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05_25_2023.txt
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37 lines (29 loc) · 1.38 KB
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Features:
- Reservation Pricer Baseline Indifference Value #1 (1, 2)
- Reservation Pricer Baseline Indifference Value #2 (3, 4)
- Reservation Pricer Baseline Indifference Value #3 (5, 6)
- Indifference Reservation Pricer Process Shell (7, 8, 9)
- Indifference Reservation Pricer Pay-off Price (11, 12)
- Claims Adjusted Utility Value #1 (13, 14, 15)
- Claims Adjusted Utility Value #2 (16, 17, 18)
- Claims Adjusted Reservation Utility Function (19, 20, 21)
- Optimal Claims Adjusted Underlier Units (22, 23)
- Baseline Flow Claims Unit Array (24)
- Reservation Pricer Indifference Price Shell (25, 26)
- Claims Adjusted Unit Price Array #1 (27, 28)
- Claims Adjusted Unit Price Array #2 (29, 30)
- Reservation Pricer Utility Value #1 (31, 32, 33)
- Claims Adjusted Endowment Portfolio Solver (34, 35, 36)
- Reservation Pricer Utility Value #2 (37, 38)
- Optimal Claims Price Adjusted Function (39, 40, 41)
- Optimal Claims Adjusted Endowment Portfolio #1 (42, 43, 44)
- Optimal Claims Adjusted Endowment Portfolio #2 (45, 46, 47)
- Optimal Claims Adjusted Endowment Portfolio #3 (48, 49, 50)
- Claims Adjusted Unit Price Array #2 (51, 52)
- Underlier Utility Optimization Run #1 (53, 54, 55)
- Underlier Utility Optimization Run #2 (56, 57, 58)
- OMS Indifference Reservation Price Run (59, 60)
Bug Fixes/Re-organization:
- Bid Ask Claims Handler Delete (10)
Samples:
IdeaDRIP: