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01_12_2018.txt
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45 lines (37 loc) · 1.52 KB
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Features:
- Bank Senior Funding Numeraire Epochal (1)
- Counter Party Senior Funding Numeraire Epochal (2)
- Bank Epoch/Vertex Numeraire #1 (3, 4)
- Bank Epoch/Vertex Numeraire #2 (5, 6)
- CPTY Epoch/Vertex Numeraire #1 (7, 8)
- CPTY Epoch/Vertex Numeraire #2 (9, 10)
- Latent State Market Vertex Nodal (18, 19)
- Latent State Nodal Realization #1 (20, 21)
- Latent State Nodal Realization #2 (22, 23)
- Latent State Market Vertex Scale (24, 25)
- Latent State Entity Market Vertex (26, 27)
- Latent State Senior Market Vertex (28, 29)
- Latent State Subordinate Market Vertex (30)
- Senior Entity Market Vertex #1 (35, 36)
- Senior Entity Market Vertex #2 (37, 38)
- Senior Entity Market Vertex #3 (39, 40)
- Senior Entity Market Vertex #4 (41, 42)
- Senior Entity Market Vertex #5 (43)
- Path Simulator Entity Market Vertex (44, 45)
- Senior Entity Vertex - Time Width (46, 47)
- Senior Subordinate Vertex - Time Width (48, 49)
- Market Vertex CSA/Overnight Vertex (50, 51)
- Market Vertex Overnight Index Rate (52, 53)
- Market Vertex Overnight Index Numeraire (54, 55)
- Market Vertex CSA Scheme Spread (56)
- Market Vertex CSA Scheme Nuemraire (57, 58)
- Market Vertex CSA Scheme Rate (59)
- Market Vertex Realized Portfolio Value (60, 61)
Bug Fixes/Clean-up:
- Bank Vertex Survival Bug Fix (11)
- CPTY Vertex Survival Bug Fix (12)
- CSA/Overnight Numeraire Bug Fix (13, 14, 15)
- Latent State Market Vertex - Rename (16, 17)
Samples:
- Basel Fix Float Digest #1 (31, 32)
- Basel Fix Float Digest #2 (33, 34)