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05_23_2022.txt
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54 lines (46 loc) · 1.98 KB
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Features:
- Risk Measure Sensitivity Settings CR - Constructor (1)
Bug Fixes/Re-organization:
Samples:
- Credit Qualifying Bucket Curvature Margin 2.0 (2)
- Credit Qualifying Bucket Curvature Margin 2.1 (3)
- Credit Qualifying Bucket Curvature Margin 2.4 #1 (4, 5)
- Credit Qualifying Bucket Curvature Margin 2.4 #2 (6, 7)
- Credit Qualifying Bucket Curvature Margin Flow 2.0 (8)
- Credit Qualifying Bucket Curvature Margin Flow 2.1 (9)
- Credit Qualifying Bucket Curvature Margin Flow 2.4 #1 (10, 11)
- Credit Qualifying Bucket Curvature Margin Flow 2.4 #2 (12, 13)
- Credit Qualifying Bucket Delta Margin 2.0 (14)
- Credit Qualifying Bucket Delta Margin 2.1 (15)
- Credit Qualifying Bucket Delta Margin 2.4 #1 (16, 17)
- Credit Qualifying Bucket Delta Margin 2.4 #2 (18, 19)
- Credit Qualifying Bucket Delta Margin Flow 2.0 (20)
- Credit Qualifying Bucket Delta Margin Flow 2.1 (21)
- Credit Qualifying Bucket Delta Margin Flow 2.4 #1 (22, 23)
- Credit Qualifying Bucket Delta Margin Flow 2.4 #2 (24, 25)
- Credit Qualifying Bucket Vega Margin 2.0 (26)
- Credit Qualifying Bucket Vega Margin 2.1 (27)
- Credit Qualifying Bucket Vega Margin 2.4 (28)
- Commodity Class Margin 2.0 (29)
- Commodity Class Margin 2.1 (30)
- Commodity Class Margin 2.4 #1 (31, 32)
- Commodity Class Margin 2.4 #2 (33, 34)
- Commodity Curvature Margin 2.0 (35)
- Commodity Curvature Margin 2.1 (36)
- Commodity Curvature Margin 2.4 #1 (37, 38)
- Commodity Curvature Margin 2.4 #2 (39, 40)
- Commodity Delta Margin 2.0 (41)
- Commodity Delta Margin 2.1 (42)
- Commodity Delta Margin 2.4 #1 (43, 44)
- Commodity Delta Margin 2.4 #2 (45, 46)
- Commodity Vega Margin 2.0 (47)
- Commodity Vega Margin 2.1 (48)
- Commodity Vega Margin 2.4 #1 (49, 50)
- Commodity Vega Margin 2.4 #2 (51, 52)
- Equity Class Margin 2.0 (53)
- Equity Class Margin 2.1 (54)
- Equity Class Margin 2.4 #1 (55, 56)
- Equity Class Margin 2.4 #2 (57, 58)
- Equity Curvature Margin 2.0 (59)
- Equity Curvature Margin 2.1 (60)
IdeaDRIP: