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04_20_2020.txt
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28 lines (23 loc) · 1.07 KB
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Features:
Bug Fixes/Re-organization:
- XVA Hypothecation Collateral Group Vertex Exposure Component (1, 2, 3)
- XVA Netting Collateral Group Path (4, 5, 6)
- XVA Netting Credit Debt Group Path (7, 8, 9)
- XVA Netting Funding Group Path (10, 11, 12)
- XVA PDE Burgard Kjaer Edge (13, 14, 15)
- XVA PDE Burgard Kjaer Edge Attribution (16, 17, 18)
- XVA PDE Burgard Kjaer Edge Run (19, 20, 21)
- XVA PDE Burgard Kjaer Operator (22, 23, 24)
- XVA PDE Parabolic Differential Operator (25, 26, 27)
- XVA PDE Trajectory Evolution Scheme (28, 29, 30)
- XVA Proto Collateral Group Specification (31, 32, 33)
- XVA Proto Credit Debt Group Specification (34, 35, 36)
- XVA Proto Funcing Group Specification (37, 38, 39)
- XVA Proto Object Specification (40, 41, 42)
- XVA Proto Position Group Specification (43, 44, 45)
- XVA Proto Position Schema Specification (46, 47, 48)
- XVA Settings Adjustment Digest Scheme (49, 50, 51)
- XVA Settings Broken Date Scheme (52, 53, 54)
- XVA Settings Close Out Scheme (55, 56, 57)
- XVA Settings Position Replication Scheme (58, 59, 60)
Samples: