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12_13_2018.txt
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69 lines (64 loc) · 2.11 KB
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Features:
- Template IRS AUD (1)
- Template IRS CAD (2)
- Template IRS CHF (3)
- Template IRS CNY (4)
- Template IRS DKK (5)
- Template IRS EUR (6)
- Template IRS GBP (7)
- Template IRS HKD (8)
- Template IRS INR (9)
- Template IRS JPY LIBOR (10)
- Template IRS JPY TIBOR (11)
- Template IRS KRW (12)
- Template IRS MYR (13)
- Template IRS NOK (14)
- Template IRS NZD (15)
- Template IRS PLN (16)
- Template IRS SEK (17)
- Template IRS SGD (18)
- Template IRS THB (19)
- Template IRS TWD (20)
- Template IRS USD (21)
- Template IRS ZAR (22)
- Template IRS Read Me (23)
- Template State Derived Forward State (24)
- Template State Forward Volatility State (25)
- Template State Funding State (26)
- Template State FX State (27)
- Template State Govvie State (28)
- Template State Overnight State (29)
- Template State Reference Forward State (30)
- Template State Survival Recovery State (31)
- Template State Read Me (32)
- Template State Bump Derived Forward State Shifted (33)
- Template State Bump Forward Volatility State Shifted (34)
- Template State Bump Funding State Shifted (35)
- Template State Bump FX State Shifted (36)
- Template State Bump Govvie State Shifted (37)
- Template State Bump Overnight State Shifted (38)
- Template State Bump Reference Forward State Shifted (39)
- Template State Bump Survival Recovery State Shifted (40)
- Template UST FV1 05Y (41)
- Template UST TU1 02Y (42)
- Template UST TY1 10Y (43)
- Template UST US1 30Y (44)
- Template UST WN1 ULTRA (45)
- Template UST Read Me (46)
- Template Read Me (47)
- XVA Basel Balance Sheet Edge (48)
- XVA Basel Balance Sheet Vertex (49)
- XVA Basel OTC Accounting Modus (50)
- XVA Basel OTC Accounting Modus FCA FBA (51)
- XVA Basel OTC Accounting Modus FVA FDA (52)
- XVA Basel OTC Accounting Policy (53)
- XVA Basel Value Adjustment (54)
- XVA Basel Value Category (55)
- XVA Basel Read Me (56)
- XVA Definition Close Out (57)
- XVA Definition Close Out Bilateral (58)
- XVA Definition PDE Evolution Control (59)
- XVA Definition Simple Balance Sheet (60)
- XVA Definition Read Me (61)
Bug Fixes/Clean-up:
Samples: