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05_13_2022.txt
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70 lines (64 loc) · 4.5 KB
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Features:
- Credit Qualifying Class Margin 2.0 - Display Component Tenor Sensitivity (1)
- Credit Qualifying Class Margin 2.0 - Component Risk Factor Tenor Sensitivity (2)
- Credit Qualifying Class Margin 2.1 - Add Tenor Sensitivity (3)
- Credit Qualifying Class Margin 2.1 - Curve Tenor Sensitivity Map (4)
- Credit Qualifying Class Margin 2.1 - Display Component Tenor Sensitivity (5)
- Credit Qualifying Class Margin 2.1 - Component Risk Factor Tenor Sensitivity (6)
- Credit Qualifying Curvature Margin 2.0 - Add Tenor Sensitivity (7)
- Credit Qualifying Curvature Margin 2.0 - Curve Tenor Sensitivity Map (8)
- Credit Qualifying Curvature Margin 2.0 - Display Component Tenor Sensitivity (9)
- Credit Qualifying Curvature Margin 2.0 - Component Risk Factor Tenor Sensitivity (10)
- Credit Qualifying Curvature Margin 2.0 - Display Risk Measure Aggregate (11)
- Credit Qualifying Curvature Margin 2.0 - Vega Margin Covariance Entry (12)
- Credit Qualifying Curvature Margin 2.1 - Add Tenor Sensitivity (13)
- Credit Qualifying Curvature Margin 2.1 - Curve Tenor Sensitivity Map (14)
- Credit Qualifying Curvature Margin 2.1 - Display Component Tenor Sensitivity (15)
- Credit Qualifying Curvature Margin 2.1 - Component Risk Factor Tenor Sensitivity (16)
- Credit Qualifying Curvature Margin 2.1 - Display Risk Measure Aggregate (17)
- Credit Qualifying Curvature Margin 2.1 - Vega Margin Covariance Entry (18)
- Credit Qualifying Delta Margin 2.0 - Add Tenor Sensitivity (19)
- Credit Qualifying Delta Margin 2.0 - Curve Tenor Sensitivity Map (20)
- Credit Qualifying Delta Margin 2.0 - Display Component Tenor Sensitivity (21)
- Credit Qualifying Delta Margin 2.0 - Component Risk Factor Sensitivity (22)
- Credit Qualifying Delta Margin 2.0 - Display Risk Measure Aggregate (23)
- Credit Qualifying Delta Margin 2.0 - Delta Margin Covariance Entry (24)
- Credit Qualifying Delta Margin 2.1 - Add Tenor Sensitivity (25)
- Credit Qualifying Delta Margin 2.1 - Curve Tenor Sensitivity Map (26)
- Credit Qualifying Delta Margin 2.1 - Display Component Tenor Sensitivity (27)
- Credit Qualifying Delta Margin 2.1 - Component Risk Factor Sensitivity (28)
- Credit Qualifying Delta Margin 2.1 - Display Risk Measure Aggregate (29)
- Credit Qualifying Delta Margin 2.1 - Delta Margin Covariance Entry (30)
- Credit Qualifying Vega Margin 2.0 - Add Tenor Sensitivity (31)
- Credit Qualifying Vega Margin 2.0 - Curve Tenor Sensitivity Map (32)
- Credit Qualifying Vega Margin 2.0 - Display Component Tenor Sensitivity (33)
- Credit Qualifying Vega Margin 2.0 - Component Risk Factor Sensitivity (34)
- Credit Qualifying Vega Margin 2.0 - Display Risk Meaure Aggregate (35)
- Credit Qualifying Vega Margin 2.0 - Vega Margin Covariance Entry (36)
- Credit Qualifying Vega Margin 2.1 - Add Tenor Sensitivity (37)
- Credit Qualifying Vega Margin 2.1 - Curve Tenor Sensitivity Map (38)
- Credit Qualifying Vega Margin 2.1 - Display Component Tenor Sensitivity (39)
- Credit Qualifying Vega Margin 2.1 - Component Risk Factor Sensitivity (40)
- Credit Qualifying Vega Margin 2.1 - Display Risk Meaure Aggregate (41)
- Credit Qualifying Vega Margin 2.1 - Vega Margin Covariance Entry (42)
- Commodity Class Margin 2.0 - Add Bucket Risk Factor Sensitivity (43)
- Commodity Class Margin 2.0 - Bucket Risk Factor Sensitivity Map (44)
- Commodity Class Margin 2.1 - Add Bucket Risk Factor Sensitivity (45)
- Commodity Class Margin 2.1 - Bucket Risk Factor Sensitivity Map (46)
- Commodity Curvature Margin 2.0 - Add Bucket Risk Factor Sensitivity (47)
- Commodity Curvature Margin 2.0 - Bucket Risk Factor Sensitivity Map (48)
- Commodity Curvature Margin 2.0 - Display Bucket Risk Factor Sensitivity (49)
- Commodity Curvature Margin 2.1 - Add Bucket Risk Factor Sensitivity (59)
- Commodity Curvature Margin 2.1 - Bucket Risk Factor Sensitivity Map (51)
- Commodity Curvature Margin 2.1 - Display Bucket Risk Factor Sensitivity (52)
- Commodity Delta Margin 2.0 - Add Bucket Risk Factor Sensitivity (53)
- Commodity Delta Margin 2.0 - Bucket Risk Factor Sensitivity Map (54)
- Commodity Delta Margin 2.0 - Display Bucket Risk Factor Sensitivity (55)
- Commodity Delta Margin 2.1 - Add Bucket Risk Factor Sensitivity (56)
- Commodity Delta Margin 2.1 - Bucket Risk Factor Sensitivity Map (57)
- Commodity Delta Margin 2.1 - Display Bucket Risk Factor Sensitivity (58)
- Commodity Vega Margin 2.0 - Add Bucket Risk Factor Sensitivity (59)
- Commodity Vega Margin 2.0 - Bucket Risk Factor Sensitivity Map (60)
Bug Fixes/Re-organization:
Samples:
IdeaDRIP: