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12_08_2023.txt
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51 lines (45 loc) · 2.6 KB
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Features:
Bug Fixes/Re-organization:
- SIMM Credit CRQ Systemics 2.4 (1)
- SIMM Credit CRQ Systemics 2.4 Residual Bucket - Risk Weight (2)
- SIMM Credit CRQ Systemics 2.4 Qualifying Vega Risk Weight (3)
- SIMM Credit CRQ Systemics 2.4 Base Correlation - Risk Weight (4)
- SIMM Credit CRQ Systemics 2.4 Base Correlation - Correlation across Index Families (5)
- SIMM Credit CR Systemics (6)
- SIMM Credit CR Systemics - The "Investment Grade" Quality (7)
- SIMM Credit CR Systemics - The "IG" Quality (8)
- SIMM Credit CR Systemics - The "High Yield" HY Quality (9)
- SIMM Credit CR Systemics - The "High Yield" Quality (10)
- SIMM Credit CR Systemics - The "Not Rated" NR Quality (11)
- SIMM Credit CR Systemics - The "Not Rated" Quality (12)
- SIMM Credit CR Systemics - The "Unspecified" Quality (13)
- SIMM Credit CR Threshold Container 2.0 (14, 15)
- SIMM Credit CR Threshold Container 2.0 - CRQ Map (16, 17)
- SIMM Credit CR Threshold Container 2.0 - CRNQ Map (18, 19)
- SIMM Credit CR Threshold Container 2.0 - Init #1 (20, 21)
- SIMM Credit CR Threshold Container 2.0 - Init #2 (22, 23, 24)
- SIMM Credit CR Threshold Container 2.0 - Init #3 (25, 26)
- SIMM Credit CR Threshold Container 2.0 - Qualifying Bucket Set (27)
- SIMM Credit CR Threshold Container 2.0 - Non-qualifying Bucket Set (28)
- SIMM Credit CR Threshold Container 2.0 - Contains Qualifying Bucket (29)
- SIMM Credit CR Threshold Container 2.0 - Contains Non-qualifying Bucket (30)
- SIMM Credit CR Threshold Container 2.0 - Qualifying Bucket (31)
- SIMM Credit CR Threshold Container 2.0 - Non-qualifying (32)
- SIMM Credit CR Threshold Container 2.1 (33, 34)
- SIMM Credit CR Threshold Container 2.1 - CRQ Map (35, 36)
- SIMM Credit CR Threshold Container 2.1 - CRNQ Map (37, 38)
- SIMM Credit CR Threshold Container 2.1 - Init #1 (39)
- SIMM Credit CR Threshold Container 2.1 - Init #2 (40, 41, 42)
- SIMM Credit CR Threshold Container 2.1 - Init #3 (43, 44, 45)
- SIMM Credit CR Threshold Container 2.1 - Qualifying Bucket Set (46)
- SIMM Credit CR Threshold Container 2.1 - Non-qualifying Bucket Set (47)
- SIMM Credit CR Threshold Container 2.1 - Contains Qualifying Bucket (48)
- SIMM Credit CR Threshold Container 2.1 - Contains Non-qualifying Bucket (49)
- SIMM Credit CR Threshold Container 2.1 - Qualifying Bucket (50)
- SIMM Credit CR Threshold Container 2.1 - Non-qualifying (51)
- SIMM Credit CR Threshold Container 2.4 (52, 53)
- SIMM Credit CR Threshold Container 2.4 - CRQ Map (54, 55)
- SIMM Credit CR Threshold Container 2.4 - CRNQ Map (56, 57)
- SIMM Credit CR Threshold Container 2.4 - Init (58, 59, 60)
Samples:
IdeaDRIP: