-
Notifications
You must be signed in to change notification settings - Fork 50
Expand file tree
/
Copy path05_02_2018.txt
More file actions
39 lines (31 loc) · 1.2 KB
/
05_02_2018.txt
File metadata and controls
39 lines (31 loc) · 1.2 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
Features:
- Andersen Pykhtin Sokol Lag Parameterization (1, 2)
- Margin Trade Flow Trajectory #1 (3, 4)
- Margin Trade Flow Trajectory #2 (5, 6)
- Margin Trade Flow Trajectory #3 (7, 8)
- Margin Trade Flow Trajectory #4 (9, 10)
- Margin Posting Date Array #1 (17, 18)
- Margin Posting Date Array #2 (19, 20)
- Margin Trade Flow Entry Shell (21)
- Margin Trade Flow Entry Fields (22, 23)
- Margin Trade Flow Entry Constructor (24, 25, 26)
- Margin Trade Flow Entry Exposure (27)
- Margin Trade Flow Entry Date (28)
- Map of Margin Trade Flow Entry (29)
- Margin Trade Flow Entry #1 (30, 31)
- Margin Trade Flow Entry #2 (32, 33)
- Margin Trade Flow Entry #3 (34, 35)
- Margin Flow Exposure Path Trajectory (36, 37)
- Realized Collateral Rules Margin Flow (38, 39)
- Trade Flow Exposure Path Trajectory (40, 41)
- Margin Flow Exposure To Actual (42, 43)
Bug Fixes/Clean-up:
- Margin Trade Flow Trajectory Fix (11)
- Trim Andersen Pykhtin Sokol Lag (16)
Samples:
- Fixed Stream Daily #1 (12, 13)
- Fixed Stream Daily #2 (14, 15)
- Fixed Stream Daily MPoR #1 (44, 45, 46)
- Fixed Stream Daily MPoR #2 (47, 48, 49)
- Fixed Stream Daily Margin Gap (50, 51, 52)
- Net Margin Period Exposure (50, 51, 52)