Features:

- SBA Curvature Margin Sensitivity Estimator (1, 2)

- Curvature Estimator Cornish Fischer Shell (3)

- Curvature Estimator Cornish Fischer Response (4)

- Curvature Estimator Margin Response Constructor (5, 6, 7)

- Curvature Response Function Estimator Margin (8, 9, 10)

- Cornish Fischer Curvature Margin Estimator (11)

- Risk Measure Sensitivity Cornish Fischer (12, 13)

- Margin Estimator Settings Cornish Fischer (15, 16)

- Curvature IR Risk Measure Sensitivity (33)

- Curvature CR Risk Measure Sensitivity (36)

- Core Self/Cross SBA Variance (41, 42, 43)

- Curvature Margin - Quadratic Correlator #1 (44, 45)

- Curvature Margin - Quadratic Correlator #2 (46, 47)

- Bucket Pair Curvature Variance Modulator #1 (48, 49)

- Bucket Pair Curvature Variance Modulator #2 (50, 51)

- Bucket Pair Curvature Variance Modulator #3 (52, 53)

- Curvature Estimate ISDA Delta Shell (59)

- Curvature Estimate ISDA Delta Lumen (60, 61)

Bug Fixes/Clean-up:

Samples:

- Equity Curvature Margin 2.0 #1 (14)

- Cornish Fischer Curvature Margin #1 (17, 18)

- Cornish Fischer Curvature Margin #2 (19, 20)

- Cornish Fischer Curvature Margin #3 (21, 22)

- Cornish Fischer Curvature Margin #4 (23, 24)

- Cornish Fischer Curvature Margin #5 (25, 26)

- Equity Curvature Margin 2.0 #2 (27)

- Equity Curvature Margin 2.1 (28)

- Commodity Curvature Margin 2.0 (29)

- Commodity Curvature Margin 2.1 (30)

- FX Curvature Margin 2.0 (31)

- FX Curvature Margin 2.1 (32)

- Rates Curvature Margin 2.0 (34)

- Rates Curvature Margin 2.1 (35)

- CRQ Curvature Margin 2.0 (37)

- CRQ Curvature Margin 2.1 (38)

- CRNQ Curvature Margin 2.0 (39)

- CRNQ Curvature Margin 2.1 (40)

- CRQ/CRNQ Curvature Margin (54, 55, 56)

- Rates Cornish Fischer Curvature Margin (57, 58)