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45 lines (39 loc) · 1.66 KB
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01_24_2018.txt
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45 lines (39 loc) · 1.66 KB
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Features:
- Path Simulator Market Vertex Generator (1, 2)
- MVG - Position Group Value Generator (3)
- Position Group Value Generator Default (4, 5)
- Path Simulator Position Value Application (6, 7)
- Unit Position Group Path Simulator (8, 9)
- Path Position Group Value Generator (11, 12)
- XVA Universe Position Tradeable Wanderer (21, 22)
- XVA Universe Position Tradeable Manifest (23, 24)
- Position Manifest Value Market Vertex (25, 26)
- Position Manifest Value Change Ripple (27, 28)
- Market Vertex Generator Position Manifest (29)
- Path Simulator MPEA Single Trajectory (30)
- Path Simulator Collateral Balance #1 (31, 32)
- Path Simulator Collateral Balance #2 (33, 34)
- Path Simulator Collateral Balance #3 (35, 36)
- Path Simulator Collateral Balance #4 (37, 38)
- Path Simulator Position Value #1 (39, 40)
- Path Simulator Position Value #2 (41, 42)
- Path Simulator Position Value #3 (43, 44)
- Collateral Group Vertex Array #1 (45, 46)
- Collateral Group Vertex Array #2 (47, 48)
- Path Simulator Collateral Balance Array (49, 50)
- Collateral Balance Position Value Arrays (51)
- Path Simulator Collateral Group Vertex (53, 54)
- Path Simulator Collateral Path Array (55, 56)
- Path Simulator Realized Cash Flow (58)
- Path Simulator Collateral Vertex Generation (59, 60)
- XVA Dynamics Position Replication Scheme (62, 63)
Bug Fixes/Clean-up:
Samples:
- Basel Fix Float Digest #1 (10)
- Basel Fix Float Digest #2 (13, 14)
- Basel Fix Float Digest #3 (15, 16)
- Basel Fix Float Digest #4 (17, 18)
- Basel Fix Float Digest #5 (19, 20)
- Basel Fix Float Digest #6 (52)
- Basel Fix Float Digest #7 (57)
- Basel Fix Float Digest #8 (61)