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12_04_2018.txt
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66 lines (61 loc) · 2.52 KB
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Features:
- SIMM Commodity CT Bucket (1)
- SIMM Commodity CT Risk Threshold Container 2.0 (2)
- SIMM Commodity CT Risk Threshold Container 2.1 (3)
- SIMM Commodity CT Settings Container 2.0 (4)
- SIMM Commodity CT Settings Container 2.1 (5)
- SIMM Commodity CT Systemics 2.0 (6)
- SIMM Commodity CT Systemics 2.1 (7)
- SIMM Commodity Read Me (8)
- SIMM Common Chargram (9)
- SIMM Common Cross Risk Class Correlation 2.0 (10)
- SIMM Common Cross Risk Class Correlation 2.1 (11)
- SIMM Common Delta Vega Threshold (12)
- SIMM Common ISDA Settings Container (13)
- SIMM Common Product Class Multiplicative Scale (14)
- SIMM Common Risk Factor Threshold Container (15)
- SIMM Common Read Me (16)
- SIMM Credit CR Bucket (17)
- SIMM Credit CRNQ Bucket Correlation 2.0 (18)
- SIMM Credit CRNQ Bucket Correlation 2.1 (19)
- SIMM Credit CRNQ Settings Container 2.0 (20)
- SIMM Credit CRNQ Settings Container 2.1 (21)
- SIMM Credit CRNQ Systemics 2.0 (22)
- SIMM Credit CRNQ Systemics 2.1 (23)
- SIMM Credit CRQ Bucket Correlation 2.0 (24)
- SIMM Credit CRQ Bucket Correlation 2.1 (25)
- SIMM Credit CRQ Settings Container 2.0 (26)
- SIMM Credit CRQ Settings Container 2.1 (27)
- SIMM Credit CRQ Systemics 2.0 (28)
- SIMM Credit CRQ Systemics 2.1 (29)
- SIMM Credit CR Systemics (30)
- SIMM Credit CR Threshold Container 2.0 (31)
- SIMM Credit CR Threshold Container 2.1 (32)
- SIMM Credit Sector Systemics (33)
- SIMM Credit Read Me (34)
- SIMM Equity EQ Bucket (35)
- SIMM Equity EQ Risk Threshold Container 2.0 (36)
- SIMM Equity EQ Risk Threshold Container 2.1 (37)
- SIMM Equity EQ Settings Container 2.0 (38)
- SIMM Equity EQ Settings Container 2.1 (39)
- SIMM Equity EQ Systemics 2.0 (40)
- SIMM Equity EQ Systemics 2.1 (41)
- SIMM Equity Market Capitalization Systemics (42)
- SIMM Equity Region Systemics (43)
- SIMM Equity Read Me (44)
- SIMM Estimator Additional Initial Margin (45)
- SIMM Estimator Product Class Margin (46)
- SIMM Estimator Product Class Sensitivity (47)
- SIMM Estimator Product Class Settings (48)
- SIMM Estimator Read Me (49)
- SIMM Foundation Curvature Estimator (50)
- SIMM Foundation Curvature Estimator FRTB (51)
- SIMM Foundation Curvature Estimator ISDA Delta (52)
- SIMM Foundation Curvature Estimator Response Function (53)
- SIMM Foundation Curvature Response (54)
- SIMM Foundation Curvature Response Cornish Fischer (56)
- SIMM Foundation Margin Estimation Settings (57)
- SIMM Foundation Risk Group Principal Covariance (58)
- SIMM Foundation Read Me (59)
Bug Fixes/Clean-up:
Samples: