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12_07_2023.txt
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44 lines (38 loc) · 2.2 KB
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Features:
Bug Fixes/Re-organization:
- SIMM Credit CRQ Settings Container 2.0 - Init (1, 2, 3)
- SIMM Credit CRQ Settings Container 2.0 - Tenor Set (4, 5)
- SIMM Credit CRQ Settings Container 2.0 - Bucket Set (6)
- SIMM Credit CRQ Settings Container 2.0 - Contains Bucket (7)
- SIMM Credit CRQ Settings Container 2.0 - Bucket (8)
- SIMM Credit CRQ Settings Container 2.1 (9, 10, 11)
- SIMM Credit CRQ Settings Container 2.1 - Init #1 (12, 13, 14)
- SIMM Credit CRQ Settings Container 2.1 - Init #2 (15, 16, 17)
- SIMM Credit CRQ Settings Container 2.1 - Tenor Set (18, 19)
- SIMM Credit CRQ Settings Container 2.1 - Bucket Set (20)
- SIMM Credit CRQ Settings Container 2.1 - Contains Bucket (21)
- SIMM Credit CRQ Settings Container 2.1 - Bucket (22)
- SIMM Credit CRQ Settings Container 2.4 (23, 24, 25)
- SIMM Credit CRQ Settings Container 2.4 - Cross Bucket Correlation (26, 27)
- SIMM Credit CRQ Settings Container 2.4 - Bucket Map (28, 29)
- SIMM Credit CRQ Settings Container 2.4 - Set Up Cross Bucket Correlation #1 (30, 31, 32)
- SIMM Credit CRQ Settings Container 2.4 - Set Up Cross Bucket Correlation #2 (33, 34, 35)
- SIMM Credit CRQ Settings Container 2.4 - Init #1 (36, 37, 38)
- SIMM Credit CRQ Settings Container 2.4 - Init #2 (39, 40, 41)
- SIMM Credit CRQ Settings Container 2.4 - Tenor Set (42, 43, 44)
- SIMM Credit CRQ Settings Container 2.4 - Bucket Set (45)
- SIMM Credit CRQ Settings Container 2.4 - Contains Bucket (46)
- SIMM Credit CRQ Settings Container 2.4 - Bucket (47)
- SIMM Credit CRQ Systemics 2.0 (48, 49)
- SIMM Credit CRQ Systemics 2.0 Residual Bucket - Risk Weight (50)
- SIMM Credit CRQ Systemics 2.0 Qualifying Vega Risk Weight (51)
- SIMM Credit CRQ Systemics 2.0 Base Correlation - Risk Weight (52)
- SIMM Credit CRQ Systemics 2.0 Base Correlation - Correlation across Index Families (53)
- SIMM Credit CRQ Systemics 2.1 (54, 55)
- SIMM Credit CRQ Systemics 2.1 Residual Bucket - Risk Weight (56)
- SIMM Credit CRQ Systemics 2.1 Qualifying Vega Risk Weight (57)
- SIMM Credit CRQ Systemics 2.1 Base Correlation - Risk Weight (58)
- SIMM Credit CRQ Systemics 2.1 Base Correlation - Correlation across Index Families (59)
- SIMM Credit CRQ Systemics 2.4 (60)
Samples:
IdeaDRIP: