Features:

Bug Fixes/Re-organization: - SIMM Margin Risk Factor Aggregate IR - Curvature Covariance OIS MUNICIPAL (1, 2, 3) - SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 1M 3M (4, 5, 6) - SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 1M 3M (7, 8, 9) - SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 1M 6M (10, 11, 12) - SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 1M 6M (13, 14, 15) - SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 1M 12M (16, 17, 18) - SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 1M 12M (19, 20, 21) - SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 1M PRIME (22, 23, 24) - SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 1M PRIME (25, 26, 27) - SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 1M MUNICIPAL (28, 29, 30) - SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 1M MUNICIPAL (31, 32, 33) - SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 3M 6M (34, 35, 36) - SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 3M 6M (37, 38, 39) - SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 3M 12M (40, 41, 42) - SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 3M 12M (43, 44, 45) - SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 3M PRIME (46, 47, 48) - SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 3M PRIME (49, 50, 51) - SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 3M MUNICIPAL (52, 53, 54) - SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 3M MUNICIPAL (55, 56, 57) - SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 6M 12M (58, 59, 60) - SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 6M 12M (61, 62, 63) - SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 6M PRIME (64, 65, 66) - SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 6M PRIME (67, 68, 69) - SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 6M MUNICIPAL (70, 71, 72) - SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 6M MUNICIPAL (73, 74, 75) - SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 12M PRIME (76, 77, 78) - SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 12M PRIME (79, 80, 81) - SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 12M MUNICIPAL (82, 83, 84) - SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 12M MUNICIPAL (85, 86, 87) - SIMM Margin Risk Factor Aggregate IR - Linear Covariance PRIME MUNICIPAL (88, 89, 90) - SIMM Margin Risk Factor Aggregate IR - Curvature Covariance PRIME MUNICIPAL (91, 92, 93) - SIMM Margin Risk Factor Aggregate IR - Linear (94) - SIMM Margin Risk Factor Aggregate IR - Curvature (94) - SIMM Margin Risk Measure Aggregate (95, 96, 97) - SIMM Margin Risk Measure Aggregate - Core SBA Variance (98, 99) - SIMM Margin Risk Measure Aggregate - Residual SBA Variance (100, 101) - SIMM Margin Risk Measure Aggregate - Bucket Map (102, 103) - SIMM Margin Risk Measure Aggregate - Constructor (104, 105) - SIMM Margin Risk Measure Aggregate - SBA (106) - SIMM Margin Risk Measure Aggregate CR (107, 108, 109) - SIMM Margin Risk Measure Aggregate CR - Core SBA Variance (110, 111) - SIMM Margin Risk Measure Aggregate CR - Residual SBA Variance (112, 113) - SIMM Margin Risk Measure Aggregate CR - Bucket Map (114, 115) - SIMM Margin Risk Measure Aggregate CR - Constructor (116, 117) - SIMM Margin Risk Measure Aggregate CR - SBA (118) - SIMM Margin Risk Measure Aggregate CR (119, 120) Samples: IdeaDRIP:
lakshmiDRIP · Jun 16, 2024 · 6abdc87 · 6abdc87
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diff --git a/ReleaseNotes/01_03_2024.txt b/ReleaseNotes/01_03_2024.txt
@@ -0,0 +1,56 @@
+
+Features:
+
+Bug Fixes/Re-organization:
+
+	- SIMM Margin Risk Factor Aggregate IR - Curvature Covariance OIS MUNICIPAL (1, 2, 3)
+	- SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 1M 3M (4, 5, 6)
+	- SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 1M 3M (7, 8, 9)
+	- SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 1M 6M (10, 11, 12)
+	- SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 1M 6M (13, 14, 15)
+	- SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 1M 12M (16, 17, 18)
+	- SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 1M 12M (19, 20, 21)
+	- SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 1M PRIME (22, 23, 24)
+	- SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 1M PRIME (25, 26, 27)
+	- SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 1M MUNICIPAL (28, 29, 30)
+	- SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 1M MUNICIPAL (31, 32, 33)
+	- SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 3M 6M (34, 35, 36)
+	- SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 3M 6M (37, 38, 39)
+	- SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 3M 12M (40, 41, 42)
+	- SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 3M 12M (43, 44, 45)
+	- SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 3M PRIME (46, 47, 48)
+	- SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 3M PRIME (49, 50, 51)
+	- SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 3M MUNICIPAL (52, 53, 54)
+	- SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 3M MUNICIPAL (55, 56, 57)
+	- SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 6M 12M (58, 59, 60)
+	- SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 6M 12M (61, 62, 63)
+	- SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 6M PRIME (64, 65, 66)
+	- SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 6M PRIME (67, 68, 69)
+	- SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 6M MUNICIPAL (70, 71, 72)
+	- SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 6M MUNICIPAL (73, 74, 75)
+	- SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 12M PRIME (76, 77, 78)
+	- SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 12M PRIME (79, 80, 81)
+	- SIMM Margin Risk Factor Aggregate IR - Linear Covariance LIBOR 12M MUNICIPAL (82, 83, 84)
+	- SIMM Margin Risk Factor Aggregate IR - Curvature Covariance LIBOR 12M MUNICIPAL (85, 86, 87)
+	- SIMM Margin Risk Factor Aggregate IR - Linear Covariance PRIME MUNICIPAL (88, 89, 90)
+	- SIMM Margin Risk Factor Aggregate IR - Curvature Covariance PRIME MUNICIPAL (91, 92, 93)
+	- SIMM Margin Risk Factor Aggregate IR - Linear (94)
+	- SIMM Margin Risk Factor Aggregate IR - Curvature (94)
+	- SIMM Margin Risk Measure Aggregate (95, 96, 97)
+	- SIMM Margin Risk Measure Aggregate - Core SBA Variance (98, 99)
+	- SIMM Margin Risk Measure Aggregate - Residual SBA Variance (100, 101)
+	- SIMM Margin Risk Measure Aggregate - Bucket Map (102, 103)
+	- SIMM Margin Risk Measure Aggregate - Constructor (104, 105)
+	- SIMM Margin Risk Measure Aggregate - SBA (106)
+	- SIMM Margin Risk Measure Aggregate CR (107, 108, 109)
+	- SIMM Margin Risk Measure Aggregate CR - Core SBA Variance (110, 111)
+	- SIMM Margin Risk Measure Aggregate CR - Residual SBA Variance (112, 113)
+	- SIMM Margin Risk Measure Aggregate CR - Bucket Map (114, 115)
+	- SIMM Margin Risk Measure Aggregate CR - Constructor (116, 117)
+	- SIMM Margin Risk Measure Aggregate CR - SBA (118)
+	- SIMM Margin Risk Measure Aggregate CR (119, 120)
+
+
+Samples:
+
+IdeaDRIP:
diff --git a/ScheduleSheet.xlsx b/ScheduleSheet.xlsx