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01_30_2018.txt
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48 lines (40 loc) · 1.73 KB
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Features:
- XVA Set Position Group Container (1)
- XVA Set Group Specification Container (2)
- XVA Holdings - Position Dependencies Package (3)
- XVA Holdings Position Unit - Shell (4)
- XVA Holdings Position Group Specification (5)
- Position Group Value Generator Function (6)
- Position Holdings Constructor and Annotation (8, 9, 10)
- Position Group Value Array #1 (11, 12)
- Position Group Value Array #2 (13, 14)
- Position Group Value Array #3 (15, 16)
- Position Group Value Array #4 (17, 18)
- Position Group Value Array #5 (19, 20)
- Path Simulator Position Group Specification (31)
- Holdings Position Group Container Shell (33)
- Holdings Container Position Group Array (34)
- Position Group Container Constructor Anotation (35, 36, 37)
- Solo Position Group Container Creator (38, 39)
- Number of Positions in Container (40)
- Path Simulator Position Group Array (41, 42)
- Path Simulator Position Group Container (43, 44)
- Position Group Container - Netting Segments (59, 60)
- Position Group Container - Funding Segments (61, 62)
Bug Fixes/Clean-up:
- XVA Position To Group Rename (7)
- Eliminate XVA Dynamics Group Settings (32)
- Path Simulator Variable Cleanse #1 (47, 48)
- Path Simulator Variable Cleanse #2 (49, 50)
- Path Simulator Variable Cleanse #3 (51, 52)
- Path Simulator Variable Cleanse #4 (53, 54)
- Path Simulator Variable Cleanse #5 (55, 56)
- Path Simulator Variable Cleanse #6 (57)
Samples:
- Andersen Albanese Basel Proxy #1 (21, 22)
- Andersen Albanese Basel Proxy #2 (23, 24)
- Andersen Albanese Basel Proxy #3 (25, 26)
- Andersen Albanese Basel Proxy #4 (27, 28)
- Andersen Albanese Basel Proxy #5 (29, 30)
- Andersen Albanese Basel Proxy #6 (45, 46)
- Andersen Albanese Basel Proxy #7 (58)