Hi Marco,
you could indeed use the simulation framework to achieve what you are looking for. The easiest way is changing the relevant simulation.xml such that the simulation model calibration is skipped, and it is initialized to zero volatility. Then choose a small number of paths (I don’t recall whether 1 is sufficient) and run XVA analytics. The combination of the EPE and ENE profiles will provide you with the NPV evolution “along the forward curve” until maturity. I have used that approach in the past. If you need more help when you try that, let me know.
Best regards,
Roland