NOTICE   [2026-Oct-05 18:55:17.316995]    (OREAnalytics\orea\app\parameters.cpp:139) : Parameters:
NOTICE   [2026-Oct-05 18:55:17.324359]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : active = Y
NOTICE   [2026-Oct-05 18:55:17.326545]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : breakdown = Y
NOTICE   [2026-Oct-05 18:55:17.327569]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : historicalPeriod = 2017-01-17,2019-12-30
NOTICE   [2026-Oct-05 18:55:17.328578]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : historicalScenarioFile = scenarios.csv
NOTICE   [2026-Oct-05 18:55:17.330813]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : includeExpectedShortfall = Y
NOTICE   [2026-Oct-05 18:55:17.331488]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : includePeriodCashflow = Y
NOTICE   [2026-Oct-05 18:55:17.332531]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : includeTheta = Y
NOTICE   [2026-Oct-05 18:55:17.332531]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : mporCalendar = USD
NOTICE   [2026-Oct-05 18:55:17.333952]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : mporDays = 10
NOTICE   [2026-Oct-05 18:55:17.335725]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : mporOverlappingPeriods = true
NOTICE   [2026-Oct-05 18:55:17.335725]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : outputFile = var.csv
NOTICE   [2026-Oct-05 18:55:17.337851]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : quantiles = 0.01,0.05,0.95,0.99
NOTICE   [2026-Oct-05 18:55:17.337851]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : riskFactorBreakdown = Y
NOTICE   [2026-Oct-05 18:55:17.339062]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : simulationConfigFile = simulation.xml
NOTICE   [2026-Oct-05 18:55:17.340121]    (OREAnalytics\orea\app\parameters.cpp:144) : group = historicalSimulationVar : tradePnl = Y
NOTICE   [2026-Oct-05 18:55:17.340121]    (OREAnalytics\orea\app\parameters.cpp:144) : group = markets : fxcalibration = default
NOTICE   [2026-Oct-05 18:55:17.341182]    (OREAnalytics\orea\app\parameters.cpp:144) : group = markets : lgmcalibration = default
NOTICE   [2026-Oct-05 18:55:17.342307]    (OREAnalytics\orea\app\parameters.cpp:144) : group = markets : pricing = default
NOTICE   [2026-Oct-05 18:55:17.343331]    (OREAnalytics\orea\app\parameters.cpp:144) : group = markets : sensitivity = default
NOTICE   [2026-Oct-05 18:55:17.344340]    (OREAnalytics\orea\app\parameters.cpp:144) : group = markets : simulation = default
NOTICE   [2026-Oct-05 18:55:17.345863]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : asofDate = 2019-12-30
NOTICE   [2026-Oct-05 18:55:17.346577]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : baseCurrency = EUR
NOTICE   [2026-Oct-05 18:55:17.347232]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : conventionsFile = conventions.xml
NOTICE   [2026-Oct-05 18:55:17.347232]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : curveConfigFile = curveconfig.xml
NOTICE   [2026-Oct-05 18:55:17.348444]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : fixingDataFile = fixings.txt
NOTICE   [2026-Oct-05 18:55:17.349441]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : implyTodaysFixings = N
NOTICE   [2026-Oct-05 18:55:17.350460]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : inputPath = Input/HistSimVar
NOTICE   [2026-Oct-05 18:55:17.350460]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : logFile = log.txt
NOTICE   [2026-Oct-05 18:55:17.352203]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : logMask = 31
NOTICE   [2026-Oct-05 18:55:17.352203]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : marketConfigFile = todaysmarket.xml
NOTICE   [2026-Oct-05 18:55:17.353459]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : marketDataFile = market.txt
NOTICE   [2026-Oct-05 18:55:17.353459]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : nThreads = 1
NOTICE   [2026-Oct-05 18:55:17.354770]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : observationModel = None
NOTICE   [2026-Oct-05 18:55:17.354770]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : outputPath = Output/HistSimVarDirty
NOTICE   [2026-Oct-05 18:55:17.356280]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : portfolioFile = portfolio.xml
NOTICE   [2026-Oct-05 18:55:17.357030]    (OREAnalytics\orea\app\parameters.cpp:144) : group = setup : pricingEnginesFile = pricingengine.xml
NOTICE   [2026-Oct-05 18:55:17.358578]        (OREAnalytics\orea\app\oreapp.cpp:680) : load OREAppInputParameters called
NOTICE   [2026-Oct-05 18:55:17.359844]        (OREAnalytics\orea\app\oreapp.cpp:693) : MarketContext::fxcalibration = default
NOTICE   [2026-Oct-05 18:55:17.362967]        (OREAnalytics\orea\app\oreapp.cpp:693) : MarketContext::lgmcalibration = default
NOTICE   [2026-Oct-05 18:55:17.363573]        (OREAnalytics\orea\app\oreapp.cpp:693) : MarketContext::pricing = default
NOTICE   [2026-Oct-05 18:55:17.364166]        (OREAnalytics\orea\app\oreapp.cpp:693) : MarketContext::sensitivity = default
NOTICE   [2026-Oct-05 18:55:17.365340]        (OREAnalytics\orea\app\oreapp.cpp:693) : MarketContext::simulation = default
NOTICE   [2026-Oct-05 18:55:17.482579]    (OREData\ored\portfolio\portfolio.cpp:109) : Finished Parsing XML doc
NOTICE   [2026-Oct-05 18:55:17.558359]  (...lytics\orea\app\inputparameters.cpp:199) : Observation Mode is None
NOTICE   [2026-Oct-05 18:55:17.559086]       (OREAnalytics\orea\app\oreapp.cpp:1089) : SIMM
NOTICE   [2026-Oct-05 18:55:17.560156]       (OREAnalytics\orea\app\oreapp.cpp:1201) : IM SCHEDULE
NOTICE   [2026-Oct-05 18:55:17.561189]       (OREAnalytics\orea\app\oreapp.cpp:1796) : analytics: 1
NOTICE   [2026-Oct-05 18:55:17.562219]       (OREAnalytics\orea\app\oreapp.cpp:1798) : analytic: HISTSIM_VAR
NOTICE   [2026-Oct-05 18:55:17.563309]       (OREAnalytics\orea\app\oreapp.cpp:1800) : buildInputParameters done
NOTICE   [2026-Oct-05 18:55:17.563309]  (...lytics\orea\app\inputparameters.cpp:928) : OutputFileNameMap called
NOTICE   [2026-Oct-05 18:55:17.564461]  (...ytics\orea\app\inputparameters.cpp:1025) : OutputFileNameMap complete
NOTICE   [2026-Oct-05 18:55:17.565465]        (OREAnalytics\orea\app\oreapp.cpp:420) : initFromParameters done, requested analytics:HISTSIM_VAR
NOTICE   [2026-Oct-05 18:55:17.569321]        (OREAnalytics\orea\app\oreapp.cpp:482) : Global IncludeTodaysCashFlows is set false, value: na
NOTICE   [2026-Oct-05 18:55:17.569897]        (OREAnalytics\orea\app\oreapp.cpp:256) : ORE analytics starting
WARNING  [2026-Oct-05 18:55:17.570532]        (OREAnalytics\orea\app\oreapp.cpp:257) : Starting OREApp::analytics(): 77119488|77119488 (peakMemoryUsage (bytes) | memoryUsage (bytes))
NOTICE   [2026-Oct-05 18:55:17.571126]       (OREData\ored\marketdata\market.cpp:87) : No Default Correlation present
NOTICE   [2026-Oct-05 18:55:17.574202]        (OREAnalytics\orea\app\oreapp.cpp:236) : dividend data file not found
NOTICE   [2026-Oct-05 18:55:17.575351]        (OREAnalytics\orea\app\oreapp.cpp:244) : fixing cutoff date not set
NOTICE   [2026-Oct-05 18:55:17.606500]    (OREData\ored\marketdata\csvloader.cpp:86) : CSVLoader loading from Input/HistSimVar/market.txt
NOTICE   [2026-Oct-05 18:55:18.006548]   (OREData\ored\marketdata\csvloader.cpp:174) : CSVLoader completed processing Input/HistSimVar/market.txt
NOTICE   [2026-Oct-05 18:55:18.012970]    (OREData\ored\marketdata\csvloader.cpp:70) : CSVLoader loaded 7172 market data points for December 30th, 2019
NOTICE   [2026-Oct-05 18:55:18.046345]    (OREData\ored\marketdata\csvloader.cpp:86) : CSVLoader loading from Input/HistSimVar/fixings.txt
NOTICE   [2026-Oct-05 18:55:18.063957]   (OREData\ored\marketdata\csvloader.cpp:174) : CSVLoader completed processing Input/HistSimVar/fixings.txt
NOTICE   [2026-Oct-05 18:55:18.065263]    (OREData\ored\marketdata\csvloader.cpp:73) : CSVLoader loaded 903 fixings
NOTICE   [2026-Oct-05 18:55:18.065263]    (OREData\ored\marketdata\csvloader.cpp:76) : CSVLoader loaded 0 dividends
NOTICE   [2026-Oct-05 18:55:18.066287]    (OREData\ored\marketdata\csvloader.cpp:77) : CSVLoader complete.
NOTICE   [2026-Oct-05 18:55:18.091336]  (...lytics\orea\app\analyticsmanager.cpp:57) : register analytic with label 'HISTSIM_VAR' and sub-analytics HISTSIM_VAR
NOTICE   [2026-Oct-05 18:55:18.091852]        (OREAnalytics\orea\app\oreapp.cpp:281) : Available analytics: HISTSIM_VAR
NOTICE   [2026-Oct-05 18:55:18.093584]        (OREAnalytics\orea\app\oreapp.cpp:284) : Requested analytics: HISTSIM_VAR
NOTICE   [2026-Oct-05 18:55:18.095268]  (...ytics\orea\app\analyticsmanager.cpp:129) : AnalyticsManager::runAnalytics: populate loader for dates: December 30th, 2019
NOTICE   [2026-Oct-05 18:55:18.097045]  (...ytics\orea\app\marketdataloader.cpp:186) : Asking portfolio for its required fixings
NOTICE   [2026-Oct-05 18:55:18.097679]  (...ytics\orea\app\marketdataloader.cpp:193) : The portfolio depends on fixings from 0 indices
NOTICE   [2026-Oct-05 18:55:18.098870]  (...ytics\orea\app\marketdataloader.cpp:198) : Add fixings possibly required for bootstrapping TodaysMarket
NOTICE   [2026-Oct-05 18:55:18.100127]  (OREData\ored\portfolio\fixingdates.cpp:948) : Start adding market fixing dates for configuration 'default'
NOTICE   [2026-Oct-05 18:55:18.104250]  (...ata\ored\portfolio\fixingdates.cpp:1145) : Finished adding market fixing dates for configuration 'default'
NOTICE   [2026-Oct-05 18:55:18.105014]  (OREData\ored\portfolio\fixingdates.cpp:948) : Start adding market fixing dates for configuration 'inccy'
NOTICE   [2026-Oct-05 18:55:18.108058]  (...ata\ored\portfolio\fixingdates.cpp:1145) : Finished adding market fixing dates for configuration 'inccy'
NOTICE   [2026-Oct-05 18:55:18.109338]  (...ytics\orea\app\marketdataloader.cpp:202) : Add fixing possibly required for equity index delta risk decomposition
NOTICE   [2026-Oct-05 18:55:18.109338]  (...ytics\orea\app\marketdataloader.cpp:208) : Adjust inflation fixing dates to the end of the month before the request
NOTICE   [2026-Oct-05 18:55:18.110405]  (...ics\orea\app\marketdatacsvloader.cpp:71) : MarketDataCsvLoader::retrieveFixings called: all fixings ? Y
NOTICE   [2026-Oct-05 18:55:18.122798]      (OREData\ored\marketdata\fixings.cpp:68) : Added 899 of 903 fixings in 0.008886 seconds
NOTICE   [2026-Oct-05 18:55:18.123853]  (...ytics\orea\app\marketdataloader.cpp:281) : Adding the loaded fixings to the IndexManager
NOTICE   [2026-Oct-05 18:55:18.125387]  (...ytics\orea\app\marketdataloader.cpp:282) : Fixings size = 7
NOTICE   [2026-Oct-05 18:55:18.126093]  (...ytics\orea\app\marketdataloader.cpp:285) : Generating market datum set
NOTICE   [2026-Oct-05 18:55:18.130191]  (...ytics\orea\app\marketdataloader.cpp:303) : CurveConfigs require 195 quotes
NOTICE   [2026-Oct-05 18:55:18.151578]  (...ytics\orea\app\marketdataloader.cpp:311) : Got market data
NOTICE   [2026-Oct-05 18:55:18.152576]  (OREAnalytics\orea\app\reportwriter.cpp:324) : Writing MarketData report
NOTICE   [2026-Oct-05 18:55:18.157096]  (OREAnalytics\orea\app\reportwriter.cpp:363) : MarketData report written
NOTICE   [2026-Oct-05 18:55:18.158439]  (OREAnalytics\orea\app\reportwriter.cpp:368) : Writing Fixings report
NOTICE   [2026-Oct-05 18:55:18.160235]  (OREAnalytics\orea\app\reportwriter.cpp:377) : Fixings report written
NOTICE   [2026-Oct-05 18:55:18.161240]  (OREAnalytics\orea\app\reportwriter.cpp:382) : Writing Dividends report
NOTICE   [2026-Oct-05 18:55:18.161240]  (OREAnalytics\orea\app\reportwriter.cpp:394) : Dividends report written
NOTICE   [2026-Oct-05 18:55:18.162236]  (...ytics\orea\app\analyticsmanager.cpp:155) : run analytic with label 'HISTSIM_VAR'
WARNING  [2026-Oct-05 18:55:18.162236]      (OREAnalytics\orea\app\analytic.cpp:127) : Starting HISTSIM_VAR Analytic::runAnalytic(): 87597056|87597056 (peakMemoryUsage (bytes) | memoryUsage (bytes))
NOTICE   [2026-Oct-05 18:55:18.163677]  (...\orea\app\analytics\varanalytic.cpp:114) : Running parametric VaR
NOTICE   [2026-Oct-05 18:55:18.163677]  (...\orea\app\analytics\varanalytic.cpp:119) : VAR: Build Market
NOTICE   [2026-Oct-05 18:55:18.164949]      (OREAnalytics\orea\app\analytic.cpp:282) : Analytic::buildMarket called
NOTICE   [2026-Oct-05 18:55:18.166158]  (...\ored\marketdata\bondspreadimply.cpp:51) : identify securities that require a spread imply for configuration default
NOTICE   [2026-Oct-05 18:55:18.166853]  (...\ored\marketdata\bondspreadimply.cpp:51) : identify securities that require a spread imply for configuration inccy
NOTICE   [2026-Oct-05 18:55:18.167439]  (...ored\marketdata\bondspreadimply.cpp:108) : got 0 securities
NOTICE   [2026-Oct-05 18:55:18.170950]  (...\ored\marketdata\fxtriangulation.cpp:65) : FXTriangulation: initializing
NOTICE   [2026-Oct-05 18:55:18.171568]  (...ored\marketdata\fxtriangulation.cpp:112) : FXTriangulation: initialized with 92 quotes, 47 currencies.
NOTICE   [2026-Oct-05 18:55:18.173335]  (...ta\ored\marketdata\todaysmarket.cpp:233) : Build objects in TodaysMarket lazily, i.e. when requested.
NOTICE   [2026-Oct-05 18:55:18.173953]      (OREAnalytics\orea\app\analytic.cpp:320) : Market Build time 0.008148 sec
NOTICE   [2026-Oct-05 18:55:18.176055]     (OREData\ored\portfolio\portfolio.cpp:51) : Reset portfolio of size 2
NOTICE   [2026-Oct-05 18:55:18.177372]      (OREAnalytics\orea\app\analytic.cpp:351) : Build the portfolio
NOTICE   [2026-Oct-05 18:55:18.177928]      (OREAnalytics\orea\app\analytic.cpp:238) : Analytic::engineFactory() called
NOTICE   [2026-Oct-05 18:55:18.177928]      (OREAnalytics\orea\app\analytic.cpp:248) : MarketContext::pricing = default
NOTICE   [2026-Oct-05 18:55:18.179274]    (OREData\ored\portfolio\portfolio.cpp:137) : Building Portfolio of size 2 for context = 'analytic/HISTSIM_VAR'
NOTICE   [2026-Oct-05 18:55:18.630426]    (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 18:55:18.632330]    (OREData\ored\portfolio\portfolio.cpp:166) : Build stats:
NOTICE   [2026-Oct-05 18:55:18.633222]    (OREData\ored\portfolio\portfolio.cpp:170) : FxForward                         1            449 ms (avg = 449)
NOTICE   [2026-Oct-05 18:55:18.633222]    (OREData\ored\portfolio\portfolio.cpp:170) : Swap                              1           2.38 ms (avg = 2.38)
NOTICE   [2026-Oct-05 18:55:18.634250]      (OREAnalytics\orea\app\analytic.cpp:360) : Filter trades that expire before December 30th, 2019
NOTICE   [2026-Oct-05 18:55:18.635610]  (...\orea\app\analytics\varanalytic.cpp:252) : Build VaR calculator
NOTICE   [2026-Oct-05 18:55:18.637364]  (...ics\orea\scenario\scenarioloader.cpp:81) : Loading historical scenarios from December 30th, 2016 to December 30th, 2019
NOTICE   [2026-Oct-05 18:55:18.871482]  (...cs\orea\scenario\scenarioloader.cpp:127) : Loaded 1 from December 30th, 2016 to December 30th, 2019
NOTICE   [2026-Oct-05 18:55:18.908745]  (...orea\scenario\scenariosimmarket.cpp:464) : building ScenarioSimMarket...
NOTICE   [2026-Oct-05 18:55:18.914511]  (...\ored\marketdata\fxtriangulation.cpp:65) : FXTriangulation: initializing
NOTICE   [2026-Oct-05 18:55:18.915501]  (...ored\marketdata\fxtriangulation.cpp:112) : FXTriangulation: initialized with 1 quotes, 2 currencies.
NOTICE   [2026-Oct-05 18:55:18.916499]  (...rea\scenario\scenariosimmarket.cpp:3707) : Applying 0 curve algebra rules...
NOTICE   [2026-Oct-05 18:55:18.917513]  (...rea\scenario\scenariosimmarket.cpp:3227) : building base scenario
NOTICE   [2026-Oct-05 18:55:18.917513]  (...rea\scenario\scenariosimmarket.cpp:3255) : building base scenario done
NOTICE   [2026-Oct-05 18:55:18.919963]  (...\orea\app\analytics\varanalytic.cpp:131) : Call VaR calculation
NOTICE   [2026-Oct-05 18:55:18.921735]  (...cs\orea\engine\marketriskreport.cpp:145) : Build the portfolio for full reval bt.
NOTICE   [2026-Oct-05 18:55:18.922303]    (OREData\ored\portfolio\portfolio.cpp:137) : Building Portfolio of size 2 for context = 'historical pnl generation'
NOTICE   [2026-Oct-05 18:55:18.927993]    (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 18:55:18.928526]    (OREData\ored\portfolio\portfolio.cpp:166) : Build stats:
NOTICE   [2026-Oct-05 18:55:18.929085]    (OREData\ored\portfolio\portfolio.cpp:170) : FxForward                         1           1.99 ms (avg = 1.99)
NOTICE   [2026-Oct-05 18:55:18.930174]    (OREData\ored\portfolio\portfolio.cpp:170) : Swap                              1           2.73 ms (avg = 2.73)
NOTICE   [2026-Oct-05 18:55:18.930712]  (...cs\orea\engine\marketriskreport.cpp:156) : Creating the historical P&L generator (dryRun=false)
NOTICE   [2026-Oct-05 18:55:18.932409]  (...cs\orea\engine\marketriskreport.cpp:266) : Creating reports
NOTICE   [2026-Oct-05 18:55:18.933656]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 1 out of 28) = [All, All]
NOTICE   [2026-Oct-05 18:55:18.935259]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:18.935259]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:18.936818]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:18.939011]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:18.939685]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:19.628751]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:19.631739]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 685765 mus
NOTICE   [2026-Oct-05 18:55:19.631739]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 292 mus
NOTICE   [2026-Oct-05 18:55:19.632800]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 140387 mus
NOTICE   [2026-Oct-05 18:55:19.634215]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:19.635216]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 140387 mus
NOTICE   [2026-Oct-05 18:55:19.636215]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 237.6 mus
NOTICE   [2026-Oct-05 18:55:19.636215]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 149.6 mus
NOTICE   [2026-Oct-05 18:55:19.637600]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 535121 mus
NOTICE   [2026-Oct-05 18:55:19.637600]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 695.5 mus
NOTICE   [2026-Oct-05 18:55:19.638871]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 139.8 mus
NOTICE   [2026-Oct-05 18:55:19.639873]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 8742.3 mus
NOTICE   [2026-Oct-05 18:55:19.641920]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:19.642821]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:19.644125]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:19.645650]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:19.645650]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:20.302646]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:20.302646]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 654598 mus
NOTICE   [2026-Oct-05 18:55:20.303651]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 374.1 mus
NOTICE   [2026-Oct-05 18:55:20.303651]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 138556 mus
NOTICE   [2026-Oct-05 18:55:20.304646]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:20.304646]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 138556 mus
NOTICE   [2026-Oct-05 18:55:20.305649]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 222 mus
NOTICE   [2026-Oct-05 18:55:20.306652]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 289.3 mus
NOTICE   [2026-Oct-05 18:55:20.306652]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 504521 mus
NOTICE   [2026-Oct-05 18:55:20.308685]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 431.3 mus
NOTICE   [2026-Oct-05 18:55:20.309195]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 123.3 mus
NOTICE   [2026-Oct-05 18:55:20.310478]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 10081.1 mus
NOTICE   [2026-Oct-05 18:55:20.311493]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:20.312898]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:20.313910]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:20.313910]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:20.315015]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:20.945774]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:20.946288]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 629426 mus
NOTICE   [2026-Oct-05 18:55:20.946288]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 320.5 mus
NOTICE   [2026-Oct-05 18:55:20.946288]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 133734 mus
NOTICE   [2026-Oct-05 18:55:20.946288]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:20.948329]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 133734 mus
NOTICE   [2026-Oct-05 18:55:20.948329]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 176.3 mus
NOTICE   [2026-Oct-05 18:55:20.948329]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 138.2 mus
NOTICE   [2026-Oct-05 18:55:20.948329]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 486242 mus
NOTICE   [2026-Oct-05 18:55:20.948329]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 368.6 mus
NOTICE   [2026-Oct-05 18:55:20.949839]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 110.3 mus
NOTICE   [2026-Oct-05 18:55:20.949839]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 8335.9 mus
NOTICE   [2026-Oct-05 18:55:20.950525]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:20.951056]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:20.951056]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:20.951056]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:20.952186]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:21.786285]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:21.786285]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 833537 mus
NOTICE   [2026-Oct-05 18:55:21.788093]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 395.9 mus
NOTICE   [2026-Oct-05 18:55:21.790015]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 183601 mus
NOTICE   [2026-Oct-05 18:55:21.790792]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:21.791784]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 183601 mus
NOTICE   [2026-Oct-05 18:55:21.793849]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 235.4 mus
NOTICE   [2026-Oct-05 18:55:21.795080]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 191.1 mus
NOTICE   [2026-Oct-05 18:55:21.795609]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 636178 mus
NOTICE   [2026-Oct-05 18:55:21.796686]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 625 mus
NOTICE   [2026-Oct-05 18:55:21.796686]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 148.5 mus
NOTICE   [2026-Oct-05 18:55:21.798280]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 12162.4 mus
NOTICE   [2026-Oct-05 18:55:21.799976]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:21.801202]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:21.802416]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:21.803701]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:21.805130]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:22.736555]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:22.737274]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 928712 mus
NOTICE   [2026-Oct-05 18:55:22.737950]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 454.8 mus
NOTICE   [2026-Oct-05 18:55:22.738629]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 195727 mus
NOTICE   [2026-Oct-05 18:55:22.740724]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:22.741302]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 195727 mus
NOTICE   [2026-Oct-05 18:55:22.741302]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 312.1 mus
NOTICE   [2026-Oct-05 18:55:22.743103]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 208.8 mus
NOTICE   [2026-Oct-05 18:55:22.743103]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 716045 mus
NOTICE   [2026-Oct-05 18:55:22.744247]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 602.4 mus
NOTICE   [2026-Oct-05 18:55:22.744247]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 174.5 mus
NOTICE   [2026-Oct-05 18:55:22.744812]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 15187.2 mus
NOTICE   [2026-Oct-05 18:55:22.745350]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:22.745989]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:22.746530]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:22.746530]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:22.746530]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:23.736220]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:23.738950]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 988721 mus
NOTICE   [2026-Oct-05 18:55:23.742007]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 496 mus
NOTICE   [2026-Oct-05 18:55:23.744544]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 208898 mus
NOTICE   [2026-Oct-05 18:55:23.745312]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:23.746844]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 208898 mus
NOTICE   [2026-Oct-05 18:55:23.746844]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 289.9 mus
NOTICE   [2026-Oct-05 18:55:23.746844]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 239.7 mus
NOTICE   [2026-Oct-05 18:55:23.746844]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 764464 mus
NOTICE   [2026-Oct-05 18:55:23.746844]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 596.7 mus
NOTICE   [2026-Oct-05 18:55:23.746844]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 180.5 mus
NOTICE   [2026-Oct-05 18:55:23.746844]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 13556.2 mus
NOTICE   [2026-Oct-05 18:55:23.755046]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:23.758428]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:23.760032]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:23.762110]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:23.763179]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:24.663392]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:24.663392]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 897956 mus
NOTICE   [2026-Oct-05 18:55:24.663392]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 415.4 mus
NOTICE   [2026-Oct-05 18:55:24.666562]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 195827 mus
NOTICE   [2026-Oct-05 18:55:24.667752]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:24.668403]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 195827 mus
NOTICE   [2026-Oct-05 18:55:24.668403]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 302.7 mus
NOTICE   [2026-Oct-05 18:55:24.668403]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 211 mus
NOTICE   [2026-Oct-05 18:55:24.669948]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 687115 mus
NOTICE   [2026-Oct-05 18:55:24.669948]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 602.4 mus
NOTICE   [2026-Oct-05 18:55:24.669948]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 157.8 mus
NOTICE   [2026-Oct-05 18:55:24.671652]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 13325.4 mus
NOTICE   [2026-Oct-05 18:55:24.672765]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:24.672765]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:24.672765]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:24.672765]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:24.675441]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:25.888883]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:25.889606]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 1.21224e+06 mus
NOTICE   [2026-Oct-05 18:55:25.889606]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 551.5 mus
NOTICE   [2026-Oct-05 18:55:25.889606]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 248678 mus
NOTICE   [2026-Oct-05 18:55:25.889606]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:25.892161]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 248678 mus
NOTICE   [2026-Oct-05 18:55:25.892161]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 444.2 mus
NOTICE   [2026-Oct-05 18:55:25.892161]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 278.5 mus
NOTICE   [2026-Oct-05 18:55:25.892161]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 945044 mus
NOTICE   [2026-Oct-05 18:55:25.892161]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 697.8 mus
NOTICE   [2026-Oct-05 18:55:25.892161]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 288.5 mus
NOTICE   [2026-Oct-05 18:55:25.894971]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 16258.7 mus
NOTICE   [2026-Oct-05 18:55:25.895504]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:25.895504]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:25.896540]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:25.896540]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:25.897568]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:26.775152]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:26.775937]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 876992 mus
NOTICE   [2026-Oct-05 18:55:26.775937]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 423.8 mus
NOTICE   [2026-Oct-05 18:55:26.777529]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 186065 mus
NOTICE   [2026-Oct-05 18:55:26.778220]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:26.778753]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 186065 mus
NOTICE   [2026-Oct-05 18:55:26.778753]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 252.6 mus
NOTICE   [2026-Oct-05 18:55:26.779785]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 212 mus
NOTICE   [2026-Oct-05 18:55:26.779785]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 677069 mus
NOTICE   [2026-Oct-05 18:55:26.779785]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 535.7 mus
NOTICE   [2026-Oct-05 18:55:26.781184]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 164.7 mus
NOTICE   [2026-Oct-05 18:55:26.781184]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 12268.2 mus
NOTICE   [2026-Oct-05 18:55:26.781184]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:26.781184]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:26.783297]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:26.783297]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:26.783297]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:27.573329]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:27.575356]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 788674 mus
NOTICE   [2026-Oct-05 18:55:27.575356]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 373.1 mus
NOTICE   [2026-Oct-05 18:55:27.576831]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 165915 mus
NOTICE   [2026-Oct-05 18:55:27.577350]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:27.577350]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 165915 mus
NOTICE   [2026-Oct-05 18:55:27.578362]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 270.6 mus
NOTICE   [2026-Oct-05 18:55:27.579183]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 191.6 mus
NOTICE   [2026-Oct-05 18:55:27.579837]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 610387 mus
NOTICE   [2026-Oct-05 18:55:27.580443]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 487.7 mus
NOTICE   [2026-Oct-05 18:55:27.581027]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 150.3 mus
NOTICE   [2026-Oct-05 18:55:27.581027]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 10897.9 mus
NOTICE   [2026-Oct-05 18:55:27.581027]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:27.581027]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:27.581027]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:27.581027]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:27.581027]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:28.404885]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:28.405623]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 819558 mus
NOTICE   [2026-Oct-05 18:55:28.405623]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 578.4 mus
NOTICE   [2026-Oct-05 18:55:28.406656]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 172708 mus
NOTICE   [2026-Oct-05 18:55:28.406656]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:28.406656]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 172708 mus
NOTICE   [2026-Oct-05 18:55:28.408817]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 278.3 mus
NOTICE   [2026-Oct-05 18:55:28.410055]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 203.4 mus
NOTICE   [2026-Oct-05 18:55:28.410055]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 633067 mus
NOTICE   [2026-Oct-05 18:55:28.410055]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 518.3 mus
NOTICE   [2026-Oct-05 18:55:28.412695]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 150.7 mus
NOTICE   [2026-Oct-05 18:55:28.414531]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 12053.5 mus
NOTICE   [2026-Oct-05 18:55:28.416080]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:28.417474]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:28.421381]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:28.425061]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:28.426985]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:29.389080]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:29.389080]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 955838 mus
NOTICE   [2026-Oct-05 18:55:29.389080]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 456 mus
NOTICE   [2026-Oct-05 18:55:29.392737]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 204665 mus
NOTICE   [2026-Oct-05 18:55:29.393448]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:29.393448]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 204665 mus
NOTICE   [2026-Oct-05 18:55:29.393448]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 327 mus
NOTICE   [2026-Oct-05 18:55:29.395767]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 265.6 mus
NOTICE   [2026-Oct-05 18:55:29.396315]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 735564 mus
NOTICE   [2026-Oct-05 18:55:29.398121]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 685.3 mus
NOTICE   [2026-Oct-05 18:55:29.398802]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 162.1 mus
NOTICE   [2026-Oct-05 18:55:29.398802]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 13714.2 mus
NOTICE   [2026-Oct-05 18:55:29.398802]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:29.401352]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:29.402285]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:29.404035]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:29.405345]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:30.304647]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:30.306620]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 898560 mus
NOTICE   [2026-Oct-05 18:55:30.306620]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 488 mus
NOTICE   [2026-Oct-05 18:55:30.307994]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 193377 mus
NOTICE   [2026-Oct-05 18:55:30.307994]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:30.308606]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 193377 mus
NOTICE   [2026-Oct-05 18:55:30.309322]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 260.5 mus
NOTICE   [2026-Oct-05 18:55:30.309322]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 238.5 mus
NOTICE   [2026-Oct-05 18:55:30.309322]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 690180 mus
NOTICE   [2026-Oct-05 18:55:30.309322]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 635.6 mus
NOTICE   [2026-Oct-05 18:55:30.313830]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 158.4 mus
NOTICE   [2026-Oct-05 18:55:30.314516]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 13221.8 mus
NOTICE   [2026-Oct-05 18:55:30.315090]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:30.315730]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:30.316360]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:30.316360]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:30.317602]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:31.029636]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:31.029636]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 707902 mus
NOTICE   [2026-Oct-05 18:55:31.031177]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 382.2 mus
NOTICE   [2026-Oct-05 18:55:31.031900]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 151188 mus
NOTICE   [2026-Oct-05 18:55:31.031900]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:31.031900]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 151188 mus
NOTICE   [2026-Oct-05 18:55:31.033133]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 193.9 mus
NOTICE   [2026-Oct-05 18:55:31.033735]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 161.6 mus
NOTICE   [2026-Oct-05 18:55:31.036242]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 546006 mus
NOTICE   [2026-Oct-05 18:55:31.038184]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 470.4 mus
NOTICE   [2026-Oct-05 18:55:31.038907]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 125.9 mus
NOTICE   [2026-Oct-05 18:55:31.038907]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 9375.1 mus
NOTICE   [2026-Oct-05 18:55:31.038907]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:31.038907]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:31.038907]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:31.041610]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:31.042331]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:31.995636]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:31.995636]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 950573 mus
NOTICE   [2026-Oct-05 18:55:31.996669]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 484.9 mus
NOTICE   [2026-Oct-05 18:55:31.997205]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 202515 mus
NOTICE   [2026-Oct-05 18:55:31.997205]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:31.998796]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 202515 mus
NOTICE   [2026-Oct-05 18:55:31.999407]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 303.2 mus
NOTICE   [2026-Oct-05 18:55:32.000452]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 224 mus
NOTICE   [2026-Oct-05 18:55:32.001714]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 730183 mus
NOTICE   [2026-Oct-05 18:55:32.002618]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 1284.6 mus
NOTICE   [2026-Oct-05 18:55:32.003471]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 204.5 mus
NOTICE   [2026-Oct-05 18:55:32.003471]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 15374.1 mus
NOTICE   [2026-Oct-05 18:55:32.003471]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:32.003471]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:32.003471]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:32.008526]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:32.009206]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:32.936077]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:32.936077]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 927396 mus
NOTICE   [2026-Oct-05 18:55:32.936077]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 547.5 mus
NOTICE   [2026-Oct-05 18:55:32.936077]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 190362 mus
NOTICE   [2026-Oct-05 18:55:32.939770]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:32.940260]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 190362 mus
NOTICE   [2026-Oct-05 18:55:32.940814]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 263.3 mus
NOTICE   [2026-Oct-05 18:55:32.940814]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 220 mus
NOTICE   [2026-Oct-05 18:55:32.941336]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 721333 mus
NOTICE   [2026-Oct-05 18:55:32.941885]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 592.3 mus
NOTICE   [2026-Oct-05 18:55:32.941885]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 184 mus
NOTICE   [2026-Oct-05 18:55:32.942469]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 13893.9 mus
NOTICE   [2026-Oct-05 18:55:32.943016]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:32.943541]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:32.943541]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:32.944089]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:32.944769]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:33.693370]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:33.695443]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 748009 mus
NOTICE   [2026-Oct-05 18:55:33.696158]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 336.9 mus
NOTICE   [2026-Oct-05 18:55:33.696736]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 158021 mus
NOTICE   [2026-Oct-05 18:55:33.697860]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:33.699305]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 158021 mus
NOTICE   [2026-Oct-05 18:55:33.700300]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 209.1 mus
NOTICE   [2026-Oct-05 18:55:33.700623]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 172.5 mus
NOTICE   [2026-Oct-05 18:55:33.700623]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 578154 mus
NOTICE   [2026-Oct-05 18:55:33.703116]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 459.2 mus
NOTICE   [2026-Oct-05 18:55:33.703116]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 133 mus
NOTICE   [2026-Oct-05 18:55:33.704881]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 10523.3 mus
NOTICE   [2026-Oct-05 18:55:33.706715]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:33.706715]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:33.708781]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:33.709739]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:33.711777]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:34.880055]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:34.880055]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 1.16559e+06 mus
NOTICE   [2026-Oct-05 18:55:34.880055]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 682 mus
NOTICE   [2026-Oct-05 18:55:34.882700]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 248370 mus
NOTICE   [2026-Oct-05 18:55:34.884137]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:34.884137]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 248370 mus
NOTICE   [2026-Oct-05 18:55:34.886169]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 320.6 mus
NOTICE   [2026-Oct-05 18:55:34.886169]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 269.4 mus
NOTICE   [2026-Oct-05 18:55:34.886169]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 898453 mus
NOTICE   [2026-Oct-05 18:55:34.886169]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 712.9 mus
NOTICE   [2026-Oct-05 18:55:34.890325]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 203.2 mus
NOTICE   [2026-Oct-05 18:55:34.891046]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 16579 mus
NOTICE   [2026-Oct-05 18:55:34.892130]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:34.893472]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:34.893472]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:34.893472]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:34.895592]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:36.160761]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:36.160761]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 1.26191e+06 mus
NOTICE   [2026-Oct-05 18:55:36.160761]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 507.7 mus
NOTICE   [2026-Oct-05 18:55:36.162274]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 262358 mus
NOTICE   [2026-Oct-05 18:55:36.162274]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:36.163305]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 262358 mus
NOTICE   [2026-Oct-05 18:55:36.163947]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 349.1 mus
NOTICE   [2026-Oct-05 18:55:36.163947]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 283 mus
NOTICE   [2026-Oct-05 18:55:36.164543]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 981138 mus
NOTICE   [2026-Oct-05 18:55:36.167628]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 1183.6 mus
NOTICE   [2026-Oct-05 18:55:36.168161]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 219.9 mus
NOTICE   [2026-Oct-05 18:55:36.168689]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 15868 mus
NOTICE   [2026-Oct-05 18:55:36.169323]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:36.169323]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:36.170421]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:36.170421]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:36.171627]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:36.942834]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:36.943865]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 770367 mus
NOTICE   [2026-Oct-05 18:55:36.943865]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 378 mus
NOTICE   [2026-Oct-05 18:55:36.945374]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 174252 mus
NOTICE   [2026-Oct-05 18:55:36.945374]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:36.946399]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 174252 mus
NOTICE   [2026-Oct-05 18:55:36.946399]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 214.1 mus
NOTICE   [2026-Oct-05 18:55:36.946399]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 215.2 mus
NOTICE   [2026-Oct-05 18:55:36.948431]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 582839 mus
NOTICE   [2026-Oct-05 18:55:36.949378]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 482.5 mus
NOTICE   [2026-Oct-05 18:55:36.950432]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 124.9 mus
NOTICE   [2026-Oct-05 18:55:36.950963]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 11861.7 mus
NOTICE   [2026-Oct-05 18:55:36.951638]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:36.952672]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:36.952672]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:36.952672]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:36.952672]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:37.819040]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:37.819569]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 861371 mus
NOTICE   [2026-Oct-05 18:55:37.819569]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 409.3 mus
NOTICE   [2026-Oct-05 18:55:37.819569]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 188010 mus
NOTICE   [2026-Oct-05 18:55:37.819569]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:37.820986]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 188010 mus
NOTICE   [2026-Oct-05 18:55:37.821532]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 239.1 mus
NOTICE   [2026-Oct-05 18:55:37.822209]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 189.8 mus
NOTICE   [2026-Oct-05 18:55:37.822727]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 660520 mus
NOTICE   [2026-Oct-05 18:55:37.822727]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 522.7 mus
NOTICE   [2026-Oct-05 18:55:37.823267]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 134.2 mus
NOTICE   [2026-Oct-05 18:55:37.823267]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 11346.1 mus
NOTICE   [2026-Oct-05 18:55:37.823267]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:37.823267]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:37.823267]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:37.823267]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:37.825349]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:38.663377]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:38.665352]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 838399 mus
NOTICE   [2026-Oct-05 18:55:38.667243]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 400.4 mus
NOTICE   [2026-Oct-05 18:55:38.668008]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 191513 mus
NOTICE   [2026-Oct-05 18:55:38.668919]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:38.668919]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 191513 mus
NOTICE   [2026-Oct-05 18:55:38.670837]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 245.8 mus
NOTICE   [2026-Oct-05 18:55:38.671366]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 197.3 mus
NOTICE   [2026-Oct-05 18:55:38.672643]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 633343 mus
NOTICE   [2026-Oct-05 18:55:38.673168]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 576 mus
NOTICE   [2026-Oct-05 18:55:38.673851]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 151.4 mus
NOTICE   [2026-Oct-05 18:55:38.673851]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 11972.5 mus
NOTICE   [2026-Oct-05 18:55:38.673851]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:38.675478]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:38.675478]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:38.675478]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:38.677661]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:39.310758]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:39.311269]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 631334 mus
NOTICE   [2026-Oct-05 18:55:39.311791]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 277.5 mus
NOTICE   [2026-Oct-05 18:55:39.311791]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 133634 mus
NOTICE   [2026-Oct-05 18:55:39.312313]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:39.312313]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 133634 mus
NOTICE   [2026-Oct-05 18:55:39.312822]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 172.8 mus
NOTICE   [2026-Oct-05 18:55:39.312822]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 141.2 mus
NOTICE   [2026-Oct-05 18:55:39.313845]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 488405 mus
NOTICE   [2026-Oct-05 18:55:39.314372]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 497.1 mus
NOTICE   [2026-Oct-05 18:55:39.314372]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 97 mus
NOTICE   [2026-Oct-05 18:55:39.314372]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 8109.7 mus
NOTICE   [2026-Oct-05 18:55:39.314372]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:39.314372]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:39.314372]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:39.314372]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:39.316889]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:39.976518]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:39.976518]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 658402 mus
NOTICE   [2026-Oct-05 18:55:39.976518]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 318.7 mus
NOTICE   [2026-Oct-05 18:55:39.976518]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 141215 mus
NOTICE   [2026-Oct-05 18:55:39.976518]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:39.976518]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 141215 mus
NOTICE   [2026-Oct-05 18:55:39.976518]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 188.8 mus
NOTICE   [2026-Oct-05 18:55:39.978880]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 161.6 mus
NOTICE   [2026-Oct-05 18:55:39.978880]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 506242 mus
NOTICE   [2026-Oct-05 18:55:39.979415]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 401.9 mus
NOTICE   [2026-Oct-05 18:55:39.979415]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 115.2 mus
NOTICE   [2026-Oct-05 18:55:39.980195]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 9758.8 mus
NOTICE   [2026-Oct-05 18:55:39.981310]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:39.981618]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:39.981618]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:39.981618]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:39.981618]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:40.572073]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:40.572073]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 589181 mus
NOTICE   [2026-Oct-05 18:55:40.572073]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 292.9 mus
NOTICE   [2026-Oct-05 18:55:40.574627]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 130797 mus
NOTICE   [2026-Oct-05 18:55:40.575193]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:40.575193]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 130797 mus
NOTICE   [2026-Oct-05 18:55:40.575763]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 155 mus
NOTICE   [2026-Oct-05 18:55:40.576289]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 144.4 mus
NOTICE   [2026-Oct-05 18:55:40.576289]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 448916 mus
NOTICE   [2026-Oct-05 18:55:40.576967]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 404.2 mus
NOTICE   [2026-Oct-05 18:55:40.576967]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 105.8 mus
NOTICE   [2026-Oct-05 18:55:40.576967]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 8365.5 mus
NOTICE   [2026-Oct-05 18:55:40.576967]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:40.578496]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:40.578496]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:40.579384]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:40.579898]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:41.107360]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:41.107360]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 525628 mus
NOTICE   [2026-Oct-05 18:55:41.107360]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 297 mus
NOTICE   [2026-Oct-05 18:55:41.108373]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 123239 mus
NOTICE   [2026-Oct-05 18:55:41.108895]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:41.108895]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 123239 mus
NOTICE   [2026-Oct-05 18:55:41.109506]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 153.3 mus
NOTICE   [2026-Oct-05 18:55:41.109506]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 148.2 mus
NOTICE   [2026-Oct-05 18:55:41.109506]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 392938 mus
NOTICE   [2026-Oct-05 18:55:41.109506]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 382.1 mus
NOTICE   [2026-Oct-05 18:55:41.109506]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 105 mus
NOTICE   [2026-Oct-05 18:55:41.109506]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 8366.2 mus
NOTICE   [2026-Oct-05 18:55:41.111365]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:41.111365]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:41.111999]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:41.112343]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:41.112937]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:41.872729]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:41.875401]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 760098 mus
NOTICE   [2026-Oct-05 18:55:41.875401]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 358.8 mus
NOTICE   [2026-Oct-05 18:55:41.875401]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 169722 mus
NOTICE   [2026-Oct-05 18:55:41.875401]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:41.875401]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 169722 mus
NOTICE   [2026-Oct-05 18:55:41.875401]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 224.7 mus
NOTICE   [2026-Oct-05 18:55:41.875401]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 190.2 mus
NOTICE   [2026-Oct-05 18:55:41.875401]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 578184 mus
NOTICE   [2026-Oct-05 18:55:41.879011]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 549.3 mus
NOTICE   [2026-Oct-05 18:55:41.879550]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 181 mus
NOTICE   [2026-Oct-05 18:55:41.879550]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 10689 mus
NOTICE   [2026-Oct-05 18:55:41.880391]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:41.880948]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:41.881584]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:41.881584]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:41.882635]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:42.475767]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:42.475767]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 592053 mus
NOTICE   [2026-Oct-05 18:55:42.475767]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 277 mus
NOTICE   [2026-Oct-05 18:55:42.475767]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 127617 mus
NOTICE   [2026-Oct-05 18:55:42.478773]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:42.478773]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 127617 mus
NOTICE   [2026-Oct-05 18:55:42.479812]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 161.5 mus
NOTICE   [2026-Oct-05 18:55:42.479812]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 144.8 mus
NOTICE   [2026-Oct-05 18:55:42.479812]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 455781 mus
NOTICE   [2026-Oct-05 18:55:42.479812]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 386.5 mus
NOTICE   [2026-Oct-05 18:55:42.481474]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 106.1 mus
NOTICE   [2026-Oct-05 18:55:42.482168]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 7578.8 mus
NOTICE   [2026-Oct-05 18:55:42.482168]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:42.483216]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:42.483842]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:42.483842]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:42.483842]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:43.091694]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:43.091694]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 606762 mus
NOTICE   [2026-Oct-05 18:55:43.094818]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 320.4 mus
NOTICE   [2026-Oct-05 18:55:43.096092]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 136599 mus
NOTICE   [2026-Oct-05 18:55:43.096969]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:43.096969]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 136599 mus
NOTICE   [2026-Oct-05 18:55:43.098089]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 172.3 mus
NOTICE   [2026-Oct-05 18:55:43.098089]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 155.4 mus
NOTICE   [2026-Oct-05 18:55:43.098089]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 460966 mus
NOTICE   [2026-Oct-05 18:55:43.098089]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 395.4 mus
NOTICE   [2026-Oct-05 18:55:43.100610]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 116.5 mus
NOTICE   [2026-Oct-05 18:55:43.101692]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 8037.4 mus
NOTICE   [2026-Oct-05 18:55:43.102352]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:43.102352]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:43.102352]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:43.103979]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:43.103979]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:43.827004]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:43.828333]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 721716 mus
NOTICE   [2026-Oct-05 18:55:43.829338]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 368 mus
NOTICE   [2026-Oct-05 18:55:43.830068]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 158070 mus
NOTICE   [2026-Oct-05 18:55:43.830994]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:43.831508]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 158070 mus
NOTICE   [2026-Oct-05 18:55:43.832194]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 225 mus
NOTICE   [2026-Oct-05 18:55:43.832194]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 187.5 mus
NOTICE   [2026-Oct-05 18:55:43.832194]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 551672 mus
NOTICE   [2026-Oct-05 18:55:43.833740]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 480.5 mus
NOTICE   [2026-Oct-05 18:55:43.833740]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 142.1 mus
NOTICE   [2026-Oct-05 18:55:43.833740]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 10570.4 mus
NOTICE   [2026-Oct-05 18:55:43.833740]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:43.833740]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:43.833740]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:43.833740]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:43.833740]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:44.525872]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:44.526615]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 688111 mus
NOTICE   [2026-Oct-05 18:55:44.526615]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 328.5 mus
NOTICE   [2026-Oct-05 18:55:44.528441]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 149785 mus
NOTICE   [2026-Oct-05 18:55:44.528745]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:44.530066]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 149785 mus
NOTICE   [2026-Oct-05 18:55:44.530581]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 187.2 mus
NOTICE   [2026-Oct-05 18:55:44.530581]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 171.3 mus
NOTICE   [2026-Oct-05 18:55:44.530581]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 527613 mus
NOTICE   [2026-Oct-05 18:55:44.530581]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 427.5 mus
NOTICE   [2026-Oct-05 18:55:44.530581]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 159.5 mus
NOTICE   [2026-Oct-05 18:55:44.530581]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 9438.8 mus
NOTICE   [2026-Oct-05 18:55:44.530581]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:44.534242]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:44.534242]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:44.534242]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:44.535670]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:45.237219]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:45.237935]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 699794 mus
NOTICE   [2026-Oct-05 18:55:45.237935]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 337.4 mus
NOTICE   [2026-Oct-05 18:55:45.237935]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 149982 mus
NOTICE   [2026-Oct-05 18:55:45.240138]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:45.242214]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 149982 mus
NOTICE   [2026-Oct-05 18:55:45.242214]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 195.3 mus
NOTICE   [2026-Oct-05 18:55:45.245494]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 168.2 mus
NOTICE   [2026-Oct-05 18:55:45.246809]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 536715 mus
NOTICE   [2026-Oct-05 18:55:45.246809]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 444 mus
NOTICE   [2026-Oct-05 18:55:45.248513]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 148.6 mus
NOTICE   [2026-Oct-05 18:55:45.248513]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 11804.1 mus
NOTICE   [2026-Oct-05 18:55:45.248513]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:45.248513]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:45.248513]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:45.248513]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:45.248513]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:45.985619]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:45.985619]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 728395 mus
NOTICE   [2026-Oct-05 18:55:45.988201]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 391 mus
NOTICE   [2026-Oct-05 18:55:45.988879]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 164979 mus
NOTICE   [2026-Oct-05 18:55:45.988879]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:45.988879]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 164979 mus
NOTICE   [2026-Oct-05 18:55:45.991925]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 207.1 mus
NOTICE   [2026-Oct-05 18:55:45.991925]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 188.5 mus
NOTICE   [2026-Oct-05 18:55:45.994307]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 551158 mus
NOTICE   [2026-Oct-05 18:55:45.995384]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 526.4 mus
NOTICE   [2026-Oct-05 18:55:45.996089]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 138.1 mus
NOTICE   [2026-Oct-05 18:55:45.996628]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 10807.1 mus
NOTICE   [2026-Oct-05 18:55:45.996628]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:45.998687]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:45.999410]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:45.999410]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:45.999410]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:46.745211]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:46.745211]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 742119 mus
NOTICE   [2026-Oct-05 18:55:46.746248]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 396.7 mus
NOTICE   [2026-Oct-05 18:55:46.747002]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 168571 mus
NOTICE   [2026-Oct-05 18:55:46.747002]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:46.748556]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 168571 mus
NOTICE   [2026-Oct-05 18:55:46.749601]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 204 mus
NOTICE   [2026-Oct-05 18:55:46.750784]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 193.4 mus
NOTICE   [2026-Oct-05 18:55:46.751385]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 560832 mus
NOTICE   [2026-Oct-05 18:55:46.752033]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 508.5 mus
NOTICE   [2026-Oct-05 18:55:46.752866]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 138.8 mus
NOTICE   [2026-Oct-05 18:55:46.753410]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 11274.2 mus
NOTICE   [2026-Oct-05 18:55:46.753992]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:46.754595]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:46.754595]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:46.756650]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:46.757344]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:47.484429]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:47.487974]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 727569 mus
NOTICE   [2026-Oct-05 18:55:47.487974]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 384.4 mus
NOTICE   [2026-Oct-05 18:55:47.487974]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 166499 mus
NOTICE   [2026-Oct-05 18:55:47.487974]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:47.487974]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 166499 mus
NOTICE   [2026-Oct-05 18:55:47.487974]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 204.6 mus
NOTICE   [2026-Oct-05 18:55:47.487974]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 195.9 mus
NOTICE   [2026-Oct-05 18:55:47.487974]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 548034 mus
NOTICE   [2026-Oct-05 18:55:47.487974]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 531.4 mus
NOTICE   [2026-Oct-05 18:55:47.491418]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 140.6 mus
NOTICE   [2026-Oct-05 18:55:47.491950]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 11579.1 mus
NOTICE   [2026-Oct-05 18:55:47.492282]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:47.493294]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:47.493294]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:47.493959]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:47.494632]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:48.033760]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:48.039337]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 543132 mus
NOTICE   [2026-Oct-05 18:55:48.039337]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 254.5 mus
NOTICE   [2026-Oct-05 18:55:48.039337]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 117806 mus
NOTICE   [2026-Oct-05 18:55:48.039337]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:48.041409]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 117806 mus
NOTICE   [2026-Oct-05 18:55:48.041941]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 148.5 mus
NOTICE   [2026-Oct-05 18:55:48.042668]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 173.3 mus
NOTICE   [2026-Oct-05 18:55:48.042668]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 417336 mus
NOTICE   [2026-Oct-05 18:55:48.043738]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 378.8 mus
NOTICE   [2026-Oct-05 18:55:48.044436]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 101.4 mus
NOTICE   [2026-Oct-05 18:55:48.044436]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 6933.9 mus
NOTICE   [2026-Oct-05 18:55:48.045477]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:48.045477]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:48.046512]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:48.046512]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:48.046512]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:48.657129]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:48.658374]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 608660 mus
NOTICE   [2026-Oct-05 18:55:48.659055]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 241.2 mus
NOTICE   [2026-Oct-05 18:55:48.659055]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 128894 mus
NOTICE   [2026-Oct-05 18:55:48.659055]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:48.659055]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 128894 mus
NOTICE   [2026-Oct-05 18:55:48.659055]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 154.2 mus
NOTICE   [2026-Oct-05 18:55:48.659055]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 136.1 mus
NOTICE   [2026-Oct-05 18:55:48.661117]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 471949 mus
NOTICE   [2026-Oct-05 18:55:48.661117]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 358.1 mus
NOTICE   [2026-Oct-05 18:55:48.662182]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 102 mus
NOTICE   [2026-Oct-05 18:55:48.662182]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 6825.6 mus
NOTICE   [2026-Oct-05 18:55:48.663169]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:48.663169]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:48.663824]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:48.663824]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:48.664912]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:49.353412]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:49.353412]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 687684 mus
NOTICE   [2026-Oct-05 18:55:49.354415]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 333.5 mus
NOTICE   [2026-Oct-05 18:55:49.354415]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 154603 mus
NOTICE   [2026-Oct-05 18:55:49.354415]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:49.355413]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 154603 mus
NOTICE   [2026-Oct-05 18:55:49.355413]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 179.4 mus
NOTICE   [2026-Oct-05 18:55:49.355413]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 153.8 mus
NOTICE   [2026-Oct-05 18:55:49.355413]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 522178 mus
NOTICE   [2026-Oct-05 18:55:49.356409]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 420.4 mus
NOTICE   [2026-Oct-05 18:55:49.356409]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 157.3 mus
NOTICE   [2026-Oct-05 18:55:49.356409]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 9657.9 mus
NOTICE   [2026-Oct-05 18:55:49.357919]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:49.358372]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:49.358372]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:49.359086]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:49.360105]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:49.717215]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:49.717215]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 355556 mus
NOTICE   [2026-Oct-05 18:55:49.718215]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 140.9 mus
NOTICE   [2026-Oct-05 18:55:49.718215]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 74786.8 mus
NOTICE   [2026-Oct-05 18:55:49.719209]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:49.719209]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 74786.8 mus
NOTICE   [2026-Oct-05 18:55:49.720234]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 120.1 mus
NOTICE   [2026-Oct-05 18:55:49.720234]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 80.1 mus
NOTICE   [2026-Oct-05 18:55:49.721235]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 276063 mus
NOTICE   [2026-Oct-05 18:55:49.721235]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 225.9 mus
NOTICE   [2026-Oct-05 18:55:49.721235]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 57.8 mus
NOTICE   [2026-Oct-05 18:55:49.721235]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4081.5 mus
NOTICE   [2026-Oct-05 18:55:49.722751]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:49.723345]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:49.723899]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:49.724489]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:49.725024]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:50.069470]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:50.070812]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 344214 mus
NOTICE   [2026-Oct-05 18:55:50.070812]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 154.9 mus
NOTICE   [2026-Oct-05 18:55:50.070812]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 70896.7 mus
NOTICE   [2026-Oct-05 18:55:50.071865]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:50.071865]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 70896.7 mus
NOTICE   [2026-Oct-05 18:55:50.072930]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 91.5 mus
NOTICE   [2026-Oct-05 18:55:50.072930]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 74.5 mus
NOTICE   [2026-Oct-05 18:55:50.072930]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 269052 mus
NOTICE   [2026-Oct-05 18:55:50.074441]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 206.2 mus
NOTICE   [2026-Oct-05 18:55:50.074441]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 56.8 mus
NOTICE   [2026-Oct-05 18:55:50.075821]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3681.1 mus
NOTICE   [2026-Oct-05 18:55:50.076437]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:50.076437]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:50.077470]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:50.077470]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:50.079509]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:50.598929]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:50.600452]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 518810 mus
NOTICE   [2026-Oct-05 18:55:50.601069]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 230.3 mus
NOTICE   [2026-Oct-05 18:55:50.601069]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 110946 mus
NOTICE   [2026-Oct-05 18:55:50.601596]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:50.601596]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 110946 mus
NOTICE   [2026-Oct-05 18:55:50.601596]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 141.5 mus
NOTICE   [2026-Oct-05 18:55:50.601596]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 123 mus
NOTICE   [2026-Oct-05 18:55:50.601596]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 400261 mus
NOTICE   [2026-Oct-05 18:55:50.603233]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 312.8 mus
NOTICE   [2026-Oct-05 18:55:50.603911]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 94.3 mus
NOTICE   [2026-Oct-05 18:55:50.603911]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 6701.6 mus
NOTICE   [2026-Oct-05 18:55:50.603911]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:50.603911]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:50.603911]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:50.603911]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:50.603911]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:51.146514]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:51.146514]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 537929 mus
NOTICE   [2026-Oct-05 18:55:51.146514]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 263.3 mus
NOTICE   [2026-Oct-05 18:55:51.146514]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 114092 mus
NOTICE   [2026-Oct-05 18:55:51.146514]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:51.146514]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 114092 mus
NOTICE   [2026-Oct-05 18:55:51.146514]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 144.9 mus
NOTICE   [2026-Oct-05 18:55:51.146514]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 130 mus
NOTICE   [2026-Oct-05 18:55:51.146514]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 415334 mus
NOTICE   [2026-Oct-05 18:55:51.146514]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 382.2 mus
NOTICE   [2026-Oct-05 18:55:51.150876]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 101.2 mus
NOTICE   [2026-Oct-05 18:55:51.150876]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 7481.3 mus
NOTICE   [2026-Oct-05 18:55:51.150876]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:51.151887]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:51.151887]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:51.152446]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:51.152446]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:51.601529]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:51.601529]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 447922 mus
NOTICE   [2026-Oct-05 18:55:51.602618]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 174.7 mus
NOTICE   [2026-Oct-05 18:55:51.602618]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 91170.1 mus
NOTICE   [2026-Oct-05 18:55:51.602618]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:51.602618]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 91170.1 mus
NOTICE   [2026-Oct-05 18:55:51.602618]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 114.9 mus
NOTICE   [2026-Oct-05 18:55:51.602618]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 95.8 mus
NOTICE   [2026-Oct-05 18:55:51.602618]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 351050 mus
NOTICE   [2026-Oct-05 18:55:51.602618]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 290.6 mus
NOTICE   [2026-Oct-05 18:55:51.602618]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 77.3 mus
NOTICE   [2026-Oct-05 18:55:51.602618]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4948.7 mus
NOTICE   [2026-Oct-05 18:55:51.606575]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:51.607070]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:51.607634]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:51.607634]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:51.608670]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:52.184441]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:52.184441]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 575328 mus
NOTICE   [2026-Oct-05 18:55:52.184441]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 216.6 mus
NOTICE   [2026-Oct-05 18:55:52.184441]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 120438 mus
NOTICE   [2026-Oct-05 18:55:52.186461]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:52.186461]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 120438 mus
NOTICE   [2026-Oct-05 18:55:52.186461]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 151.6 mus
NOTICE   [2026-Oct-05 18:55:52.186461]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 127.2 mus
NOTICE   [2026-Oct-05 18:55:52.186461]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 447672 mus
NOTICE   [2026-Oct-05 18:55:52.188471]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 338.5 mus
NOTICE   [2026-Oct-05 18:55:52.188471]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 96.9 mus
NOTICE   [2026-Oct-05 18:55:52.188471]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 6287.5 mus
NOTICE   [2026-Oct-05 18:55:52.190071]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:52.190071]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:52.190071]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:52.190071]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:52.192082]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:52.625128]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:52.625128]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 434717 mus
NOTICE   [2026-Oct-05 18:55:52.628812]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 163.9 mus
NOTICE   [2026-Oct-05 18:55:52.628812]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 88557.6 mus
NOTICE   [2026-Oct-05 18:55:52.629851]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:52.629851]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 88557.6 mus
NOTICE   [2026-Oct-05 18:55:52.630982]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 117.1 mus
NOTICE   [2026-Oct-05 18:55:52.630982]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 92.8 mus
NOTICE   [2026-Oct-05 18:55:52.630982]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 341010 mus
NOTICE   [2026-Oct-05 18:55:52.630982]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 263.5 mus
NOTICE   [2026-Oct-05 18:55:52.633041]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 73.3 mus
NOTICE   [2026-Oct-05 18:55:52.633705]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4439.4 mus
NOTICE   [2026-Oct-05 18:55:52.633705]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:52.633705]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:52.633705]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:52.633705]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:52.633705]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:53.113064]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:53.117379]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 478770 mus
NOTICE   [2026-Oct-05 18:55:53.117379]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 196.7 mus
NOTICE   [2026-Oct-05 18:55:53.117379]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 98287.6 mus
NOTICE   [2026-Oct-05 18:55:53.117379]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:53.117379]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 98287.6 mus
NOTICE   [2026-Oct-05 18:55:53.117379]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 127 mus
NOTICE   [2026-Oct-05 18:55:53.117379]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 108.6 mus
NOTICE   [2026-Oct-05 18:55:53.120504]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 374305 mus
NOTICE   [2026-Oct-05 18:55:53.121178]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 291.5 mus
NOTICE   [2026-Oct-05 18:55:53.121178]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 81.3 mus
NOTICE   [2026-Oct-05 18:55:53.121721]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 5372.3 mus
NOTICE   [2026-Oct-05 18:55:53.122297]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:53.122997]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:53.122997]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:53.122997]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:53.125100]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:53.530727]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:53.531449]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 404621 mus
NOTICE   [2026-Oct-05 18:55:53.531449]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 147.7 mus
NOTICE   [2026-Oct-05 18:55:53.531449]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 82894.7 mus
NOTICE   [2026-Oct-05 18:55:53.531449]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:53.531449]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 82894.7 mus
NOTICE   [2026-Oct-05 18:55:53.531449]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 123.6 mus
NOTICE   [2026-Oct-05 18:55:53.531449]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 89.7 mus
NOTICE   [2026-Oct-05 18:55:53.531449]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 316761 mus
NOTICE   [2026-Oct-05 18:55:53.531449]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 257.7 mus
NOTICE   [2026-Oct-05 18:55:53.531449]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 98.8 mus
NOTICE   [2026-Oct-05 18:55:53.535537]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4247.4 mus
NOTICE   [2026-Oct-05 18:55:53.536047]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:53.536047]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:53.536047]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:53.536047]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:53.536047]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:53.929736]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:53.929736]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 391776 mus
NOTICE   [2026-Oct-05 18:55:53.930848]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 135.9 mus
NOTICE   [2026-Oct-05 18:55:53.930848]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 79162.9 mus
NOTICE   [2026-Oct-05 18:55:53.930848]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:53.930848]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 79162.9 mus
NOTICE   [2026-Oct-05 18:55:53.932867]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 106.3 mus
NOTICE   [2026-Oct-05 18:55:53.932867]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 98.4 mus
NOTICE   [2026-Oct-05 18:55:53.932867]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 308113 mus
NOTICE   [2026-Oct-05 18:55:53.934419]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 237.9 mus
NOTICE   [2026-Oct-05 18:55:53.934960]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 65.1 mus
NOTICE   [2026-Oct-05 18:55:53.934960]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3855.8 mus
NOTICE   [2026-Oct-05 18:55:53.935703]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:53.936356]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:53.936356]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:53.936356]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:53.936356]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:54.386672]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:54.388486]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 448202 mus
NOTICE   [2026-Oct-05 18:55:54.389534]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 139.4 mus
NOTICE   [2026-Oct-05 18:55:54.389534]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 86352.6 mus
NOTICE   [2026-Oct-05 18:55:54.389534]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:54.389534]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 86352.6 mus
NOTICE   [2026-Oct-05 18:55:54.389534]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 112.7 mus
NOTICE   [2026-Oct-05 18:55:54.392316]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 98.1 mus
NOTICE   [2026-Oct-05 18:55:54.392316]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 356844 mus
NOTICE   [2026-Oct-05 18:55:54.392316]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 254.9 mus
NOTICE   [2026-Oct-05 18:55:54.394075]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 67.1 mus
NOTICE   [2026-Oct-05 18:55:54.394749]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4332.9 mus
NOTICE   [2026-Oct-05 18:55:54.395339]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:54.395339]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:54.396415]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:54.396415]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:54.397210]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:54.782490]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:54.783018]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 383850 mus
NOTICE   [2026-Oct-05 18:55:54.783705]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 112.9 mus
NOTICE   [2026-Oct-05 18:55:54.783705]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 72288.6 mus
NOTICE   [2026-Oct-05 18:55:54.784227]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:54.784227]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 72288.6 mus
NOTICE   [2026-Oct-05 18:55:54.784227]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 98.8 mus
NOTICE   [2026-Oct-05 18:55:54.784227]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 71.9 mus
NOTICE   [2026-Oct-05 18:55:54.784227]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 307417 mus
NOTICE   [2026-Oct-05 18:55:54.784227]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 220 mus
NOTICE   [2026-Oct-05 18:55:54.786101]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 57.5 mus
NOTICE   [2026-Oct-05 18:55:54.786101]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3583.5 mus
NOTICE   [2026-Oct-05 18:55:54.786671]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:54.786671]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:54.786671]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:54.786671]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:54.788163]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:55.275054]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:55.276102]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 486113 mus
NOTICE   [2026-Oct-05 18:55:55.276737]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 149.4 mus
NOTICE   [2026-Oct-05 18:55:55.276737]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 92175.3 mus
NOTICE   [2026-Oct-05 18:55:55.276737]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:55.276737]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 92175.3 mus
NOTICE   [2026-Oct-05 18:55:55.276737]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 121.4 mus
NOTICE   [2026-Oct-05 18:55:55.278837]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 95.5 mus
NOTICE   [2026-Oct-05 18:55:55.278837]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 388474 mus
NOTICE   [2026-Oct-05 18:55:55.279870]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 273.8 mus
NOTICE   [2026-Oct-05 18:55:55.280410]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 73.6 mus
NOTICE   [2026-Oct-05 18:55:55.280410]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4749.5 mus
NOTICE   [2026-Oct-05 18:55:55.280410]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:55.280410]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:55.282215]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:55.282807]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:55.282807]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:55.770974]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:55.771515]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 486383 mus
NOTICE   [2026-Oct-05 18:55:55.771515]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 154.6 mus
NOTICE   [2026-Oct-05 18:55:55.771515]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 94922 mus
NOTICE   [2026-Oct-05 18:55:55.771515]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:55.771515]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 94922 mus
NOTICE   [2026-Oct-05 18:55:55.771515]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 122.2 mus
NOTICE   [2026-Oct-05 18:55:55.771515]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 274.7 mus
NOTICE   [2026-Oct-05 18:55:55.774619]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 385747 mus
NOTICE   [2026-Oct-05 18:55:55.774619]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 278.8 mus
NOTICE   [2026-Oct-05 18:55:55.775326]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 71.1 mus
NOTICE   [2026-Oct-05 18:55:55.775326]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4813.2 mus
NOTICE   [2026-Oct-05 18:55:55.775896]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:55.776430]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:55.777064]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:55.777064]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:55.778136]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:56.350197]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:56.350197]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 570707 mus
NOTICE   [2026-Oct-05 18:55:56.350197]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 207 mus
NOTICE   [2026-Oct-05 18:55:56.351230]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 112556 mus
NOTICE   [2026-Oct-05 18:55:56.351755]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:56.351755]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 112556 mus
NOTICE   [2026-Oct-05 18:55:56.351755]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 141 mus
NOTICE   [2026-Oct-05 18:55:56.352409]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 118.3 mus
NOTICE   [2026-Oct-05 18:55:56.352409]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 450909 mus
NOTICE   [2026-Oct-05 18:55:56.352409]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 315.4 mus
NOTICE   [2026-Oct-05 18:55:56.352409]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 92.2 mus
NOTICE   [2026-Oct-05 18:55:56.352409]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 6368.4 mus
NOTICE   [2026-Oct-05 18:55:56.353968]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:56.353968]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:56.353968]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:56.355988]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:56.355988]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:56.838582]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:56.840609]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 482698 mus
NOTICE   [2026-Oct-05 18:55:56.840609]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 161 mus
NOTICE   [2026-Oct-05 18:55:56.840609]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 92092.1 mus
NOTICE   [2026-Oct-05 18:55:56.842117]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:56.842117]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 92092.1 mus
NOTICE   [2026-Oct-05 18:55:56.842117]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 124.4 mus
NOTICE   [2026-Oct-05 18:55:56.842117]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 96 mus
NOTICE   [2026-Oct-05 18:55:56.842117]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 384816 mus
NOTICE   [2026-Oct-05 18:55:56.842117]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 268.1 mus
NOTICE   [2026-Oct-05 18:55:56.843907]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 72.9 mus
NOTICE   [2026-Oct-05 18:55:56.843907]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 5067.4 mus
NOTICE   [2026-Oct-05 18:55:56.844435]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:56.844435]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:56.845063]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:56.845610]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:56.845610]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:57.368847]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:57.368847]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 523007 mus
NOTICE   [2026-Oct-05 18:55:57.368847]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 153.7 mus
NOTICE   [2026-Oct-05 18:55:57.371120]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 97947.6 mus
NOTICE   [2026-Oct-05 18:55:57.371120]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:57.371120]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 97947.6 mus
NOTICE   [2026-Oct-05 18:55:57.371850]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 132.2 mus
NOTICE   [2026-Oct-05 18:55:57.371850]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 103.9 mus
NOTICE   [2026-Oct-05 18:55:57.371850]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 419162 mus
NOTICE   [2026-Oct-05 18:55:57.371850]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 287.5 mus
NOTICE   [2026-Oct-05 18:55:57.371850]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 76.3 mus
NOTICE   [2026-Oct-05 18:55:57.371850]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 5144 mus
NOTICE   [2026-Oct-05 18:55:57.373900]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:57.373900]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:57.373900]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:57.373900]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:57.375421]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:57.774691]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:57.775233]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 398819 mus
NOTICE   [2026-Oct-05 18:55:57.775823]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 112.2 mus
NOTICE   [2026-Oct-05 18:55:57.776413]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 73474.9 mus
NOTICE   [2026-Oct-05 18:55:57.776413]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:57.776413]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 73474.9 mus
NOTICE   [2026-Oct-05 18:55:57.776413]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 103.2 mus
NOTICE   [2026-Oct-05 18:55:57.776413]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 75.5 mus
NOTICE   [2026-Oct-05 18:55:57.776413]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 321092 mus
NOTICE   [2026-Oct-05 18:55:57.776413]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 244.4 mus
NOTICE   [2026-Oct-05 18:55:57.776413]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 60.7 mus
NOTICE   [2026-Oct-05 18:55:57.776413]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3655.6 mus
NOTICE   [2026-Oct-05 18:55:57.778935]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:57.779502]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:57.779502]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:57.779502]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:57.779502]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:58.308818]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:58.309406]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 527080 mus
NOTICE   [2026-Oct-05 18:55:58.309406]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 159.1 mus
NOTICE   [2026-Oct-05 18:55:58.309406]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 98230.9 mus
NOTICE   [2026-Oct-05 18:55:58.309406]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:58.309406]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 98230.9 mus
NOTICE   [2026-Oct-05 18:55:58.309406]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 129.6 mus
NOTICE   [2026-Oct-05 18:55:58.311952]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 103.8 mus
NOTICE   [2026-Oct-05 18:55:58.311952]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 422915 mus
NOTICE   [2026-Oct-05 18:55:58.313032]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 263 mus
NOTICE   [2026-Oct-05 18:55:58.313032]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 78.3 mus
NOTICE   [2026-Oct-05 18:55:58.313032]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 5200.5 mus
NOTICE   [2026-Oct-05 18:55:58.313032]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:58.313032]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:58.315578]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:58.315578]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:58.315578]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:58.762076]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:58.763110]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 444324 mus
NOTICE   [2026-Oct-05 18:55:58.763648]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 151.4 mus
NOTICE   [2026-Oct-05 18:55:58.763648]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 84508.9 mus
NOTICE   [2026-Oct-05 18:55:58.763648]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:58.765399]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 84508.9 mus
NOTICE   [2026-Oct-05 18:55:58.765399]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 110.7 mus
NOTICE   [2026-Oct-05 18:55:58.766056]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 89.5 mus
NOTICE   [2026-Oct-05 18:55:58.766056]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 354656 mus
NOTICE   [2026-Oct-05 18:55:58.766056]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 245.1 mus
NOTICE   [2026-Oct-05 18:55:58.767093]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 67.8 mus
NOTICE   [2026-Oct-05 18:55:58.767620]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4495.1 mus
NOTICE   [2026-Oct-05 18:55:58.768250]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:58.768250]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:58.768250]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:58.769350]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:58.769350]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:59.208410]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:59.208410]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 436947 mus
NOTICE   [2026-Oct-05 18:55:59.208410]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 136.2 mus
NOTICE   [2026-Oct-05 18:55:59.208410]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 82445.3 mus
NOTICE   [2026-Oct-05 18:55:59.208410]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:59.208410]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 82445.3 mus
NOTICE   [2026-Oct-05 18:55:59.208410]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 111.8 mus
NOTICE   [2026-Oct-05 18:55:59.211175]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 87.8 mus
NOTICE   [2026-Oct-05 18:55:59.211175]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 349645 mus
NOTICE   [2026-Oct-05 18:55:59.211175]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 232 mus
NOTICE   [2026-Oct-05 18:55:59.211175]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 65.3 mus
NOTICE   [2026-Oct-05 18:55:59.212209]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4223.2 mus
NOTICE   [2026-Oct-05 18:55:59.212209]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:59.213248]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:59.213248]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:59.213778]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:59.214380]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:55:59.648459]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:55:59.648459]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 434645 mus
NOTICE   [2026-Oct-05 18:55:59.652160]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 128 mus
NOTICE   [2026-Oct-05 18:55:59.652160]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 85057.5 mus
NOTICE   [2026-Oct-05 18:55:59.652814]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:55:59.653355]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 85057.5 mus
NOTICE   [2026-Oct-05 18:55:59.653355]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 113.7 mus
NOTICE   [2026-Oct-05 18:55:59.653905]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 82.8 mus
NOTICE   [2026-Oct-05 18:55:59.653905]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 344947 mus
NOTICE   [2026-Oct-05 18:55:59.654618]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 231 mus
NOTICE   [2026-Oct-05 18:55:59.654618]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 64.6 mus
NOTICE   [2026-Oct-05 18:55:59.654618]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4020.4 mus
NOTICE   [2026-Oct-05 18:55:59.654618]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:55:59.654618]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:55:59.656477]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:55:59.656477]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:55:59.656477]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:00.028990]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:00.029532]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 371039 mus
NOTICE   [2026-Oct-05 18:56:00.030062]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 136.5 mus
NOTICE   [2026-Oct-05 18:56:00.030813]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 76270.3 mus
NOTICE   [2026-Oct-05 18:56:00.030813]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:00.030813]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 76270.3 mus
NOTICE   [2026-Oct-05 18:56:00.030813]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 96.4 mus
NOTICE   [2026-Oct-05 18:56:00.030813]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 78.7 mus
NOTICE   [2026-Oct-05 18:56:00.030813]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 290403 mus
NOTICE   [2026-Oct-05 18:56:00.030813]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 213.1 mus
NOTICE   [2026-Oct-05 18:56:00.030813]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 64.1 mus
NOTICE   [2026-Oct-05 18:56:00.030813]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3776.7 mus
NOTICE   [2026-Oct-05 18:56:00.030813]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:00.035367]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:00.035367]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:00.035367]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:00.036405]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:00.466164]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:00.466164]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 428491 mus
NOTICE   [2026-Oct-05 18:56:00.467720]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 154.4 mus
NOTICE   [2026-Oct-05 18:56:00.467720]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 87961.2 mus
NOTICE   [2026-Oct-05 18:56:00.468402]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:00.468402]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 87961.2 mus
NOTICE   [2026-Oct-05 18:56:00.468402]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 112.2 mus
NOTICE   [2026-Oct-05 18:56:00.468402]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 1633.5 mus
NOTICE   [2026-Oct-05 18:56:00.470352]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 334079 mus
NOTICE   [2026-Oct-05 18:56:00.470352]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 265.2 mus
NOTICE   [2026-Oct-05 18:56:00.470352]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 69.4 mus
NOTICE   [2026-Oct-05 18:56:00.470352]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4215.9 mus
NOTICE   [2026-Oct-05 18:56:00.470352]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:00.470352]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:00.470352]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:00.470352]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:00.470352]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:00.891259]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:00.892035]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 417036 mus
NOTICE   [2026-Oct-05 18:56:00.892035]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 151.8 mus
NOTICE   [2026-Oct-05 18:56:00.892035]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 86130.9 mus
NOTICE   [2026-Oct-05 18:56:00.893123]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:00.893885]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 86130.9 mus
NOTICE   [2026-Oct-05 18:56:00.893885]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 105.2 mus
NOTICE   [2026-Oct-05 18:56:00.893885]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 87.7 mus
NOTICE   [2026-Oct-05 18:56:00.895418]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 326031 mus
NOTICE   [2026-Oct-05 18:56:00.895418]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 231.4 mus
NOTICE   [2026-Oct-05 18:56:00.895418]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 68.2 mus
NOTICE   [2026-Oct-05 18:56:00.896526]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4229.6 mus
NOTICE   [2026-Oct-05 18:56:00.897120]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:00.897120]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:00.897120]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:00.897120]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:00.897120]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:01.354041]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:01.355627]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 454556 mus
NOTICE   [2026-Oct-05 18:56:01.355627]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 165.8 mus
NOTICE   [2026-Oct-05 18:56:01.355627]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 93457.8 mus
NOTICE   [2026-Oct-05 18:56:01.355627]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:01.355627]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 93457.8 mus
NOTICE   [2026-Oct-05 18:56:01.358183]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 118.3 mus
NOTICE   [2026-Oct-05 18:56:01.358732]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 112.5 mus
NOTICE   [2026-Oct-05 18:56:01.358732]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 355652 mus
NOTICE   [2026-Oct-05 18:56:01.358732]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 278.1 mus
NOTICE   [2026-Oct-05 18:56:01.358732]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 75.4 mus
NOTICE   [2026-Oct-05 18:56:01.358732]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4695.8 mus
NOTICE   [2026-Oct-05 18:56:01.358732]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:01.358732]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:01.361956]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:01.361956]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:01.363051]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:01.729918]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:01.730588]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 365331 mus
NOTICE   [2026-Oct-05 18:56:01.731117]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 124.3 mus
NOTICE   [2026-Oct-05 18:56:01.731117]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 74909.5 mus
NOTICE   [2026-Oct-05 18:56:01.731117]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:01.731117]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 74909.5 mus
NOTICE   [2026-Oct-05 18:56:01.732868]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 92.7 mus
NOTICE   [2026-Oct-05 18:56:01.733507]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 76.4 mus
NOTICE   [2026-Oct-05 18:56:01.733507]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 286348 mus
NOTICE   [2026-Oct-05 18:56:01.734032]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 226.7 mus
NOTICE   [2026-Oct-05 18:56:01.734032]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 59.4 mus
NOTICE   [2026-Oct-05 18:56:01.734789]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3493.1 mus
NOTICE   [2026-Oct-05 18:56:01.734789]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:01.734789]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:01.734789]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:01.735946]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:01.735946]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:02.188766]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:02.188766]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 451811 mus
NOTICE   [2026-Oct-05 18:56:02.188766]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 193.6 mus
NOTICE   [2026-Oct-05 18:56:02.190777]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 98133.9 mus
NOTICE   [2026-Oct-05 18:56:02.190777]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:02.190777]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 98133.9 mus
NOTICE   [2026-Oct-05 18:56:02.191810]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 118 mus
NOTICE   [2026-Oct-05 18:56:02.191810]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 180.1 mus
NOTICE   [2026-Oct-05 18:56:02.191810]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 347272 mus
NOTICE   [2026-Oct-05 18:56:02.191810]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 292.1 mus
NOTICE   [2026-Oct-05 18:56:02.192837]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 85.8 mus
NOTICE   [2026-Oct-05 18:56:02.192837]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 5534.8 mus
NOTICE   [2026-Oct-05 18:56:02.193455]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:02.193455]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:02.193455]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:02.194482]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:02.194482]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:02.800768]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:02.800768]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 608594 mus
NOTICE   [2026-Oct-05 18:56:02.800768]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 244.1 mus
NOTICE   [2026-Oct-05 18:56:02.800768]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 130531 mus
NOTICE   [2026-Oct-05 18:56:02.800768]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:02.800768]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 130531 mus
NOTICE   [2026-Oct-05 18:56:02.808469]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 161.9 mus
NOTICE   [2026-Oct-05 18:56:02.808469]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 140.2 mus
NOTICE   [2026-Oct-05 18:56:02.808993]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 470160 mus
NOTICE   [2026-Oct-05 18:56:02.808993]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 432.5 mus
NOTICE   [2026-Oct-05 18:56:02.809682]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 107 mus
NOTICE   [2026-Oct-05 18:56:02.809682]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 6816.6 mus
NOTICE   [2026-Oct-05 18:56:02.809682]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:02.810798]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:02.810798]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:02.811402]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:02.811402]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:03.229897]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:03.231997]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 418430 mus
NOTICE   [2026-Oct-05 18:56:03.231997]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 152.6 mus
NOTICE   [2026-Oct-05 18:56:03.232629]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 85997.5 mus
NOTICE   [2026-Oct-05 18:56:03.232629]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:03.233427]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 85997.5 mus
NOTICE   [2026-Oct-05 18:56:03.234443]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 105.9 mus
NOTICE   [2026-Oct-05 18:56:03.234443]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 91.1 mus
NOTICE   [2026-Oct-05 18:56:03.235453]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 327640 mus
NOTICE   [2026-Oct-05 18:56:03.235453]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 231.9 mus
NOTICE   [2026-Oct-05 18:56:03.236083]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 68.9 mus
NOTICE   [2026-Oct-05 18:56:03.236083]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4142.5 mus
NOTICE   [2026-Oct-05 18:56:03.236083]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:03.237107]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:03.237107]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:03.237107]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:03.237107]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:03.795793]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:03.797055]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 557322 mus
NOTICE   [2026-Oct-05 18:56:03.797055]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 214.8 mus
NOTICE   [2026-Oct-05 18:56:03.797813]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 118879 mus
NOTICE   [2026-Oct-05 18:56:03.797813]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:03.797813]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 118879 mus
NOTICE   [2026-Oct-05 18:56:03.797813]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 144.6 mus
NOTICE   [2026-Oct-05 18:56:03.797813]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 128.6 mus
NOTICE   [2026-Oct-05 18:56:03.797813]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 431217 mus
NOTICE   [2026-Oct-05 18:56:03.797813]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 326.6 mus
NOTICE   [2026-Oct-05 18:56:03.799879]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 95.6 mus
NOTICE   [2026-Oct-05 18:56:03.800427]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 6315.5 mus
NOTICE   [2026-Oct-05 18:56:03.800427]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:03.800427]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:03.800427]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:03.800427]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:03.800427]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:04.181059]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:04.181724]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 377754 mus
NOTICE   [2026-Oct-05 18:56:04.181724]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 129.4 mus
NOTICE   [2026-Oct-05 18:56:04.181724]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 77641.5 mus
NOTICE   [2026-Oct-05 18:56:04.181724]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:04.182961]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 77641.5 mus
NOTICE   [2026-Oct-05 18:56:04.183331]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 96 mus
NOTICE   [2026-Oct-05 18:56:04.183331]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 89.5 mus
NOTICE   [2026-Oct-05 18:56:04.183331]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 295836 mus
NOTICE   [2026-Oct-05 18:56:04.183331]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 210.9 mus
NOTICE   [2026-Oct-05 18:56:04.183331]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 61.6 mus
NOTICE   [2026-Oct-05 18:56:04.183331]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3688.6 mus
NOTICE   [2026-Oct-05 18:56:04.183331]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:04.183331]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:04.183331]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:04.183331]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:04.183331]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:04.536837]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:04.537515]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 349702 mus
NOTICE   [2026-Oct-05 18:56:04.537515]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 117 mus
NOTICE   [2026-Oct-05 18:56:04.537515]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 73210.6 mus
NOTICE   [2026-Oct-05 18:56:04.537515]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:04.539374]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 73210.6 mus
NOTICE   [2026-Oct-05 18:56:04.539374]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 94.7 mus
NOTICE   [2026-Oct-05 18:56:04.539374]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 71.1 mus
NOTICE   [2026-Oct-05 18:56:04.540381]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 272550 mus
NOTICE   [2026-Oct-05 18:56:04.540381]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 193.9 mus
NOTICE   [2026-Oct-05 18:56:04.540381]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 58 mus
NOTICE   [2026-Oct-05 18:56:04.540381]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3406.4 mus
NOTICE   [2026-Oct-05 18:56:04.541982]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:04.541982]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:04.541982]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:04.541982]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:04.541982]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:04.920684]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:04.920684]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 377252 mus
NOTICE   [2026-Oct-05 18:56:04.922205]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 132.4 mus
NOTICE   [2026-Oct-05 18:56:04.922726]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 77789.2 mus
NOTICE   [2026-Oct-05 18:56:04.922726]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:04.923332]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 77789.2 mus
NOTICE   [2026-Oct-05 18:56:04.923332]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 97.6 mus
NOTICE   [2026-Oct-05 18:56:04.923332]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 78.6 mus
NOTICE   [2026-Oct-05 18:56:04.924367]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 295226 mus
NOTICE   [2026-Oct-05 18:56:04.924367]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 211.1 mus
NOTICE   [2026-Oct-05 18:56:04.924367]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 63.9 mus
NOTICE   [2026-Oct-05 18:56:04.924367]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3653.1 mus
NOTICE   [2026-Oct-05 18:56:04.925513]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:04.925513]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:04.925513]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:04.925513]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:04.925513]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:05.362486]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:05.362486]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 434512 mus
NOTICE   [2026-Oct-05 18:56:05.363311]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 126.3 mus
NOTICE   [2026-Oct-05 18:56:05.363888]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 81519.6 mus
NOTICE   [2026-Oct-05 18:56:05.366878]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:05.368142]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 81519.6 mus
NOTICE   [2026-Oct-05 18:56:05.368718]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 114.8 mus
NOTICE   [2026-Oct-05 18:56:05.369246]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 82.4 mus
NOTICE   [2026-Oct-05 18:56:05.369807]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 348234 mus
NOTICE   [2026-Oct-05 18:56:05.369807]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 208.2 mus
NOTICE   [2026-Oct-05 18:56:05.370438]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 61.5 mus
NOTICE   [2026-Oct-05 18:56:05.370990]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4164.5 mus
NOTICE   [2026-Oct-05 18:56:05.371521]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:05.372072]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:05.372643]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:05.372643]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:05.373193]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:05.788124]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:05.788655]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 413702 mus
NOTICE   [2026-Oct-05 18:56:05.789297]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 118.6 mus
NOTICE   [2026-Oct-05 18:56:05.789297]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 77603.2 mus
NOTICE   [2026-Oct-05 18:56:05.789822]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:05.789822]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 77603.2 mus
NOTICE   [2026-Oct-05 18:56:05.789822]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 108.9 mus
NOTICE   [2026-Oct-05 18:56:05.790913]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 78.1 mus
NOTICE   [2026-Oct-05 18:56:05.791459]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 331649 mus
NOTICE   [2026-Oct-05 18:56:05.791459]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 211.6 mus
NOTICE   [2026-Oct-05 18:56:05.791999]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 59.7 mus
NOTICE   [2026-Oct-05 18:56:05.791999]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 3872.9 mus
NOTICE   [2026-Oct-05 18:56:05.791999]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:05.791999]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:05.791999]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:05.791999]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:05.791999]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:06.232260]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:06.232260]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 436939 mus
NOTICE   [2026-Oct-05 18:56:06.232260]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 134 mus
NOTICE   [2026-Oct-05 18:56:06.232260]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 82622 mus
NOTICE   [2026-Oct-05 18:56:06.232260]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:06.232260]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 82622 mus
NOTICE   [2026-Oct-05 18:56:06.232260]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 110.9 mus
NOTICE   [2026-Oct-05 18:56:06.232260]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 100.9 mus
NOTICE   [2026-Oct-05 18:56:06.235960]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 349478 mus
NOTICE   [2026-Oct-05 18:56:06.235960]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 214.8 mus
NOTICE   [2026-Oct-05 18:56:06.236635]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 64.1 mus
NOTICE   [2026-Oct-05 18:56:06.236635]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4214.4 mus
NOTICE   [2026-Oct-05 18:56:06.237322]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:06.237850]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:06.237850]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:06.238485]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:06.238485]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:06.754445]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:06.754445]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 515675 mus
NOTICE   [2026-Oct-05 18:56:06.754445]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 178.4 mus
NOTICE   [2026-Oct-05 18:56:06.754445]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 99340.5 mus
NOTICE   [2026-Oct-05 18:56:06.754445]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:06.754445]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 99340.5 mus
NOTICE   [2026-Oct-05 18:56:06.754445]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 128.3 mus
NOTICE   [2026-Oct-05 18:56:06.754445]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 100.7 mus
NOTICE   [2026-Oct-05 18:56:06.758472]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 410558 mus
NOTICE   [2026-Oct-05 18:56:06.758472]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 251.7 mus
NOTICE   [2026-Oct-05 18:56:06.758472]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 99.3 mus
NOTICE   [2026-Oct-05 18:56:06.758472]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 5017.5 mus
NOTICE   [2026-Oct-05 18:56:06.758472]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:06.758472]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:06.760698]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:06.760698]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:06.761258]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:07.223661]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:07.224187]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 461461 mus
NOTICE   [2026-Oct-05 18:56:07.224187]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 144.3 mus
NOTICE   [2026-Oct-05 18:56:07.224796]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 88512 mus
NOTICE   [2026-Oct-05 18:56:07.225353]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:07.225353]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 88512 mus
NOTICE   [2026-Oct-05 18:56:07.225353]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 119.2 mus
NOTICE   [2026-Oct-05 18:56:07.225353]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 89.4 mus
NOTICE   [2026-Oct-05 18:56:07.225353]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 367765 mus
NOTICE   [2026-Oct-05 18:56:07.225353]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 250 mus
NOTICE   [2026-Oct-05 18:56:07.225353]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 68.9 mus
NOTICE   [2026-Oct-05 18:56:07.225353]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4512.1 mus
NOTICE   [2026-Oct-05 18:56:07.227773]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:07.228280]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:07.228280]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:07.228806]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:07.228806]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:07.696136]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:07.696704]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 466317 mus
NOTICE   [2026-Oct-05 18:56:07.697734]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 184.9 mus
NOTICE   [2026-Oct-05 18:56:07.697734]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 88353.2 mus
NOTICE   [2026-Oct-05 18:56:07.698188]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:07.698698]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 88353.2 mus
NOTICE   [2026-Oct-05 18:56:07.698698]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 116.8 mus
NOTICE   [2026-Oct-05 18:56:07.699222]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 92.1 mus
NOTICE   [2026-Oct-05 18:56:07.699891]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 372696 mus
NOTICE   [2026-Oct-05 18:56:07.699891]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 256.5 mus
NOTICE   [2026-Oct-05 18:56:07.699891]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 68 mus
NOTICE   [2026-Oct-05 18:56:07.699891]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4549 mus
NOTICE   [2026-Oct-05 18:56:07.701031]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:07.701031]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:07.701031]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:07.701031]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:07.701031]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:08.164521]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:08.164521]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 464039 mus
NOTICE   [2026-Oct-05 18:56:08.164521]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 134 mus
NOTICE   [2026-Oct-05 18:56:08.169534]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 88328 mus
NOTICE   [2026-Oct-05 18:56:08.170061]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:08.170061]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 88328 mus
NOTICE   [2026-Oct-05 18:56:08.170627]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 118.9 mus
NOTICE   [2026-Oct-05 18:56:08.171164]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 87.4 mus
NOTICE   [2026-Oct-05 18:56:08.171758]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 370649 mus
NOTICE   [2026-Oct-05 18:56:08.171758]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 227 mus
NOTICE   [2026-Oct-05 18:56:08.172298]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 68.6 mus
NOTICE   [2026-Oct-05 18:56:08.172298]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4426.2 mus
NOTICE   [2026-Oct-05 18:56:08.172862]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:08.172862]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:08.172862]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:08.172862]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:08.175016]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:08.700066]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:08.700066]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 523990 mus
NOTICE   [2026-Oct-05 18:56:08.700066]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 162.1 mus
NOTICE   [2026-Oct-05 18:56:08.700066]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 99934.4 mus
NOTICE   [2026-Oct-05 18:56:08.700066]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:08.700066]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 99934.4 mus
NOTICE   [2026-Oct-05 18:56:08.700066]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 132.8 mus
NOTICE   [2026-Oct-05 18:56:08.700066]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 105.3 mus
NOTICE   [2026-Oct-05 18:56:08.700066]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 418027 mus
NOTICE   [2026-Oct-05 18:56:08.703064]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 288.4 mus
NOTICE   [2026-Oct-05 18:56:08.703064]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 75.3 mus
NOTICE   [2026-Oct-05 18:56:08.703064]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 5264.9 mus
NOTICE   [2026-Oct-05 18:56:08.703064]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:08.703064]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:08.703064]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:08.703064]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:08.703064]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:09.138213]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:09.138213]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 433836 mus
NOTICE   [2026-Oct-05 18:56:09.138213]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 136.2 mus
NOTICE   [2026-Oct-05 18:56:09.141741]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 82313 mus
NOTICE   [2026-Oct-05 18:56:09.142401]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:09.142401]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 82313 mus
NOTICE   [2026-Oct-05 18:56:09.142928]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 110.6 mus
NOTICE   [2026-Oct-05 18:56:09.142928]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 80.9 mus
NOTICE   [2026-Oct-05 18:56:09.142928]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 346864 mus
NOTICE   [2026-Oct-05 18:56:09.142928]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 204.2 mus
NOTICE   [2026-Oct-05 18:56:09.142928]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 63.5 mus
NOTICE   [2026-Oct-05 18:56:09.144639]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 4063.4 mus
NOTICE   [2026-Oct-05 18:56:09.144639]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:09.145148]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:09.145148]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:09.146170]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:09.146694]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:09.694002]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:09.695538]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 546833 mus
NOTICE   [2026-Oct-05 18:56:09.696154]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 180.6 mus
NOTICE   [2026-Oct-05 18:56:09.696688]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 106637 mus
NOTICE   [2026-Oct-05 18:56:09.697312]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:09.697312]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 106637 mus
NOTICE   [2026-Oct-05 18:56:09.697312]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 141.5 mus
NOTICE   [2026-Oct-05 18:56:09.697312]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 119.4 mus
NOTICE   [2026-Oct-05 18:56:09.697312]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 433680 mus
NOTICE   [2026-Oct-05 18:56:09.697312]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 308.1 mus
NOTICE   [2026-Oct-05 18:56:09.697312]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 83.9 mus
NOTICE   [2026-Oct-05 18:56:09.697312]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 5681.5 mus
NOTICE   [2026-Oct-05 18:56:09.697312]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:09.701415]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:09.701415]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:09.702199]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:09.703182]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:10.204490]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:10.205119]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 500315 mus
NOTICE   [2026-Oct-05 18:56:10.205654]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 158 mus
NOTICE   [2026-Oct-05 18:56:10.205654]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 96591.1 mus
NOTICE   [2026-Oct-05 18:56:10.206302]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:10.206302]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 96591.1 mus
NOTICE   [2026-Oct-05 18:56:10.207340]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 128 mus
NOTICE   [2026-Oct-05 18:56:10.207967]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 97.8 mus
NOTICE   [2026-Oct-05 18:56:10.208491]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 397958 mus
NOTICE   [2026-Oct-05 18:56:10.208491]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 260.1 mus
NOTICE   [2026-Oct-05 18:56:10.209504]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 72.3 mus
NOTICE   [2026-Oct-05 18:56:10.209504]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 5049.3 mus
NOTICE   [2026-Oct-05 18:56:10.210500]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:10.210500]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:10.210500]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:10.212047]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:10.212047]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:10.738438]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:10.739451]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 525437 mus
NOTICE   [2026-Oct-05 18:56:10.740462]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 187.1 mus
NOTICE   [2026-Oct-05 18:56:10.740462]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 103368 mus
NOTICE   [2026-Oct-05 18:56:10.741978]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:10.742992]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 103368 mus
NOTICE   [2026-Oct-05 18:56:10.743991]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 134.5 mus
NOTICE   [2026-Oct-05 18:56:10.744615]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 105.4 mus
NOTICE   [2026-Oct-05 18:56:10.745155]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 415374 mus
NOTICE   [2026-Oct-05 18:56:10.746684]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 284.7 mus
NOTICE   [2026-Oct-05 18:56:10.747372]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 79.6 mus
NOTICE   [2026-Oct-05 18:56:10.748459]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 5903.8 mus
NOTICE   [2026-Oct-05 18:56:10.749631]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:10.749631]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:10.750635]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:10.751655]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:10.752636]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:11.443886]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:11.443886]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 690012 mus
NOTICE   [2026-Oct-05 18:56:11.446945]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 244.5 mus
NOTICE   [2026-Oct-05 18:56:11.446945]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 137942 mus
NOTICE   [2026-Oct-05 18:56:11.448289]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:11.448830]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 137942 mus
NOTICE   [2026-Oct-05 18:56:11.448830]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 182.6 mus
NOTICE   [2026-Oct-05 18:56:11.449530]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 152.1 mus
NOTICE   [2026-Oct-05 18:56:11.450559]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 543339 mus
NOTICE   [2026-Oct-05 18:56:11.451545]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 385.7 mus
NOTICE   [2026-Oct-05 18:56:11.452545]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 110.7 mus
NOTICE   [2026-Oct-05 18:56:11.453083]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 7654.4 mus
NOTICE   [2026-Oct-05 18:56:11.453083]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:11.454080]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:11.454080]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:11.455080]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:11.455080]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:18.442447]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:18.444460]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : -1.60287e+06 mus
NOTICE   [2026-Oct-05 18:56:18.445489]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 637.1 mus
NOTICE   [2026-Oct-05 18:56:18.445489]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : -2.10087e+06 mus
NOTICE   [2026-Oct-05 18:56:18.446136]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:18.446672]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : -2.10087e+06 mus
NOTICE   [2026-Oct-05 18:56:18.446672]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 288.6 mus
NOTICE   [2026-Oct-05 18:56:18.447784]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 194.3 mus
NOTICE   [2026-Oct-05 18:56:18.447784]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 487759 mus
NOTICE   [2026-Oct-05 18:56:18.447784]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 610.8 mus
NOTICE   [2026-Oct-05 18:56:18.447784]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 192.4 mus
NOTICE   [2026-Oct-05 18:56:18.447784]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 8318.8 mus
NOTICE   [2026-Oct-05 18:56:18.449647]  (...cs\orea\engine\marketriskreport.cpp:325) : Start processing for RiskGroup: [All, All], TradeGroup: All
NOTICE   [2026-Oct-05 18:56:18.807179]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 2 out of 28) = [All, DeltaGamma]
NOTICE   [2026-Oct-05 18:56:18.807179]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:18.808299]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:18.808810]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:18.808810]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:18.808810]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:25.803986]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:25.804313]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : -1.59708e+06 mus
NOTICE   [2026-Oct-05 18:56:25.804850]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 683.8 mus
NOTICE   [2026-Oct-05 18:56:25.805562]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : -2.09101e+06 mus
NOTICE   [2026-Oct-05 18:56:25.805562]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:25.805562]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : -2.09101e+06 mus
NOTICE   [2026-Oct-05 18:56:25.805562]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 338.1 mus
NOTICE   [2026-Oct-05 18:56:25.805562]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 209.3 mus
NOTICE   [2026-Oct-05 18:56:25.805562]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 483387 mus
NOTICE   [2026-Oct-05 18:56:25.808598]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 625.6 mus
NOTICE   [2026-Oct-05 18:56:25.808598]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 188 mus
NOTICE   [2026-Oct-05 18:56:25.808598]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 8494.4 mus
NOTICE   [2026-Oct-05 18:56:25.822357]  (...cs\orea\engine\marketriskreport.cpp:325) : Start processing for RiskGroup: [All, DeltaGamma], TradeGroup: All
NOTICE   [2026-Oct-05 18:56:25.898126]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 3 out of 28) = [All, Vega]
NOTICE   [2026-Oct-05 18:56:25.898846]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 4 out of 28) = [All, BaseCorrelation]
NOTICE   [2026-Oct-05 18:56:25.899449]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 5 out of 28) = [InterestRate, All]
NOTICE   [2026-Oct-05 18:56:25.900516]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:25.900516]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:25.900516]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:25.900516]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:25.900516]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:31.913135]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:31.913681]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : 1.71429e+06 mus
NOTICE   [2026-Oct-05 18:56:31.914329]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 487.6 mus
NOTICE   [2026-Oct-05 18:56:31.914876]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 1.29406e+06 mus
NOTICE   [2026-Oct-05 18:56:31.915533]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:31.915533]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 1.29406e+06 mus
NOTICE   [2026-Oct-05 18:56:31.916470]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 282.1 mus
NOTICE   [2026-Oct-05 18:56:31.916470]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 168.1 mus
NOTICE   [2026-Oct-05 18:56:31.916470]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 412017 mus
NOTICE   [2026-Oct-05 18:56:31.917706]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 504.6 mus
NOTICE   [2026-Oct-05 18:56:31.918188]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 158.6 mus
NOTICE   [2026-Oct-05 18:56:31.918188]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 6613.2 mus
NOTICE   [2026-Oct-05 18:56:31.930258]  (...cs\orea\engine\marketriskreport.cpp:325) : Start processing for RiskGroup: [InterestRate, All], TradeGroup: All
NOTICE   [2026-Oct-05 18:56:32.005435]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 6 out of 28) = [InterestRate, DeltaGamma]
NOTICE   [2026-Oct-05 18:56:32.005435]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:32.005435]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:32.005435]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:32.007984]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:32.008652]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:38.557295]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:38.558001]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : -2.04253e+06 mus
NOTICE   [2026-Oct-05 18:56:38.558532]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 566.8 mus
NOTICE   [2026-Oct-05 18:56:38.559205]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 1.78608e+06 mus
NOTICE   [2026-Oct-05 18:56:38.559205]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:38.560265]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 1.78608e+06 mus
NOTICE   [2026-Oct-05 18:56:38.560265]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 261.4 mus
NOTICE   [2026-Oct-05 18:56:38.560265]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 185.4 mus
NOTICE   [2026-Oct-05 18:56:38.560265]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 456973 mus
NOTICE   [2026-Oct-05 18:56:38.562287]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 671.7 mus
NOTICE   [2026-Oct-05 18:56:38.562287]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 174.7 mus
NOTICE   [2026-Oct-05 18:56:38.563327]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 7524.1 mus
NOTICE   [2026-Oct-05 18:56:38.575752]  (...cs\orea\engine\marketriskreport.cpp:325) : Start processing for RiskGroup: [InterestRate, DeltaGamma], TradeGroup: All
NOTICE   [2026-Oct-05 18:56:38.652763]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 7 out of 28) = [InterestRate, Vega]
NOTICE   [2026-Oct-05 18:56:38.652763]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 8 out of 28) = [InterestRate, BaseCorrelation]
NOTICE   [2026-Oct-05 18:56:38.652763]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 9 out of 28) = [Inflation, All]
NOTICE   [2026-Oct-05 18:56:38.652763]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 10 out of 28) = [Inflation, DeltaGamma]
NOTICE   [2026-Oct-05 18:56:38.652763]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 11 out of 28) = [Inflation, Vega]
NOTICE   [2026-Oct-05 18:56:38.652763]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 12 out of 28) = [Inflation, BaseCorrelation]
NOTICE   [2026-Oct-05 18:56:38.652763]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 13 out of 28) = [Credit, All]
NOTICE   [2026-Oct-05 18:56:38.652763]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 14 out of 28) = [Credit, DeltaGamma]
NOTICE   [2026-Oct-05 18:56:38.652763]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 15 out of 28) = [Credit, Vega]
NOTICE   [2026-Oct-05 18:56:38.652763]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 16 out of 28) = [Credit, BaseCorrelation]
NOTICE   [2026-Oct-05 18:56:38.658854]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 17 out of 28) = [Equity, All]
NOTICE   [2026-Oct-05 18:56:38.658854]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 18 out of 28) = [Equity, DeltaGamma]
NOTICE   [2026-Oct-05 18:56:38.658854]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 19 out of 28) = [Equity, Vega]
NOTICE   [2026-Oct-05 18:56:38.658854]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 20 out of 28) = [Equity, BaseCorrelation]
NOTICE   [2026-Oct-05 18:56:38.661127]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 21 out of 28) = [FX, All]
NOTICE   [2026-Oct-05 18:56:38.661671]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:38.662202]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:38.662202]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:38.663246]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:38.663941]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:45.159020]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:45.160069]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : -2.09615e+06 mus
NOTICE   [2026-Oct-05 18:56:45.160069]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 552.8 mus
NOTICE   [2026-Oct-05 18:56:45.160682]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 1.74117e+06 mus
NOTICE   [2026-Oct-05 18:56:45.160682]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:45.161351]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 1.74117e+06 mus
NOTICE   [2026-Oct-05 18:56:45.161903]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 256.8 mus
NOTICE   [2026-Oct-05 18:56:45.161903]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 179.8 mus
NOTICE   [2026-Oct-05 18:56:45.161903]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 448331 mus
NOTICE   [2026-Oct-05 18:56:45.162925]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 577.2 mus
NOTICE   [2026-Oct-05 18:56:45.162925]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 171.8 mus
NOTICE   [2026-Oct-05 18:56:45.162925]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 7568.5 mus
NOTICE   [2026-Oct-05 18:56:45.170975]  (...cs\orea\engine\marketriskreport.cpp:325) : Start processing for RiskGroup: [FX, All], TradeGroup: All
NOTICE   [2026-Oct-05 18:56:45.238729]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 22 out of 28) = [FX, DeltaGamma]
NOTICE   [2026-Oct-05 18:56:45.242266]  (...tics\orea\engine\valuationengine.cpp:96) : Build cube with mporStickyDate=1, dryRun=false
NOTICE   [2026-Oct-05 18:56:45.242917]  (...ics\orea\engine\valuationengine.cpp:122) : Starting ValuationEngine for 2 trades, 715 samples and 1 dates.
NOTICE   [2026-Oct-05 18:56:45.243708]  (...ics\orea\engine\valuationengine.cpp:128) : Initialise 1 valuation calculators
NOTICE   [2026-Oct-05 18:56:45.244223]  (...ics\orea\engine\valuationengine.cpp:156) : Initialise state objects...
NOTICE   [2026-Oct-05 18:56:45.244894]  (...ics\orea\engine\valuationengine.cpp:197) : Total number of trades = 2
NOTICE   [2026-Oct-05 18:56:56.601906]  (...ics\orea\engine\valuationengine.cpp:308) : ValuationEngine completed:
NOTICE   [2026-Oct-05 18:56:56.604686]  (...ics\orea\engine\valuationengine.cpp:309) : Loop              : -1.52735e+06 mus
NOTICE   [2026-Oct-05 18:56:56.604686]  (...ics\orea\engine\valuationengine.cpp:310) :   UpdateDate      : 1083.4 mus
NOTICE   [2026-Oct-05 18:56:56.604686]  (...ics\orea\engine\valuationengine.cpp:311) :   UpdateScenario  : 1.99234e+06 mus
NOTICE   [2026-Oct-05 18:56:56.604686]  (...ics\orea\engine\valuationengine.cpp:312) :     ScenGen       : 0 mus
NOTICE   [2026-Oct-05 18:56:56.604686]  (...ics\orea\engine\valuationengine.cpp:313) :     ApplyScen     : 1.99234e+06 mus
NOTICE   [2026-Oct-05 18:56:56.607496]  (...ics\orea\engine\valuationengine.cpp:314) :   Refresh         : 537.2 mus
NOTICE   [2026-Oct-05 18:56:56.607496]  (...ics\orea\engine\valuationengine.cpp:315) :   Asd             : 281.5 mus
NOTICE   [2026-Oct-05 18:56:56.608826]  (...ics\orea\engine\valuationengine.cpp:316) :   Pricing         : 757154 mus
NOTICE   [2026-Oct-05 18:56:56.609406]  (...ics\orea\engine\valuationengine.cpp:317) :   Fixing          : 1005.1 mus
NOTICE   [2026-Oct-05 18:56:56.609951]  (...ics\orea\engine\valuationengine.cpp:318) :   Calibration     : 287.5 mus
NOTICE   [2026-Oct-05 18:56:56.610532]  (...ics\orea\engine\valuationengine.cpp:324) :   Residual        : 14932.3 mus
NOTICE   [2026-Oct-05 18:56:56.625016]  (...cs\orea\engine\marketriskreport.cpp:325) : Start processing for RiskGroup: [FX, DeltaGamma], TradeGroup: All
NOTICE   [2026-Oct-05 18:56:56.720671]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 23 out of 28) = [FX, Vega]
NOTICE   [2026-Oct-05 18:56:56.721251]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 24 out of 28) = [FX, BaseCorrelation]
NOTICE   [2026-Oct-05 18:56:56.721950]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 25 out of 28) = [Commodity, All]
NOTICE   [2026-Oct-05 18:56:56.722527]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 26 out of 28) = [Commodity, DeltaGamma]
NOTICE   [2026-Oct-05 18:56:56.723092]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 27 out of 28) = [Commodity, Vega]
NOTICE   [2026-Oct-05 18:56:56.723769]  (...cs\orea\engine\marketriskreport.cpp:286) : [progress] Processing RiskGroup 28 out of 28) = [Commodity, BaseCorrelation]
NOTICE   [2026-Oct-05 18:56:56.724352]  (...\orea\app\analytics\varanalytic.cpp:144) : VaR completed
WARNING  [2026-Oct-05 18:56:56.724927]      (OREAnalytics\orea\app\analytic.cpp:132) : Finishing HISTSIM_VAR Analytic::runAnalytic(): 155484160|155484160 (peakMemoryUsage (bytes) | memoryUsage (bytes))
NOTICE   [2026-Oct-05 18:56:56.725504]  (...ytics\orea\app\analyticsmanager.cpp:164) : run analytic with label 'HISTSIM_VAR' finished.
WARNING  [2026-Oct-05 18:56:56.758769]  (...\ored\configuration\conventions.cpp:695) : payFrequency_ empty set to index tenor.
NOTICE   [2026-Oct-05 18:56:56.827592]  (...rea\app\marketcalibrationreport.cpp:368) : Skipping curve EUR-EONIA for label  as it has already been added
NOTICE   [2026-Oct-05 18:56:56.839992]      (OREAnalytics\orea\app\analytic.cpp:114) : Analytic::releaseMemory() called for HISTSIM_VAR
WARNING  [2026-Oct-05 18:56:56.840554]      (OREAnalytics\orea\app\analytic.cpp:115) : Before releaseMemory() HISTSIM_VAR: 165879808|165879808 (peakMemoryUsage (bytes) | memoryUsage (bytes))
WARNING  [2026-Oct-05 18:56:56.841196]      (OREAnalytics\orea\app\analytic.cpp:122) : After releaseMemory() HISTSIM_VAR: 165879808|165879808 (peakMemoryUsage (bytes) | memoryUsage (bytes))
NOTICE   [2026-Oct-05 18:56:56.841733]  (OREAnalytics\orea\app\reportwriter.cpp:399) : Writing Pricing stats report
NOTICE   [2026-Oct-05 18:56:56.842321]  (OREAnalytics\orea\app\reportwriter.cpp:415) : Pricing stats report written
NOTICE   [2026-Oct-05 18:56:56.842910]  (OREAnalytics\orea\app\reportwriter.cpp:420) : Writing runtimes report
NOTICE   [2026-Oct-05 18:56:56.843441]  (OREAnalytics\orea\app\reportwriter.cpp:444) : Finished writing runtimes report
NOTICE   [2026-Oct-05 18:56:56.844033]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name dividends occurs 1 times
NOTICE   [2026-Oct-05 18:56:56.844627]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name fixings occurs 1 times
NOTICE   [2026-Oct-05 18:56:56.844627]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name historical_PnL occurs 1 times
NOTICE   [2026-Oct-05 18:56:56.845161]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name marketdata occurs 1 times
NOTICE   [2026-Oct-05 18:56:56.846343]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name pricingstats occurs 1 times
NOTICE   [2026-Oct-05 18:56:56.846343]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name riskFactor_PnL occurs 1 times
NOTICE   [2026-Oct-05 18:56:56.847515]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name runtimes occurs 1 times
NOTICE   [2026-Oct-05 18:56:56.847515]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name todaysmarketcalibration occurs 1 times
NOTICE   [2026-Oct-05 18:56:56.848056]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name todaysmarketcalibration_cashflows occurs 1 times
NOTICE   [2026-Oct-05 18:56:56.848647]  (...ytics\orea\app\analyticsmanager.cpp:254) : report name var occurs 1 times
NOTICE   [2026-Oct-05 18:56:56.849256]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/HistSimVarDirty/dividends.csv'
NOTICE   [2026-Oct-05 18:56:56.868951]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/HistSimVarDirty/dividends.csv' closed.
NOTICE   [2026-Oct-05 18:56:56.869635]  (...ytics\orea\app\analyticsmanager.cpp:308) : report dividends written to Output/HistSimVarDirty/dividends.csv
NOTICE   [2026-Oct-05 18:56:56.869635]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/HistSimVarDirty/fixings.csv'
NOTICE   [2026-Oct-05 18:56:56.898238]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/HistSimVarDirty/fixings.csv' closed.
NOTICE   [2026-Oct-05 18:56:56.898238]  (...ytics\orea\app\analyticsmanager.cpp:308) : report fixings written to Output/HistSimVarDirty/fixings.csv
NOTICE   [2026-Oct-05 18:56:56.898238]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/HistSimVarDirty/historical_PnL.csv'
NOTICE   [2026-Oct-05 18:56:57.075278]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/HistSimVarDirty/historical_PnL.csv' closed.
NOTICE   [2026-Oct-05 18:56:57.077283]  (...ytics\orea\app\analyticsmanager.cpp:308) : report historical_PnL written to Output/HistSimVarDirty/historical_PnL.csv
NOTICE   [2026-Oct-05 18:56:57.077931]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/HistSimVarDirty/riskFactor_PnL.csv'
NOTICE   [2026-Oct-05 18:57:04.041001]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/HistSimVarDirty/riskFactor_PnL.csv' closed.
NOTICE   [2026-Oct-05 18:57:04.041545]  (...ytics\orea\app\analyticsmanager.cpp:308) : report riskFactor_PnL written to Output/HistSimVarDirty/riskFactor_PnL.csv
NOTICE   [2026-Oct-05 18:57:04.041545]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/HistSimVarDirty/var.csv'
NOTICE   [2026-Oct-05 18:57:04.064020]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/HistSimVarDirty/var.csv' closed.
NOTICE   [2026-Oct-05 18:57:04.064567]  (...ytics\orea\app\analyticsmanager.cpp:308) : report var written to Output/HistSimVarDirty/var.csv
NOTICE   [2026-Oct-05 18:57:04.064567]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/HistSimVarDirty/todaysmarketcalibration.csv'
NOTICE   [2026-Oct-05 18:57:04.120072]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/HistSimVarDirty/todaysmarketcalibration.csv' closed.
NOTICE   [2026-Oct-05 18:57:04.120922]  (...ytics\orea\app\analyticsmanager.cpp:308) : report todaysmarketcalibration written to Output/HistSimVarDirty/todaysmarketcalibration.csv
NOTICE   [2026-Oct-05 18:57:04.122456]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/HistSimVarDirty/todaysmarketcalibration_cashflows.csv'
NOTICE   [2026-Oct-05 18:57:05.043404]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/HistSimVarDirty/todaysmarketcalibration_cashflows.csv' closed.
NOTICE   [2026-Oct-05 18:57:05.043930]  (...ytics\orea\app\analyticsmanager.cpp:308) : report todaysmarketcalibration_cashflows written to Output/HistSimVarDirty/todaysmarketcalibration_cashflows.csv
NOTICE   [2026-Oct-05 18:57:05.044486]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/HistSimVarDirty/marketdata.csv'
NOTICE   [2026-Oct-05 18:57:05.069610]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/HistSimVarDirty/marketdata.csv' closed.
NOTICE   [2026-Oct-05 18:57:05.070129]  (...ytics\orea\app\analyticsmanager.cpp:308) : report marketdata written to Output/HistSimVarDirty/marketdata.csv
NOTICE   [2026-Oct-05 18:57:05.071370]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/HistSimVarDirty/pricingstats.csv'
NOTICE   [2026-Oct-05 18:57:05.092599]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/HistSimVarDirty/pricingstats.csv' closed.
NOTICE   [2026-Oct-05 18:57:05.092599]  (...ytics\orea\app\analyticsmanager.cpp:308) : report pricingstats written to Output/HistSimVarDirty/pricingstats.csv
NOTICE   [2026-Oct-05 18:57:05.095190]       (OREData\ored\report\csvreport.cpp:131) : Opening CSV file report 'Output/HistSimVarDirty/runtimes.csv'
NOTICE   [2026-Oct-05 18:57:05.116536]       (OREData\ored\report\csvreport.cpp:220) : CSV file report 'Output/HistSimVarDirty/runtimes.csv' closed.
NOTICE   [2026-Oct-05 18:57:05.120344]  (...ytics\orea\app\analyticsmanager.cpp:308) : report runtimes written to Output/HistSimVarDirty/runtimes.csv
WARNING  [2026-Oct-05 18:57:05.120880]        (OREAnalytics\orea\app\oreapp.cpp:354) : Finishing OREApp::analytics(): 165969920|165969920 (peakMemoryUsage (bytes) | memoryUsage (bytes))
NOTICE   [2026-Oct-05 18:57:05.122935]        (OREAnalytics\orea\app\oreapp.cpp:355) : ORE analytics done
NOTICE   [2026-Oct-05 18:57:05.124255]        (OREAnalytics\orea\app\oreapp.cpp:502) : ORE done.
