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 19:18:51.012757]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
