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Features:
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Bug Fixes/Re-organization:

	- SIMM Credit CRNQ Settings Container 2.1 - Tenor Set (1, 2, 3)
	- SIMM Credit CRNQ Settings Container 2.1 - Bucket Set (4)
	- SIMM Credit CRNQ Settings Container 2.1 - Contains Bucket (5)
	- SIMM Credit CRNQ Settings Container 2.1 - Bucket (6)
	- SIMM Credit CRNQ Settings Container 2.4 (7, 8)
	- SIMM Credit CRNQ Settings Container 2.4 - Bucket Map (9, 10)
	- SIMM Credit CRNQ Settings Container 2.4 - Init (11, 12)
	- SIMM Credit CRNQ Settings Container 2.4 - Tenor Set (13, 14, 15)
	- SIMM Credit CRNQ Settings Container 2.4 - Bucket Set (16)
	- SIMM Credit CRNQ Settings Container 2.4 - Contains Bucket (17)
	- SIMM Credit CRNQ Settings Container 2.4 - Bucket (18)
	- SIMM Credit CRNQ Systematics 2.0 (19, 20)
	- SIMM Credit CRNQ Systematics 2.0 - Non-Qualifying Vega Risk Weight (21)
	- SIMM Credit CRNQ Systematics 2.1 (22, 23)
	- SIMM Credit CRNQ Systematics 2.1 - Non-Qualifying Vega Risk Weight (24)
	- SIMM Credit CRNQ Systematics 2.4 (25, 26)
	- SIMM Credit CRNQ Systematics 2.4 - Non-Qualifying Vega Risk Weight (27)
	- SIMM Credit CRQ Bucket Correlation 2.0 (28, 29)
	- SIMM Credit CRQ Bucket Correlation 2.0 - Between Sensitivities having Same Issuer/Seniority falling under the Same Regular (30)
	- SIMM Credit CRQ Bucket Correlation 2.0 - Between Sensitivities having Different Issuer/Seniority falling under Same Regular (31)
	- SIMM Credit CRQ Bucket Correlation 2.0 - Between Sensitivities having Same Issuer/Seniority falling under the Same Residual (32)
	- SIMM Credit CRQ Bucket Correlation 2.0 - Between Sensitivities having Different Issuer/Seniority falling under Same Residual (33)
	- SIMM Credit CRQ Bucket Correlation 2.1 (34, 35)
	- SIMM Credit CRQ Bucket Correlation 2.1 - Between Sensitivities having Same Issuer/Seniority falling under the Same Regular (36)
	- SIMM Credit CRQ Bucket Correlation 2.1 - Between Sensitivities having Different Issuer/Seniority falling under Same Regular (37)
	- SIMM Credit CRQ Bucket Correlation 2.1 - Between Sensitivities having Same Issuer/Seniority falling under the Same Residual (38)
	- SIMM Credit CRQ Bucket Correlation 2.1 - Between Sensitivities having Different Issuer/Seniority falling under Same Residual (39)
	- SIMM Credit CRQ Bucket Correlation 2.4 (40, 41)
	- SIMM Credit CRQ Bucket Correlation 2.4 - Between Sensitivities having Same Issuer/Seniority falling under the Same Regular (42)
	- SIMM Credit CRQ Bucket Correlation 2.4 - Between Sensitivities having Different Issuer/Seniority falling under Same Regular (43)
	- SIMM Credit CRQ Bucket Correlation 2.4 - Between Sensitivities having Same Issuer/Seniority falling under the Same Residual (44)
	- SIMM Credit CRQ Bucket Correlation 2.4 - Between Sensitivities having Different Issuer/Seniority falling under Same Residual (45)
	- SIMM Credit CRQ Settings Container 2.0 (46, 47)
	- SIMM Credit CRQ Settings Container 2.0 - Cross Bucket Correlation (48, 49)
	- SIMM Credit CRQ Settings Container 2.0 - Bucket Map (50, 51)
	- SIMM Credit CRQ Settings Container 2.0 - Set Up Cross Bucket Correlation #1 (52, 53, 54)
	- SIMM Credit CRQ Settings Container 2.0 - Set Up Cross Bucket Correlation #2 (55, 56, 57)
	- SIMM Credit CRQ Settings Container 2.0 - Init (58, 59, 60)


Samples:

IdeaDRIP:
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48 changes: 48 additions & 0 deletions ReleaseNotes/12_06_2023.txt
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@@ -0,0 +1,48 @@

Features:

Bug Fixes/Re-organization:

- SIMM Credit CRNQ Settings Container 2.1 - Tenor Set (1, 2, 3)
- SIMM Credit CRNQ Settings Container 2.1 - Bucket Set (4)
- SIMM Credit CRNQ Settings Container 2.1 - Contains Bucket (5)
- SIMM Credit CRNQ Settings Container 2.1 - Bucket (6)
- SIMM Credit CRNQ Settings Container 2.4 (7, 8)
- SIMM Credit CRNQ Settings Container 2.4 - Bucket Map (9, 10)
- SIMM Credit CRNQ Settings Container 2.4 - Init (11, 12)
- SIMM Credit CRNQ Settings Container 2.4 - Tenor Set (13, 14, 15)
- SIMM Credit CRNQ Settings Container 2.4 - Bucket Set (16)
- SIMM Credit CRNQ Settings Container 2.4 - Contains Bucket (17)
- SIMM Credit CRNQ Settings Container 2.4 - Bucket (18)
- SIMM Credit CRNQ Systematics 2.0 (19, 20)
- SIMM Credit CRNQ Systematics 2.0 - Non-Qualifying Vega Risk Weight (21)
- SIMM Credit CRNQ Systematics 2.1 (22, 23)
- SIMM Credit CRNQ Systematics 2.1 - Non-Qualifying Vega Risk Weight (24)
- SIMM Credit CRNQ Systematics 2.4 (25, 26)
- SIMM Credit CRNQ Systematics 2.4 - Non-Qualifying Vega Risk Weight (27)
- SIMM Credit CRQ Bucket Correlation 2.0 (28, 29)
- SIMM Credit CRQ Bucket Correlation 2.0 - Between Sensitivities having Same Issuer/Seniority falling under the Same Regular (30)
- SIMM Credit CRQ Bucket Correlation 2.0 - Between Sensitivities having Different Issuer/Seniority falling under Same Regular (31)
- SIMM Credit CRQ Bucket Correlation 2.0 - Between Sensitivities having Same Issuer/Seniority falling under the Same Residual (32)
- SIMM Credit CRQ Bucket Correlation 2.0 - Between Sensitivities having Different Issuer/Seniority falling under Same Residual (33)
- SIMM Credit CRQ Bucket Correlation 2.1 (34, 35)
- SIMM Credit CRQ Bucket Correlation 2.1 - Between Sensitivities having Same Issuer/Seniority falling under the Same Regular (36)
- SIMM Credit CRQ Bucket Correlation 2.1 - Between Sensitivities having Different Issuer/Seniority falling under Same Regular (37)
- SIMM Credit CRQ Bucket Correlation 2.1 - Between Sensitivities having Same Issuer/Seniority falling under the Same Residual (38)
- SIMM Credit CRQ Bucket Correlation 2.1 - Between Sensitivities having Different Issuer/Seniority falling under Same Residual (39)
- SIMM Credit CRQ Bucket Correlation 2.4 (40, 41)
- SIMM Credit CRQ Bucket Correlation 2.4 - Between Sensitivities having Same Issuer/Seniority falling under the Same Regular (42)
- SIMM Credit CRQ Bucket Correlation 2.4 - Between Sensitivities having Different Issuer/Seniority falling under Same Regular (43)
- SIMM Credit CRQ Bucket Correlation 2.4 - Between Sensitivities having Same Issuer/Seniority falling under the Same Residual (44)
- SIMM Credit CRQ Bucket Correlation 2.4 - Between Sensitivities having Different Issuer/Seniority falling under Same Residual (45)
- SIMM Credit CRQ Settings Container 2.0 (46, 47)
- SIMM Credit CRQ Settings Container 2.0 - Cross Bucket Correlation (48, 49)
- SIMM Credit CRQ Settings Container 2.0 - Bucket Map (50, 51)
- SIMM Credit CRQ Settings Container 2.0 - Set Up Cross Bucket Correlation #1 (52, 53, 54)
- SIMM Credit CRQ Settings Container 2.0 - Set Up Cross Bucket Correlation #2 (55, 56, 57)
- SIMM Credit CRQ Settings Container 2.0 - Init (58, 59, 60)


Samples:

IdeaDRIP:
Binary file modified ScheduleSheet.xlsx
Binary file not shown.
75 changes: 31 additions & 44 deletions src/main/java/org/drip/simm/credit/CRNQSettingsContainer24.java
Original file line number Diff line number Diff line change
Expand Up @@ -11,6 +11,9 @@
*/

/*!
* Copyright (C) 2025 Lakshmi Krishnamurthy
* Copyright (C) 2024 Lakshmi Krishnamurthy
* Copyright (C) 2023 Lakshmi Krishnamurthy
* Copyright (C) 2022 Lakshmi Krishnamurthy
*
* This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
Expand Down Expand Up @@ -106,15 +109,26 @@
* https://www.isda.org/a/CeggE/ISDA-SIMM-v2.4-PUBLIC.pdf
* </li>
* </ul>
*
* <br><br>
*
* It provides the following Functionality:
*
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/credit/README.md">Credit Qualifying/Non-Qualifying Risk Factor Settings</a></li>
* <li>Initial the Credit Non-Qualifying Settings</li>
* <li>Retrieve the Standard ISDA Credit Tenor Set</li>
* <li>Retrieve the Set of Bucket Indexes available</li>
* <li>Indicate if the Bucket denoted by the Number is available</li>
* <li>Retrieve the Bucket denoted by the Number</li>
* <li>Retrieve the Bucket Map</li>
* </ul>
* <br><br>
*
* <br>
* <table style="border:1px solid black;margin-left:auto;margin-right:auto;">
* <tr><td><b>Module </b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></td></tr>
* <tr><td><b>Library</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></td></tr>
* <tr><td><b>Project</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></td></tr>
* <tr><td><b>Package</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/credit/README.md">Credit Qualifying/Non-Qualifying Risk Factor Settings</a></td></tr>
* </table>
* <br>
*
* @author Lakshmi Krishnamurthy
*/
Expand All @@ -131,16 +145,10 @@ public class CRNQSettingsContainer24

public static final boolean Init()
{
try
{
try {
s_BucketMap.put (
-1,
new CRBucket (
-1,
CRSystemics.CREDIT_QUALITY_UNSPECIFIED,
SectorSystemics.RESIDUAL,
1200.
)
new CRBucket (-1, CRSystemics.CREDIT_QUALITY_UNSPECIFIED, SectorSystemics.RESIDUAL, 1200.)
);

s_BucketMap.put (
Expand All @@ -155,16 +163,9 @@ public static final boolean Init()

s_BucketMap.put (
2,
new CRBucket (
2,
CRSystemics.CREDIT_QUALITY_HIGH_YIELD,
SectorSystemics.RMBS_CMBS,
1200.
)
new CRBucket (2, CRSystemics.CREDIT_QUALITY_HIGH_YIELD, SectorSystemics.RMBS_CMBS, 1200.)
);
}
catch (Exception e)
{
} catch (Exception e) {
e.printStackTrace();

return false;
Expand All @@ -183,25 +184,15 @@ public static final Set<String> TenorSet()
{
Set<java.lang.String> tenorSet = new HashSet<String>();

tenorSet.add (
"1Y"
);
tenorSet.add ("1Y");

tenorSet.add (
"2Y"
);
tenorSet.add ("2Y");

tenorSet.add (
"3Y"
);
tenorSet.add ("3Y");

tenorSet.add (
"5Y"
);
tenorSet.add ("5Y");

tenorSet.add (
"10Y"
);
tenorSet.add ("10Y");

return tenorSet;
}
Expand Down Expand Up @@ -242,11 +233,7 @@ public static final boolean ContainsBucket (
public static final CRBucket Bucket (
final int bucketNumber)
{
return ContainsBucket (
bucketNumber
) ? s_BucketMap.get (
bucketNumber
) : null;
return ContainsBucket (bucketNumber) ? s_BucketMap.get (bucketNumber) : null;
}

/**
Expand Down
26 changes: 17 additions & 9 deletions src/main/java/org/drip/simm/credit/CRNQSystemics20.java
Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,9 @@
*/

/*!
* Copyright (C) 2025 Lakshmi Krishnamurthy
* Copyright (C) 2024 Lakshmi Krishnamurthy
* Copyright (C) 2023 Lakshmi Krishnamurthy
* Copyright (C) 2022 Lakshmi Krishnamurthy
* Copyright (C) 2021 Lakshmi Krishnamurthy
* Copyright (C) 2020 Lakshmi Krishnamurthy
Expand Down Expand Up @@ -79,7 +82,7 @@

/**
* <i>CRNQSystemics20</i> contains the SIMM 2.0 Systemic Settings of the Credit Non-Qualifying Risk Factors.
* The References are:
* The References are:
*
* <br><br>
* <ul>
Expand All @@ -106,15 +109,21 @@
* https://www.isda.org/a/oFiDE/isda-simm-v2.pdf
* </li>
* </ul>
*
* <br><br>
*
* It provides the following Functionality:
*
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/credit/README.md">Credit Qualifying/Non-Qualifying Risk Factor Settings</a></li>
* <li>Credit Non-Qualifying Vega Risk Weight</li>
* </ul>
* <br><br>
*
* <br>
* <table style="border:1px solid black;margin-left:auto;margin-right:auto;">
* <tr><td><b>Module </b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></td></tr>
* <tr><td><b>Library</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></td></tr>
* <tr><td><b>Project</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></td></tr>
* <tr><td><b>Package</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/credit/README.md">Credit Qualifying/Non-Qualifying Risk Factor Settings</a></td></tr>
* </table>
* <br>
*
* @author Lakshmi Krishnamurthy
*/
Expand All @@ -127,5 +136,4 @@ public class CRNQSystemics20
*/

public static final double VEGA_RISK_WEIGHT = 0.27;

}
25 changes: 17 additions & 8 deletions src/main/java/org/drip/simm/credit/CRNQSystemics21.java
Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,9 @@
*/

/*!
* Copyright (C) 2025 Lakshmi Krishnamurthy
* Copyright (C) 2024 Lakshmi Krishnamurthy
* Copyright (C) 2023 Lakshmi Krishnamurthy
* Copyright (C) 2022 Lakshmi Krishnamurthy
* Copyright (C) 2021 Lakshmi Krishnamurthy
* Copyright (C) 2020 Lakshmi Krishnamurthy
Expand Down Expand Up @@ -79,7 +82,7 @@

/**
* <i>CRNQSystemics21</i> contains the SIMM 2.1 Systemic Settings of the Credit Non-Qualifying Risk Factors.
* The References are:
* The References are:
*
* <br><br>
* <ul>
Expand All @@ -106,15 +109,21 @@
* https://www.isda.org/a/oFiDE/isda-simm-v2.pdf
* </li>
* </ul>
*
* <br><br>
*
* It provides the following Functionality:
*
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/credit/README.md">Credit Qualifying/Non-Qualifying Risk Factor Settings</a></li>
* <li>Credit Non-Qualifying Vega Risk Weight</li>
* </ul>
* <br><br>
*
* <br>
* <table style="border:1px solid black;margin-left:auto;margin-right:auto;">
* <tr><td><b>Module </b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></td></tr>
* <tr><td><b>Library</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></td></tr>
* <tr><td><b>Project</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></td></tr>
* <tr><td><b>Package</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/credit/README.md">Credit Qualifying/Non-Qualifying Risk Factor Settings</a></td></tr>
* </table>
* <br>
*
* @author Lakshmi Krishnamurthy
*/
Expand Down
25 changes: 17 additions & 8 deletions src/main/java/org/drip/simm/credit/CRNQSystemics24.java
Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,9 @@
*/

/*!
* Copyright (C) 2025 Lakshmi Krishnamurthy
* Copyright (C) 2024 Lakshmi Krishnamurthy
* Copyright (C) 2023 Lakshmi Krishnamurthy
* Copyright (C) 2022 Lakshmi Krishnamurthy
*
* This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
Expand Down Expand Up @@ -75,7 +78,7 @@

/**
* <i>CRNQSystemics24</i> contains the SIMM 2.4 Systemic Settings of the Credit Non-Qualifying Risk Factors.
* The References are:
* The References are:
*
* <br><br>
* <ul>
Expand All @@ -102,15 +105,21 @@
* https://www.isda.org/a/CeggE/ISDA-SIMM-v2.4-PUBLIC.pdf
* </li>
* </ul>
*
* <br><br>
*
* It provides the following Functionality:
*
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/credit/README.md">Credit Qualifying/Non-Qualifying Risk Factor Settings</a></li>
* <li>Credit Non-Qualifying Vega Risk Weight</li>
* </ul>
* <br><br>
*
* <br>
* <table style="border:1px solid black;margin-left:auto;margin-right:auto;">
* <tr><td><b>Module </b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></td></tr>
* <tr><td><b>Library</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></td></tr>
* <tr><td><b>Project</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></td></tr>
* <tr><td><b>Package</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/credit/README.md">Credit Qualifying/Non-Qualifying Risk Factor Settings</a></td></tr>
* </table>
* <br>
*
* @author Lakshmi Krishnamurthy
*/
Expand Down
28 changes: 20 additions & 8 deletions src/main/java/org/drip/simm/credit/CRQBucketCorrelation20.java
Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,9 @@
*/

/*!
* Copyright (C) 2025 Lakshmi Krishnamurthy
* Copyright (C) 2024 Lakshmi Krishnamurthy
* Copyright (C) 2023 Lakshmi Krishnamurthy
* Copyright (C) 2022 Lakshmi Krishnamurthy
* Copyright (C) 2021 Lakshmi Krishnamurthy
* Copyright (C) 2020 Lakshmi Krishnamurthy
Expand Down Expand Up @@ -79,7 +82,7 @@

/**
* <i>CRQBucketCorrelation20</i> contains the between the SIMM 2.0 Same/Different Issuer/Seniority and
* Different Vertex/Currency for the Same Credit Qualifying Buckets. The References are:
* different Vertex/Currency for the Same Credit Qualifying Buckets. The References are:
*
* <br><br>
* <ul>
Expand All @@ -106,15 +109,24 @@
* https://www.isda.org/a/oFiDE/isda-simm-v2.pdf
* </li>
* </ul>
*
* <br><br>
*
* It provides the following Functionality:
*
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/credit/README.md">Credit Qualifying/Non-Qualifying Risk Factor Settings</a></li>
* <li>Correlation between Sensitivities having Same Issuer/Seniority falling under the Same Regular Bucket</li>
* <li>Correlation between Sensitivities having Different Issuer/Seniority falling under Same Regular Bucket</li>
* <li>Correlation between Sensitivities having Same Issuer/Seniority falling under the Same Residual Bucket</li>
* <li>Correlation between Sensitivities having Different Issuer/Seniority falling under Same Residual Bucket</li>
* </ul>
* <br><br>
*
* <br>
* <table style="border:1px solid black;margin-left:auto;margin-right:auto;">
* <tr><td><b>Module </b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></td></tr>
* <tr><td><b>Library</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></td></tr>
* <tr><td><b>Project</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></td></tr>
* <tr><td><b>Package</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/credit/README.md">Credit Qualifying/Non-Qualifying Risk Factor Settings</a></td></tr>
* </table>
* <br>
*
* @author Lakshmi Krishnamurthy
*/
Expand Down
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