-
Notifications
You must be signed in to change notification settings - Fork 50
Expand file tree
/
Copy path09_24_2018.txt
More file actions
44 lines (38 loc) · 1.4 KB
/
09_24_2018.txt
File metadata and controls
44 lines (38 loc) · 1.4 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
Features:
- Raleigh Quotient for Matrix/Eigenvector (67, 68)
Bug Fixes/Clean-up:
Samples:
- CT Margin Comparison #1 (1, 2)
- CT Margin Comparison #2 (3, 4)
- FX Margin Comparison #1 (5, 6)
- FX Margin Comparison #2 (7, 8)
- FX Margin Comparison #3 (9, 10)
- IR Margin Comparison #1 (11, 12)
- IR Margin Comparison #2 (13, 14)
- IR Margin Comparison #3 (15, 16)
- CRQ Margin Comparison #1 (17, 18)
- CRQ Margin Comparison #2 (19, 20)
- CRQ Margin Comparison #3 (21, 22)
- CRNQ Margin Comparison #1 (23, 24)
- CRNQ Margin Comparison #2 (25, 26)
- Actual FRTB ISDA #1 (27, 28)
- Actual FRTB ISDA #2 (29, 30)
- Actual FRTB ISDA #3 (31, 32)
- Actual FRTB ISDA #4 (33, 34)
- Actual FRTB ISDA #5 (35, 36)
- Actual FRTB ISDA #6 (37, 38)
- Rayleigh Quotient Iterator - Shell (39, 40)
- Rayleigh Quotient Iterator - #1 (41, 42)
- Rayleigh Quotient Iterator - #2 (43, 44)
- Rayleigh Quotient Iterator - #3 (45, 46)
- Rayleigh Quotient Iterator - #4 (47, 48)
- Rayleigh Quotient Iterator - #5 (49, 50)
- Rayleigh Quotient Iterator - #6 (51, 52)
- Rayleigh Quotient Iterator - #7 (53, 54)
- Rayleigh Quotient Iterator - #8 (55, 56)
- Rayleigh Quotient Iterator - #9 (57, 58)
- Rayleigh Quotient Iterator - #10 (59, 60)
- Rayleigh Quotient Iterator - #11 (61, 62)
- Power Iteration Component Extractor #1 (63, 64)
- Power Iteration Component Extractor #2 (65, 66)
- Comparing ISDA, Actual, and FRTB (69, 70)