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05_25_2022.txt
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49 lines (43 loc) · 1.83 KB
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Features:
Bug Fixes/Re-organization:
Samples:
- Rates Vega Margin 2.0 (1)
- Rates Vega Margin 2.1 (2)
- Rates Vega Margin 2.4 #1 (3, 4)
- Rates Vega Margin 2.4 #2 (5, 6)
- Rates Delta Margin 2.0 (7)
- Rates Delta Margin 2.1 (8)
- Rates Delta Margin 2.4 #1 (9, 10)
- Rates Delta Margin 2.4 #2 (11, 12)
- Rates Curvature Margin 2.0 (13)
- Rates Curvature Margin 2.1 (14)
- Rates Curvature Margin 2.4 #1 (15, 16)
- Rates Curvature Margin 2.4 #2 (17, 18)
- Rates Currency Vega Margin Flow 2.0 (19)
- Rates Currency Vega Margin Flow 2.1 (20)
- Rates Currency Vega Margin Flow 2.4 #1 (21, 22)
- Rates Currency Vega Margin Flow 2.4 #2 (23, 24)
- Rates Currency Vega Margin 2.0 (25)
- Rates Currency Vega Margin 2.1 (26)
- Rates Currency Vega Margin 2.4 #1 (27, 28)
- Rates Currency Vega Margin 2.4 #2 (29, 30)
- Rates Currency Delta Margin Flow 2.0 (31)
- Rates Currency Delta Margin Flow 2.1 (32)
- Rates Currency Delta Margin Flow 2.4 #1 (33, 34)
- Rates Currency Delta Margin Flow 2.4 #2 (35, 36)
- Rates Currency Delta Margin 2.0 (37)
- Rates Currency Delta Margin 2.1 (38)
- Rates Currency Delta Margin 2.4 #1 (39, 40)
- Rates Currency Delta Margin 2.4 #2 (41, 42)
- SIMM Settings Commodity Parameters 2.0 (43)
- SIMM Settings Commodity Parameters 2.1 (44)
- SIMM Settings Commodity Parameters 2.4 #1 (45, 46, 47)
- SIMM Settings Commodity Parameters 2.4 #2 (48, 49, 50)
- SIMM Settings Commodity Risk Concentration Threshold 2.0 (51)
- SIMM Settings Commodity Risk Concentration Threshold 2.1 (52)
- SIMM Settings Commodity Risk Concentration Threshold 2.4 #1 (53, 54)
- SIMM Settings Commodity Risk Concentration Threshold 2.4 #2 (55, 56)
- SIMM Settings Credit Non-qualifying Parameters 2.0 (57)
- SIMM Settings Credit Non-qualifying Parameters 2.1 (58)
- SIMM Settings Credit Non-qualifying Parameters 2.4 (59, 60)
IdeaDRIP: