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01_11_2018.txt
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49 lines (41 loc) · 1.59 KB
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Features:
- Diffusion Evaluator Linear Fader Shell (12)
- Diffusion Evaluator Linear Fader Constructor (13, 14, 15)
- Diffusion Evaluator Linear Fader Drift (16)
- Diffusion Evaluator Linear Fader Volatility (17)
- Diffusion Evaluator Linear Fader Termination (18)
- Diffusion Evaluator Linear Fader Standard (19, 20, 21)
- Path Simulator Constructor and Annotation (25, 26, 27)
- Path Simulator Exposure Adjustment Aggregator (41)
- Evolution Control Time Node Array (54, 55, 56)
- Path Simulator Vertex Value Realization (57)
Bug Fixes/Clean-up:
- Bug Fix - Entity Numeraire Vertex (58, 59, 60)
Samples:
- Fix Float Digest #1 (1, 2)
- Fix Float Digest Overnight Evolver (3)
- Fix Float Digest CSA Evolver (4)
- Fix Float Digest Bank Hazard (5)
- Fix Float Digest Bank Recovery (6)
- Fix Float Digest Bank Funding (7)
- Fix Float Digest CPTY Hazard (8)
- Fix Float Digest CPTY Recovery (9)
- Fix Float Digest CPTY Funding (10)
- Fix Float Digest Correlation Matrix (11)
- Fix Float Digest Fader (22, 23)
- Fix Float Digest Swap Volatility (24)
- Fix Float Digest Path Simulator (28, 29)
- Basel Fix Float Digest (30)
- Basel Fix Float SER #1 (31, 32)
- Basel Fix Float SER #2 (33, 34)
- Basel Fix Float SER #3 (35, 36)
- Basel Fix Float EAD #1 (37, 38)
- Basel Fix Float EAD #2 (39, 40)
- Basel Fix Float EAD #3 (42, 43)
- Bond Swap Bihar Sharif Code Coverage (44)
- Bond Swap Khammam Code Coverage (45)
- Bond Swap Ozhukarai Code Coverage (46)
- Bond Swap Code Coverage Test (47)
- Basel Fix Float Time #1 (48, 49)
- Basel Fix Float Time #2 (50, 51)
- Basel Fix Float Time #3 (52, 53)