Features:

Bug Fixes/Re-organization: - SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Interest Rate and Credit Non-Qualifying Classes (1) - SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Interest Rate and Equity Classes (2) - SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Interest Rate and Commodity Classes (3) - SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Interest Rate and FX Classes (4) - SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Interest Rate and Credit Qualifying Classes (5) - SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Credit Qualifying and Non-Qualifying Classes (6) - SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Credit Qualifying and Equity Classes (7) - SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Credit Qualifying and Commodity Classes (8) - SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Credit Qualifying and FX Classes (9) - SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Credit Non Qualifying and Equity Classes (10) - SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Credit Non Qualifying and Commodity Classes (11) - SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Credit Non Qualifying and FX Classes (12) - SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Equity and Commodity Classes (13) - SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Equity and FX Classes (14) - SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Commodity and FX Classes (15) - SIMM Common Cross Risk Class Correlation 2.4 - Generate the Corresponding Matrix as a <code>LabelCorrelation</code> Instance #1 (16, 17, 18) - SIMM Common Cross Risk Class Correlation 2.4 - Generate the Corresponding Matrix as a <code>LabelCorrelation</code> Instance #2 (19, 20, 21) - SIMM Common Cross Risk Class Correlation 2.4 - Generate the Corresponding Matrix as a <code>LabelCorrelation</code> Instance #3 (22, 23, 24) - SIMM Common Cross Risk Class Correlation 2.4 - Generate the Corresponding Matrix as a <code>LabelCorrelation</code> Instance #4 (25, 26, 27) - SIMM Common Cross Risk Class Correlation 2.4 - Generate the Corresponding Matrix as a <code>LabelCorrelation</code> Instance #5 (28, 29) - SIMM Common Delta Vega Threshold #1 (30, 31) - SIMM Common Delta Vega Threshold #2 (32, 33) - SIMM Common Delta Vega Threshold #3 (34, 35) - SIMM Common Delta Vega Threshold - Constructor (36, 37) - SIMM Common ISDA Settings Container (38, 39) - SIMM Common ISDA Settings Container - Init #1 (40, 41, 42) - SIMM Common ISDA Settings Container - Init #2 (43, 44, 45) - SIMM Common Product Class Multiplicative Scale (46, 47) - SIMM Common Product Class Multiplicative Scale - The RatesFX Multiplicative Factor Default (1.0) (48) - SIMM Common Product Class Multiplicative Scale - The Credit Qualifying Multiplicative Factor Default (1.0) (49) - SIMM Common Product Class Multiplicative Scale - The Credit Non-Qualifying Multiplicative Factor Default (1.0) (50) - SIMM Common Product Class Multiplicative Scale - The Equity Multiplicative Factor Default (1.0) (51) - SIMM Common Product Class Multiplicative Scale - The Commodity Multiplicative Factor Default (1.0) (52) - SIMM Common Risk Factor Threshold Container (53, 54) - SIMM Common Risk Factor Threshold Container - Init #1 (55, 56, 57) - SIMM Common Risk Factor Threshold Container - Init #2 (58, 59, 60) Samples: IdeaDRIP:
lakshmiDRIP · Jun 4, 2024 · 2e650ff · 2e650ff
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diff --git a/ReleaseNotes/11_28_2023.txt b/ReleaseNotes/11_28_2023.txt
@@ -0,0 +1,46 @@
+
+Features:
+
+Bug Fixes/Re-organization:
+
+	- SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Interest Rate and Credit Non-Qualifying Classes (1)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Interest Rate and Equity Classes (2)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Interest Rate and Commodity Classes (3)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Interest Rate and FX Classes (4)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Interest Rate and Credit Qualifying Classes (5)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Credit Qualifying and Non-Qualifying  Classes (6)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Credit Qualifying and Equity Classes (7)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Credit Qualifying and Commodity Classes (8)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Credit Qualifying and FX Classes (9)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Credit Non Qualifying and Equity Classes (10)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Credit Non Qualifying and Commodity Classes (11)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Credit Non Qualifying and FX Classes (12)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Equity and Commodity Classes (13)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Equity and FX Classes (14)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Correlation between Commodity and FX Classes (15)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Generate the Corresponding Matrix as a <code>LabelCorrelation</code> Instance #1 (16, 17, 18)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Generate the Corresponding Matrix as a <code>LabelCorrelation</code> Instance #2 (19, 20, 21)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Generate the Corresponding Matrix as a <code>LabelCorrelation</code> Instance #3 (22, 23, 24)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Generate the Corresponding Matrix as a <code>LabelCorrelation</code> Instance #4 (25, 26, 27)
+	- SIMM Common Cross Risk Class Correlation 2.4 - Generate the Corresponding Matrix as a <code>LabelCorrelation</code> Instance #5 (28, 29)
+	- SIMM Common Delta Vega Threshold #1 (30, 31)
+	- SIMM Common Delta Vega Threshold #2 (32, 33)
+	- SIMM Common Delta Vega Threshold #3 (34, 35)
+	- SIMM Common Delta Vega Threshold - Constructor (36, 37)
+	- SIMM Common ISDA Settings Container (38, 39)
+	- SIMM Common ISDA Settings Container - Init #1 (40, 41, 42)
+	- SIMM Common ISDA Settings Container - Init #2 (43, 44, 45)
+	- SIMM Common Product Class Multiplicative Scale (46, 47)
+	- SIMM Common Product Class Multiplicative Scale - The RatesFX Multiplicative Factor Default (1.0) (48)
+	- SIMM Common Product Class Multiplicative Scale - The Credit Qualifying Multiplicative Factor Default (1.0) (49)
+	- SIMM Common Product Class Multiplicative Scale - The Credit Non-Qualifying Multiplicative Factor Default (1.0) (50)
+	- SIMM Common Product Class Multiplicative Scale - The Equity Multiplicative Factor Default (1.0) (51)
+	- SIMM Common Product Class Multiplicative Scale - The Commodity Multiplicative Factor Default (1.0) (52)
+	- SIMM Common Risk Factor Threshold Container (53, 54)
+	- SIMM Common Risk Factor Threshold Container - Init #1 (55, 56, 57)
+	- SIMM Common Risk Factor Threshold Container - Init #2 (58, 59, 60)
+
+
+Samples:
+
+IdeaDRIP:
diff --git a/ScheduleSheet.xlsx b/ScheduleSheet.xlsx
diff --git a/src/main/java/org/drip/simm/common/DeltaVegaThreshold.java b/src/main/java/org/drip/simm/common/DeltaVegaThreshold.java
@@ -8,6 +8,9 @@
  */
 
 /*!
+ * 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
@@ -81,7 +84,7 @@
 
 /**
  * <i>DeltaVegaThreshold</i> holds the ISDA SIMM Delta/Vega Limits defined for the Concentration Thresholds.
- * The References are:
+ * 	The References are:
  * 
  * <br><br>
  *  <ul>
@@ -108,26 +111,34 @@
  *  			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/common/README.md">Common Cross Risk Factor Utilities</a></li>
+ * 		<li><i>DeltaVegaThreshold</i> Constructor</li>
+ * 		<li>Retrieve the Delta Concentration Threshold</li>
+ * 		<li>Retrieve the Vega Concentration Threshold</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/common/README.md">Common Cross Risk Factor Utilities</a></td></tr>
+ *  </table>
+ *	<br>
  * 
  * @author Lakshmi Krishnamurthy
  */
 
 public class DeltaVegaThreshold
 {
-	private double _vega = java.lang.Double.NaN;
-	private double _delta = java.lang.Double.NaN;
+	private double _vega = Double.NaN;
+	private double _delta = Double.NaN;
 
 	/**
-	 * DeltaVegaThreshold Constructor
+	 * <i>DeltaVegaThreshold</i> Constructor
 	 * 
 	 * @param delta The Delta Concentration Threshold
 	 * @param vega The Vega Concentration Threshold
@@ -140,17 +151,8 @@ public DeltaVegaThreshold (
 		final double vega)
 		throws Exception
 	{
-		if (!NumberUtil.IsValid (
-				_delta = delta
-			) ||
-			!NumberUtil.IsValid (
-				_vega = vega
-				)
-			)
-		{
-			throw new Exception (
-				"DeltaVegaThreshold Constructor => Invalid Inputs"
-			);
+		if (!NumberUtil.IsValid (_delta = delta) || !NumberUtil.IsValid (_vega = vega)) {
+			throw new Exception ("DeltaVegaThreshold Constructor => Invalid Inputs");
 		}
 	}
 

diff --git a/src/main/java/org/drip/simm/common/ISDASettingsContainer.java b/src/main/java/org/drip/simm/common/ISDASettingsContainer.java
@@ -23,6 +23,9 @@
  */
 
 /*!
+ * 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
@@ -96,8 +99,8 @@
 
 /**
  * <i>ISDASettingsContainer</i> holds the ISDA SIMM Risk Weights/Correlations for Interest Rates, Qualifying
- * and Non-qualifying Credit, Equity, Commodity, and Foreign Exchange. The corresponding Concentration
- * Thresholds are also contained. The References are:
+ * 	and Non-qualifying Credit, Equity, Commodity, and Foreign Exchange. The corresponding Concentration
+ * 	Thresholds are also contained. The References are:
  * 
  * <br><br>
  *  <ul>
@@ -124,15 +127,21 @@
  *  			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/common/README.md">Common Cross Risk Factor Utilities</a></li>
+ * 		<li>Initial the ISDA Settings Container</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/common/README.md">Common Cross Risk Factor Utilities</a></td></tr>
+ *  </table>
+ *	<br>
  * 
  * @author Lakshmi Krishnamurthy
  */
@@ -148,88 +157,71 @@ public class ISDASettingsContainer
 
 	public static final boolean Init()
 	{
-		if (!IRSettingsContainer20.Init())
-		{
+		if (!IRSettingsContainer20.Init()) {
 			return false;
 		}
 
-		if (!IRSettingsContainer21.Init())
-		{
+		if (!IRSettingsContainer21.Init()) {
 			return false;
 		}
 
-		if (!IRSettingsContainer24.Init())
-		{
+		if (!IRSettingsContainer24.Init()) {
 			return false;
 		}
 
-		if (!CRQSettingsContainer20.Init())
-		{
+		if (!CRQSettingsContainer20.Init()) {
 			return false;
 		}
 
-		if (!CRQSettingsContainer21.Init())
-		{
+		if (!CRQSettingsContainer21.Init()) {
 			return false;
 		}
 
-		if (!CRQSettingsContainer24.Init())
-		{
+		if (!CRQSettingsContainer24.Init()) {
 			return false;
 		}
 
-		if (!CRNQSettingsContainer20.Init())
-		{
+		if (!CRNQSettingsContainer20.Init()) {
 			return false;
 		}
 
-		if (!CRNQSettingsContainer21.Init())
-		{
+		if (!CRNQSettingsContainer21.Init()) {
 			return false;
 		}
 
-		if (!CRNQSettingsContainer24.Init())
-		{
+		if (!CRNQSettingsContainer24.Init()) {
 			return false;
 		}
 
-		if (!EQSettingsContainer20.Init())
-		{
+		if (!EQSettingsContainer20.Init()) {
 			return false;
 		}
 
-		if (!EQSettingsContainer21.Init())
-		{
+		if (!EQSettingsContainer21.Init()) {
 			return false;
 		}
 
-		if (!EQSettingsContainer24.Init())
-		{
+		if (!EQSettingsContainer24.Init()) {
 			return false;
 		}
 
-		if (!CTSettingsContainer20.Init())
-		{
+		if (!CTSettingsContainer20.Init()) {
 			return false;
 		}
 
-		if (!CTSettingsContainer21.Init())
-		{
+		if (!CTSettingsContainer21.Init()) {
 			return false;
 		}
 
-		if (!CTSettingsContainer24.Init())
-		{
+		if (!CTSettingsContainer24.Init()) {
 			return false;
 		}
 
-		if (!FXVolatilityGroupContainer24.Init())
-		{
+		if (!FXVolatilityGroupContainer24.Init()) {
 			return false;
 		}
 
-		if (!RiskFactorThresholdContainer.Init())
-		{
+		if (!RiskFactorThresholdContainer.Init()) {
 			return false;
 		}
 

diff --git a/src/main/java/org/drip/simm/common/ProductClassMultiplicativeScale.java b/src/main/java/org/drip/simm/common/ProductClassMultiplicativeScale.java
@@ -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
@@ -79,7 +82,7 @@
 
 /**
  * <i>ProductClassMultiplicativeScale</i> holds the Multiplicative Scales Minimum/Default Values for the Four
- * Product Classes - RatesFX, Credit, Equity, and Commodity. The References are:
+ * 	Product Classes - RatesFX, Credit, Equity, and Commodity. The References are:
  * 
  * <br><br>
  *  <ul>
@@ -106,15 +109,25 @@
  *  			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/common/README.md">Common Cross Risk Factor Utilities</a></li>
+ * 		<li>The RatesFX Multiplicative Factor Default (1.0)</li>
+ * 		<li>The Credit Qualifying Multiplicative Factor Default (1.0)</li>
+ * 		<li>The Credit Non-Qualifying Multiplicative Factor Default (1.0)</li>
+ * 		<li>The Equity Multiplicative Factor Default (1.0)</li>
+ * 		<li>The Commodity Multiplicative Factor Default (1.0)</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/common/README.md">Common Cross Risk Factor Utilities</a></td></tr>
+ *  </table>
+ *	<br>
  * 
  * @author Lakshmi Krishnamurthy
  */