-
Notifications
You must be signed in to change notification settings - Fork 46
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
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:
- Loading branch information
Showing
10 changed files
with
232 additions
and
184 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -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 not shown.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Oops, something went wrong.