Features:

- SIMM Rates Currency Risk Group (99, 100, 101)

- Currency Risk Group Volatility Type #1 (102, 103)

- Currency Risk Group Volatility Type #2 (104, 105, 106)

- Currency Risk Group Trade Frequency Type #1 (107, 108)

- Currency Risk Group Trade Frequency Type #2 (109, 110, 111)

- Currency Risk Group Component Array #1 (112, 113, 114)

- Currency Risk Group Component Array #2 (115, 116)

- Currency Risk Group Constructor #1 (117, 118)

- Currency Risk Group Constructor #2 (119, 120)

Bug Fixes/Re-organization:

Samples:

IdeaDRIP:

- The Right and Wrong Models for evaluating Callable Municipal Bonds - Risk-Neutral Versus Real Worlds – An Example (1-58)

- The Right and Wrong Models for evaluating Callable Municipal Bonds - Types of Term Structure Models and their Roles #1 (59-61)

- The Right and Wrong Models for evaluating Callable Municipal Bonds - Types of Term Structure Models and their Roles #2 (62-67)

- The Right and Wrong Models for evaluating Callable Municipal Bonds - Types of Term Structure Models and their Roles #3 (68-71)

- The Right and Wrong Models for evaluating Callable Municipal Bonds - Types of Term Structure Models and their Roles #4 (72-75)

- The Right and Wrong Models for evaluating Callable Municipal Bonds - Types of Term Structure Models and their Roles Deterministic #1 (76-80)

- The Right and Wrong Models for evaluating Callable Municipal Bonds - Types of Term Structure Models and their Roles Deterministic #2 (81-90)

- The Right and Wrong Models for evaluating Callable Municipal Bonds - Types of Term Structure Models and their Roles Deterministic #3 (91-94)

- The Right and Wrong Models for evaluating Callable Municipal Bonds - Types of Term Structure Models and their Roles Deterministic #4 (95-98)