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10_03_2022.txt
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50 lines (44 loc) · 2.02 KB
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Features:
Bug Fixes/Re-organization:
- Numerical Phase Tracker Comparison (1, 2)
- Numerical Prime Factor Comparison (3)
- Numerical Ugly Number (4, 5)
- OIS Cross Overnight Floating Stream (6)
- OIS Index Fund Curves Reconciliation (7, 8)
- OIS Jurisdiction OTC Instrument Definitions (9)
- OIS Overnight Arithmetic Compounding Convexity (10, 11)
- OIS Overnight Jurisdiction Index Definition (12)
- OIS API Custom Swap Measures (13, 14)
- Optimizer KKT Necessary Sufficient Conditions (15)
- Optimizer KKT Regularity Conditions (16, 17)
- Optimizer N-Sphere Surface Extremization (18)
- Optimizer Variate Sum Extremization (19, 20)
- Option ATM Term Structure Spline (21)
- Black Heston Forward Option (22, 23)
- Option Broken Date Volatility Surface (24)
- Option Custom Volatility Surface Builder (25, 26)
- Option Deterministic Volatility Black Scholes (27)
- Option Deterministic Volatiliry Term Structure (28, 29)
- Option Local Volatility Term Structure (30)
- Option Market Surface Term Structure (31, 32)
- Option Vanilla Black Normal Pricing (33)
- Option Vanilla Black Scholes Pricing (34, 35)
- Overnight Custom Curve Reconciler (36)
- Overnight Multi-stretch Curve Builder (37, 38)
- Overnight Shape Zero Local Smooth (39)
- Overnight Shape Preserving Zero Smooth (40, 41)
- Overnight Single-stretch Curve Builder (42)
- Overnight Feed AUD OIS Smooth Re-constitutor (43, 44)
- Overnight Feed CAD OIS Smooth Re-constitutor (45)
- Overnight Feed CHF OIS Smooth Re-constitutor (46, 47)
- Overnight Feed EUR OIS Smooth Re-constitutor (48)
- Overnight Feed GBP OIS Smooth Re-constitutor (49, 50)
- Overnight Feed JPY OIS Smooth Re-constitutor (51)
- Overnight Feed NZD OIS Smooth Re-constitutor (52, 53)
- Overnight Feed SEK OIS Smooth Re-constitutor (54)
- Overnight Feed USD OIS Smooth Re-constitutor (55, 56)
- Overnight Historical AUD OIS Smooth Re-constitutor (57)
- Overnight Historical CAD OIS Smooth Re-constitutor (58, 59)
- Overnight Historical CHF OIS Smooth Re-constitutor (60)
Samples:
IdeaDRIP: