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06_15_2018.txt
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55 lines (49 loc) · 1.95 KB
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Features:
- Path Variation Margin Trajectory Estimator (1, 2)
- Andersen Pykhtin Sokol Segment Epoch (43)
- Andersen Pykhtin Sokol Trajectory Shell (54)
- Andersen Pykhtin Sokol Trajectory Exposure (55)
- Andersen Pykhtin Sokol Trajectory Trade (56, 57)
- Andersen Pykhtin Sokol Trajectory Constructor (58, 59, 60)
Bug Fixes/Clean-up:
Samples:
- OTC Payer Aggressive Timeline (3, 4)
- Long Float Classical Plus Timeline (5, 6)
- Long Float Classical Minus Timeline (7, 8)
- Long Float Aggressive Timeline (9)
- Long Float Conservative Timeline (10)
- Short Float Classical Plus Timeline (11)
- Short Float Classical Minus Timeline (12)
- Short Float Aggressive Timeline (13)
- Short Float Conservative Timeline (14)
- Long Fixed Classical Plus Timeline (15)
- Long Fixed Classical Minus Timeline (16)
- Long Fixed Aggressive Timeline (17)
- Long Fixed Conservative Timeline (18)
- Short Fixed Classical Plus Timeline (19)
- Short Fixed Classical Minus Timeline (20)
- Short Fixed Aggressive Timeline (21)
- Short Fixed Conservative Timeline (22)
- OTC Payer Conservative Timeline (23)
- OTC Payer Classical Plus Timeline (24)
- OTC Payer Classical Minus Timeline (25)
- OTC Receiver Aggressive Timeline (26)
- OTC Receiver Conservative Timeline (27)
- OTC Receiver Classical Plus Timeline (28)
- OTC Receiver Classical Minus Timeline (29)
- OTC Payer CSA Classical Plus (30)
- OTC Payer CSA Classical Minus (31)
- OTC Payer CSA Aggressive (32)
- OTC Payer CSA Conservative (33)
- OTC Receiver CSA Classical Plus (34)
- OTC Receiver CSA Classical Minus (35)
- OTC Receiver CSA Aggressive (36)
- OTC Receiver CSA Conservative (37)
- Exposure Path Local Volatility (38, 39)
- Exposure Path Brownian Bridge (40)
- Exposure Path Fix Float (41, 42)
- Fix Float Classical+ Long #1 (44, 45)
- Fix Float Classical+ Long #2 (46, 47)
- Fix Float Classical+ Long #3 (48, 49)
- Fix Float Classical+ Long #3 (50, 51)
- Fix Float Classical+ Long #4 (52, 53)