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10_10_2022.txt
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50 lines (44 loc) · 2.33 KB
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Features:
Bug Fixes/Re-organization:
- SIMM CRNQ Credit Non-qualifying Delta Margin 2.4 (1, 2)
- SIMM CRNQ Credit Non-qualifying Vega Margin 2.0 (3)
- SIMM CRNQ Credit Non-qualifying Vega Margin 2.1 (4, 5)
- SIMM CRNQ Credit Non-qualifying Vega Margin 2.4 (6)
- SIMM CRQ Credit Qualifying Bucket Curvature Margin 2.0 (7, 8)
- SIMM CRQ Credit Qualifying Bucket Curvature Margin 2.1 (9)
- SIMM CRQ Credit Qualifying Bucket Curvature Margin 2.4 (10, 11)
- SIMM CRQ Credit Qualifying Bucket Curvature Margin Flow 2.0 (12)
- SIMM CRQ Credit Qualifying Bucket Curvature Margin Flow 2.1 (13, 14)
- SIMM CRQ Credit Qualifying Bucket Curvature Margin Flow 2.4 (15)
- SIMM CRQ Credit Qualifying Bucket Delta Margin 2.0 (16, 17)
- SIMM CRQ Credit Qualifying Bucket Delta Margin 2.1 (18)
- SIMM CRQ Credit Qualifying Bucket Delta Margin 2.4 (19, 20)
- SIMM CRQ Credit Qualifying Bucket Delta Margin Flow 2.0 (21)
- SIMM CRQ Credit Qualifying Bucket Delta Margin Flow 2.1 (22, 23)
- SIMM CRQ Credit Qualifying Bucket Delta Margin Flow 2.4 (24)
- SIMM CRQ Credit Qualifying Bucket Vega Margin 2.0 (25, 26)
- SIMM CRQ Credit Qualifying Bucket Vega Margin 2.1 (27)
- SIMM CRQ Credit Qualifying Bucket Vega Margin 2.4 (28, 29)
- SIMM CRQ Credit Qualifying Bucket Vega Margin Flow 2.0 (30)
- SIMM CRQ Credit Qualifying Bucket Vega Margin Flow 2.1 (31, 32)
- SIMM CRQ Credit Qualifying Bucket Vega Margin Flow 2.4 (33)
- SIMM CRQ Credit Qualifying Class Margin 2.0 (34, 35)
- SIMM CRQ Credit Qualifying Class Margin 2.1 (36)
- SIMM CRQ Credit Qualifying Class Margin 2.4 (37, 38)
- SIMM CRQ Credit Qualifying Curvature Margin 2.0 (39)
- SIMM CRQ Credit Qualifying Curvature Margin 2.1 (40, 41)
- SIMM CRQ Credit Qualifying Curvature Margin 2.4 (42)
- SIMM CRQ Credit Qualifying Delta Margin 2.0 (43, 44)
- SIMM CRQ Credit Qualifying Delta Margin 2.1 (45)
- SIMM CRQ Credit Qualifying Delta Margin 2.4 (46, 47)
- SIMM CRQ Credit Qualifying Vega Margin 2.0 (48)
- SIMM CRQ Credit Qualifying Vega Margin 2.1 (49, 50)
- SIMM CRQ Credit Qualifying Vega Margin 2.4 (51)
- SIMM CT Commodity Class Margin 2.0 (52, 53)
- SIMM CT Commodity Class Margin 2.1 (54)
- SIMM CT Commodity Class Margin 2.4 (55, 56)
- SIMM CT Commodity Curvature Margin 2.0 (57)
- SIMM CT Commodity Curvature Margin 2.1 (58, 59)
- SIMM CT Commodity Curvature Margin 2.4 (60)
Samples:
IdeaDRIP: