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41 lines (35 loc) · 1.46 KB
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03_19_2018.txt
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41 lines (35 loc) · 1.46 KB
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Features:
- XVA Topology Book Market Parameters (1)
- Book Market Parameters Overnight Labels (2)
- Book Market Parameters CSA Labels (3)
- Book Market Parameters Bank Hazard (4)
- Book Market Parameters CPTY Hazard (5)
- Book Market Parameters Bank Senior (6)
- Book Market Parameters Bank Subordinate (7)
- Book Market Parameters CPTY Recovery (8)
- Bank Senior Funding Label Map (9, 10)
- Counter Party Funding Label Map (11, 12)
- Bank Subordinate Funding Label Map (13, 14)
- Book Market Parameters Senior Funding (15)
- Book Market Parameters Subordinate Funding (16)
- Book Market Parameters CPTY Funding (17)
- XVA Topology Book Market Constructor (18, 19, 20)
- Book Topology - Market Parameters #1 (21, 22)
- Book Topology - Market Parameters #2 (23, 24)
- Book Topology - Market Parameters #3 (25, 26)
- Book Topology - Market Parameters #4 (27, 28)
- Book Topology - Market Parameters #5 (29, 30)
- Book Topology - Market Parameters #6 (31, 32)
- Book Topology - Market Parameters #7 (33, 34)
- Book Topology - Market Parameters #8 (35, 36)
- Book Topology - Market Parameters #9 (37, 38)
Bug Fixes/Clean-up:
Samples:
- Book Group Layout Topology #1 (39, 40)
- Book Group Layout Topology #2 (41, 42)
- Book Group Layout Topology #3 (43, 44)
- Book Group Layout Topology #4 (45, 46)
- Book Group Layout Topology #5 (47, 48)
- Book Group Layout Topology #6 (49, 50)
- Book Group Layout Topology #7 (51, 52)
- Book Group Layout Topology #8 (53, 54)