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XVA Universe Market Path #9
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lakshmiDRIP
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Feb 8, 2018
- Deposit Futures Instrument Builders #1 (5, 6) - Deposit Futures Instrument Builders #2 (7, 8) - Deposit Futures Instrument Builders #3 (9, 10) - Deposit Futures Instrument Builders #4 (11, 12) Bug Fixes/Clean-up: - Bond Component Credit Label Fix (1, 2) - CDS Component Credit Label Fix (3, 4) - Bond Metrics KRD Fix #1 (19, 20) - Discount Curve Bump Node #1 (21, 22) - Discount Curve Bump Node #2 (23, 24) - Discount Curve Bump Node #3 (25) - Composable Unit Floating Period #1 (26, 27) - Composable Unit Floating Period #2 (28, 29) - Composable Unit Floating Period #3 (30, 31) - Composable Unit Floating Period #4 (32, 33) - Composable Unit Floating Period #5 (34, 35) - Composable Unit Floating Period #6 (36, 37) - Composable Unit Floating Period #7 (38, 39) - Composable Unit Floating Period #8 (40, 41) - Composable Unit Floating Period #9 (45, 46) - Composable Unit Floating Period #10 (47, 48) - Composable Unit Floating Period #11 (49, 50) - Composable Unit Floating Period #12 (53, 54) - Composable Unit Floating Period #13 (55, 56) - Composable Unit Floating Period #14 (57, 58) - Composable Unit Floating Period #15 (59, 60) Samples: - Bond Metrics Kakinada - DF Decimals (13, 14) - Bond Metrics Kakinada - CF #1 (15, 16) - Bond Metrics Kakinada - CF #2 (17, 18) - Bond Metrics Kakinada - CF #3 (42) - Bond Metrics Kakinada - CF #4 (43, 44) - Bond Metrics Kakinada - CF #5 (51, 52)
lakshmiDRIP
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Feb 10, 2018
- Composite Floating Unit Period #1 (2, 3) - Composite Floating Unit Period #2 (4, 5) - Discrete Period Discount Factor #1 (12, 13) - Discrete Period Discount Factor #2 (14, 15) - Native Flat Forward Discount #1 (20, 21) - Native Flat Forward Discount #2 (22, 23) - Native Flat Forward Discount #3 (24, 25) - Native Flat Forward Discount #4 (26, 27) Bug Fixes/Clean-up: - Latent Market State Builder #1 (28, 29) - Latent Market State Builder #2 (30, 31) - Latent Market State Builder #3 (32, 33) - Latent Market State Builder #4 (34, 35) - Latent Market State Builder #5 (36, 37) - Latent Market State Builder #6 (38) Samples: - Kakinada Bond Metrics Curve Up (1) - Kakinada Bond Metrics #1 (6, 7) - Kakinada Bond Metrics #2 (8, 9) - Kakinada Bond Metrics #3 (10, 11) - Kakinada Bond Metrics #4 (16, 17) - Kakinada Bond Metrics #5 (18, 19) - Kakinada Bond Metrics #6 (39, 40) - Kakinada Bond Metrics #7 (41, 42) - Kakinada Bond Metrics #8 (43, 44) - Kakinada Bond Metrics #9 (45, 46) - Kakinada Bond Metrics #10 (47, 48) - Kakinada Bond Metrics #11 (51, 52) - Kakinada Bond Metrics #12 (53, 54) - Kakinada Bond Metrics #13 (55, 56) - Kakinada Bond Metrics #14 (57, 58) - Kakinada Bond Metrics #15 (59, 60) - Kakinada Bond Metrics #16 (61, 62) - Kakinada Bond Metrics #17 (63, 64) - Kakinada Bond Metrics #18 (65, 66) - Kakinada Bond Metrics #19 (67, 68) - Kakinada Bond Metrics #20 (69, 70) - Kakinada Bond Metrics #21 (71, 72) - Kakinada Bond Metrics #22 (73, 74) - Kakinada Bond Metrics #23 (75, 76) - Kakinada Bond Metrics #24 (77, 78) - Kakinada Bond Metrics #25 (79, 80)
lakshmiDRIP
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Feb 27, 2018
- Market Vertex Entity Senior Subordinate (5, 6) Bug Fixes/Clean-up: - Vertex Entity Senior Subordinate #1 (7, 8) - Vertex Entity Senior Subordinate #2 (9, 10) - Vertex Entity Senior Subordinate #3 (11, 12) - Vertex Entity Senior Subordinate #4 (13, 14) - Vertex Entity Senior Subordinate #5 (15, 16) - Vertex Entity Senior Subordinate #6 (17, 18) - Vertex Entity Senior Subordinate #7 (19, 20) - Vertex Entity Senior Subordinate #8 (21, 22) - Vertex Entity Senior Subordinate #9 (23, 24) - Vertex Entity Senior Subordinate #10 (25, 26) - Vertex Entity Senior Subordinate #11 (27, 28) - Vertex Entity Senior Subordinate #12 (29, 30) - Vertex Entity Senior Subordinate #13 (31, 32) - Switch From BILATERAL to ISDA_92 (41, 42) Samples: - Burgard Kjaer Dual Basel Proxy #1 (1, 2) - Burgard Kjaer Dual Basel Proxy #2 (3, 4) - Burgard Kjaer Semi Basel Proxy (33, 34) - Gold Plated Basel Proxy (35, 36) - One Way Basel Proxy (37, 38) - Set Off Basel Proxy (39, 40)
lakshmiDRIP
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Mar 1, 2018
- CDGS Bank Hazard Rate Label (7) - CDGS Bank Recovery Rate Label (8, 9) - CDGS Counter Party Hazard Label (10) - CDGS Counter Party Recovery Label (11) - Credit Debt Group Specification Constructor (12, 13, 14) - Credit Debt Group Specification Static (17) Bug Fixes/Clean-up: - Eliminate Position Group Specification Container (1) - Eliminate XVA Group Specification Container (2, 3) - Set Into Proto Package Transform (4) - Credit Debt Netting Group Sepcification (5) - Market Entity Evolver Dynamics Container (6) Samples: - Albanese Andersen Basel Proxy (15, 16) - Set Off Basel Proxy (18) - Semi Replication Basel Proxy (19) - One Way Basel Proxy (20) - Hedge Error Basel Proxy (21) - Gold Plated Basel Proxy (22) - USD Broken Date LIBOR Forward (23) - EUR Broken Date LIBOR #1 (24, 25) - EUR Broken Date LIBOR #2 (26, 27) - EUR Broken Date LIBOR #3 (28, 29) - Bond Sink Metrics IchalKaranji #1 (30, 31) - Bond Sink Metrics IchalKaranji #2 (32, 33) - Bond Sink Metrics IchalKaranji #3 (34, 35) - Bond Sink Metrics IchalKaranji #4 (36, 37) - Bond Sink Metrics IchalKaranji #5 (38, 39) - Bond Sink Metrics IchalKaranji #6 (40, 41) - Bond Sink Metrics IchalKaranji #7 (42, 43) - Bond Sink Metrics IchalKaranji #8 (44, 45) - Bond Sink Metrics IchalKaranji #9 (46, 47) - Bond Sink Metrics IchalKaranji #10 (48, 49) - Bond Sink Metrics IchalKaranji #11 (50, 51) - Bond Sink Metrics IchalKaranji #12 (52, 53) - Bond Sink Metrics IchalKaranji #13 (54, 55) - Bond Sink Metrics IchalKaranji #14 (56, 57) - Bond Sink Metrics IchalKaranji #15 (58, 59) - Bond Sink Metrics IchalKaranji #16 (60, 61) - Bond Sink Metrics IchalKaranji #17 (62, 63) - Bond Sink Metrics IchalKaranji #18 (64, 65) - Bond Sink Metrics Aligarh #1 (66, 67) - Bond Sink Metrics Aligarh #2 (68, 69) - Bond Sink Metrics Amaravati #1 (70, 71) - Bond Sink Metrics Amaravati #2 (72, 73) - Bond Sink Metrics Amaravati #3 (74, 75) - Bond Sink Metrics Amaravati #4 (76, 77) - Bond Sink Metrics Amaravati #5 (78, 79) - Bond Sink Metrics Bhavnagar #1 (80, 81) - Bond Sink Metrics Bhavnagar #2 (82, 83) - Bond Sink Metrics Bhiwandi #1 (84, 85) - Bond Sink Metrics Bhiwandi #2 (86, 87) - Bond Sink Metrics Bhubaneshwar #1 (88, 89) - Bond Sink Metrics Bhubaneshwar #2 (90, 91) - Bond Sink Metrics Bikaner #1 (92, 93) - Bond Sink Metrics Bikaner #2 (94, 95) - Bond Sink Metrics Cuttack #1 (96, 97) - Bond Sink Metrics Cuttack #2 (98, 99) - Bond Sink Metrics Dehradun #1 (100, 101) - Bond Sink Metrics Dehradun #2 (102, 103) - Bond Sink Metrics Firozabad #1 (104, 105) - Bond Sink Metrics Firozabad #2 (106, 107) - Bond Sink Metrics Gorakhpur #1 (108, 109) - Bond Sink Metrics Gorakhpur #2 (110, 111) - Bond Sink Metrics Guntur #1 (112, 113) - Bond Sink Metrics Guntur #2 (114, 115) - Bond Sink Metrics Mira Bhayandar #1 (116, 117) - Bond Sink Metrics Mira Bhayandar #2 (118, 119) - Bond Sink Metrics Nellore #1 (120, 121) - Bond Sink Metrics Nellore #2 (122, 123) - Bond Sink Metrics Saharanpur #1 (124, 125) - Bond Sink Metrics Saharanpur #2 (126, 127) - Bond Sink Metrics Salem #1 (128, 129) - Bond Sink Metrics Salem #2 (130, 131) - Bond Sink Metrics Warangal #1 (132, 133) - Bond Sink Metrics Warangal #2 (134, 135)
lakshmiDRIP
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Mar 6, 2018
- XVA Topology Book Market Parameters (1) - Book Market Parameters Overnight Labels (2) - Book Market Parameters CSA Labels (3) - Book Market Parameters Bank Hazard (4) - Book Market Parameters CPTY Hazard (5) - Book Market Parameters Bank Senior (6) - Book Market Parameters Bank Subordinate (7) - Book Market Parameters CPTY Recovery (8) - Bank Senior Funding Label Map (9, 10) - Counter Party Funding Label Map (11, 12) - Bank Subordinate Funding Label Map (13, 14) - Book Market Parameters Senior Funding (15) - Book Market Parameters Subordinate Funding (16) - Book Market Parameters CPTY Funding (17) - XVA Topology Book Market Constructor (18, 19, 20) - Book Topology - Market Parameters #1 (21, 22) - Book Topology - Market Parameters #2 (23, 24) - Book Topology - Market Parameters #3 (25, 26) - Book Topology - Market Parameters #4 (27, 28) - Book Topology - Market Parameters #5 (29, 30) - Book Topology - Market Parameters #6 (31, 32) - Book Topology - Market Parameters #7 (33, 34) - Book Topology - Market Parameters #8 (35, 36) - Book Topology - Market Parameters #9 (37, 38) Bug Fixes/Clean-up: Samples: - Book Group Layout Topology #1 (39, 40) - Book Group Layout Topology #2 (41, 42) - Book Group Layout Topology #3 (43, 44) - Book Group Layout Topology #4 (45, 46) - Book Group Layout Topology #5 (47, 48) - Book Group Layout Topology #6 (49, 50) - Book Group Layout Topology #7 (51, 52) - Book Group Layout Topology #8 (53, 54)
lakshmiDRIP
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Mar 8, 2018
- Position Group Vertex Component Exposure (7) - Position Group Vertex Close Out (8) - Hypothecation Position Group Vertex Exposure (9) - XVA Hypothecation Position Group Vertex (10) - Position Collateral Group Trajectory Generator (11, 12) - Netting Position Collateral Group Path (17) - Collateral Group Path Adjustment Vertexes (38) - Collateral Group Path - Period Adjustment (39, 40) - Credit Debt Group Path #1 (41, 42) - Credit Debt Group Path UCVA (43, 44) - Credit Debt Group Path FTDCVA (45) - Albanese Andersen Funding Exposure Calculation (46) - Credit Debt Group Path UDVA (47, 48) - Credit Debt Group Path FTDDVA (49) - Period Unilateral Credit Adjustment Vertexes (50, 51) - Period Bilateral Credit Adjustment Vertexes (52) - Period Contra Liability Credit Adjustment (53, 54) - Period Unilateral Debt Adjustment Vertexes (56, 57) - Period Bilateral Debt Adjustment Vertexes (58) Bug Fixes/Clean-up: - Position Collateral Group Path #1 (13, 14) - Position Collateral Group Path #2 (15, 16) - Position Exposure Group Path #1 (18, 19) - Position Exposure Group Path #2 (20, 21) - Position Exposure Group Path #3 (22, 23) - Position Exposure Group Path #4 (24, 25) - Position Exposure Group Path #5 (26, 27) - Position Exposure Group Path #6 (28, 29) - Position Exposure Group Path #7 (30, 31) - Position Exposure Group Path #8 (32, 33) - Position Exposure Group Path #9 (34, 35) - Position Exposure Group Path #10 (36, 37) - Credit Debt Group Extraneous Exception (55) Samples: - Bank Senior Funding Label (1, 2) - Bank Subordinate Funding Label (3, 4) - Counter Party Funding Label (5, 6)
lakshmiDRIP
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Mar 21, 2018
Bug Fixes/Clean-up: - Entity Dynamics Container Dealer #1 (1, 2) - Entity Dynamics Container Dealer #2 (3, 4) - Entity Dynamics Container Dealer #3 (5, 6) - Entity Dynamics Container Client #4 (7, 8) - Entity Dynamics Container Client #5 (9, 10) - XVA Dynamics Dealer Client Evolver (11, 12) - Primary Security Dyamics Container #1 (13, 14) - Primary Security Dyamics Container #2 (15, 16) - XVA Market Vertex Generator #1 (17, 18) - XVA Market Vertex Generator #2 (19, 20) - XVA Market Vertex Generator #3 (21, 22) - XVA Market Vertex Generator #4 (23, 24) - Primary Security Dyamics Container #3 (25, 26) - XVA Market Vertex Generator #5 (27, 28, 29) - Position Group Close Out Vertex #1 (30) - XVA Definition Simple Balance Sheet (31) - XVA Definition Close Out #1 (32, 33) - XVA Definition Close Out #2 (34, 35) - XVA Definition Close Out Bilateral (36, 37) - Position Group Close Out Vertex #2 (38) - Margin Amount Estimator Output #1 (39, 40) - Margin Amount Estimator Output #2 (41, 42) - Margin Amount Estimator Output #3 (43, 44) - Margin Amount Estimator Output #4 (45, 46) - Margin Amount Estimator Output #5 (47, 48) - Credit Debt Group Specification #1 (49, 50) - Credit Debt Group Specification #2 (51, 52) - Credit Debt Group Specification #3 (53, 54) - Credit Debt Group Specification #4 (55, 56, 57) - Funding Group Specification Prototype #1 (58, 59) - Funding Group Specification Prototype #2 (60, 61) - Position Group Specification Prototype #1 (62, 63) - Position Group Specification Prototype #2 (64, 65) - Position Group Specification Prototype #3 (66, 67) - Position Group Specification Prototype #4 (68, 69) - XVA Margin Amount Estimator #1 (70, 71) - XVA Margin Amount Estimator #2 (72, 73, 74) - XVA Margin Amount Estimator #3 (75, 76) - XVA Margin Amount Estimator #4 (77, 78) - Position Group Close Out Vertex #3 (79) - XVA Replication Portfolio Vertex Dealer (80, 81) - XVA Replication Portfolio Vertex #1 (82, 83) - XVA Replication Portfolio Vertex #2 (84, 85) - XVA Replication Portfolio Vertex #3 (86, 87) - XVA Replication Portfolio Vertex #4 (88, 89) - XVA Replication Portfolio Vertex #5 (90, 91) - XVA Replication Portfolio Vertex #6 (92, 93) - XVA Cash Account Edge #1 (94, 95) - XVA Cash Account Edge #2 (96, 97) - XVA Evolution Trajectory Vertex #1 (98, 99) - XVA Evolution Trajectory Vertex #2 (100, 101) - XVA Vertex Burgard Kjaer Dealer (102, 103, 104) - Burgard Kjaer Vertex Builder #1 (105, 106) - Burgard Kjaer Vertex Builder #2 (107, 108, 109) - XVA Topology Credit Debt Group (110, 111, 112) - XVA Funding Group Topology #1 (113, 114) - XVA Funding Group Topology #2 (115, 116) - XVA Funding Group Topology #3 (117, 118) - XVA Funding Group Topology #4 (119, 120) - XVA Funding Group Topology #5 (121, 122) - XVA Adiabat Market Params #1 (123, 124) - XVA Adiabat Market Params #2 (125, 126) - XVA Adiabat Market Params #3 (127, 128) - XVA Adiabat Market Params #4 (129) - XVA Topology Adiabat Sweep #1 (130, 131) - XVA Topology Adiabat Sweep #2 (132, 133) - XVA Topology Adiabat Sweep #3 (134, 135) - XVA Topology Adiabat Sweep #4 (136, 137) - XVA Topology Adiabat Sweep #5 (138, 139) - XVA Topology Adiabat Sweep #6 (140, 141) - XVA Topology Adiabat Sweep #7 (142, 143) - XVA Topology Adiabat Sweep #8 (144, 145) - XVA Topology Adiabat Sweep #9 (146, 147) - XVA Topology Adiabat Sweep #10 (148, 149) - XVA Topology Adiabat Sweep #11 (150, 151) - PDE Burgard Kjaer Edge Attribution (152, 153, 154) - PDE Burgard Kjaer Edge Run (155, 156, 157) - Burgard Kjaer PDE Operator #1 (158, 159) - Burgard Kjaer PDE Operator #2 (160, 161, 162) - PDE Trajectory Evolution Scheme #1 (163, 164) - PDE Trajectory Evolution Scheme #2 (165, 166) - PDE Trajectory Evolution Scheme #3 (167, 168) - PDE Trajectory Evolution Scheme #4 (169, 170) - PDE Trajectory Evolution Scheme #5 (171) - Close Out Client On Default (172) - Gross XVA Adiabat Aggregator #1 (173, 174) - Gross XVA Adiabat Aggregator #2 (175, 176) - Gross XVA Adiabat Aggregator #3 (177, 178) - Gross XVA Adiabat Aggregator #4 (179, 180) - Gross XVA Adiabat Aggregator #5 (181, 182) - Gross XVA Adiabat Aggregator #6 (183, 184) - Gross XVA Adiabat Aggregator #7 (185, 186) - Gross XVA Adiabat Aggregator #8 (187, 188) - Gross XVA Adiabat Aggregator #9 (189, 190) - Gross XVA Adiabat Aggregator #10 (191, 192) - Gross XVA Adiabat Aggregator #11 (193, 194, 195) Samples:
lakshmiDRIP
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Mar 29, 2018
- Unilateral Credit Exposure Adjustment PV (6, 7) - Bilateral Credit Exposure Adjustment PV (8, 9) - Unilateral Debt Exposure Adjustment PV (10, 11) - Bilateral Debt Exposure Adjustment PV (12, 13) - XVA Netting Funding Group Path (14, 15) - Credit Debt Group Path Array (16) - Credit Debt Group Unilateral Funding (17, 18) - Credit Debt Group Bilateral Funding (19, 20) - Funding Unilateral/Bilateral Adjustment 01 (21, 22) - Unilateral Funding Group Adjustment 01 (23, 24) - Unilateral Funding Group Adjustment Valuation (25) - Period Unilateral Funding Adjustment 01 (26, 27) - Period Bilateral Funding Adjustment 01 (28, 29) - Bilateral Funding Group Adjustment 01 (30) - Unilateral/Bilateral Spread 01 #1 (31, 32) - Unilateral/Bilateral Spread 01 #2 (33, 34) - Period Unilateral Funding Spread 01 (35, 36) - Period Bilateral Funding Spread 01 (37, 38) - Period Unilateral Funding Group Adjustment (39, 40) - Period Bilateral Funding Group Adjustment (41) - Unilateral Funding Debt Spread 01 (42, 43) - Bilateral Funding Debt Spread 01 (44, 45) - Unilateral Funding Debt Spread 01 (50, 51) - Bilateral Funding Debt Spread 01 (52, 53) - Period Unilateral Funding Debt Spread (54, 55) - Period Bilateral Funding Debt Spread (56) - Funding Group Path Unilateral Debt (57, 58) - Funding Group Path Bilateral Debt (59) - Period Unilateral Funding Debt Adjustment (60) - Period Bilateral Funding Debt Adjustment (61) - Period Unilateral Funding Value Adjustment (62) - Period Bilateral Funding Value Adjustment (63) - Funding Group Path Market Vertex (64, 65) - Symmetric Funding Spread 01 #1 (66, 67) - Symmetric Funding Spread 01 #2 (68, 69) - Symmetric Funding Spread 01 #3 (70, 71) - Symmetric Funding Spread 01 #4 (72, 73) - Funding Group Path Constructor Revamp (74, 75) - Funding Group Path Period Exposure (76, 77) - Funding Group Path Period Exposure PV (78, 79) - Mono Path Exposure Adjustment #1 (80, 81) - Mono Path Exposure Adjustment Constructor (82, 83, 84) - Albanese Andersen Funding Group Paths (85, 86) - Mono Path Exposure Adjustment #2 (87, 88, 89) - Mono Path Exposure Adjustment #3 (93, 94) - Mono Path Exposure Adjustment #4 (95, 96) - Mono Path Exposure Adjustment #5 (97, 98) - Mono Path Exposure Adjustment #6 (99, 100, 101) - Mono Path Exposure Adjustment #7 (102, 103) - Mono Path Exposure Adjustment #8 (104, 105) - Mono Path Exposure Adjustment #9 (106, 107) Bug Fixes/Clean-up: - Credit Debt Exception Trim #1 (1, 2) - Credit Debt Exception Trim #2 (3, 4, 5) - Unilateral Funding Spread 01 Fix (46, 47) - Bilateral Funding Spread 01 Fix (48, 49) - Symmetric Funding Spread 01 Fix (220, 221, 222) - Period Unilateral Funding Value 01 (223, 224, 225) - Period Bilateral Funding Value 01 (226, 227, 228) - Period Unilateral Funding Debt 01 (229, 230, 231) - Period Bilateral Funding Debt 01 (232, 233, 234) - Period Unilateral Funding Debt Adjustment (235, 236, 237) - Period Bilateral Funding Debt Adjustment (238, 239, 240) - XVA Netting Funding Path Adjustment (241, 242, 243) - XVA Credit Debt Path Adjustment (244, 245, 246) Samples: - Portfolio Group Run #1 (90, 91) - Portfolio Group Simulation #1 (92) - Fix Float VA Bank (108, 109) - Fix Float VA Counter Party (110) - Bilateral CSA Collateralized Funding (111, 112) - Bilateral CSA Collateralized Funding Stochastic (113) - Bilateral CSA Uncollateralized Funding (114) - Bilateral CSA Uncollateralized Funding Stochastic (115) - Bilateral CSA Zero Threshold Funding (116) - Bilateral CSA Zero Threshold Funding Stochastic (117) - Perfect Replication Collateralized Funding (118) - Perfect Replication Collateralized Funding Stochastic (119) - Perfect Replication Uncollateralized Funding (120) - Perfect Replication Uncollateralized Funding Stochastic (121) - Perfect Replication Zero Threshold Funding (122) - Perfect Replication Zero Threshold Funding Stochastic (123) - Semi Replication Collateralized Funding (124) - Semi Replication Collateralized Funding Stochastic (125) - Semi Replication Uncollateralized Funding (126) - Semi Replication Uncollateralized Funding Stochastic (127) - Semi Replication Zero Threshold Funding (128) - Semi Replication Zero Threshold Funding Stochastic (129) - Set Off Replication Collateralized Funding (130) - Set Off Replication Collateralized Funding Stochastic (131) - Set Off Replication Uncollateralized Funding (132) - Set Off Replication Uncollateralized Funding Stochastic (133) - Set Off Replication Zero Threshold Funding (134) - Set Off Replication Zero Threshold Funding Stochastic (135) - Unilateral CSA Collateralized Funding (136) - Unilateral CSA Collateralized Funding Stochastic (137) - Unilateral CSA Uncollateralized Funding (138) - Unilateral CSA Uncollateralized Funding Stochastic (139) - Unilateral CSA Zero Threshold Funding (140) - Unilateral CSA Zero Threshold Funding Stochastic (141) - Portfolio Group Run #2 (142) - Portfolio Group Simulation #2 (143) - Portfolio Group Aggregation Correlated (144) - Portfolio Group Aggregation Uncorrelated (145) - Portfolio Group Aggregation Deterministic (146) - Collateralized Collateral Group Clean (147) - Collateralized Collateral Group Correlated (148) - XVA Collateralized Collateral Group (149) - XVA Collateralized Collateral Group Correlated (150) - Zero Threshold Collateral Group (151) - Zero Threshold Collateral Group Correlated (152) - Funding Group Bilateral CSA (153, 154) - Funding Group Bilateral Hedge Error (155) - Funding Group Perfect Replication (156) - Funding Group Semi Replication (157) - Funding Group Set Off (158) - Funding Group Unilateral CSA (159) - CPGA Collateralized/Uncollateralized/Zero Threshold (160, 161, 162) - XVA Basel Collateralized Collateral Neutral (163) - XVA Basel Collateralized Collateral Neutral Stochastic (164) - XVA Basel Collateralized Collateral Payable (165) - XVA Basel Collateralized Collateral Payable Stochastic (166) - XVA Basel Collateralized Collateral Receivable (167) - XVA Basel Collateralized Collateral Receivable Stochastic (168) - XVA Basel Collateralized Funding Neutral (169) - XVA Basel Collateralized Funding Neutral Stochastic (170) - XVA Basel Collateralized Funding Payable (171) - XVA Basel Collateralized Funding Payable Stochastic (172) - XVA Basel Collateralized Funding Receivable (173) - XVA Basel Collateralized Funding Receivable Stochastic (174) - XVA Basel Collateralized Netting Neutral (175) - XVA Basel Collateralized Netting Neutral Stochastic (176) - XVA Basel Collateralized Netting Payable (177) - XVA Basel Collateralized Netting Payable Stochastic (178) - XVA Basel Collateralized Netting Receivable (179) - XVA Basel Collateralized Netting Receivable Stochastic (180) - XVA Basel Uncollateralized Collateral Neutral (181) - XVA Basel Uncollateralized Collateral Neutral Stochastic (182) - XVA Basel Uncollateralized Collateral Payable (183) - XVA Basel Uncollateralized Collateral Payable Stochastic (184) - XVA Basel Uncollateralized Collateral Receivable (185) - XVA Basel Uncollateralized Collateral Receivable Stochastic (186) - XVA Basel Uncollateralized Funding Neutral (187) - XVA Basel Uncollateralized Funding Neutral Stochastic (188) - XVA Basel Uncollateralized Funding Payable (189) - XVA Basel Uncollateralized Funding Payable Stochastic (190) - XVA Basel Uncollateralized Funding Receivable (191) - XVA Basel Uncollateralized Funding Receivable Stochastic (192) - XVA Basel Uncollateralized Netting Neutral (193) - XVA Basel Uncollateralized Netting Neutral Stochastic (194) - XVA Basel Uncollateralized Netting Payable (195) - XVA Basel Uncollateralized Netting Payable Stochastic (196) - XVA Basel Uncollateralized Netting Receivable (197) - XVA Basel Uncollateralized Netting Receivable Stochastic (198) - Zero Threshold Collateralized Collateral Neutral (199) - Zero Threshold Collateralized Collateral Neutral Stochastic (200) - Zero Threshold Collateralized Collateral Payable (201) - Zero Threshold Collateralized Collateral Payable Stochastic (202) - Zero Threshold Collateralized Collateral Receivable (203) - Zero Threshold Collateralized Collateral Receivable Stochastic (204) - Zero Threshold Collateralized Funding Neutral (205) - Zero Threshold Collateralized Funding Neutral Stochastic (206) - Zero Threshold Collateralized Funding Payable (207) - Zero Threshold Collateralized Funding Payable Stochastic (208) - Zero Threshold Collateralized Funding Receivable (209) - Zero Threshold Collateralized Funding Receivable Stochastic (210) - Zero Threshold Collateralized Netting Neutral (211) - Zero Threshold Collateralized Netting Neutral Stochastic (212) - Zero Threshold Collateralized Netting Payable (213) - Zero Threshold Collateralized Netting Payable Stochastic (214) - Zero Threshold Collateralized Netting Receivable (215) - Zero Threshold Collateralized Netting Receivable Stochastic (216) - XVA Dynamics Path Simulator Sweep (217, 218, 219) - Correlated Numeraire XVA Attribution (247) - Correlated Numeraire XVA Explain (248) - Correlated Numeraire XVA Greeks (249) - Correlated Numeraire XVA Replication Portfolio (250) - Burgard 2011 XVA Explain (251) - Burgard 2011 XVA Greeks (252) - Burgard 2011 XVA Market Generation (253) - Burgard 2011 XVA Replication Portfolio (254) - Counter Party Hazard High (255) - Counter Party Hazard Low (256) - Counter Party Hazard Medium (257) - Euler Trajectory Evolution Scheme (258) - Fix Float VA Bank (259, 260) - Fix Float VA Counter Party (261, 262) - Netting Portfolio Group Run (263) - Netting Portfolio Group Simulation (264) - Netting Portfolio Path Aggregation Correlated (265) - Netting Portfolio Path Aggregation Deterministic (266) - Netting Portfolio Path Aggregation Uncorrelated (267) - XVA Collateralized Collateral Group (268) - XVA Collateralized Collateral Group Correlated (269) - XVA Uncollateralized Collateral Group (270) - XVA Uncollateralized Collateral Group Correlated (271) - Zero Threshold Collateral Group (272) - Zero Threshold Collateral Group Correlated (273) - XVA Portfolio Collateral Estimate (274) - XVA Digest CPGA Collateralized (275) - XVA Digest CPGA Collateralized Correlated (276) - XVA Digest CPGA Uncollateralized (277) - XVA Digest CPGA Uncollateralized Correlated (278) - Zero Threshold CPGA Collateralized (279) - Zero Threshold CPGA Collateralized Correlated (280) - XVA Topology Book Group Layout (281) - XVA Topology Book Latent State Map (282) - Funding Group Bilateral CSA (283) - Funding Group Hedge Error (284) - Funding Group Perfect Replication (285) - Funding Group Semi Replication (286) - Funding Group Set Off (287) - Funding Group Unilateral CSA (288) - Albanese Andersen Basel Proxy (289) - Gold Plated Basel Proxy (290) - Hedge Error Basel Proxy (291) - One Way Basel Proxy (292) - Semi Replication Basel Proxy (293) - Set Off Basel Proxy (294) - Bilateral CSA Collateralized Funding (295) - Bilateral CSA Collateralized Funding Stochastic (296) - Bilateral CSA Uncollateralized Funding (297) - Bilateral CSA Uncollateralized Funding Stochastic (298) - Bilateral CSA Zero Threshold Funding (299) - Bilateral CSA Zero Threshold Funding Stochastic (300) - Perfect Replication Collateralized Funding (301) - Perfect Replication Collateralized Funding Stochastic (302) - Perfect Replication Uncollateralized Funding (303) - Perfect Replication Uncollateralized Funding Stochastic (304) - Perfect Replication Zero Threshold Funding (305) - Perfect Replication Zero Threshold Funding Stochastic (306) - Semi Replication Collateralized Funding (307) - Semi Replication Collateralized Funding Stochastic (308) - Semi Replication Uncollateralized Funding (309) - Semi Replication Uncollateralized Funding Stochastic (310) - Semi Replication Zero Threshold Funding (311) - Semi Replication Zero Threshold Funding Stochastic (312) - Set Off Collateralized Funding (313) - Set Off Collateralized Funding Stochastic (314) - Set Off Uncollateralized Funding (315) - Set Off Uncollateralized Funding Stochastic (316) - Set Off Zero Threshold Funding (317) - Set Off Zero Threshold Funding Stochastic (318) - Unilateral CSA Collateralized Funding (319) - Unilateral CSA Collateralized Funding Stochastic (320) - Unilateral CSA Uncollateralized Funding (321) - Unilateral CSA Uncollateralized Funding Stochastic (322) - Unilateral CSA Zero Threshold Funding (323) - Unilateral CSA Zero Threshold Funding Stochastic (324) - XVA Basel Collateralized Collateral Neutral (325) - XVA Basel Collateralized Collateral Neutral Stochastic (326) - XVA Basel Collateralized Collateral Payable (327) - XVA Basel Collateralized Collateral Payable Stochastic (328) - XVA Basel Collateralized Collateral Receivable (329) - XVA Basel Collateralized Collateral Receivable Stochastic (330) - XVA Basel Collateralized Funding Neutral (331) - XVA Basel Collateralized Funding Neutral Stochastic (332) - XVA Basel Collateralized Funding Payable (333) - XVA Basel Collateralized Funding Payable Stochastic (334) - XVA Basel Collateralized Funding Receivable (335) - XVA Basel Collateralized Funding Receivable Stochastic (336) - XVA Basel Collateralized Netting Neutral (337) - XVA Basel Collateralized Netting Neutral Stochastic (338) - XVA Basel Collateralized Netting Payable (339) - XVA Basel Collateralized Netting Payable Stochastic (340) - XVA Basel Collateralized Netting Receivable (341) - XVA Basel Collateralized Netting Receivable Stochastic (342) - XVA Basel Uncollateralized Collateral Neutral (343) - XVA Basel Uncollateralized Collateral Neutral Stochastic (344) - XVA Basel Uncollateralized Collateral Payable (345) - XVA Basel Uncollateralized Collateral Payable Stochastic (346) - XVA Basel Uncollateralized Collateral Receivable (347) - XVA Basel Uncollateralized Collateral Receivable Stochastic (348) - XVA Basel Uncollateralized Funding Neutral (349) - XVA Basel Uncollateralized Funding Neutral Stochastic (350) - XVA Basel Uncollateralized Funding Payable (351) - XVA Basel Uncollateralized Funding Payable Stochastic (352) - XVA Basel Uncollateralized Funding Receivable (353) - XVA Basel Uncollateralized Funding Receivable Stochastic (354) - XVA Basel Uncollateralized Netting Neutral (355) - XVA Basel Uncollateralized Netting Neutral Stochastic (356) - XVA Basel Uncollateralized Netting Payable (357) - XVA Basel Uncollateralized Netting Payable Stochastic (358) - XVA Basel Uncollateralized Netting Receivable (359) - XVA Basel Uncollateralized Netting Receivable Stochastic (360) - Zero Threshold Collateral Neutral (361) - Zero Threshold Collateral Neutral Stochastic (344) - Zero Threshold Collateral Payable (363) - Zero Threshold Collateral Payable Stochastic (364) - Zero Threshold Collateral Receivable (365) - Zero Threshold Collateral Receivable Stochastic (366) - Zero Threshold Funding Neutral (367) - Zero Threshold Funding Neutral Stochastic (368) - Zero Threshold Funding Payable (369) - Zero Threshold Funding Payable Stochastic (370) - Zero Threshold Funding Receivable (371) - Zero Threshold Funding Receivable Stochastic (372) - Zero Threshold Netting Neutral (373) - Zero Threshold Netting Neutral Stochastic (374) - Zero Threshold Netting Payable (375) - Zero Threshold Netting Payable Stochastic (376) - Zero Threshold Netting Receivable (377) - Zero Threshold Netting Receivable Stochastic (378)
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- Stream DV01 - Remove Position Dependence (1) - Market Vertex Generator Map #1 (2, 3) - Market Vertex Generator Map #2 (4, 5) - XVA Market Vertex Path #1 (6, 7) - XVA Market Vertex Path #2 (8, 9) - Market Path Date Vertex Map (20, 21, 22) - Market Path Vertex Date Array (23, 24, 25) - Path Initial Market Vertex Instance (26, 27) - Path Final Market Vertex Instance (28, 29) - Position Group Numeraire Forward Value (30, 31) - Market Path Vertex Date Containment (32, 33) - Market Path Forward Date Vertex (34) - Market Vertex For Forward Date (35) - Position Holdings Group Value Array (36, 37) - XVA Dynamics Path Simulator #1 (38, 39) - XVA Dynamics Path Simulator #2 (40, 41) - Position Group Trajectory Path #1 (42, 43) - Position Group Trajectory Path #2 (44, 45) - Position Group Trajectory Path #3 (46, 47, 48) - Collateral Group Market Path #1 (49, 50) - Collateral Group Market Path #2 (51, 52) - XVA Path Market Vertex Array (53, 54) - Credit Debt Group Path Vertexes (55, 56) - Funding Group Path Market Vertexes (57, 58) - Market Path From Vertex Array (59, 60) Bug Fixes/Clean-up: Samples: - Correlated Numeraire XVA Attribution (10, 11) - Correlated Numeraire XVA Explain (12) - Correlated Numeraire XVA Greeks (13) - Correlated Numeraire XVA Replication Portfolio (14) - Burgard 2011 XVA Explain (15) - Burgard 2011 XVA Greeks (16) - Burgard 2011 XVA Market Generation (17) - Burgard 2011 XVA Replication Portfolio (18) - Euler Evolution Trajectory Scheme (19) - Market Path From Vertex Array #1 (61, 62) - Market Path From Vertex Array #2 (63, 64) - Market Path From Vertex Array #3 (65, 66) - Market Path From Vertex Array #4 (67, 68) - Market Path From Vertex Array #5 (69, 70) - Market Path From Vertex Array #6 (71, 72) - Market Path From Vertex Array #7 (73, 74) - Market Path From Vertex Array #8 (75, 76) - Market Path From Vertex Array #9 (77, 78)
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Apr 25, 2018
- Collateral Group Variation Margin #1 (21, 22) - Collateral Group Variation Margin #2 (23, 24) - Collateral Group Variation Margin #3 (25, 26) - Collateral Group VM Posted #1 (27, 28) - Collateral Group VM Posted #2 (29, 30) Bug Fixes/Clean-up: - Stream Fix Float MPoR Packages (1, 2) - Collateral Group Anchor -> Vertex Date (31) - Albanese Andersen XVA Vertex Revamp (32) Samples: - OTC Receiver Classical+ Timeline #1 (3, 4) - OTC Receiver Classical+ Timeline #2 (5, 6) - OTC Receiver Classical- Timeline (7, 8) - OTC Receiver Aggressive Timeline (9, 10) - OTC Receiver Conservative Timeline (11, 12) - OTC Payer Classical+ Timeline (13, 14) - OTC Payer Classical- Timeline (15, 16) - OTC Payer Aggressive Timeline (17, 18) - OTC Payer Conservative Timeline (19, 20) - OTC Receiver Classical+ XVA #1 (33, 34) - OTC Receiver Classical+ XVA #2 (35, 36) - OTC Receiver Classical+ XVA #3 (37, 38) - OTC Receiver Classical+ XVA #4 (39, 40) - OTC Receiver Classical+ XVA #5 (41, 42) - OTC Receiver Classical+ XVA #6 (43, 44) - OTC Receiver Classical+ XVA #7 (45, 46) - OTC Receiver Classical+ XVA #8 (47, 48) - OTC Receiver Classical+ XVA #9 (49, 50) - OTC Receiver Classical+ XVA #10 (51, 52) - OTC Receiver Classical+ XVA #11 (53, 54) - OTC Receiver Classical+ XVA #12 (55, 56) - OTC Receiver Classical+ XVA #13 (57, 58) - OTC Receiver Classical+ XVA #14 (59, 60)
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May 14, 2018
- Market Vertex Generator - Wanderer Index (1) - Latent State Market Vertex Container (3) - Latent State Vertex Value #1 (4, 5) - Latent State Vertex Value #2 (6, 7) - Latent State Vertex Value #3 (8, 9, 10) - Latent State CSA Vertex Container (11, 12) - Market Vertex Latent State Value (13, 14) - Latent State Vertex Container #1 (15, 16) - Latent State Vertex Container #2 (17, 18) - Latent State Vertex Container #3 (19, 20) - Latent State Vertex Container #4 (21, 22) - Latent State Vertex Container #5 (23, 24) - Latent State Vertex Container #6 (25, 26) - Latent State Vertex Container #7 (27, 28) - Latent State Vertex Container #8 (29, 30) - Latent State Vertex Container #9 (31, 32) - Latent State Vertex Container #10 (33, 34) - Latent State Nodal Market Vertex (79) - Market Vertex Generator - Latent State (192) - Trim Position Manifest Measure #1 (193, 194) - Trim Position Manifest Measure #2 (195, 196) - Trim Position Manifest Measure #3 (197, 198) - Trim Position Manifest Measure #4 (199, 200) - Trim Position Manifest Measure #5 (201, 202) - Trim Position Manifest Measure #6 (203, 204) - Trim Position Manifest Measure #7 (205, 206) - Trim Position Manifest Measure #8 (207, 208) - Float Stream MPoR Forward Label (209) - Market Vertex Generator - Initial MV (222) - Burgard Kjaer Operator - Portfolio Value (223, 224) - Trajectory Evolution Scheme - Portfolio Value (225, 226) - Position Group Numeraire To Estimator (227, 228, 229) - Fix Float Basel Estimator #1 (230, 231, 232) - Fix Float Basel Estimator #2 (233, 234, 235) - XVA Dynamics Path Simulator Valuation (251) - Primary Security Dynamics Container #1 (252, 253) - Primary Security Dynamics Container #2 (254, 255) - Primary Security Dynamics Container #3 (256, 257) - Primary Security Dynamics Container #4 (258, 259) - Primary Security Dynamics Container #5 (260, 261) - Primary Security Dynamics Container #6 (262, 263) - Primary Security Dynamics Container #7 (264, 265, 266) - Latent State Market Correlation - Shell (267) - Latent State Market Correlation - Labels (268) - Latent State Market Correlation - Covariance (269) - Latent State Market Correlation - Constructor (270, 271) - Latent State Market Correlation - Set (272, 273, 274) - Market Correlation - State Pair Exists (275, 276) - Market Correlation - State Pair Entry (277, 278) - Cross Latent State Correlation Matrix (279) - Latent Market State Label List (280) - Market Correlation Constructor and Annotation (281, 282, 283) - Latent State Index Hash Map (284, 285) - Latent State Label Duplicate Detection (286) - Correlation Matrix Element Validation Check (287, 288, 289) - Market Correlation Latent State Exists (290, 291) - Cross Latent State Correlation Entry (292, 293) - Custom Market Correlation Synthesizer #1 (294, 295) - Custom Market Correlation Synthesizer #2 (296, 297) - Market Vertex Generator Deprecatione Sweep (298) - Market Universe Vertex Generator Shell (299) - Market Vertex Generator Spot Date (300) - Market Vertex Generator YCF Width (301) - Market Vertex Generator Event Dates (302) - Market Vertex Generator Entity Dynamics (303) - Market Vertex Generator Security Dynamics (304) - Market Vertex Generator State Dynamics (305) - Market Vertex Generator Constructor/Annotation (306, 307, 308) - Market Vertex Generator Creation #1 (309) - Latent State Weiner Random - Shell (310) - Latent State Weiner Increment Map (311) - Latent State Weiner Availability Check (312, 313) - Latent State Weiner Increment Array (314) - Latent State Weiner Increment Addition (315, 316) - Latent State Weiner Constructor Annotation (317, 318) - Market Vertex Latent State Count (319, 320) - Overnight Replicator Vertex Array #1 (321, 322) - Overnight Replicator Vertex Array #2 (323, 324) - CSA Replicator Path Vertex Array (325, 326) - Entity Dynamics Client Hazard Label (327) - Entity Dynamics Dealer Hazard Label (328) - Market Vertex Generator Dealer Hazard (329, 330) - Entity Dynamics Client Recovery Label (331) - Dealer Entity Senior Recovery Label (332) - Dealer Entity Subordinate Recovery Label (333) - Overnight Replicator Vertex Array Separation (334, 335, 336) - CSA Replicator Vertex Array Separation (337, 338) - Dealer Hazard Vertex Array Separation (339, 340) - Dealer Senior Funding Vertex Array (341, 342) - Dealer Subordinate Funding Vertex Array (343, 344) - Client Senior Funding Vertex Array (345, 346) - Client Hazard Vertex Array Separation (349, 350) - Dealer Senior Recovery Vertex Array (351, 352) - Dealer Subordinate Recovery Vertex Array (353, 354) - Client Recovery Rate Vertex Array (355, 356) - Asset Diffusion Vertex Array #1 (357, 358) - Asset Diffusion Vertex Array #2 (359, 360) - Asset Diffusion Vertex Array #3 (361, 362) - Asset Diffusion Vertex Array #4 (363, 364) - Asset Diffusion Vertex Array #5 (365, 366) - Latent State Dynamics Container #1 (367, 368) - Latent State Dynamics Container #2 (369, 370) - Latent State Dynamics Container #3 (371, 372) - Latent State Dynamics Container #4 (373, 374, 375) - Market Vetex Generator Evolver #1 (376, 377, 378) - Latent State Vertex Container #1 (379, 380) - Latent State Vertex Container #2 (381, 382) - Latent State Vertex Container #3 (383, 384) - Set of all Used Labels (385, 386) - Latent State Vertex Container #11 (387, 388) - Latent State Vertex Container #12 (389, 390) - Latent State Vertex Container #13 (391, 392) - Latent State Vertex Container #14 (393, 394) - Latent State Vertex Container #15 (395, 396) - Latent State Vertex Container #16 (397, 398) - Latent State Vertex Container #17 (399, 400) - Latent State Vertex Container #18 (401, 402) - Latent State Vertex Container #19 (403, 404) - Latent State Vertex Container #20 (405, 406) - Latent State Vertex Container #21 (407, 408) - Latent State Vertex Container #22 (409, 410) - Latent State Vertex Container #23 (411, 412) - Latent State Vertex Container #24 (413, 414) - Market Vetex Generator Evolver #2 (415, 416) - Market Vetex Generator Evolver #3 (417, 418) - Market Vetex Generator Evolver #4 (419, 420) - Market Vetex Generator Evolver #5 (421, 422) - Market Vetex Generator Evolver #6 (423, 424) - Market Vetex Generator Evolver #7 (425, 426) - Market Vetex Generator Evolver #8 (427, 428) - Market Vetex Generator Evolver #9 (429, 430) - Market Vetex Generator Evolver #10 (431, 432) - Latent State Vertex Container #25 (433, 434) - Latent State Vertex Container #26 (435, 436) - Market Vetex Generator Evolver #11 (437, 438) - Exposure Evolver Scaling Numeraire Revamp (439) - Exposure Evolver Terminal Latent State (440) - Exposure Evolver Primary Security Revamp (441) - Exposure Evolver Primary Security Equity (442) - Latent State Dynamics Container Revamp (443) - Exposure Evolver Dynamics Container Revamp (444) - Exposure Evolver Primary Security Container (445) - Exposure Evolver Entity Dynamics Container (446) - Latent State Vertex Container Revamp (447) - CSA Dynamics Funding Basis Evolver (448) - Numeraire Induced Measure Shift Revamp (449) - Andersen Pykhtin Sokol Lag Revamp (450) - CSA Last Flow Event Dates (451) - CSA Timeline Event Date Revamp (452) - CSA Timeline Event Builder Revamp (453) - CSA Timeline Event Sequence Revamp (454) - Exposure Universe Latent State Weiner (455) - Exposure Universe Market Correlation Matrix (456) - Exposure Universe Market Vertex Entity (457) - Exposure Universe Market Vertex Revamp (458) - Exposure Universe Market Edge Revamp (459) - Exposure Universe Market Path Revamp (460) - Exposure Universe Market Vertex Generator (461) - MPoR Collateral Amount Estimator Output (462) - Exposure Margin Period Of Risk (463) - Exposure MPoR Collateral Amount Estimator (464) - Variation Margin Trade Vertex Exposure (465) - Exposure MPoR Trade Payment Revamp (466) - Variation Margin Trade Payment Vertex (467) - Exposure Generator Stream MPoR Revamp (468) - Exposure Generator Fix Stream MPoR (469) - Exposure Generator Float Stream MPoR (470) - Exposure Generator Fix Float MPoR (471) - Variation Margin Trade Trajectory Estimator (472) - Exposure Holdings Position Group Estimator (473) - Fix Float Basel Position Estimator (474) - Exposure Holdings Position Group Revamp (475) - Path Simulator Random Weiner #1 (476) - Unit Random State Weiner #1 (477, 478) - Unit Random State Weiner #2 (479, 480) - Path Simulator Random Weiner #2 (481, 482) Bug Fixes/Clean-up: - Latent State Vertex Node Container (2) - Re-org Jump Diffusion Vertex Arrays (347, 348) Samples: - Gold Plated Basel Proxy #1 (35) - Albanese Andersen Basel Proxy #1 (36) - Hedge Error Basel Proxy #1 (37) - One Way Basel Proxy #1 (38) - Semi Replication Basel Proxy #1 (39) - Set Off Basel Proxy #1 (40) - Long Fixed Aggressive Timeline #1 (41) - Long Fixed Classical- Timeline #1 (42) - Long Fixed Classical+ Timeline #1 (43) - Long Fixed Conservative Timeline #1 (44) - Long Float Aggressive Timeline #1 (45) - Long Float Classical- Timeline #1 (46) - Long Float Classical+ Timeline #1 (47) - Long Float Conservative Timeline #1 (48) - Short Fixed Aggressive Timeline #1 (49) - Short Fixed Classical- Timeline #1 (50) - Short Fixed Classical+ Timeline #1 (51) - Short Fixed Conservative Timeline #1 (52) - Short Float Aggressive Timeline #1 (53) - Short Float Classical- Timeline #1 (54) - Short Float Classical+ Timeline #1 (55) - Short Float Conservative Timeline #1 (56) - OTC Receiver CSA Aggressive #1 (57) - OTC Receiver CSA Classical- #1 (58) - OTC Receiver CSA Classical+ #1 (59) - OTC Receiver CSA Conservative #1 (60) - OTC Payer CSA Aggressive #1 (61) - OTC Payer CSA Classical- #1 (62) - OTC Payer CSA Classical+ #1 (63) - OTC Payer CSA Conservative #1 (64) - OTC Receiver Aggressive Timeline #1 (65) - OTC Receiver Classical- Timeline #1 (66) - OTC Receiver Classical+ Timeline #1 (67) - OTC Receiver Conservative Timeline #1 (68) - OTC Payer Aggressive Timeline #1 (69) - OTC Payer Classical- Timeline #1 (70) - OTC Payer Classical+ Timeline #1 (71) - OTC Payer Conservative Timeline #1 (72) - Bilateral CSA Collateralized Funding #1 (73) - Bilateral CSA Collateralized Funding Stochastic #1 (74) - Bilateral CSA Uncollateralized Funding #1 (75) - Bilateral CSA Uncollateralized Funding Stochastic #1 (76) - Bilateral CSA Zero Threshold Funding #1 (77) - Bilateral CSA Zero Threshold Funding Stochastic #1 (78) - Perfect Replication Collateralized Funding #1 (80) - Perfect Replication Collateralized Funding Stochastic #1 (81) - Perfect Replication Uncollateralized Funding #1 (82) - Perfect Replication Uncollateralized Funding Stochastic #1 (83) - Perfect Replication Zero Threshold Funding #1 (84) - Perfect Replication Zero Threshold Funding Stochastic #1 (85) - Semi Replication Collateralized Funding #1 (86) - Semi Replication Collateralized Funding Stochastic #1 (87) - Semi Replication Uncollateralized Funding #1 (88) - Semi Replication Uncollateralized Funding Stochastic #1 (89) - Semi Replication Zero Threshold Funding #1 (90) - Semi Replication Zero Threshold Funding Stochastic #1 (91) - Set Off Collateralized Funding #1 (92) - Set Off Collateralized Funding Stochastic #1 (93) - Set Off Uncollateralized Funding #1 (94) - Set Off Uncollateralized Funding Stochastic #1 (95) - Set Off Zero Threshold Funding #1 (96) - Set Off Zero Threshold Funding Stochastic #1 (97) - Unilateral CSA Collateralized Funding #1 (98) - Unilateral CSA Collateralized Funding Stochastic #1 (99) - Unilateral CSA Uncollateralized Funding #1 (100) - Unilateral CSA Uncollateralized Funding Stochastic #1 (101) - Unilateral CSA Zero Threshold Funding #1 (102) - Unilateral CSA Zero Threshold Funding Stochastic #1 (103) - XVA Digest CPGA Collateralized #1 (104) - XVA Digest CPGA Collateralized Correlated #1 (105) - XVA Digest CPGA Uncollateralized #1 (106) - XVA Digest CPGA Uncollateralized Correlated #1 (107) - XVA Digest CPGA Zero Threshold #1 (108) - XVA Digest CPGA Zero Threshold Correlated #1 (109) - XVA Collateralized Collateral Group #1 (110) - XVA Collateralized Collateral Group Correlated #1 (111) - XVA Uncollateralized Collateral Group #1 (112) - XVA Uncollateralized Collateral Group Correlated #1 (113) - XVA Zero Threshold Collateral Group #1 (114) - XVA Zero Threshold Collateral Group Correlated #1 (115) - Funding Group Bilateral CSA #1 (116) - Funding Group Hedge Error #1 (116) - Funding Group Semi Replication #1 (117) - Funding Group Perfect Replication #1 (119) - Funding Group Set Off #1 (120) - Funding Group Unilateral CSA #1 (121) - Portfolio Netting Group Run #1 (122) - Portfolio Netting Group Simulation #1 (123) - Portfolio Netting Group Aggregation Correlated #1 (124) - Portfolio Netting Group Aggregation Deterministic #1 (125) - Portfolio Netting Group Aggregation Uncorrelated #1 (126) - Correlated Numeraire XVA Attribution #1 (127) - Correlated Numeraire XVA Explain #1 (128) - Correlated Numeraire XVA Greeks #1 (129) - Correlated Numeraire XVA Replication Portfolio #1 (130) - Burgard 2011 XVA Attribution #1 (131) - Burgard 2011 XVA Explain #1 (132) - Burgard 2011 XVA Greeks #1 (133) - Burgard 2011 XVA Replication Portfolio #1 (134) - Euler Evolution Trajectory Scheme #1 (135) - Fix Float VA Bank #1 (136) - Fix Float VA Counter Party #1 (137) - Collateralized Collateral Neutral #1 (138) - Collateralized Collateral Neutral Stochastic #1 (139) - Collateralized Collateral Payable #1 (140) - Collateralized Collateral Payable Stochastic #1 (141) - Collateralized Collateral Receivable #1 (142) - Collateralized Collateral Receivable Stochastic #1 (143) - Collateralized Funding Neutral #1 (144) - Collateralized Funding Neutral Stochastic #1 (145) - Collateralized Funding Payable #1 (146) - Collateralized Funding Payable Stochastic #1 (147) - Collateralized Funding Receivable #1 (148) - Collateralized Funding Receivable Stochastic #1 (149) - Collateralized Netting Neutral #1 (150) - Collateralized Netting Neutral Stochastic #1 (151) - Collateralized Netting Payable #1 (152) - Collateralized Netting Payable Stochastic #1 (153) - Collateralized Netting Receivable #1 (154) - Collateralized Netting Receivable Stochastic #1 (155) - Uncollateralized Collateral Neutral #1 (156) - Uncollateralized Collateral Neutral Stochastic #1 (157) - Uncollateralized Collateral Payable #1 (158) - Uncollateralized Collateral Payable Stochastic #1 (159) - Uncollateralized Collateral Receivable #1 (160) - Uncollateralized Collateral Receivable Stochastic #1 (161) - Uncollateralized Funding Neutral #1 (162) - Uncollateralized Funding Neutral Stochastic #1 (163) - Uncollateralized Funding Payable #1 (164) - Uncollateralized Funding Payable Stochastic #1 (165) - Uncollateralized Funding Receivable #1 (166) - Uncollateralized Funding Receivable Stochastic #1 (167) - Uncollateralized Netting Neutral #1 (168) - Uncollateralized Netting Neutral Stochastic #1 (169) - Uncollateralized Netting Payable #1 (170) - Uncollateralized Netting Payable Stochastic #1 (171) - Uncollateralized Netting Receivable #1 (172) - Uncollateralized Netting Receivable Stochastic #1 (173) - Zero Threshold Collateral Neutral #1 (174) - Zero Threshold Collateral Neutral Stochastic #1 (175) - Zero Threshold Collateral Payable #1 (176) - Zero Threshold Collateral Payable Stochastic #1 (177) - Zero Threshold Collateral Receivable #1 (178) - Zero Threshold Collateral Receivable Stochastic #1 (179) - Zero Threshold Funding Neutral #1 (180) - Zero Threshold Funding Neutral Stochastic #1 (181) - Zero Threshold Funding Payable #1 (182) - Zero Threshold Funding Payable Stochastic #1 (183) - Zero Threshold Funding Receivable #1 (184) - Zero Threshold Funding Receivable Stochastic #1 (185) - Zero Threshold Netting Neutral #1 (186) - Zero Threshold Netting Neutral Stochastic #1 (187) - Zero Threshold Netting Payable #1 (188) - Zero Threshold Netting Payable Stochastic #1 (189) - Zero Threshold Netting Receivable #1 (190) - Zero Threshold Netting Receivable Stochastic #1 (191) - XVA Replication Portfolio #2 (210, 211) - XVA Market Generation #2 (212) - Burgard 2011 XVA Explain #2 (213, 214) - Euler Evolution Trajectory Scheme #2 (215, 216) - Correlated Numeraire XVA Attribution #2 (217, 218) - Correlated Numeraire XVA Replication Portfolio #2 (219, 220) - Correlated Numeraire XVA Explain #2 (221) - Albanese Andersen Basel Proxy #2 (236, 237) - Albanese Andersen Basel Proxy #3 (238, 239) - Gold Plated Basel Proxy #2 (240, 241) - Hedge Error Basel Proxy #2 (242, 243) - One Way Basel Proxy #2 (244) - Semi Replication Basel Proxy #2 (245) - Set Off Basel Proxy #2 (246) - Initial Market Vertex Epochal #1 (247, 248) - Initial Market Vertex Epochal #2 (249, 250) - Albanese Andersen Basel Proxy #4 (483, 484) - Albanese Andersen Basel Proxy #5 (485, 486) - Albanese Andersen Basel Proxy #6 (487, 488) - Albanese Andersen Basel Proxy #7 (489, 490) - Albanese Andersen Basel Proxy #8 (491, 492) - Albanese Andersen Basel Proxy #9 (493, 494) - Albanese Andersen Basel Proxy #10 (495, 496) - Albanese Andersen Basel Proxy #11 (497, 498) - Albanese Andersen Basel Proxy #12 (499, 500) - Albanese Andersen Basel Proxy #13 (501, 502) - Albanese Andersen Basel Proxy #14 (503, 504) - Albanese Andersen Basel Proxy #15 (505, 506) - Albanese Andersen Basel Proxy #16 (507, 508) - Albanese Andersen Basel Proxy #17 (509, 510) - Albanese Andersen Basel Proxy #18 (511, 512) - Albanese Andersen Basel Proxy #19 (513, 514) - Albanese Andersen Basel Proxy #20 (515, 516) - Albanese Andersen Basel Proxy #21 (517, 518) - Albanese Andersen Basel Proxy #22 (519, 520) - Albanese Andersen Basel Proxy #23 (521, 522) - Albanese Andersen Basel Proxy #24 (523, 524) - Albanese Andersen Basel Proxy #25 (525, 526) - Albanese Andersen Basel Proxy #26 (527, 528) - Albanese Andersen Basel Proxy #27 (529, 530) - Albanese Andersen Basel Proxy #28 (531, 532) - Albanese Andersen Basel Proxy #29 (533, 534) - Dealer Hazard Latent State (535) - Dealer Recovery Latent State (536) - Client Hazard Latent State (537) - Client Recovery Latent State (538) - Overnight Replicator Primary Security (539, 540) - CSA Replicator Primary Security (541, 542) - Dealer Senior Funding Replicator (543, 544) - Dealer Subordinate Funding Replicator (545, 546) - Client Funding Primary Security (547, 548) - Albanese Andersen Basel Proxy #30 (549, 550) - Albanese Andersen Basel Proxy #31 (551, 552) - Albanese Andersen Basel Proxy #32 (553, 554, 555) - Albanese Andersen Basel Proxy #33 (556, 557, 558) - Gold Plated Basel Proxy #1 (559, 560, 561) - Gold Plated Basel Proxy #2 (562, 563, 564) - Hedge Error Basel Proxy (565, 566, 567) - One Way Basel Proxy (568, 569, 570) - Semi Replication Basel Proxy (571, 572, 573) - Set Off Basel Proxy (574, 575, 576) - Funding Group Bilateral CSA (577) - Funding Group Hedge Error (578) - Funding Group Perfect Replication (579) - Funding Group Semi Replication (580) - Funding Group Set Off (581) - Funding Group Unilateral CSA (582) - XVA Topology Book Group Layout (583) - XVA Topology Book Latent State Map (584) - XVA Digest CPGA Collateralized (585) - XVA Digest CPGA Collateralized Correlated (586) - XVA Digest CPGA Uncollateralized (587) - XVA Digest CPGA Uncollateralized Correlated (588) - XVA Digest CPGA Zero Threshold (589) - XVA Digest CPGA Zero Threshold Correlated (590) - XVA Collateralized Collateral Group (591) - XVA Collateralized Collateral Group Correlated (592) - XVA Uncollateralized Collateral Group (593) - XVA Uncollateralized Collateral Group Correlated (594) - XVA Zero Threshold Collateral Group (595) - XVA Zero Threshold Collateral Group Correlated (596) - XVA Portfolio Collateral Estimate (597) - XVA Basel Collateralized Collateral Neutral (598) - XVA Basel Collateralized Collateral Neutral Stochastic (599) - XVA Basel Collateralized Collateral Payable (600) - XVA Basel Collateralized Collateral Payable Stochastic (601) - XVA Basel Collateralized Collateral Receivable (602) - XVA Basel Collateralized Collateral Receivable Stochastic (603) - XVA Basel Collateralized Funding Neutral (604) - XVA Basel Collateralized Funding Neutral Stochastic (605) - XVA Basel Collateralized Funding Payable (606) - XVA Basel Collateralized Funding Payable Stochastic (607) - XVA Basel Collateralized Funding Receivable (608) - XVA Basel Collateralized Funding Receivable Stochastic (609) - XVA Basel Collateralized Netting Neutral (610) - XVA Basel Collateralized Netting Neutral Stochastic (611) - XVA Basel Collateralized Netting Payable (612) - XVA Basel Collateralized Netting Payable Stochastic (613) - XVA Basel Collateralized Netting Receivable (614) - XVA Basel Collateralized Netting Receivable Stochastic (615) - XVA Basel Uncollateralized Collateral Neutral (616) - XVA Basel Uncollateralized Collateral Neutral Stochastic (617) - XVA Basel Uncollateralized Collateral Payable (618) - XVA Basel Uncollateralized Collateral Payable Stochastic (619) - XVA Basel Uncollateralized Collateral Receivable (620) - XVA Basel Uncollateralized Collateral Receivable Stochastic (621) - XVA Basel Uncollateralized Funding Neutral (622) - XVA Basel Uncollateralized Funding Neutral Stochastic (623) - XVA Basel Uncollateralized Funding Payable (624) - XVA Basel Uncollateralized Funding Payable Stochastic (625) - XVA Basel Uncollateralized Funding Receivable (626) - XVA Basel Uncollateralized Funding Receivable Stochastic (627) - XVA Basel Uncollateralized Netting Neutral (628) - XVA Basel Uncollateralized Netting Neutral Stochastic (629) - XVA Basel Uncollateralized Netting Payable (630) - XVA Basel Uncollateralized Netting Payable Stochastic (631) - XVA Basel Uncollateralized Netting Receivable (632) - XVA Basel Uncollateralized Netting Receivable Stochastic (633) - XVA Basel Zero Threshold Collateral Neutral (634) - XVA Basel Zero Threshold Collateral Neutral Stochastic (635 ) - XVA Basel Zero Threshold Collateral Payable (636) - XVA Basel Zero Threshold Collateral Payable Stochastic (637) - XVA Basel Zero Threshold Collateral Receivable (638) - XVA Basel Zero Threshold Collateral Receivable Stochastic (639) - XVA Basel Zero Threshold Funding Neutral (640) - XVA Basel Zero Threshold Funding Neutral Stochastic (641) - XVA Basel Zero Threshold Funding Payable (642) - XVA Basel Zero Threshold Funding Payable Stochastic (643) - XVA Basel Zero Threshold Funding Receivable (644) - XVA Basel Zero Threshold Funding Receivable Stochastic (645) - XVA Basel Zero Threshold Netting Neutral (646) - XVA Basel Zero Threshold Netting Neutral Stochastic (647) - XVA Basel Zero Threshold Netting Payable (648) - XVA Basel Zero Threshold Netting Payable Stochastic (649) - XVA Basel Zero Threshold Netting Receivable (650) - XVA Basel Zero Threshold Netting Receivable Stochastic (651) - Portfolio Netting Group Run (652) - Portfolio Netting Group Simulation (653) - Portfolio Netting Path Aggregation Correlated (654) - Portfolio Netting Path Aggregation Deterministic (655) - Portfolio Netting Path Aggregation Uncorrelated (656) - Correlated Numeraire XVA Attribution #1 (657, 658) - Correlated Numeraire XVA Attribution #2 (659, 660) - Correlated Numeraire XVA Attribution #3 (661, 662) - Correlated Numeraire XVA Attribution #4 (663, 664) - Correlated Numeraire XVA Attribution #5 (665, 666) - Correlated Numeraire XVA Attribution #6 (667, 668) - Correlated Numeraire XVA Attribution #7 (669, 670) - Correlated Numeraire XVA Attribution #8 (671, 672) - Correlated Numeraire XVA Attribution #9 (673, 674) - Correlated Numeraire XVA Attribution #10 (675, 676) - Correlated Numeraire XVA Attribution #11 (677, 678) - Correlated Numeraire XVA Attribution #12 (679, 680) - Correlated Numeraire XVA Attribution #13 (681, 682) - Correlated Numeraire XVA Explain (683, 684) - Correlated Numeraire XVA Greeks (685, 686) - Correlated Numeraire XVA Replication Portfolio (687, 688) - Burgard 2011 XVA Explain (689, 690) - Burgard 2011 XVA Greeks (691, 692) - Burgard 2011 XVA Market Generation (693, 694) - Burgard 2011 XVA Replication Portfolio (695, 696) - Euler Trajectory Evolution Scheme (697, 698) - Counter Party Hazard High (699) - Counter Party Hazard Low (700) - Counter Party Hazard Medium (701) - Fix Float VA Bank (702) - Fix Float VA CPTY (703) - Bilateral CSA Collateralized Funding (704) - Bilateral CSA Collateralized Funding Stochastic (705) - Bilateral CSA Uncollateralized Funding (706) - Bilateral CSA Uncollateralized Funding Stochastic (707) - Bilateral CSA Zero Threshold Funding (708) - Bilateral CSA Zero Threshold Funding Stochastic (709) - Perfect Replication Collateralized Funding (710) - Perfect Replication Collateralized Funding Stochastic (711) - Perfect Replication Uncollateralized Funding (712) - Perfect Replication Uncollateralized Funding Stochastic (713) - Perfect Replication Zero Threshold Funding (714) - Perfect Replication Zero Threshold Funding Stochastic (715) - Semi Replication Collateralized Funding (716) - Semi Replication Collateralized Funding Stochastic (717) - Semi Replication Uncollateralized Funding (718) - Semi Replication Uncollateralized Funding Stochastic (719) - Semi Replication Zero Threshold Funding (720) - Semi Replication Zero Threshold Funding Stochastic (721) - Set Off Collateralized Funding (722) - Set Off Collateralized Funding Stochastic (723) - Set Off Uncollateralized Funding (724) - Set Off Uncollateralized Funding Stochastic (725) - Set Off Zero Threshold Funding (726) - Set Off Zero Threshold Funding Stochastic (727) - Unilateral CSA Collateralized Funding (728) - Unilateral CSA Collateralized Funding Stochastic (729) - Unilateral CSA Uncollateralized Funding (730) - Unilateral CSA Uncollateralized Funding Stochastic (731) - Unilateral CSA Zero Threshold Funding (732) - Unilateral CSA Zero Threshold Funding Stochastic (733) - Long Fixed Aggressive Timeline #1 (734, 735) - Long Fixed Aggressive Timeline #2 (736, 737, 738) - Long Fixed Classical Minus Timeline (739, 740, 741) - Long Fixed Classical Plus Timeline (742, 743, 744) - Long Fixed Conservative Timeline (745, 746) - Short Fixed Conservative Timeline (747, 748) - Short Fixed Classical Plus Timeline (749, 750) - Short Fixed Aggressive Timeline (751, 752) - Short Fixed Classical Minus Timeline (753, 754) - Short Float Aggressive Timeline #1 (755, 756) - Short Float Aggressive Timeline #2 (757, 758) - Short Float Aggressive Timeline #3 (759, 760) - Short Float Conservative Timeline (761, 762) - Short Float Classical Plus Timeline (763, 764) - Short Float Classical Minus Timeline (765, 766) - Long Float Aggressive Timeline #3 (767, 768) - Long Float Conservative Timeline (769, 770) - Long Float Classical Plus Timeline (771, 772) - Long Float Classical Minus Timeline (773, 774) - OTC Payer Aggressive Timeline #1 (775, 776) - OTC Payer Aggressive Timeline #2 (777, 778) - OTC Payer Classical Minus Timeline (779, 780) - OTC Payer Classical Plus Timeline (781, 782) - OTC Payer Conservative Timeline (783, 784) - OTC Receiver Classical Minus Timeline (785, 786) - OTC Receiver Classical Plus Timeline (787, 788) - OTC Receiver Aggressive Timeline (789, 790) - OTC Receiver Conservative Timeline (791, 792) - OTC Payer XVA Classical Plus (793, 794) - OTC Payer XVA Classical Minus (795, 796) - OTC Payer XVA Aggressive (797, 798) - OTC Payer XVA Conservative (799, 800) - OTC Receiver XVA Classical Plus (801, 802) - OTC Receiver XVA Classical Minus (803, 804) - OTC Receiver XVA Aggressive (805, 806) - OTC Receiver XVA Conservative (807, 808)
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Jun 5, 2018
- Pykhtin (2009) Local Volatility Floor (1) - Local Volatility Generation Control Constructor (2, 3) - Pykhtin (2009) Empirical Ceiling Factor (4) - Local Volatility Smoothing Floor Bias (5) - Local Volatility Generation Control Standard (6, 7, 8) - Local Volatility Generation Control Incorporation (9) - Local Volatility Generation Control #1 (11, 12) - Local Volatility Generation Control #2 (13, 14) - Local Volatility Generation Control #3 (15, 16) - Local Volatility Generation Control #4 (17, 18) - Local Volatility Generation Control #5 (19, 20) - Vertex Realization Volatility Function Shell (21) - Vertex Realization Local Volatility #1 (22, 23) - Vertex Realization Local Volatility #2 (24, 25) - Vertex Realization Local Volatility #3 (26, 27) - Vertex Realization Local Volatility #4 (28, 29) - Vertex Realization Local Volatility #5 (34) - Vertex Realization Local Volatility #6 (37, 38) - Vertex Realization Local Volatility #7 (54, 55) - Vertex Realization Local Volatility #8 (56, 57) Bug Fixes/Clean-up: Samples: - Pykhtin Raw Regression Metrics #1 (10) - Pykhtin Raw Regression Metrics #2 (30, 31) - Pykhtin Raw Regression Metrics #3 (32, 33) - Pykhtin Raw Regression Metrics #4 (35, 36) - Pykhtin 2009 Local Volatility Regressor (39) - Bullet Conditional Exposure Regression #1 (40, 41) - Bullet Conditional Exposure Regression #2 (42, 43) - Bullet Conditional Exposure Regression #3 (44, 45) - Bullet Conditional Exposure Regression #4 (46, 47) - Bullet Conditional Exposure Regression #5 (48, 49) - Bullet Conditional Exposure Regression #6 (50, 51) - Bullet Conditional Exposure Regression #7 (52, 53) - Bullet Conditional Exposure Regression #8 (54, 55) - Bullet Conditional Exposure Regression #9 (56, 57) - Bullet Conditional Exposure Regression #10 (58, 59) - Bullet Conditional Exposure Regression #11 (60, 61) - Bullet Conditional Exposure Regression #12 (62, 33) - Bullet Conditional Exposure Regression #13 (64, 65)
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Jun 9, 2018
- Pykhtin Brownian Bridge Path #1 (1, 2) - Pykhtin Brownian Bridge Path #2 (3, 4) - Pykhtin Brownian Bridge Path #3 (5, 6) - Pykhtin Brownian Bridge Path #4 (7, 8) - Pykhtin Brownian Bridge Path #5 (9, 10) - Pykhtin Brownian Bridge Path #6 (11, 12) - Pykhtin Brownian Bridge Path #7 (13, 14) - Pykhtin Brownian Bridge Path #8 (15, 16) - Pykhtin Brownian Bridge Path #9 (17, 18) - Pykhtin Brownian Bridge Path #10 (19, 20) - Pykhtin Brownian Bridge Path #11 (21, 22) - Pykhtin Brownian Bridge Path #12 (23, 24) - Pykhtin Brownian Bridge Path #13 (25, 26) - Pykhtin Brownian Bridge Path #14 (27, 28) - Pykhtin Brownian Bridge Path #15 (29, 30) - Pykhtin Brownian Bridge Path #16 (31, 32) Bug Fixes/Clean-up: - Pykhtin Brownian Bridge Segment Fix (33) - Pykhtin Date Index Bug Fix (40, 41) Samples: - Exposure Path Brownian Bridge #1 (34, 35) - Exposure Path Brownian Bridge #2 (36, 37) - Exposure Path Brownian Bridge #3 (38, 39) - Exposure Path Brownian Bridge #4 (42, 43) - Exposure Path Brownian Bridge #5 (44, 45) - Exposure Path Brownian Bridge #6 (46, 47) - Exposure Path Brownian Bridge #7 (48, 49) - Exposure Path Brownian Bridge #8 (50, 51) - Exposure Path Brownian Bridge #9 (52, 53) - Exposure Path Brownian Bridge #10 (54, 55) - Exposure Path Brownian Bridge #11 (56, 57) - Exposure Path Brownian Bridge #12 (58, 59, 60)
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Jun 16, 2018
- Pykhtin Local Exposure Volatility Shell (10, 11) - Pykhtin Local Exposure Volatility Trajectory (12) - Pykhtin Local Exposure Volatility Constructor (13, 14, 15) - Portfolio MPoR Exposure Generator Shell (41) - Portfolio MPoR Exposure Generator Components (42) - Portfolio MPoR Variation Margin Estimate (43, 44) - Portfolio MPoR Trade Payments Estimate (45, 46) - Variation Margin Trade Payment Vertex (47) - Numeraire MPoR Dense Trade Payments (48, 49) - Fixed Dense Trade Payments #1 (50, 51) - Fixed Dense Trade Payments #2 (52, 53) - Float Stream Dense Trade Payments (54, 55) - Fixed Float Dense Trade Payments (56, 57) - Porfolio Dense Trade Payments Array (58, 59) - Exposue Holdings Position Group Estimator (60) Bug Fixes/Clean-up: Samples: - Exposure Path Brownian Bridge #1 (1, 2) - Brownian Bridge Dense Exposure Average (3, 4) - Brownian Bridge Dense Exposure Minimum (5) - Brownian Bridge Dense Exposure Maximum (6) - Brownian Bridge Dense Exposure Error (7, 8, 9) - Exposure Path Brownian Bridge #2 (16, 17, 18) - Exposure Path Fix Float Shell (19) - Exposure Path Fix Float State Generator (20) - Exposure Path Fix Float #1 (21, 22) - Exposure Path Fix Float #2 (23, 24) - Exposure Path Fix Float #3 (25, 26) - Exposure Path Fix Float #4 (27, 28) - Exposure Path Fix Float #5 (29, 30) - Exposure Path Fix Float #6 (31, 32) - Exposure Path Fix Float #7 (33, 34) - Exposure Path Fix Float #8 (35, 36) - Exposure Path Fix Float #9 (37, 38) - Exposure Path Fix Float #10 (39, 40)
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Jun 19, 2018
- Andersen Pykhtin Sokol Pillar Dynamics (3, 4) - Univariate Discrete Thin Double List (11, 12) - Andersen Pykhtin Sokol Segment Shell (21) - Andersen Pykhtin Sokol Segment Left (22) - Andersen Pykhtin Sokol Segment Right (23) - Andersen Pykhtin Sokol Segment Volatility (24) - Andersen Pykhtin Sokol Segment Epoch (25) - Andersen Pykhtin Sokol Segment #1 (26, 27) - Andersen Pykhtin Sokol Segment #2 (28, 29) - Andersen Pykhtin Sokol Path Shell (30) - Andersen Pykhtin Sokol Path Exposure (31, 32) - Andersen Pykhtin Sokol Path Volatility (33) - Andersen Pykhtin Sokol Path Trade (34) - Andersen Pykhtin Sokol Path Constructor (35, 36, 37) - Andersen Pykhtin Sokol Path #1 (38, 39) - Andersen Pykhtin Sokol Path #2 (40, 41) - Andersen Pykhtin Sokol Path #3 (42, 43) - Andersen Pykhtin Sokol Path #4 (44, 45) - Pathwise Dense Variation Margin Array (49, 50) - Andersen Pykhtin Sokol Ensemble Trade (51, 52, 53) - Andersen Pykhtin Sokol Ensemble #1 (54, 55) - Andersen Pykhtin Sokol Ensemble #2 (56, 57) - Andersen Pykhtin Sokol Ensemble #3 (58, 59, 60) Bug Fixes/Clean-up: - Float/Fixed Stream Scan Limitation (46) Samples: - Ensemble Trade Flow Adjustment #1 (1, 2) - Ensemble Trade Flow Adjustment #2 (5, 6) - Ensemble Trade Flow Adjustment #3 (7, 8) - Ensemble Trade Flow Adjustment #4 (9, 10) - Ensemble Trade Flow Adjustment #5 (13, 14) - Ensemble Trade Flow Adjustment #6 (15, 16) - Ensemble Trade Flow Adjustment #7 (17, 18) - Ensemble Trade Flow Adjustment #8 (19, 20) - Ensemble Trade Flow Adjustment #9 (47, 48)
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Jul 5, 2018
- Bucket Map: HY Basic Materials (1) - Bucket Map: HY Consumer Sector (2) - Bucket Map: HY Tech Telecom (3) - Bucket Map: HY Health Care (4) - Credit Systemics - Residual Risk Weight (5) - Credit Qualifying Vega Risk Weight (6) - Qualifying Base Correlation Risk Weight (7) - Same Bucket Sensitivities Correlation - Shell (8) - Same Issuer/Seniority Non-Residual Correlation (9) - Different Issuer/Seniority Non-Residual Correlation (10) - Same Issuer/Seniority Residual Correlation (11) - Different Issuer/Seniority Residual Correlation (12) - Base Correlation across Index Families (13) - Cross Stochastic Variate Label Correlation (14, 15) - Tenor To Label Correlation #1 (16, 17) - Tenor To Label Correlation #2 (18, 19) - SIMM Interest Rate Systemics Shell (20) - Interest Rate Systemics Volatility Type (21) - Interest Rate Systemics Full Sweep (22, 23) - Credit Qualifying Cross Bucket Correlation (24) - Setup Cross Bucket Correlation #1 (25, 26) - Setup Cross Bucket Correlation #2 (27, 28) - Setup Cross Bucket Correlation #3 (29, 30) - Setup Cross Bucket Correlation #4 (31, 32) - SIMM ISDA Container Settings Shell (33) - ISDA Container Settigns Component Initialization (34, 35) - Env Manager ISDA Settings Initialization (36) - Credit Qualifying Setting Bucket List (39) Bug Fixes/Clean-up: Samples: - Credit Qualifying Risk Weights #1 (37, 38) - Credit Qualifying Risk Weights #2 (40, 41) - Credit Qualifying Risk Weights #3 (42, 43) - Credit Qualifying Risk Weights #4 (44, 45) - Credit Qualifying Risk Weights #5 (46, 47) - Credit Qualifying Risk Weights #6 (48, 49) - Credit Qualifying Risk Weights #7 (50, 51) - Credit Qualifying Risk Weights #8 (52, 53) - Credit Qualifying Risk Weights #9 (54, 55) - Credit Qualifying Risk Weights #10 (56, 57) - Non Residual Isser/Seniority Correlation (58, 59) - Residual Isser/Seniority Correlation (60)
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Jul 12, 2018
- Large Market Capitalization Cut-off (1) - Countries Constituting the Developed Markets (2, 3) - ISDA SIMM Equity Bucket Shell (4) - ISDA SIMM Equity Bucket Number (5) - ISDA SIMM Equity Bucket Size (6) - ISDA SIMM Equity Bucket Region (7) - ISDA SIMM Equity Bucket Sector (8) - ISDA SIMM Equity Bucket Weight (9) - ISDA SIMM Equity Bucket Correlation (10) - Equity Bucket Constructor and Annotation (11, 12, 13) - ISDA SIMM Equity Systematics - Shell (14) - Equity Systematics Historical Volatility Ratio (15) - ISDA SIMM Equity Bucket VRW (16) - ISDA SIMM Equity Settings Shell (17) - ISDA SIMM Equity Settings Buckets (18) - Equity Setting Bucket Index Containment (19) - Equity Cross Bucket Label Correlation (20) - Equity Settings Container Initialization #1 (21, 22) - Equity Settings Container Initialization #2 (23, 24) - Equity Settings Container Initialization #3 (25, 26) - Equity Settings Container Initialization #3 (27, 28) - Equity Settings Container Initialization #4 (29, 30) - Equity Settings Container Initialization #5 (31, 32, 33) - Market Capitalization Systemics - ALL Category (34) - Equity Settings Bucket Correlation Setup (35) - Equity Settings Container Correlation #1 (36) - Equity Settings Container Correlation #2 (37) - Equity Settings Container Correlation #3 (38) - Equity Settings Container Correlation #4 (39) - Equity Settings Container Correlation #5 (40) - Equity Settings Container Correlation #6 (41) - Equity Settings Container Correlation #7 (42) - Equity Settings Container Correlation #8 (43) - Equity Settings Container Correlation #9 (44) - Equity Settings Container Correlation #10 (45) - Equity Settings Container Correlation #11 (46) - Equity Settings Container Correlation #12 (47) - Credit Non/Qualifying Settings Container (48) - Equity Interest Rate Settings Container (49) - ISDA Equity Settings Container Initialization (50) Bug Fixes/Clean-up: - ISDA SIMM 2.0 Equity Systemics (56) Samples: - Equity Risk Weight Shell (51) - Equity Busket Risk Weight Dump (52, 53, 54) - Equity Cross Bucket Correlation Dump (55) - Equity Systemics HVR Display (57) - Equity Systemics Residual Bucket Correlation (58) - Equity Interest Rate Settings (59) - Credit (Non) Qualifying Settings (60)
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Jul 13, 2018
- ISDA SIMM Commodity Bucket Shell (1) - ISDA SIMM Commodity Bucket Number (2) - ISDA SIMM Commodity Bucket Entity (3) - ISDA SIMM Commodity Bucket Weight (4) - ISDA SIMM Commodity Bucket Correlation (5) - Commodity Bucket Constructor and Annotation (6, 7, 8) - ISDA SIMM Commodity Systemics Shell (9) - ISDA SIMM Commodity Systemics HVR (10) - ISDA SIMM Commodity Systemics VRW (11) - SIMM Commodity Settings Container - Shell (12) - Commodity Settings Container - Bucket Map (13) - Commodity Bucket Key Set Containment (14) - Commodity Settings Container Initialize #1 (15, 16) - Commodity Settings Container Initialize #2 (17, 18) - Commodity Settings Container Initialize #3 (19, 20) - Commodity Settings Container Initialize #4 (21, 22) - Commodity Settings Container Initialize #5 (23, 24) - Commodity Settings Container Initialize #6 (25, 26) - Commodity Settings Container Initialize #7 (27, 28) - Commodity Settings Container Initialize #8 (29, 30) - Commodity Settings Container Initialize #9 (31, 32) - Commodity Settings Container Cross Correlation (33, 34) - Commodity Settings Container Correlation #1 (35) - Commodity Settings Container Correlation #2 (36) - Commodity Settings Container Correlation #3 (37) - Commodity Settings Container Correlation #4 (38) - Commodity Settings Container Correlation #5 (39) - Commodity Settings Container Correlation #6 (40) - Commodity Settings Container Correlation #7 (41) - Commodity Settings Container Correlation #8 (42) - Commodity Settings Container Correlation #9 (43) - Commodity Settings Container Correlation #10 (44) - Commodity Settings Container Correlation #11 (45) - Commodity Settings Container Correlation #12 (46) - Commodity Settings Container Correlation #13 (47) - Commodity Settings Container Correlation #14 (48) - Commodity Settings Container Correlation #15 (49) - Commodity Settings Container Correlation #16 (50) - Commodity Settings Container Correlation #17 (51) Bug Fixes/Clean-up: Samples: - ISDA SIMM Commodity Settings Shell (52) - ISDA SIMM Commodity Settings #1 (53, 54) - ISDA SIMM Commodity Settings #2 (55, 56) - ISDA SIMM Commodity Settings #3 (57, 58) - ISDA SIMM Commodity Settings #4 (59, 60)
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Jul 26, 2018
- Cross Risk Asset Class Correlation #1 (1, 2) - Cross Risk Asset Class Correlation #2 (3, 4) - Cross Risk Asset Class Correlation #3 (5, 6) - Cross Risk Asset Class Correlation #4 (7, 8) - Cross Risk Asset Class Correlation #5 (9, 10) - Cross Risk Asset Class Correlation #6 (11, 12) - Cross Risk Asset Class Correlation #7 (13, 14) - Cross Risk Asset Class Correlation #8 (15, 16) - Cross Risk Asset Class Correlation #9 (17, 18) - IR Systemics - LIBOR/PRIME/MUNICIPAL (19) - IR Settings Container - Supported Sub Curves (20, 21, 22) - IR Settings Container - Sub Curves (23, 24) - IR Settings Container Risk Weight (25, 26) - SIMM 2.0 Product Bucket Sensitivities - Shell (28) - Product Bucket Sensitivities - Tenor Deltas (29, 30) - Product Bucket Sensitivities - Base Constructor (31, 32, 33) - Bucket Sensitivity - Add Tenor Delta (34, 35) - Product Bucket Sensitivity - Tenor Check (36, 37) - Product Bucket Sensitivity - Retrieve Delta (38) - Product Bucket Sensitivity - Tenor Set (39) - Bucket Sensitivity - ISDA Standard #1 (40, 41) - Standard ISDA Rates Tenor Set (42, 43) - Product Bucket Sensitivity - ISDA IR (44, 45) - Rates Risk Factor Sensitivity - Shell (48) - Rates Risk Factor Sensitivity - OIS (49) - Rates Risk Factor Sensitivity - LIBOR1M (50) - Rates Risk Factor Sensitivity - LIBOR3M (51) - Rates Risk Factor Sensitivity - LIBOR6M (52) - Rates Risk Factor Sensitivity - LIBOR12M (53) - Rates Risk Factor Sensitivity - Constructor (54, 55, 56) - CRQ Settings Container Credit Tenors (57, 58) - Standard ISDA CRQ Tenor Set (59, 60) Bug Fixes/Clean-up: - ISDA SIMM 2.0 Risk Factor Sensitivities (27) - RIsk Factor Bucket Sensitivity Rework (46, 47) Samples:
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Aug 1, 2018
- Weighted Sensitivity Sub-Curve Correlation (1, 2) - IR Weighted Sensitivity Settings #1 (4, 5) - IR Weighted Sensitivity Settings #2 (6, 7) - IR Weighted Sensitivity Settings #3 (8) - NULL Vol IR Settings #1 (9, 10) - NULL Vol IR Settings #2 (11, 12) - Single Curve Cross Tenor Correlation (15) - Weighted Net Tenor Sensitivity Settings (16, 17) - IR Weighted Sensitivity Settings Correlation (18) - ISDA SIMM Product IR Sensitivity (19, 20) - ISDA SIMM Product OIS Sensitivity (21) - ISDA SIMM Product LIBOR1M Sensitivity (22) - ISDA SIMM Product LIBOR3M Sensitivity (23) - ISDA SIMM Product LIBOR6M Sensitivity (24) - ISDA SIMM Product LIBOR12M Sensitivity (25) - ISDA SIMM Product PRIME Sensitivity (26) - ISDA SIMM Product MUNICIPAL Sensitivity (27) - Net Risk Weight Map #1 (29, 30) - Net Risk Weight Map #2 (31, 32) - Net Risk Weight Map #3 (33, 34) - Net Risk Weight Map #4 (35, 36) - Weighted Net Flat Sensitivity Settings (37) - Weighted Net Tenor Sensitivity Settings (38) - Rates Tenor Sensitivity Settings - Shell (39) - Rates Tenor Sensitivity Curve Correlation (40) - Rates Tenor Sensitivity Tenor Correlation (41) - Rates Tenor Sensitivity Settings - Curves (42) - Rates Tenor Sensitivity Settings - Constructor (43, 44) - Rates Tenor Sensitivity Settings #1 (45, 46) - Rates Tenor Sensitivity Settings #2 (47, 48) - Rates Tenor Sensitivity Settings #3 (49, 50) - Rates Tenor Sensitivity Settings #4 (51, 52) - Rates Tenor Sensitivity Settings #5 (53, 54) - Rates Tenor Sensitivity Settings #6 (55, 56) - IR Weighted Net Sensitivity - Shell (60, 61) - IR Net Tenor Sensitivity - OIS (62) - IR Net Tenor Sensitivity - LIBOR1M (63) - IR Net Tenor Sensitivity - LIBOR3M (64) - IR Net Tenor Sensitivity - LIBOR6M (65) - IR Net Tenor Sensitivity - LIBOR12M (66) - IR Net Tenor Sensitivity - PRIME (67) - IR Net Tenor Sensitivity - MUNICIPAL (68) - IR Net Tenor Sensitivity - Constructor (69, 70, 71) - IR Sensitivity - OIS Net #1 (72, 73) - IR Sensitivity - OIS Net #2 (74, 75) - IR Sensitivity - OIS Net #3 (76, 77) - IR Sensitivity - OIS Net #4 (78, 79) - IR Sensitivity - LIBOR 1M Net (80, 81) - IR Sensitivity - LIBOR 3M Net (82, 83) - IR Sensitivity - LIBOR 6M Net (84, 85) - IR Sensitivity - LIBOR 12M Net (86, 87) - IR Sensitivity - PRIME Net Map (88, 89) - IR Sensitivity - MUNICIPAL Net Map (90, 91) - IR Sensitivity - Curve Net #1 (92, 93) - IR Sensitivity - Curve Net #2 (94, 95) - IR Sensitivity - Curve Net #3 (96, 97) - IR Sensitivity - Curve Net #4 (98, 99) - IR Sensitivity - Curve Net #5 (100, 101) - IR Net OIS Covariance #1 (102, 103) - IR Net OIS Covariance #2 (104, 105) - IR Net OIS Covariance #3 (106, 107) - IR Net LIBOR 1M Covariance (108, 109) - IR Net LIBOR 3M Covariance (110, 111) - IR Net LIBOR 6M Covariance (112, 113, 114) - IR Net LIBOR 12M Covariance (115, 116, 117) - IR Net PRIME Tenor Covariance (118, 119, 120) - IR Net MUNICIPAL Tenor Covariance (121, 122, 123) - IR Net Sensitivity OIS LIBOR1M (148, 149, 150) - IR Net Sensitivity OIS LIBOR3M (153, 154) - IR Net Sensitivity OIS LIBOR6M (155, 156) - IR Net Sensitivity OIS LIBOR12M (159, 160) - IR Net Sensitivity OIS PRIME (161, 162) - IR Net Sensitivity OIS MUNICIPAL (163, 164) - IR Net Sensitivity LIBOR1M LIBOR3M (167, 168) - IR Net Sensitivity LIBOR1M LIBOR6M (171, 172) - IR Net Sensitivity LIBOR1M LIBOR12M (173, 174) - IR Net Sensitivity LIBOR3M LIBOR6M (177, 178) - IR Net Sensitivity LIBOR3M LIBOR12M (179, 180) Bug Fixes/Clean-up: - Eliminate Sub-Curve Correlation Settings (3) - IR Yield Sub Curve Types (13, 14) - Risk Factor Tenor Sensitivity Rename (28) - Cross Sub Curve Rates Correlation (57, 58) - Rates Curve Tenor Sensitivity Settings (59) - ISDA SIMM 2.0 Settings Package (124) - ISDA SIMM 2.0 Estimates Package (125) Samples: - Single Curve IR Net Sensitivity #1 (126, 127) - Single Curve IR Net Sensitivity #2 (128, 129) - Single Curve IR Net Sensitivity #3 (130, 131) - Single Curve IR Net Sensitivity #4 (132, 133) - Single Curve IR Net Sensitivity #5 (134, 135) - Single Curve IR Net Sensitivity #6 (136, 137) - Single Curve IR Net Sensitivity #7 (138, 139) - Single Curve IR Net Sensitivity #8 (140, 141) - Single Curve IR Net Sensitivity #9 (142, 143) - Single Curve IR Net Sensitivity #10 (144, 145) - Single Curve IR Net Sensitivity #11 (146, 147) - Single Curve IR Net Sensitivity #12 (151, 152) - Single Curve IR Net Sensitivity #13 (157, 158) - Single Curve IR Net Sensitivity #14 (165, 166) - Single Curve IR Net Sensitivity #15 (169, 170) - Single Curve IR Net Sensitivity #16 (175, 176)
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Aug 10, 2018
- OIS Tenor Delta Map #1 (1, 2) - OIS Tenor Delta Map #2 (3, 4) - OIS Tenor Delta Map #3 (5, 6) - OIS Tenor Delta Map #4 (7, 8) - PRIME Tenor Delta Map #5 (9, 10) - PRIME Tenor Delta Map #6 (11, 12) - IR Sensitivity Standard Map #1 (13, 14) - IR Sensitivity Standard Map #2 (15, 16) - IR Sensitivity Standard Map #3 (17, 18) - IR Net Static Construction #1 (19, 20) - IR Net Static Construction #2 (21, 22) - IR Net Static Construction #3 (23, 24) - IR Net Static Construction #4 (25, 26) - IR Net Static Construction #5 (27, 28) - IR Net Static Construction #6 (29, 30) - IR Net Static Construction #7 (31, 32) - IR Margin Cumulative Covariance Estimate (45, 46) - IR Margin Cumulative Variance Estimate (47, 48) - IR Margin Concentration Scaler #1 (55, 56) - IR Margin Concentration Scaler #2 (57, 58) - IR Margin Concentration Scaler #3 (59, 60) Bug Fixes/Clean-up: Samples: - Currency IR Net Sensitivity Group #1 (33, 34) - Currency IR Net Sensitivity Group #2 (35, 36) - Currency IR Net Sensitivity Group #3 (37, 38) - Currency IR Net Sensitivity Group #4 (39, 40) - Currency IR Net Sensitivity Group #5 (41, 42) - Currency IR Net Sensitivity Group #6 (43, 44) - Currency IR Net Sensitivity Group #7 (49, 50) - Currency IR Net Sensitivity Group #8 (51, 52) - Currency IR Net Sensitivity Group #9 (53, 54)
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Aug 12, 2018
- Spaces Graph Dijkstra SPF Shell (1) - Spaces Graph Dijkstra SPF Topography (2) - Spaces Graph Dijkstra SPF Constructor (3, 4) - Topology Graph Connection Map #1 (5, 6) - Spaces Graph Topography Adjacent Distance (7, 8) - Topology Graph Connection Map #2 (9, 10, 11) - Spaced Graph Dijksra Wengert Shell (13) - Topology Graph Connection Map #3 (14) - Dijkstra Wengert Node Visitation Wengert (15) - Dijkstra Wengert Cross Connection Map (16) - Dijkstra Wengert Constructor and Annotation (17, 18, 19) - Dijkstra Wengert Graph Standard #1 (20, 21) - Dijkstra Wengert Graph Standard #2 (22, 23) - Spaces Graph Dijkstra Scheme Initialization (24) - Dijkstra Wengert Graph - Navigation Complete (25, 26) - Dijkstra Scheme Adjacent Scan #1 (27, 28) - Dijkstra Scheme Adjacent Scan #2 (29, 30) - Dijkstra Scheme Adjacent Scan #3 (31, 32) - Dijkstra Wengert Set Node Visited (33, 34) - Dijkstra Scheme Adjacent Scan #4 (35, 36) - Dijkstra Scheme Adjacent Scan #5 (37, 38) - Dijkstra Scheme Adjacent Scan #6 (39, 40) - Dijkstra Wengert Node Visitation Check (45, 46) - Dijkstra Scheme Adjacent Scan #7 (47, 48) - Dijkstra Scheme Adjacent Scan #8 (49, 50) - Dijkstra Scheme Adjacent Scan #9 (51, 52) - Dijkstra Scheme Adjacent Scan #10 (53, 54) - Dijkstra Scheme Adjacent Scan #11 (55, 56) - Dijkstra Scheme Adjacent Scan #12 (57, 58) - Dijkstra Scheme Adjacent Scan #13 (59, 60) Bug Fixes/Clean-up: - Spaces Graph Dijkstra Scheme Rename (12) Samples: - Dijkstra Algorithm Graph #1 (41, 42) - Dijkstra Algorithm Graph #2 (43, 44)
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Aug 19, 2018
- Equity Bucket Sensitivity Settings - Shell (23) - Equity Bucket Sensitivity Settings - Weight (24) - Equity Bucket Sensitivity Settings - Constructor (25, 26, 27) - Equity Sensitivity Settings - Bucket #1 (28, 29) - Equity Sensitivity Settings - Bucket #2 (30, 31) - Equity Sensitivity Delta Margin Revamp (34, 35) - ISDA SIMM 2.0 Calibration Parameter Settings (36) - ISDA SIMM 2.0 Margin Output Metrics (37, 38) - Product Commodity Bucket Sensitivity Shell (39) - Product Commodity Bucket Sensitivity Map (40) - Product Commodity Bucket Sensitivity Constructor (41, 42) - Commodity Bucket Sensitivity NULL #1 (43, 44) - Commodity Bucket Sensitivity NULL #2 (45, 46) - Commodity Bucket Sensitivity Settings Shell (47) - Commodity Bucket Sensitivity Settings Weight (48) - Commodity Bucket Sensitivity Settings Constructor (49, 50, 51) - Commodity Risk Sensitivity Settings - Shell (52) - Commodity Risk Sensitivity Settings - Correlation (53) - Commodity Risk Sensitivity Settings - Bucket (54) - Commodity Risk Sensitivity Settings - Constructor (55, 56, 57) - Commodity Risk Sensitivity Settings - Constructor (58, 59, 60) Bug Fixes/Clean-up: Samples: - EQ Delta Margin Estimate #1 (1, 2) - EQ Delta Margin Estimate #2 (3, 4) - EQ Delta Margin Estimate #3 (5, 6) - EQ Delta Margin Estimate #4 (7, 8) - EQ Delta Margin Estimate #5 (9, 10) - EQ Delta Margin Estimate #6 (11, 12) - EQ Delta Margin Estimate #7 (13, 14) - EQ Delta Margin Estimate #8 (15, 16) - EQ Delta Margin Estimate #9 (17, 18) - EQ Delta Margin Estimate #10 (19, 20) - EQ Delta Margin Estimate #11 (21, 22) - EQ Delta Margin Estimate #12 (32, 33)
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Aug 24, 2018
- Bucket Sensitivity Augmented Digest Generation (1, 2) - Bucket Cumulative Risk Factor Sensitivity (3, 4) - Bucket Weighted Aggregate Sensitivity #1 (5, 6) - Bucket Weighted Aggregate Sensitivity #2 (7, 8) - Bucket Weighted Aggregate Sensitivity Variance (9) - Bucket Sensitivity - Local Member Correlation (10, 11) - FX Risk Currency Category #1 (18, 19) - FX Risk Currency Category #2 (20, 21) - FX Risk Currency Category #3 (22, 23, 24) - Risk Class Aggregate Margin Shell (73) - Risk Class Aggregate Bucket Map (74, 75) - Risk Class Aggregate Sensitivity SBA (76) - Risk Class Aggregate Constructor Annotation (77, 78, 79) - Product Risk Class Sensitivity Shell (80, 81) - Risk Class Sensitivity Bucket Map (82) - Risk Class Sensitivity Constructor Annotation (83, 84, 85) Bug Fixes/Clean-up: - FX Risk Threshold Container Other (49, 50) - Rename Bucket Digest To Aggregate (59) Samples: - FX SIMM Delta Margin Shell (12, 13) - FX SIMM Delta Margin Sensitivities (14, 15) - FX SIMM Delta Margin Bucket (16, 17) - FX Delta Margin Currency Array (25, 26) - FX Delta Margin Sensitivity #1 (27, 28) - FX Delta Margin Sensitivity #2 (29, 30) - FX Delta Margin Sensitivity #3 (31, 32) - FX Delta Margin Sensitivity #4 (33, 34) - FX Delta Margin Sensitivity #5 (35, 36) - FX Delta Margin Sensitivity #6 (37, 38) - FX Delta Margin Sensitivity #7 (39, 40) - FX Delta Margin Sensitivity #8 (41, 42) - FX Delta Margin Sensitivity #9 (43, 44) - FX Delta Margin Sensitivity #10 (45, 46) - FX Delta Margin Sensitivity #11 (47, 48) - FX Delta Margin Sensitivity #12 (51, 52) - FX Delta Margin Sensitivity #13 (53, 54) - FX Delta Margin Sensitivity #14 (55, 56) - FX Delta Margin Sensitivity #15 (57, 58) - FX Delta Margin Formatting #1 (59, 60) - FX Delta Margin Formatting #2 (61, 62) - Category Risk Factor Sensitivity #1 (63, 64) - Category Risk Factor Sensitivity #2 (65, 66) - FX Delta Risk Factor Sensitivity (67) - Category Risk Factor Sensitivity #3 (68, 69, 70) - Category Risk Factor Sensitivity #4 (71, 72)
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Jul 7, 2024
- Square Matrix is Triangularizable (1, 2) - Numerical R^1 -> R^1 Eigenvalue Characteristic Polynomial (3, 4, 5) - Square Matrix Eigenvalue Characteristic Polynomial (6, 7, 8) - Triangular Matrix Remove R2 Array (9, 10) - Triangular Matrix Zero Diagonal Entries (13, 14) - Triangular Matrix Is Uni Check (15, 16) - Triangular Matrix Is Triangularizable Check (19, 20) - Triangular Matrix Determinant and Permanent (21, 22) - Square Matrix Triangular Entries #1 (23, 24) - Square Matrix Triangular Entries #2 (25, 26) - Triangular Matrix Eigenvalue Multiplicity Map (27, 28, 29) - Triangular Matrix Eigenvalue Characteristic Polynomial (30, 31, 32) - Triangular Matrix Is Unit Check (33, 34) - Triangular Matrix Is Normed Check (35, 36) - Triangular Matrix Is Upper Unitriangular (37, 38) - Triangular Matrix Is Lower Unitriangular (39, 40) - Triangular Matrix Atomic Lower #1 (41, 42) - Triangular Matrix Atomic Lower #2 (43, 44) - Triangular Matrix Atomic Lower #3 (45, 46) - Triangular Matrix Atomic Upper #1 (47, 48) - Triangular Matrix Atomic Upper #2 (49, 50) - Triangular Matrix Is Atomic Unitriangular (51, 52) - Triangular Matrix Is Frobenius Unitriangular (53, 54) - Triangular Matrix Is Gauss Unitriangular (55, 56) - Triangular Matrix Gauss Transformation Unitriangular (57, 58) - Linear Algebra Triangular Matrix Constructor (59, 60) - Linear Algebra Triangular Matrix Standard (61, 62, 63) - Linear Algebra Triangular Matrix Type (64) - CRNG Random Matrix Generator Shell (65, 66) - Random Matrix Generator Upper Triangular (67, 68, 69) - Random Matrix Generator Lower Triangular (70, 71, 72) Bug Fixes/Re-organization: - Linear Algebra Triangular Matrix Revamp (11, 12) - Triangular Matrix Determinant/Permanent Revamp (17, 18) - Triangular Matrix Variants and Solutions (73, 74) Samples: - Lower Triangular Matrix Shell #1 (75, 76) - Lower Triangular Matrix Shell #2 (77, 78) - Lower Triangular Matrix Shell #3 (79, 80, 81) - Lower Triangular Matrix Shell #4 (82, 83, 84) - Lower Triangular Matrix Shell #5 (85, 86, 87) - Lower Triangular Matrix Shell #6 (88, 89, 90) - Lower Triangular Matrix Shell #7 (91, 92, 93) - Lower Triangular Matrix Shell #8 (94, 95, 96) - Lower Triangular Matrix Shell #9 (97, 98, 99) - Lower Triangular Matrix Shell #10 (100, 101, 102) - Lower Triangular Matrix Shell #11 (103, 104, 105) - Lower Triangular Matrix Shell #12 (106, 107, 108) - Lower Triangular Matrix Shell #13 (109, 110, 111) - Lower Triangular Matrix Shell #14 (112, 113, 114) - Lower Triangular Matrix Shell #15 (115, 116, 117) - Lower Triangular Matrix Shell #16 (118, 119, 120) IdeaDRIP:
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Jul 7, 2024
- Random Matrix Generator Lower Unitriangular (82, 83, 84) - Random Matrix Generator Strictly Lower Triangular (106, 107, 108) - Random Matrix Generator Strictly Upper Triangular (109, 110, 111) Bug Fixes/Re-organization: - Upper/Lower Triangular Check #1 (64, 65, 66) - Upper/Lower Triangular Check #2 (67, 68, 69) - Upper/Lower Triangular Check #3 (70, 71, 72) Samples: - Lower Triangular Matrix Run #1 (1, 2, 3) - Lower Triangular Matrix Run #2 (4, 5, 6) - Lower Triangular Matrix Run #3 (7, 8, 9) - Lower Triangular Matrix Run #4 (10, 11, 12) - Lower Triangular Matrix Run #5 (13, 14, 15) - Lower Triangular Matrix Run #6 (16, 17, 18) - Lower Triangular Matrix Run #7 (19, 20, 21) - Lower Triangular Matrix Run #8 (22, 23, 24) - Lower Triangular Matrix Run #9 (25, 26, 27) - Lower Triangular Matrix Run #10 (28, 29, 30) - Lower Triangular Matrix Run #11 (31, 32, 33) - Lower Triangular Matrix Run #12 (34, 35, 36) - Lower Triangular Matrix Run #13 (37, 38, 39) - Lower Triangular Matrix Run #14 (40, 41, 42) - Lower Triangular Matrix Run #15 (43, 44, 45) - Lower Triangular Matrix Run #16 (46, 47, 48) - Lower Triangular Matrix Run #17 (49, 50, 51) - Lower Triangular Matrix Run #18 (52, 53, 54) - Lower Triangular Matrix Run #19 (55, 56, 57) - Lower Triangular Matrix Run #20 (58, 59, 60) - Lower Triangular Matrix Run #21 (61, 62, 63) - Lower Triangular Matrix Run #22 (73, 74, 75) - Lower Triangular Matrix Run #23 (76, 77, 78) - Lower Triangular Matrix Run #24 (79, 80, 81) - Lower Unitriangular Matrix Run #1 (82, 83, 84) - Lower Unitriangular Matrix Run #2 (85, 86, 87) - Lower Unitriangular Matrix Run #3 (88, 89, 90) - Lower Unitriangular Matrix Run #4 (91, 92, 93) - Upper Unitriangular Matrix Run #5 (94, 95, 96) - Upper Unitriangular Matrix Run #6 (97, 98, 99) - Upper Unitriangular Matrix Run #7 (100, 101, 102) - Upper Unitriangular Matrix Run #8 (103, 104, 105) - Upper Strictly Lower Triangular #1 (112, 113, 114) - Upper Strictly Lower Triangular #2 (115, 116, 117) - Upper Strictly Lower Triangular #3 (118, 119, 120) IdeaDRIP:
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Jul 9, 2024
- Linear Algebra Sylvester Equation Shell (22, 23, 24) - Linear Algebra Sylvester Equation #1 (25, 26, 27) - Linear Algebra Sylvester Equation #2 (28, 29) - Sylvester Equation Square Matrix A (30, 31) - Sylvester Equation Square Matrix B (32, 33) - Sylvester Equation Square Matrix C #1 (34, 35) - Linear Algebra Sylvester Equation Constructor (36, 37, 38) - Sylvester Equation Square Matrix C #2 (39, 40) - Linear Algebra Sylvester Equation Constructor (41, 42) - Sylvester Equation Bartels Stewart Shell (43, 44, 45) - Sylvester Equation Bartels Stewart RHS (46, 47) - Bartels Stewart Sylvester Equation Instance (48, 49) - Sylvester Equation A B Sizes (53, 54, 55) - Bartels Stewart Sylvester Equation Constructor (56, 57, 58) - Matrix Util AB Sum #1 (79, 80, 81) - Matrix Util AB Sum #2 (82, 83, 84) - Matrix Util Dot Product Internal #1 (109, 110, 111) - Matrix Util Dot Product Internal #2 (112, 113, 114) - Matrix Util Graham Schmidt #1 (115, 116, 117) - Matrix Util Graham Schmidt #2 (118, 119, 120) Bug Fixes/Re-organization: - Matrix Util QR Decomposition Fix (103, 104, 105) - Graham Schmidt Process Verifier Run (106, 107, 108) Samples: - Lower Triangular Solver Suite #1 (1, 2, 3) - Lower Triangular Solver Suite #2 (4, 5, 6) - Lower Triangular Solver Suite #3 (7, 8, 9) - Lower Triangular Solver Suite #4 (10, 11, 12) - Lower Triangular Solver Suite #5 (13, 14, 15) - Upper Triangular Solver Suite #1 (16, 17, 18) - Upper Triangular Solver Suite #2 (19, 20, 21) - Sylvester Equation Remove C Matrix (50, 51, 52) - Bartels Stewart Scheme Test #1 (59, 60, 61) - Bartels Stewart Scheme Test #2 (62, 63) - Bartels Stewart Scheme Test #3 (64, 65) - Bartels Stewart Scheme Test #4 (66, 67) - Bartels Stewart Scheme Test #5 (68, 69) - Bartels Stewart Scheme Test #6 (70, 71, 72) - Bartels Stewart Scheme Test #7 (73, 74, 75) - Bartels Stewart Scheme Test #8 (76, 77, 78) - Bartels Stewart Scheme Test #9 (85, 86, 87) - Bartels Stewart Scheme Test #10 (88, 89, 90) - Bartels Stewart Scheme Test #11 (91, 92, 93) - Bartels Stewart Scheme Test #12 (94, 95, 96) - Bartels Stewart Scheme Test #13 (97, 98, 99) - Bartels Stewart Scheme Test #14 (100, 101, 102) IdeaDRIP:
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Jul 9, 2024
- Matrix Util Graham Schmidt #1 (1, 2, 3) - Matrix Util Graham Schmidt #2 (4, 5, 6) - Matrix Util Graham Schmidt #3 (7, 8, 9) - Matrix Util Modulus Internal Unchecked (10, 11, 12) - Matrix Util Graham Schmidt #4 (13, 14, 15) Bug Fixes/Re-organization: - Matrix Graham Schmidt Process Run (16, 17) - Matrix Util QR Decomposition Fix (37, 38, 39) Samples: - Bartels Stewart Sylvester Solver #1 (18, 19, 20) - Bartels Stewart Sylvester Solver #2 (21, 22) - Matrix Graham Schmidt Process #1 (23, 24) - Matrix Graham Schmidt Process #2 (25, 26) - Matrix Graham Schmidt Process #3 (27, 28) - Bartels Stewart Sylvester Solver #3 (29, 30) - Matrix Graham Schmidt Process #4 (31, 32) - Matrix Graham Schmidt Process #5 (33, 34) - Bartels Stewart Sylvester Solver #4 (35, 36) - Matrix Graham Schmidt Process #6 (40, 41, 42) - Matrix Graham Schmidt Process #7 (43, 44, 45) - Matrix Graham Schmidt Process #8 (46, 47, 48) - Matrix Graham Schmidt Process #9 (49, 50, 51) - Matrix Graham Schmidt Process #10 (52, 53, 54) - Matrix Graham Schmidt Process #11 (55, 56, 57) - Matrix Graham Schmidt Process #12 (58, 59, 60) - Matrix Graham Schmidt Process #13 (61, 62, 63) - Matrix Graham Schmidt Process #14 (64, 65, 66) - Matrix Graham Schmidt Process #15 (67, 68, 69) - Matrix Graham Schmidt Process #16 (70, 71, 72) - Matrix Graham Schmidt Process #17 (73, 74, 75) - Matrix Graham Schmidt Process #18 (76, 77, 78) - Matrix Graham Schmidt Process #19 (79, 80, 81) - Bartels Stewart Sylvester Solver #5 (85, 86, 87) - Bartels Stewart Sylvester Solver #6 (88, 89, 90) IdeaDRIP: - Bartels-Stewart Algorithm (91-97) - Bartels-Stewart Algorithm The (98-117) - Bartels-Stewart Algorithm The - Computational Cost (118) - Bartels-Stewart Algorithm The - Simplifications and Special Cases (119, 120)
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Jul 13, 2024
- Bartels-Stewart Algorithm Diagnostics #1 (63, 64) - Bartels-Stewart Algorithm Diagnostics #2 (65, 66) - Sylvester Equation Solution Annotated Shell (67, 68, 69) Bug Fixes/Re-organization: - Numerical Analyzer Bartels-Stewart Algorithm (62) Samples: - QR Decomposition Matrix Util (63, 64) - Graham Schmidt Matrix Orthonormalization Process (70, 71, 72) - Bartels-Stewart Algorithm Run #1 (73, 74, 75) - Bartels-Stewart Algorithm Run #2 (76, 77, 78) - Bartels-Stewart Algorithm Run #3 (79, 80) - Bartels-Stewart Algorithm Run #4 (81, 82) - Bartels-Stewart Algorithm Run #5 (83, 84) - Bartels-Stewart Algorithm Run #6 (85, 86, 87) - Bartels-Stewart Algorithm Run #7 (88, 89, 90) - Bartels-Stewart Algorithm Run #8 (91, 92, 93) - Bartels-Stewart Algorithm Run #9 (94, 95, 96) - Bartels-Stewart Algorithm Run #10 (97, 98, 99) - Bartels-Stewart Algorithm Run #11 (100, 101, 102) - Bartels-Stewart Algorithm Run #12 (103, 104, 105) - Bartels-Stewart Algorithm Run #13 (106, 107, 108) - Bartels-Stewart Algorithm Run #14 (109, 110, 111) - Bartels-Stewart Algorithm Run #15 (112, 113, 114) - Bartels-Stewart Algorithm Run #16 (115, 116, 117) - Bartels-Stewart Algorithm Run #17 (118, 119, 120) IdeaDRIP: - Alternating-direction Implicit Method Fundamental ADI (FADI) - Relations to other methods (1) - Bartels-Stewart Algorithm #1 (2-7) - The Bartels-Stewart Algorithm #1 (8-27) - Bartels-Stewart Algorithm Hessenberg-Schur #1 (28-31) - Bartels-Stewart Algorithm #2 (32-37) - The Bartels-Stewart Algorithm #2 (38-57) - Bartels-Stewart Algorithm Hessenberg-Schur #2 (58-61)
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Aug 3, 2024
- Array of Gershgorin Analyzer Disc (1, 2) - Linear Algebra Gershgorin Analyzer Constructor #1 (3, 4, 5) - Gershgorin Analyzer Diagonally Dominant #1 (6, 7) - Gershgorin Analyzer Diagonally Dominant #2 (8, 9, 10) - Gershgorin Analyzer From Square Matrix #1 (11, 12) - Gershgorin Analyzer From Square Matrix #2 (13, 14, 15) - Gershgorin Analyzer R^2 Array #1 (18, 19) - Gershgorin Analyzer R^2 Array #2 (20, 21) - Gershgorin Analyzer Square Matrix Instance (22, 23) - Linear Algebra Gershgorin Analyzer Constructor #2 (24, 25, 26) - Gershgorin Analyzer From Square Matrix #3 (27) - Gershgorin Analyzer Diagonal Strengthener #1 (29, 28, 30) - Gershgorin Analyzer Diagonal Strengthener #2 (31, 32) - Gershgorin Analyzer From Square Matrix #4 (33, 34) - Gershgorin Disc Left Edge Coordinate (51, 52) - Gershgorin Disc Right Edge Coordinate (53, 54) Bug Fixes/Re-organization: - Square Matrix Gershgorin Clean up (16, 17) Samples: - Gershgorin Analyzer Square Matrix Test (35, 36, 37) - Gershgorin Analyzer Analysis Test #1 (38, 39) - Gershgorin Analyzer Analysis Test #2 (40, 41, 42) - Gershgorin Analyzer Analysis Test #3 (43, 44, 45) - Gershgorin Disc Row Array Analysis (46, 47, 48) - Gershgorin Disc Column Array Analysis (49, 50) - Gershgorin Square Matrix Analysis #1 (55, 56, 57) - Gershgorin Square Matrix Analysis #2 (58, 59, 60) - Gershgorin Square Matrix Analysis #3 (61, 62, 63) - Gershgorin Square Matrix Analysis #4 (64, 65, 66) - Gershgorin Square Matrix Analysis #5 (67, 68, 69) - Gershgorin Square Matrix Analysis #6 (70, 71, 72) - Gershgorin Square Matrix Analysis #7 (73, 74, 75) - Gershgorin Square Matrix Analysis #8 (76, 77, 78) - Gershgorin Square Matrix Analysis #9 (79, 80, 81) IdeaDRIP: - Condition Number Introduction (82-105) - Condition Number General Definition in the Context of Error Analysis (106-109) - Condition Number Matrices (110-120)
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Aug 4, 2024
- R^1 -> R^1 Inverse Sine Trigonometric Function Evaluate (1, 2) - R^1 -> R^1 Inverse Sine Trigonometric Function Condition Number (3, 4) - R^1 -> R^1 Inverse Cosine Trigonometric Function Shell (5, 6) - R^1 -> R^1 Inverse Cosine Trigonometric Function Constructor (7, 8) - R^1 -> R^1 Inverse Cosine Trigonometric Function Evaluate (9, 10) - R^1 -> R^1 Inverse Cosine Trigonometric Function Condition Number (11, 12) - R^1 -> R^1 Inverse Tangent Trigonometric Function Shell (13, 14) - R^1 -> R^1 Inverse Tangent Trigonometric Function Constructor (15, 16) - R^1 -> R^1 Inverse Tangent Trigonometric Function Evaluate (17, 18) - R^1 -> R^1 Inverse Tangent Trigonometric Function Condition Number (19, 20) - Natural Log Series Element Operator (21, 22) - Built-in R<sup>1</sup> To R<sup>1</sup> Custom Functions (25, 26) - R^1 -> R^1 Custom Almgren Enhanced Euler Update (27, 28) - R^1 -> R^1 Custom Andersen Piterbarg Mean Reverter (29, 30) - R^1 -> R^1 Custom SABR LIBOR Cap Volatility (31, 32) - R^1 -> R^1 Custom CIR PDF (33, 34) - R^1 -> R^1 Custom Quadratic Rational Shape Control (35, 36) - R^1 -> R^1 Custom Linear Rational Tension Exponential (37, 38) - R^1 -> R^1 Custom Linear Rational Shape Control (39, 40) - R^1 -> R^1 Custom ISDA Bucket Curvature Tenor Scaler (41, 42) - Condition Number Analysis of R<sup>1</sup> To R<sup>1</sup> Functions (43, 44) - R^1 -> R^1 Reciprocal Operator Function Shell (94, 95) - R^1 -> R^1 Reciprocal Operator Function Constructor (96, 97) - R^1 -> R^1 Reciprocal Operator Function Evaluate (98, 99) - R^1 -> R^1 Reciprocal Operator Function Condition Number (100, 101) Bug Fixes/Re-organization: - R^1 -> R^1 Trigonometric Function Migration (23, 24) - R^1 -> R^1 Function Univariate Reciprocal Migration (94, 95, 96) Samples: - Condition Number Trigonometric Functions #1 (45, 46) - Condition Number Trigonometric Functions #2 (47, 48) - Condition Number Trigonometric Functions #3 (49, 50, 51) - Condition Number Trigonometric Functions #4 (52, 53, 54) - Condition Number Trigonometric Functions #5 (55, 56, 57) - Condition Number Trigonometric Functions #6 (58, 59, 60) - Condition Number Trigonometric Functions #7 (61, 62, 63) - Condition Number Trigonometric Functions #8 (64, 65, 66) - Condition Number Trigonometric Functions #9 (67, 68, 69) - Condition Number Trigonometric Functions #10 (70, 71, 72) - Condition Number Trigonometric Functions #11 (73, 74, 75) - Condition Number Trigonometric Functions #12 (76, 77, 78) - Condition Number Trigonometric Functions #13 (79, 80, 81) - Condition Number Trigonometric Functions #14 (82, 83, 84) - Condition Number Operator Functions #1 (85, 86, 87) - Condition Number Operator Functions #2 (88, 89, 90) - Condition Number Operator Functions #3 (91, 92, 93) - Condition Number Operator Functions #4 (102, 103) - Condition Number Operator Functions #5 (104, 105) - Condition Number Operator Functions #6 (106, 107, 108) - Condition Number Operator Functions #7 (109, 110, 111) - Condition Number Operator Functions #8 (112, 113, 114) - Condition Number Operator Functions #9 (115, 116, 117) - Condition Number Operator Functions #10 (118, 119, 120) IdeaDRIP:
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Aug 26, 2024
- Graph Tree Add Standalone Vertex (1) - Abbsord Graph Tree and Edge (2, 3) - Graph Tree Edge Priority Queue (4, 5, 6) - Graph Tree Templated Vertex (7, 8, 9) - Directed Graph Untemplated Vertex #1 (10, 11, 12) - Directed Graph Untemplated Vertex #2 (13, 14, 15) - Directed Graph Untemplated Vertex #3 (16, 17, 18) - Directed Graph Untemplated Vertex #4 (19, 20, 21) - Directed Graph Untemplated Vertex #5 (22, 23, 24) - Directed Graph Untemplated Vertex #6 (25, 26, 27) - Directed Graph Untemplated Vertex #7 (28, 29, 30) - Directed Graph Untemplated Vertex #8 (31, 32, 33) - Directed Graph Untemplated Vertex #9 (34) - Core Graph N Dimensional Hypercube (38, 39, 40) - Greedy MST Graph Boruvka Forest (42, 43, 44) - Boruvka Optimal Spanning Forest Generator (45, 46) - Greedy MST Graph Kruskal Generator (47, 48) - Greedy MST Graph Prime Generator (49, 50) - Greedy MST Graph Reverse Delete Generator (51) - Tree Builder Capacitated MST Generator (52) - Tree Builder Degree Constrained MST Generator (53) - Tree Builder Directed MST Generator (54) - Tree Builder Dynamic MST Generator (55) - Tree Builder Dynamic Euclidean Generator (56) - Tree Builder Dynamic KSMT Generator (57) - K Optimal Spanning Forests Generator (58) - Optimal Bottleneck Spanning Tree Generator (59) - Builder Optimal Labeling Spanning Tree Generator (60) - Tree Builder Rectilinear MST Generator (61) - Builder Steiner Tree Generator (62) - Complete MST Random Graph Ensemble (63, 64, 65) - Complete MST Random Graph (66) - Bellman Ford Bannister Eppstein Path Generator (67) - Bellman Ford Edge Partition Generator (68) - Graph Shortest Optimal Path Generator (69) - Graph Shortest Path Vertex Augmentor (70) - Bellman Ford Edge Relaxation Path Generator (71) - Bellman Ford Yen Edge Relaxation Path Generator (72) - Bellman Ford Yen Reduced Relaxation Path Generator (73) - Bellman Ford Johnson Path Generator (73) - Bellman Ford Edge Partition (74, 75) - Dijkstra Shortest Path Generator (76) - Shortest Path Floyd Warshall (77) - Shortest Path Floyd Warshall Distance Metric (78) - Graph Search Breadth First (79) - Graph Search Depth First (80) - A Star Vertex Function (81) - A Star Vertex Context (82, 83) - A Star F Heuristic (84) - A Star Static Weight F Heuristic (85) - A Star Dynamic Weight F Heuristic (86) - A Star Mark Allard F Heuristic (87) - Graph Connectivity Kosaraju (88) Bug Fixes/Re-organization: - Graph Core Vertex R1 Remove (35, 36) - Graph Vertex R1 Function Remove (37) - Directed Graph R1 Remove (41) Samples: - MST Boruvka Maximum Forest Generator (89, 90) - MST Boruvka Minimum Forest Generator (91, 92) - MST Kruskal Maximum Forest Generator (93, 94) - MST Kruskal Minimum Forest Generator (95, 96) - MST Prim Maximum Forest Generator (97, 98) - MST Prim Minimum Forest Generator (99, 100) - MST Reverse Delete Maximum Forest Generator (101, 102) - MST Reverse Delete Minimum Forest Generator (103, 104) - Graph Properties (105) - Graph Complete Bipartite Properties (106, 107, 108) - Yen Reduced Relaxation Single Source (109) - Yen Reduced Relaxation Single Pair (110) - Yen Edge Partition Single Source (111) - Yen Edge Partition Single Pair (112) - Shortest Path Bannister Eppstein Single Source (113) - Shortest Path Bannister Eppstein Single Pair (114) - Shortest Path Bellman Ford Single Source (115) - Shortest Path Bellman Ford Single Pair (116) - Shortest Path Johnson Single Source (117) - Shortest Path Johnson Single Pair (118) - Shortest Path Johnson Single Source Negative Weight (119) - Connectivity Kosaraju Strongly Connected Components (120) IdeaDRIP:
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Aug 31, 2024
- R1 Matrix Util Unsafe Power (1, 2, 3) - R1 Matrix Util Product Power (4, 5, 6) - R1 Square Matrix k Power (37, 38, 39) - Numerical Estimation R^k To R^1 Series (40, 41, 42) - Implementation of Jordan Normal Form #1 (43, 44, 45) - Numerical Jordan Form JSubM Shell (46, 47, 48) - Numerical Jordan Form JSubM mSubI (49, 50) - Numerical Jordan Form JSubM Lambda (51, 52) - Numerical Jordan Form JSubM R1 Grid (53, 54) - Numerical Jordan Form JSubM Constructor #1 (55, 56, 57) - Numerical Jordan Form JSubM Constructor #2 (58, 59, 60) - Numerical Jordan Form JSubM Power #1 (61, 62, 63) - Numerical Jordan Form JSubM Power #2 (64, 65, 66) - Numerical Jordan Form J Shell (67, 68, 69) - Numerical Jordan Form J jSubMArray (70, 71, 72) - Numerical Jordan Form J R1 Grid (73, 74, 75) - Numerical Jordan Form J Constructor #1 (76, 77, 78) - Numerical Jordan Form J Constructor #2 (79, 80, 81) - Numerical Jordan Form J Power #1 (82, 83, 84) - Numerical Jordan Form J Power #2 (85, 86, 87) - Jordan Form VJ Decomposition J (91, 92) - Jordan Form VJ Decomposition V (93, 94) - Jordan Form VJ Decomposition Constructor (95, 96, 97) - Numerical Jordan Form J Diagonal (98, 99) - Numerical Jordan Form VJ Decomposition Recover Original (100, 101, 102) - Implementation of Matrix Norm Variants (104, 105) - R1 Square Matrix Norm #1 (106, 107, 108) - R1 Square Matrix Norm #2 (109, 110, 111) - R1 Square Matrix Norm #3 (112, 113, 114) - R1 Square Evaluator Validator Shell (115, 116, 117) - R1 Square Positive Valued Norm (118, 119, 120) Bug Fixes/Re-organization: - Implementation of Jordan Normal Form #2 (103) Samples: - Matrix Power Series #1 (7, 8, 9) - Matrix Power Series #2 (10, 11, 12) - Matrix Power Series #3 (13, 14, 15) - Matrix Power Series #4 (16, 17, 18) - Matrix Power Series #5 (19, 20, 21) - Matrix Power Series #6 (22, 23, 24) - Matrix Power Series #7 (25, 26, 27) - Matrix Power Series #8 (28, 29, 30) - Matrix Power Series #9 (31, 32, 33) - Matrix Power Series #10 (34, 35, 36) IdeaDRIP:
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Dec 15, 2024
Bug Fixes/Re-organization: - Service Template Latent State Market Builder Bumped Govvie Curve #1 (1, 2, 3) - Service Template Latent State Market Builder Bumped Govvie Curve #2 (4, 5, 6) - Service Template Latent State Market Builder Bumped FX Curve #1 (7, 8, 9) - Service Template Latent State Market Builder Bumped FX Curve #2 (10, 11, 12) - Service Template Latent State Market Builder Bumped Forward Volatility Curve #1 (13, 14, 15) - Service Template Latent State Market Builder Bumped Forward Volatility Curve #2 (16, 17, 18) - Service Template Exchange Instrument Builder Stubs #1 (19, 20, 21) - Service Template Exchange Instrument Builder Stubs #2 (22, 23) - Service Template Latent State Market Builder Stubs #1 (24, 25) - Service Template Latent State Market Builder Stubs #2 (26, 27) - Service Template Latent State Market Builder Stubs #3 (28, 29, 30) - Service Template Latent State Market Builder Stubs #4 (31, 32, 33) - Service Template Latent State Market Builder Stubs #5 (34, 35, 36) - Service Template Latent State Market Builder Stubs #6 (37, 38, 39) - Service Template Latent State Market Builder Stubs #7 (40, 41, 42) - Service Template Latent State Market Builder Stubs #8 (43, 44, 45) - Service Template Latent State Market Builder Stubs #9 (46, 47, 48) - Service Template Latent State Market Builder Stubs #10 (49, 50, 51) - Service Template Latent State Market Builder Stubs #11 (52, 53, 54) - Service Template Latent State Market Builder Stubs #12 (55, 56, 57) - Service Template Latent State Market Builder Stubs #13 (58, 59, 60) - Service Template OTC Instrument Builder (61, 62, 63) - Service Template OTC Instrument Builder Funding Deposit #1 (64, 65, 66) - Service Template OTC Instrument Builder Funding Deposit #2 (67, 68) - Service Template OTC Instrument Builder - Forward Rate Deposit (69, 70, 71) - Service Template OTC Instrument Builder - Overnight Deposit (72, 73, 74) - Service Template OTC Instrument Builder - FRA Standard (75, 76) - Service Template OTC Instrument Builder - Fix Float Standard (77, 78) - Service Template OTC Instrument Builder - Fix Float Custom #1 (79, 80, 81) - Service Template OTC Instrument Builder - Fix Float Custom #2 (82, 83, 84) - Service Template OTC Instrument Builder - Fix Float Custom #3 (85) - Service Template OTC Instrument Builder - OIS Fix Float (86, 87) - Service Template OTC Instrument Builder - Float-Float (88, 89) - Service Template OTC Instrument Builder - Credit Default Swap (90, 91) - Service Template OTC Instrument Builder - FX Forward (92, 93, 94) - Service Template OTC Instrument Builder - Funding Forward #1 (95, 96) - Service Template OTC Instrument Builder - Funding Forward #2 (97, 98, 99) - Service Template OTC Instrument Builder - Funding Deposit Futures #1 (100, 101, 102) - Service Template OTC Instrument Builder - Funding Deposit Futures #2 (103, 104, 105) - Service Template OTC Instrument Builder - Funding Deposit Futures #3 (106) - Service Template OTC Instrument Builder - Forward Rate Deposit #1 (107, 108) - Service Template OTC Instrument Builder - Forward Rate Deposit #2 (109, 110, 111) - Service Template OTC Instrument Builder - Overnight Deposit #1 (112, 113, 114) - Service Template OTC Instrument Builder - Overnight Deposit #2 (115, 116) - Service Template OTC Instrument Builder - FRA Standard Deposit #1 (117, 118) - Service Template OTC Instrument Builder - FRA Standard Deposit #2 (119, 120) Samples: IdeaDRIP:
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Dec 22, 2024
Bug Fixes/Re-organization: - Service State Bond Replicator - Constructor #1 (1, 2, 3) - Service State Bond Replicator - Constructor #2 (4, 5, 6) - Service State Bond Replicator - Constructor #3 (7, 8, 9) - Service State Bond Replicator - Constructor #4 (10, 11, 12) - Service State Bond Replicator - Constructor #5 (13, 14, 15) - Service State Bond Replicator - Constructor #6 (16, 17, 18) - Service State Bond Replicator - Constructor #7 (19) - Service State Bond Replicator - Generate Run #1 (20, 21, 22) - Service State Bond Replicator - Generate Run #2 (23, 24, 25) - Service State Bond Replicator - Generate Run #3 (26, 27, 28) - Service State Bond Replicator - Generate Run #4 (29, 30, 31) - Service State Bond Replicator - Generate Run #5 (32, 33, 34) - Service State Bond Replicator - Generate Run #6 (35, 36, 37) - Service State Bond Replicator - Generate Run #7 (38, 39, 40) - Service State Bond Replicator - Generate Run #8 (41, 42, 43) - Service State Bond Replicator - Generate Run #9 (44, 45, 46) - Service State Bond Replicator - Generate Run #10 (47, 48, 49) - Service State Bond Replicator - Generate Run #11 (50, 51, 52) - Service State Bond Replicator - Generate Run #12 (53, 54, 55) - Service State Bond Replicator - Generate Run #13 (56, 57, 58) - Service State Bond Replicator - Generate Run #14 (59, 60, 61) - Service State Bond Replicator - Generate Run #15 (62, 63, 64) - Service State Bond Replicator - Generate Run #16 (65, 66, 67) - Service State Bond Replicator - Generate Run #17 (68, 69, 70) - Service State Bond Replicator - Generate Run #18 (71, 72, 73) - Service State Bond Replicator - Generate Run #19 (74, 75, 76) - Service State Bond Replicator - Generate Run #20 (77, 78, 79) - Service State Bond Replicator - Generate Run #21 (80, 81, 82) - Service State Bond Replicator - Generate Run #22 (83, 84, 85) - Service State Bond Replicator - Generate Run #23 (86, 87, 88) - Service State Bond Replicator - Generate Run #24 (89, 90, 91) - Service State Bond Replicator - Generate Run #25 (92, 93, 94) - Service State Bond Replicator - Generate Run #26 (95, 96, 97) - Service State Bond Replicator - Generate Run #27 (98, 99, 100) - Service State Bond Replicator - Stubs #1 (101, 102) - Service State Bond Replicator - Stubs #2 (103, 104, 105) - Service State Bond Replicator - Stubs #3 (106, 107, 108) - Service State Bond Replicator - Stubs #4 (109, 110, 111) - Service State Bond Replicator - Stubs #5 (112, 113, 114) - Service State Bond Replicator - Stubs #6 (115, 116, 117) - Service State Bond Replicator - Stubs #7 (118, 119, 120) Samples: IdeaDRIP:
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Dec 22, 2024
Bug Fixes/Re-organization: - Service Scenario Bond Replicator - Stubs #1 (1, 2, 3) - Service Scenario Bond Replicator - Stubs #2 (4, 5, 6) - Service Scenario Bond Replicator - Stubs #3 (7, 8, 9) - Service Scenario Bond Replicator - Stubs #4 (10, 11, 12) - Service Scenario Bond Replicator - Stubs #5 (13, 14, 15) - Service Scenario Bond Replicator - Stubs #6 (16, 17, 18) - Service Scenario Bond Replicator - Stubs #7 (19, 20, 21) - Service Scenario Bond Replicator - Stubs #8 (22, 23, 24) - Service Scenario Bond Replicator - Stubs #9 (25, 26, 27) - Service Scenario Bond Replicator - Stubs #10 (28, 29) - Service Scenario EOS Metrics Replicator (30, 31, 32) - Service Scenario EOS Metrics Replicator - Path Count (33, 34) - Service Scenario EOS Metrics Replicator - Price (35, 36) - Service Scenario EOS Metrics Replicator - Bond Component (37, 38) - Service Scenario EOS Metrics Replicator - Diffusion Evolver (39, 40) - Service Scenario EOS Metrics Replicator - Govvie Builder Settings (41, 42) - Service Scenario EOS Metrics Replicator - Valuation Parameters (43, 44) - Service Scenario EOS Metrics Replicator - Curve Surface Quote Container (45, 46) - Service Scenario EOS Metrics Replicator - Standard (47, 48) - Service Scenario EOS Metrics Replicator - Constructor (49, 50) - Service Scenario EOS Metrics Replicator - Generate Run (51, 52) - Service Scenario EOS Metrics Replicator - Stubs #1 (53, 54) - Service Scenario EOS Metrics Replicator - Stubs #2 (55, 56, 57) - Service Scenario EOS Metrics Replicator - Stubs #3 (58, 59, 60) - Service Scenario EOS Metrics Replicator - Stubs #4 (61, 62) - Service Representation Item List (63, 64, 65) - Service Representation Item List - Separator (66) - Service Representation Item List - Items (67) - Service Representation Item List - Split #1 (68, 69) - Service Representation Item List - Split #2 (70, 71, 72) - Service Representation Item List - Constructor #1 (73, 74) - Service Representation Item List - Constructor #2 (75, 76) - Service Representation Item List - Split #3 (77, 78, 79) - Service Representation Item List - Constructor #3 (80, 81) - Service Representation Item List - Get Items (82, 83) - Service Representation Item List - Get Array (84, 85) - Service Representation Item List - Set Separator (86, 87) - Service Representation Item List - Add #1 (88, 89) - Service Representation Item List - Add #2 (90, 91) - Service Representation Item List - Add All #1 (92, 93) - Service Representation Item List - Add All #2 (94, 95) - Service Representation Item List - Add All #3 (96, 97) - Service Representation Item List - Add All #4 (98, 99) - Service Representation Item List - Get (100, 101) - Service Representation Item List - Size (102, 103) - Service Representation Item List - To String #1 (104, 105, 106) - Service Representation Item List - To String #2 (107, 108, 109) - Service Representation Item List - Clear (110, 111) - Service Representation Item List - Reset (112, 113) - Service Representation Item List - Stubs #1 (114, 115) - Service Representation Item List - Stubs #2 (116, 117) - Service Representation Item List - Stubs #3 (118, 119, 120) Samples: IdeaDRIP:
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Dec 27, 2024
- Holdings Container - unDirty #1 (1, 2, 3) - Holdings Container - unDirty #2 (4, 5, 6) - Holdings Container - unDirty #3 (7, 8, 9) - Holdings Container - unDirty #4 (10, 11) - Holdings Container - unDirty #5 (12, 13) - Holdings Container - Asset Weight Map (14) - Holdings Container - Asset Market Value (15) - Holdings Container - Asset Set #1 (16, 17) - Holdings Container - Asset Set #2 (18, 19) - Holdings Container - Set Cash #1 (20, 21) - Holdings Container - Set Cash #2 (22, 23, 24) - Holdings Container - Set Cash #3 (25, 26, 27) - Holdings Container - Set Cash #4 (28, 29, 30) - Holdings Container - Set Cash #5 (31, 32, 33) - Holdings Container - Set Cash #6 (34) - Lean Portfolio Construction Trades Container (35, 36, 37) - Trades Container - Asset Quantity Map (38, 39, 40) - Holdings Container - Remove Asset #1 (41, 42) - Holdings Container - Remove Asset #2 (43, 44, 45) - Holdings Container - Remove Asset #3 (46, 47, 48) - Holdings Container - Remove Asset #4 (49, 50) - Trades Container - Annotated Constructor #1 (51, 52, 53) - Trades Container - Annotated Constructor #2 (54, 55, 56) - Trades Container - Annotated Constructor #3 (57, 58) - Trades Container - Starting/Ending Holdings #1 (59, 60) - Trades Container - Starting/Ending Holdings #2 (61, 62, 63) - Trades Container - Starting/Ending Holdings #3 (64, 65, 66) - Trades Container - Starting/Ending Holdings #4 (67, 68, 69) - Trades Container - Starting/Ending Holdings #5 (70, 71, 72) - Trades Container - Starting/Ending Holdings #6 (73, 74, 75) - Trades Container - Starting/Ending Holdings #7 (76, 77, 78) - Trades Container - Starting/Ending Holdings #8 (79, 80, 81) - Trades Container - Starting/Ending Holdings #9 (82, 83) - Lean Portfolio Construction Post Processor Settings (84, 85, 86) - Post Processor Settings - Filter Sells #1 (87, 88, 89) - Post Processor Settings - Filter Sells #2 (90, 91) - Post Processor Settings - Constructor #1 (92, 93) - Post Processor Settings - Constructor #2 (94, 95, 96) - Lean Portfolio Construction Allocator Shell (97, 98, 99) - Lean Portfolio Construction Allocator Allocate #1 (100, 101) - Lean Portfolio Construction Allocator Allocate #2 (102, 103) - Lean Portfolio Construction Optimizer Optimize (104, 105) - Construction/Usage of Lean Portfolio Allocator (106, 107, 108) - Lean Allocator Buy Only Allocation (109, 110, 111) - Buy Only Allocation - Main #1 (112, 113, 114) - Buy Only Allocation - Main #2 (115, 116, 117) - Buy Only Allocation - Zero to Hundred (118, 119) - Buy Only Allocation - Random Holdings (120) Bug Fixes/Re-organization: Samples: IdeaDRIP:
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- Buy Only Allocation - Random Holdings #1 (1, 2) - Buy Only Allocation - Random Holdings #2 (3, 4) - Holdings Container - Marker Cash Value (5) - Buy Only Allocator - Run #1 (6) - Buy Only Allocator - Run #2 (7, 8, 9) - Buy Only Allocator - Run #3 (10, 11, 12) - Buy Only Allocator - Run #4 (13, 14, 15) - Buy Only Allocator - Run #5 (16, 17, 18) - Buy Only Allocator - Run #6 (19, 20, 21) - Buy Only Allocator - Run #7 (22, 23, 24) - Buy Only Allocator - Run #8 (25) - Holdings Container - Cash Weight #1 (26, 27) - Holdings Container - Cash Weight #2 (28, 29, 30) - Holdings Container - Cash Weight #3 (31, 32) - Buy Only Allocator - Run #9 (33, 34) - Buy Only Allocator - Run #10 (35, 36) - Buy Only Allocator - Run #11 (37, 38, 39) - Buy Only Allocator - Run #12 (40, 41, 42) - Buy Only Allocator - Run #13 (43, 44, 45) - Buy Only Allocator - Run #14 (46, 47, 48) - Buy Only Allocator - Run #15 (49, 50, 51) - Buy Only Allocator - Run #16 (52, 53, 54) - Buy Only Allocator - Run #17 (55, 56, 57) - Buy Only Allocator - Run #18 (58, 59, 60) - Buy Only Allocator - Run #19 (61, 62, 63) - Buy Only Allocator - Run #20 (64, 65, 66) - Buy Only Allocator - Run #21 (67, 68, 69) - Buy Only Allocator - Run #22 (70, 71, 72) - Buy Only Allocator - Run #23 (73, 74, 75) - Buy Only Allocator - Run #24 (76, 77, 78) - Buy Only Allocator - Run #25 (79, 80, 81) - Buy Only Allocator - Run #26 (82, 83, 84) - Buy Only Allocator - Run #27 (85, 86, 87) - Service Env Invocation Manager 2025 (88) - Lean Portfolio Construction - Full Sequence Allocation (89, 90, 91) - Full Sequence Allocation - Starting Holdings #1 (92, 93) - Full Sequence Allocation - Starting Holdings #2 (94, 95, 96) - Full Sequence Allocation - Ending Holdings #1 (97, 98, 99) - Full Sequence Allocation - Ending Holdings #2 (100, 101) - Full Sequence Allocation - Constructor #1 (102, 103) - Full Sequence Allocation - Constructor #2 (104, 105) - Full Sequence Allocation - Constructor #3 (106, 107, 108) - Lean Portfolio Construction - Full Sequence Allocator (109, 110, 111) - Full Sequence Allocator - Post-processor Settings #1 (112, 113, 114) - Full Sequence Allocator - Post-processor Settings #2 (115, 116) - Full Sequence Allocator - Constructor #1 (117, 118) - Full Sequence Allocator - Constructor #2 (119, 120) Bug Fixes/Re-organization: Samples: IdeaDRIP:
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Dec 31, 2024
- Full Sequence Allocator - Optimizer #1 (1, 2, 3) - Full Sequence Allocator - Optimizer #2 (4, 5, 6) - Full Sequence Allocator - Optimizer #3 (7, 8) - Lean Portfolio Construction - Randomized Optimizer (9, 10, 11) - Randomized Optimizer - Asset Size Scaler #1 (12, 13) - Randomized Optimizer - Asset Size Scaler #3 (14, 15) - Randomized Optimizer - Annotated Constructor #1 (16, 17, 18) - Randomized Optimizer - Annotated Constructor #2 (19, 20, 21) - Randomized Optimizer - Random To Scale (22, 23) - Randomized Optimizer - Optimize #1 (24, 25) - Randomized Optimizer - Optimize #2 (26, 27, 28) - Randomized Optimizer - Optimize #3 (29, 30, 31) - Randomized Optimizer - Optimize #4 (32, 33, 34) - Randomized Optimizer - Optimize #5 (35, 36, 37) - Post Processor Settings - Filter Buys #1 (38, 39) - Post Processor Settings - Filter Buys #2 (40, 41, 42) - Post Processor Settings - Filter Buys #3 (43, 44) - Full Sequence Allocator - Allocate #1 (45) - Full Sequence Allocator - Allocate #2 (46, 47, 48) - Full Sequence Allocator - Allocate #3 (49, 50, 51) - Full Sequence Allocator - Allocate #4 (52, 53, 54) - Full Sequence Allocator - Allocate #5 (55, 56, 57) - Full Sequence Allocator - Allocate #6 (58, 59, 60) - Full Sequence Allocator - Allocate #7 (61, 62, 63) - Full Sequence Allocator - Allocate #8 (64, 65, 66) - Full Sequence Allocator - Allocate #9 (67, 68, 69) - Full Sequence Allocation Diagnostics Shell (70, 71, 72) - Full Sequence Allocation Diagnostics - Constructor #1 (73, 74, 75) - Full Sequence Allocation Diagnostics - Constructor #2 (76, 77, 78) - Holdings Container - Instance Clone #1 (79, 80, 81) - Holdings Container - Instance Clone #2 (82, 83) - Holdings Container - Instance Clone #3 (84, 85) - Full Sequence Allocation Diagnostics - Buy-filtered #1 (86, 87) - Full Sequence Allocation Diagnostics - Buy-filtered #2 (88, 89, 90) - Full Sequence Allocation Diagnostics - Sell-filtered #1 (91, 92, 93) - Full Sequence Allocation Diagnostics - Sell-filtered #2 (94, 95) - Full Sequence Allocation Diagnostics - Set Buy-filtered Holdings Container #1 (96, 97) - Full Sequence Allocation Diagnostics - Set Buy-filtered Holdings Container #2 (98, 99, 100) - Full Sequence Allocation Diagnostics - Set Sell-filtered Holdings Container #1 (101, 102) - Full Sequence Allocation Diagnostics - Set Sell-filtered Holdings Container #2 (103, 104, 105) - R^d Random Sequence - Digit #1 (109, 110) - R^d Random Sequence - Digit #2 (111, 112) - R^d Random Sequence - Alphabet #1 (113, 114) - R^d Random Sequence - Alphabet #2 (115, 116) - R^d Random Sequence - Alpha-numeric #1 (117, 118) - R^d Random Sequence - Alpha-numeric #2 (119, 120) Bug Fixes/Re-organization: Samples: - Lean Allocator Buy-Only Allocation (106, 107, 108) IdeaDRIP:
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Jan 1, 2025
- Random Upper Alpha-numeric (1, 2, 3) - R^d Random Sequence - CUSIP #1 (66, 67) - R^d Random Sequence - CUSIP #2 (68, 69, 70) - R^d Random Sequence - CUSIP #3 (71, 72, 73) Bug Fixes/Re-organization: Samples: - Buy Only Allocator - Scaled Market Value (4, 5) - Buy Only Allocator - Random Holdings #1 (6, 7) - Buy Only Allocator - Random Holdings #2 (8, 9, 10) - Post Processor Settings - Buy Only #1 (11, 12) - Post Processor Settings - Buy Only #2 (13, 14, 15) - Post Processor Settings - Buy Only #3 (16, 17) - Post Processor Settings - Sell Only #1 (18, 19) - Post Processor Settings - Sell Only #2 (20, 21) - Post Processor Settings - Sell Only #3 (22, 23, 24) - Buy Only Allocation - Random CUSIP #1 (25, 26, 27) - Buy Only Allocation - Random CUSIP #2 (28, 29) - Random Discrete Digits Generator #1 (30, 31) - Random Discrete Digits Generator #2 (32, 33) - Random Discrete Digits Generator - Digit #1 (34, 35) - Random Discrete Digits Generator - Digit #2 (36, 37) - Random Discrete Digits Generator - Upper Alpha (38, 39) - Random Discrete Digits Generator - Alpha-numeric #1 (40, 41) - Random Discrete Digits Generator - Alpha-numeric #2 (42, 43, 44) - Random Discrete Digits Generator - Alpha-numeric #3 (45, 46) - Random Discrete Digits Generator - Alpha-numeric #4 (47, 48) - Random Discrete Digits Generator - Alpha-numeric #5 (49, 50) - Random Discrete Digits Generator - Alpha-numeric #6 (51, 52) - Random Discrete Digits Generator - Alpha-numeric #7 (53, 54, 55) - Random Discrete Digits Generator - Alpha-numeric #8 (56, 57, 58) - Random Discrete Digits Generator - Alpha-numeric #9 (59, 60) - Random Discrete Digits Generator - Alpha-numeric #10 (61, 62) - Random Discrete Digits Generator - Alpha-numeric #11 (63, 64, 65) - Random Discrete Digits Generator - CUSIP #1 (74, 75) - Random Discrete Digits Generator - CUSIP #2 (76, 77, 78) - Random Discrete Digits Generator - CUSIP #3 (79, 80, 81) - Random Discrete Digits Generator - CUSIP #4 (82, 83, 84) - Random Discrete Digits Generator - CUSIP #5 (85, 86, 87) - Buy Only Allocation - Full Sequence Allocator (88, 89) - Full Sequence Allocator - Diagnostics On #1 (90, 91, 92) - Full Sequence Allocator - Diagnostics On #2 (93, 94) - Full Sequence Allocator - Diagnostics On #3 (95, 96) - Full Sequence Allocation - Starting Holdings #1 (97, 98, 99) - Full Sequence Allocation - Starting Holdings #2 (100, 101, 102) - Full Sequence Allocation - Starting Holdings #3 (103, 104) - Full Sequence Allocation - Ending Holdings #1 (105, 106) - Full Sequence Allocation - Ending Holdings #2 (107, 108, 109) - Full Sequence Allocation - Ending Holdings #3 (110, 111, 112) - Full Sequence Allocation Diagnostics Constructor (113) - Full Sequence Allocation - Allocate #1 (115, 116) - Full Sequence Allocation - Allocate #2 (117, 118, 119) - Buy Only Allocation Run (120) IdeaDRIP:
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Jan 12, 2025
- Full Sequence Allocator - Diagnostics On (1, 2, 3) - Full Sequence Allocation - Trades Container #1 (10, 11) - Full Sequence Allocation - Trades Container #2 (12, 13) Bug Fixes/Re-organization: Samples: - Buy Only Allocation - Run #1 (4, 5, 6) - Buy Only Allocation - Run #2 (7, 8, 9) - Buy Only Allocation - Run #3 (14, 15) - Buy Only Allocation - Run #4 (16, 17, 18) - Buy Only Allocation - Run #5 (19, 20, 21) - Buy Only Allocation - Run #6 (22, 23, 24) - Buy Only Allocation - Run #7 (25, 26, 27) - Buy Only Allocation - Run #8 (28, 29, 30) - Buy Only Allocation - Run #9 (31, 32, 33) - Buy Only Allocation - Run #10 (34, 35, 36) - Buy Only Allocation - Run #11 (37, 38, 39) - Buy Only Allocation - Run #12 (40, 41, 42) - Buy Only Allocation - Run #13 (43, 44, 45) - Buy Only Allocation - Run #14 (46, 47, 48) - Buy Only Allocation - Run #15 (49, 50, 51) - Buy Only Allocation - Run #16 (52, 53, 54) - Buy Only Allocation - Run #17 (55, 56, 57) - Buy Only Allocation - Run #18 (58, 59, 60) - Buy Only Allocation - Run #19 (61, 62, 63) - Buy Only Allocation - Run #20 (64, 65, 66) - Buy Only Allocation - Run #21 (67, 68, 69) - Buy Only Allocation - Run #22 (70, 71, 72) - Buy Only Allocation - Run #23 (73, 74, 75) - Buy Only Allocation - Run #24 (76, 77, 78) - Buy Only Allocation - Run #25 (79, 80, 81) - Buy Only Allocation - Run #26 (82, 83, 84) - Buy Only Allocation - Run #27 (85, 86, 87) - Buy Only Allocation - Run #28 (88, 89, 90) - Buy Only Allocation - Run #29 (91, 92, 93) - Buy Only Allocation - Run #30 (94, 95) - Sell Only Allocation - Run #1 (96) - Sell Only Allocation - Run #2 (97, 98, 99) - Sell Only Allocation - Run #3 (100, 101, 102) - Sell Only Allocation - Run #4 (103, 104, 105) - Sell Only Allocation - Run #5 (106, 107, 108) - Sell Only Allocation - Run #6 (109, 110, 111) - Sell Only Allocation - Run #7 (112, 113, 114) - Sell Only Allocation - Run #8 (115, 116, 117) - Sell Only Allocation - Run #9 (118, 119, 120) IdeaDRIP:
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Jan 18, 2025
Bug Fixes/Re-organization: Samples: - Sell Only Allocation - Run #1 (1, 2, 3) - Sell Only Allocation - Run #2 (4, 5, 6) - Sell Only Allocation - Run #3 (7, 8, 9) - Sell Only Allocation - Run #4 (10, 11, 12) - Sell Only Allocation - Run #5 (13, 14, 15) - Sell Only Allocation - Run #6 (16, 17, 18) - Sell Only Allocation - Run #7 (19, 20, 21) - Sell Only Allocation - Run #8 (22, 23, 24) - Sell Only Allocation - Run #9 (25, 26, 27) - Sell Only Allocation - Run #10 (28, 29, 30) - Sell Only Allocation - Run #11 (31, 32, 33) - Sell Only Allocation - Run #12 (34, 35, 36) - Sell Only Allocation - Run #13 (37) - Service Product Overnight Index Swap API #1 (38, 39, 40) - Service Product Overnight Index Swap API - Valuation Matrics (41, 42, 43) - Service Product Overnight Index Swap API #2 (44) - Service Product Treasury API #1 (45, 46, 47) - Service Product Treasury API - Horizon Change Attribution #1 (48) - Service Product Treasury API - Horizon Change Attribution #2 (49, 50, 51) - Service Product Treasury API - Horizon Change Attribution #3 (52, 53, 54) - Service Product Treasury API - Horizon Change Attribution #4 (55, 56, 57) - Service Product Treasury API - Horizon Change Attribution #5 (58, 59, 60) - Service Product Treasury API - Horizon Change Attribution #6 (61, 62, 63) - Service Product Treasury API - Horizon Change Attribution #7 (64, 65, 66) - Service Product Treasury API - Horizon Change Attribution #8 (67, 68, 69) - Service Product Treasury API - Horizon Change Attribution #9 (70, 71, 72) - Service Product Treasury API - Horizon Change Attribution #10 (73, 74, 75) - Service Product Treasury API - Horizon Change Attribution #11 (76, 77, 78) - Service Product Treasury API - Horizon Change Attribution #12 (79, 80, 81) - Service Product Treasury API - Horizon Change Attribution #13 (82, 83, 84) - Service Product Treasury API - Horizon Change Attribution #14 (85, 86, 87) - Service Product Treasury API - Horizon Change Attribution #15 (88, 89, 90) - Service Product Treasury API - Horizon Change Attribution #16 (91, 92, 93) - Service Product Treasury API - Horizon Change Attribution #17 (94, 95, 96) - Service Product Treasury API - Horizon Change Attribution #18 (97, 98, 99) - Service Product Treasury API - Horizon Change Attribution #19 (100, 101, 102) - Service Product Treasury API - Horizon Change Attribution #20 (103, 104, 105) - Service Product Treasury API - Horizon Change Attribution #21 (106, 107, 108) - Service Product Treasury API - Horizon Change Attribution #22 (109) - Service Product Treasury API #2 (110, 111, 112) - Service Product Treasury Futures API #1 (113, 114, 115) - Service Product Treasury Futures API - Valuation Metrics #1 (116, 117) - Service Product Treasury Futures API - Valuation Metrics #2 (118, 119, 120) IdeaDRIP:
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Jan 18, 2025
Bug Fixes/Re-organization: Samples: - Service Product Treasury Futures API - Valuation Metrics #1 (1, 2, 3) - Service Product Treasury Futures API - Valuation Metrics #2 (4, 5, 6) - Service Product Treasury Futures API - Valuation Metrics #3 (7, 8, 9) - Service Product Treasury Futures API - Valuation Metrics #4 (10, 11, 12) - Service Product Treasury Futures API - Valuation Metrics #5 (13, 14, 15) - Service Product Treasury Futures API - Valuation Metrics #6 (16, 17, 18) - Service Product Treasury Futures API - Valuation Metrics #7 (19, 20, 21) - Service Product Treasury Futures API - Valuation Metrics #8 (22, 23, 24) - Service Product Treasury Futures API - Valuation Metrics #9 (25, 26, 27) - Service Product Treasury Futures API - Valuation Metrics #10 (29, 29, 30) - Service Product Treasury Futures API - Valuation Metrics #11 (31, 32, 33) - Service Product Treasury Futures API - Valuation Metrics #12 (34, 35, 36) - Service Product Treasury Futures API - Valuation Metrics #13 (37, 38, 39) - Service Product Treasury Futures API - Valuation Metrics #14 (40, 41, 42) - Service Product Treasury Futures API - Key Rate Duration #1 (43, 44, 45) - Service Product Treasury Futures API - Key Rate Duration #2 (46, 47, 48) - Service Product Treasury Futures API - Key Rate Duration #3 (49, 50, 51) - Service Product Treasury Futures API - Key Rate Duration #4 (52, 53, 54) - Service Product Treasury Futures API - Key Rate Duration #5 (55, 56, 57) - Service Product Treasury Futures API - Key Rate Duration #6 (58, 59, 60) - Service Product Treasury Futures API - Key Rate Duration #7 (61, 62, 63) - Service Product Treasury Futures API - Key Rate Duration #8 (64, 65, 66) - Service Product Treasury Futures API - Key Rate Duration #9 (67, 68, 69) - Service Product Treasury Futures API - Key Rate Duration #10 (70, 71, 72) - Service Product Treasury Futures API - Key Rate Duration #11 (73, 74, 75) - Service Product Treasury Futures API - Key Rate Duration #12 (76, 77, 78) - Service Product Treasury Futures API - Key Rate Duration #13 (79, 80, 81) - Service Product Treasury Futures API - Key Rate Duration #14 (82) - Service Product Treasury Futures API - Horizon Change Attribution #1 (83, 84) - Service Product Treasury Futures API - Horizon Change Attribution #2 (85, 86, 87) - Service Product Treasury Futures API - Horizon Change Attribution #3 (88, 89, 90) - Service Product Treasury Futures API - Horizon Change Attribution #4 (91, 92, 93) - Service Product Treasury Futures API - Horizon Change Attribution #5 (94, 95, 96) - Service Product Treasury Futures API - Horizon Change Attribution #6 (97, 98, 99) - Service Product Treasury Futures API - Horizon Change Attribution #7 (100, 101, 102) - Service Product Treasury Futures API - Horizon Change Attribution #8 (103, 104, 105) - Service Product Treasury Futures API - Horizon Change Attribution #9 (106, 107, 108) - Service Product Treasury Futures API - Horizon Change Attribution #10 (109, 110, 111) - Service Product Treasury Futures API - Horizon Change Attribution #11 (112, 113, 114) - Service Product Treasury Futures API - Horizon Change Attribution #12 (115, 116, 117) - Service Product Treasury Futures API - Horizon Change Attribution #13 (118, 119, 120) IdeaDRIP:
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Jan 18, 2025
Bug Fixes/Re-organization: Samples: - Service Product Treasury Futures API - Horizon Change Attribution #1 (1, 2, 3) - Service Product Treasury Futures API - Horizon Change Attribution #2 (4, 5, 6) - Service Product Treasury Futures API - Horizon Change Attribution #3 (7, 8) - Service Product Treasury Futures API - Horizon Key Rate Attribution #1 (9, 10, 11) - Service Product Treasury Futures API - Horizon Key Rate Attribution #2 (12, 13, 14) - Service Product Treasury Futures API - Horizon Key Rate Attribution #3 (15, 16, 17) - Service Product Treasury Futures API - Horizon Key Rate Attribution #4 (18, 19, 20) - Service Product Treasury Futures API - Horizon Key Rate Attribution #5 (21, 22, 23) - Service Product Treasury Futures API - Horizon Key Rate Attribution #6 (24, 25, 26) - Service Product Treasury Futures API - Horizon Key Rate Attribution #7 (27, 28, 29) - Service Product Treasury Futures API - Horizon Key Rate Attribution #8 (30, 31, 32) - Service Product Treasury Futures API - Horizon Key Rate Attribution #9 (33, 34, 35) - Service Product Treasury Futures API - Horizon Key Rate Attribution #10 (36, 37, 38) - Service Product Treasury Futures API - Horizon Key Rate Attribution #11 (39, 40, 41) - Service Product Treasury Futures API - Horizon Key Rate Attribution #12 (42, 43, 44) - Service Product Treasury Futures API - Horizon Key Rate Attribution #13 (45, 46, 47) - Service Product Treasury Futures API - Horizon Key Rate Attribution #14 (48, 49, 50) - Service Product Treasury Futures API - Horizon Key Rate Attribution #15 (51, 52, 53) - Service Product Treasury Futures API - Horizon Key Rate Attribution #16 (54, 55, 56) - Service Product Treasury Futures API - Horizon Key Rate Attribution #17 (57, 58, 59) - Service Product Treasury Futures API - Horizon Key Rate Attribution #18 (60, 61, 62) - Service Product Treasury Futures API #1 (63, 64) - Service Product Treasury Futures API #2 (65, 66) - Service JSON Parser Container Factory #1 (67, 68, 69) - Service JSON Parser Container Factory - Create Object Container (70) - Service JSON Parser Container Factory - Create Array Container (71) - Service JSON Parser Container Factory #2 (72, 73) - Service JSON Parser Content Handler #1 (74, 75, 76) - Service JSON Parser Content Handler - Start (77) - Service JSON Parser Content Handler - End (78) - Service JSON Parser Content Handler - Start Object (79) - Service JSON Parser Content Handler - End Object (80) - Service JSON Parser Content Handler - Start Object Entry (81) - Service JSON Parser Content Handler - End Object Entry (82) - Service JSON Parser Content Handler - Start Array (83) - Service JSON Parser Content Handler - End Array (84) - Service JSON Parser Content Handler - Primitive (85) - Service JSON Parser Content Handler #2 (86, 87, 88) - Service JSON Parser Content Handler #3 (89, 90, 91) - Service JSON Parser Content Handler #4 (92, 93, 94) - Service JSON Parser Converter #1 (95, 96, 97) - Service JSON Parser Converter - String Entry #1 (98, 99) - Service JSON Parser Converter - String Entry #2 (100, 101, 102) - Service JSON Parser Converter - String Entry Array #1 (103, 104, 105) - Service JSON Parser Converter - String Entry Array #2 (106, 107, 108) - Service JSON Parser Converter - String Entry Array #3 (109, 110, 111) - Service JSON Parser Converter - Date Entry (112, 113) - Service JSON Parser Converter - Date Entry Array #1 (114, 115) - Service JSON Parser Converter - Date Entry Array #2 (116, 117) - Service JSON Parser Converter - Date Entry Array #3 (118, 119, 120) IdeaDRIP:
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Jan 18, 2025
Bug Fixes/Re-organization: Samples: - Service JSON Parser Converter - Date Entry Array (1, 2) - Service JSON Parser Converter - Double Entry #1 (3, 4, 5) - Service JSON Parser Converter - Double Entry #2 (6, 7) - Service JSON Parser Converter - Double Array Entry #1 (8, 9) - Service JSON Parser Converter - Double Array Entry #2 (10, 11, 12) - Service JSON Parser Converter - Double Array Entry #3 (13, 14, 15) - Service JSON Parser Converter - Double Array Entry #4 (16, 17) - Service JSON Parser Converter - Dual Double Entry Array #1 (18, 19, 20) - Service JSON Parser Converter - Dual Double Entry Array #2 (21, 22, 23) - Service JSON Parser Converter - Dual Double Entry Array #3 (24, 25, 26) - Service JSON Parser Converter - Dual Double Entry Array #4 (27, 28, 29) - Service JSON Parser Converter - Dual Double Entry Array #5 (30, 31, 32) - Service JSON Parser Converter - Integer Entry #1 (33, 34) - Service JSON Parser Converter - Integer Entry #2 (35, 36, 37) - Service JSON Parser Converter - Integer Array Entry #1 (38, 39) - Service JSON Parser Converter - Integer Array Entry #2 (40, 41, 42) - Service JSON Parser Converter - Integer Array Entry #3 (43, 44, 45) - Service JSON Parser Converter - Boolean Entry #1 (46, 47, 48) - Service JSON Parser Converter - Boolean Entry #2 (49, 50) - Service JSON Parser Converter - Boolean Array Entry #1 (51, 52) - Service JSON Parser Converter - Boolean Array Entry #2 (53, 54, 55) - Service JSON Parser Converter - Boolean Array Entry #3 (56, 57, 58) - Service JSON Parser Converter - Array #1 (59, 60) - Service JSON Parser Converter - Array #2 (61, 62, 63) - Service JSON Parser Converter - Array #3 (64, 65, 66) - Service JSON Parser Converter - Array #4 (67, 68, 69) - Service JSON Parser Converter - Array #5 (70, 71, 72) - Service JSON Parser Converter - Array #6 (73, 74, 75) - Service JSON Parser Converter - Array #7 (76, 77, 78) - Service JSON Parser Converter - Array #8 (79, 80, 81) - Service JSON Parser Converter - Array #9 (82, 83, 84) - Service JSON Parser Converter - Array #10 (85, 86, 87) - Service JSON Parser Converter - Array #11 (88) - Service JSON Parser Converter #1 (89, 90) - Service JSON Parser Converter #2 (91, 92, 93) - Service JSON Parser Converter #3 (94, 95, 96) - Service JSON Parser Converter #4 (97, 98, 99) - Service JSON Parser Converter #5 (100, 101, 102) - Service JSON Parser Converter #6 (103, 104, 105) - Service JSON Parser Lexical Processor (106, 107, 108) - Service JSON Parser Lexical Processor - INIT (109) - Service JSON Parser Lexical Processor - S_IN_FINISHED_VALUE (110) - Service JSON Parser Lexical Processor - S_IN_OBJECT (111) - Service JSON Parser Lexical Processor - S_IN_ARRAY (112) - Service JSON Parser Lexical Processor - S_PASSED_PAIR_KEY (113) - Service JSON Parser Lexical Processor - S_IN_PAIR_VALUE (114) - Service JSON Parser Lexical Processor - S_END (115) - Service JSON Parser Lexical Processor - S_IN_ERROR (116) - Service JSON Parser Lexical Processor - Handler Status Stack (117) - Service JSON Parser Lexical Processor - YY Lexer (118) - Service JSON Parser Lexical Processor - YY Token (119) - Service JSON Parser Lexical Processor - Status (120) IdeaDRIP:
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Bug Fixes/Re-organization: Samples: - Service JSON Parser Lexical Processor - Peek Status (1, 2) - Service JSON Parser Lexical Processor - Reset #1 (3, 4, 5) - Service JSON Parser Lexical Processor - Reset #2 (6, 7) - Service JSON Parser Lexical Processor - Get Position (8) - Service JSON Parser Lexical Processor - Next Token (9, 10, 11) - Service JSON Parser Lexical Processor - Parse #1 (12, 13, 14) - Service JSON Parser Lexical Processor - Parse #2 (15, 16, 17) - Service JSON Parser Lexical Processor - Parse #3 (18, 19, 20) - Service JSON Parser Lexical Processor - Parse #4 (21, 22, 23) - Service JSON Parser Lexical Processor - Parse #5 (24, 25, 26) - Service JSON Parser Lexical Processor - Parse #6 (27, 28, 29) - Service JSON Parser Lexical Processor - Parse #7 (30, 31, 32) - Service JSON Parser Lexical Processor - Parse #8 (33, 34, 35) - Service JSON Parser Lexical Processor - Parse #9 (36, 37, 38) - Service JSON Parser Lexical Processor - Parse #10 (39, 40, 41) - Service JSON Parser Lexical Processor - Parse #11 (42, 43, 44) - Service JSON Parser Lexical Processor - Parse #12 (45, 46, 47) - Service JSON Parser Lexical Processor - Parse #13 (48, 49, 50) - Service JSON Parser Lexical Processor - Parse #14 (51, 52, 53) - Service JSON Parser Lexical Processor - Parse #15 (54, 55, 56) - Service JSON Parser Lexical Processor - Parse #16 (57, 58, 59) - Service JSON Parser Lexical Processor - Parse #17 (60, 61, 62) - Service JSON Parser Lexical Processor - Parse #18 (63, 64, 65) - Service JSON Parser Lexical Processor - Parse #19 (66, 67, 68) - Service JSON Parser Lexical Processor - Parse #20 (69, 70, 71) - Service JSON Parser Lexical Processor - Parse #21 (72, 73, 74) - Service JSON Parser Lexical Processor - Parse #23 (75, 76) - Service JSON Parser Lexical Processor - Create Object Container #1 (77, 78) - Service JSON Parser Lexical Processor - Create Object Container #2 (79, 80, 81) - Service JSON Parser Lexical Processor - Create Array Container #1 (82, 83, 84) - Service JSON Parser Lexical Processor - Create Array Container #2 (85, 86) - Service JSON Parser Lexical Processor - Parse #24 (87, 88) - Service JSON Parser Lexical Processor - Parse #25 (89, 90) - Service JSON Parser Lexical Processor - Parse #26 (91, 92, 93) - Service JSON Parser Lexical Processor - Parse #27 (94, 95, 96) - Service JSON Parser Lexical Processor - Parse #28 (97, 98, 99) - Service JSON Parser Lexical Processor - Parse #29 (100, 101, 102) - Service JSON Parser Lexical Processor - Parse #30 (103, 104, 105) - Service JSON Parser Lexical Processor - Parse #31 (106, 107, 108) - Service JSON Parser Lexical Processor - Parse #32 (109, 110, 111) - Service JSON Parser Lexical Processor - Parse #33 (112, 113, 114) - Service JSON Parser Lexical Processor - Parse #34 (115, 116, 117) - Service JSON Parser Lexical Processor - Parse #35 (118, 119, 120) IdeaDRIP:
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Bug Fixes/Re-organization: Samples: - Service JSON Parser Lexical Processor - Parse #1 (1, 2, 3) - Service JSON Parser Lexical Processor - Parse #2 (4, 5, 6) - Service JSON Parser Lexical Processor - Parse #3 (7, 8, 9) - Service JSON Parser Lexical Processor - Parse #4 (10, 11, 12) - Service JSON Parser Lexical Processor - Parse #5 (13, 14, 15) - Service JSON Parser Lexical Processor - Parse #6 (16, 17, 18) - Service JSON Parser Lexical Processor - Parse #7 (19, 20, 21) - Service JSON Parser Lexical Processor - Parse #8 (22, 23, 24) - Service JSON Parser Lexical Processor - Parse #9 (25, 26, 27) - Service JSON Parser Lexical Processor - Parse #10 (28, 29, 30) - Service JSON Parser Lexical Processor - Parse #11 (31, 32, 33) - Service JSON Parser Lexical Processor - Parse #12 (34, 35, 36) - Service JSON Parser Lexical Processor - Parse #13 (37, 38, 39) - Service JSON Parser Lexical Processor - Parse #14 (40, 41) - Service JSON Parser Lexical Processor #1 (42) - Service JSON Parser Lexical Processor #2 (43, 44, 45) - Service JSON Parser Lexical Processor #3 (46, 47, 48) - Service JSON Parser Lexical Processor #4 (49, 50, 51) - Service JSON Parser Lexical Processor #5 (52, 53, 54) - Service JSON Parser Lexical Processor #6 (55, 56, 57) - Service JSON Parser Lexical Processor #7 (58, 59, 60) - Service JSON Parser Parse Exception #1 (61, 62, 63) - Service JSON Parser Parse Exception - Serial Version UID (64) - Service JSON Parser Parse Exception - ERROR_UNEXPECTED_CHAR (65) - Service JSON Parser Parse Exception - ERROR_UNEXPECTED_TOKEN (66) - Service JSON Parser Parse Exception - ERROR_UNEXPECTED_EXCEPTION (67) - Service JSON Parser Parse Exception - Error Type (68) - Service JSON Parser Parse Exception - Unexpected Object (69) - Service JSON Parser Parse Exception - Position (70) - Service JSON Parser Parse Exception - Constructor #1 (71, 72) - Service JSON Parser Parse Exception - Constructor #2 (73, 74) - Service JSON Parser Parse Exception - Constructor #3 (75, 76) - Service JSON Parser Parse Exception - Error Type #1 (77, 78) - Service JSON Parser Parse Exception - Error Type #2 (79, 80) - Service JSON Parser Parse Exception - Position #1 (81, 82) - Service JSON Parser Parse Exception - Position #2 (83, 84) - Service JSON Parser Parse Exception - Unexpected Object #1 (85, 86) - Service JSON Parser Parse Exception - Unexpected Object #2 (87, 88) - Service JSON Parser Parse Exception - To String #1 (89, 90) - Service JSON Parser Parse Exception - To String #2 (91, 92, 93) - Service JSON Parser Parse Exception - To String #3 (94, 95, 96) - Service JSON Parser Parse Exception - To String #4 (97, 98, 99) - Service JSON Parser Parse Exception - To String #5 (100, 101, 102) - Service JSON Parser Parse Exception - To String #6 (103, 104, 105) - Service JSON Parser Parse Exception #2 (106, 107, 108) - Service JSON Parser Parse Exception #3 (109, 110, 111) - Service JSON Parser Parse Exception #4 (112, 113, 114) - Service JSON Parser Parse Exception #5 (115, 116, 117) - Service JSON Parser Parse Exception #6 (118) - Service JSON Parser YY Token (119, 120) IdeaDRIP:
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Bug Fixes/Re-organization: Samples: - Service JSON Parser YY Lex YY - Char At (1, 2) - Service JSON Parser YY Lex YY - Length (3, 4) - Service JSON Parser YY Lex YY - ZZ Scan Error (5, 6, 7) - Service JSON Parser YY Lex YY - Push Back (8, 9, 10) - Service JSON Parser YY Lex #1 (11, 12) - Service JSON Parser YY Lex #2 (13, 14, 15) - Service JSON Parser YY Lex #3 (16, 17, 18) - Service JSON Parser YY Lex #4 (19, 20, 21) - Service JSON Parser YY Lex #5 (22, 23, 24) - Service JSON Parser YY Lex #6 (25, 26, 27) - Service JSON Parser YY Lex #7 (28, 29, 30) - Service JSON Parser YY Lex #8 (31, 32, 33) - Service JSON Parser YY Lex #9 (34, 35, 36) - Service JSON Parser YY Lex #10 (37, 38, 39) - Service JSON Parser YY Lex #11 (40, 41, 42) - Service JSON Parser YY Lex #12 (43, 44, 45) - Service JSON Parser YY Lex #13 (46, 47, 48) - Service JSON Parser YY Lex #14 (49, 50, 51) - Service JSON Parser YY Lex #15 (52, 53, 54) - Service JSON Parser YY Lex #16 (55, 56, 57) - Service JSON Parser YY Lex #17 (58, 59, 60) - Service JSON Parser YY Lex #18 (61, 62, 63) - Service JSON Parser YY Lex #19 (64, 65, 66) - Service JSON Parser YY Lex #20 (67, 68, 69) - Service JSON Parser YY Lex #21 (70, 71, 72) - Service JSON Parser YY Lex #22 (73, 74, 75) - Service JSON Parser YY Lex #23 (76, 77, 78) - Service JSON Parser YY Lex #24 (79, 80, 81) - Service JSON Parser YY Lex #25 (82, 83, 84) - Service JSON Parser YY Lex #26 (85, 86, 87) - Service JSON Parser YY Lex #27 (88, 89, 90) - Service JSON Parser YY Lex #28 (91, 92) - Service JSON Bond Processor (93, 94, 95) - Service JSON Bond Processor - Secular Metrics #1 (96, 97) - Service JSON Bond Processor - Secular Metrics #2 (98, 99) - Service JSON Bond Processor - Secular Metrics #3 (100, 101, 102) - Service JSON Bond Processor - Secular Metrics #4 (103, 104, 105) - Service JSON Bond Processor - Secular Metrics #5 (106, 107, 108) - Service JSON Bond Processor - Secular Metrics #6 (109, 110, 111) - Service JSON Bond Processor - Secular Metrics #7 (112, 113, 114) - Service JSON Bond Processor - Secular Metrics #8 (115, 116, 117) - Service JSON Bond Processor - Secular Metrics #9 (118, 119, 120) IdeaDRIP:
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Jan 19, 2025
Bug Fixes/Re-organization: Samples: - Service JSON Bond Processor - Secular Metrics #1 (1, 2, 3) - Service JSON Bond Processor - Secular Metrics #2 (4, 5, 6) - Service JSON Bond Processor - Secular Metrics #3 (7, 8, 9) - Service JSON Bond Processor - Secular Metrics #4 (10, 11) - Service JSON Bond Processor - Curve Metrics #1 (12, 13, 14) - Service JSON Bond Processor - Curve Metrics #2 (15, 16, 17) - Service JSON Bond Processor - Curve Metrics #3 (18, 19, 20) - Service JSON Bond Processor - Curve Metrics #4 (21, 22, 23) - Service JSON Bond Processor - Curve Metrics #5 (24, 25, 26) - Service JSON Bond Processor - Curve Metrics #6 (27, 28, 29) - Service JSON Bond Processor - Curve Metrics #7 (30, 31, 32) - Service JSON Bond Processor - Curve Metrics #8 (33, 34, 35) - Service JSON Bond Processor - Curve Metrics #9 (36, 37, 38) - Service JSON Bond Processor - Curve Metrics #10 (39, 40, 41) - Service JSON Bond Processor - Curve Metrics #11 (42, 43, 44) - Service JSON Bond Processor - Curve Metrics #12 (45, 46, 47) - Service JSON Bond Processor - Curve Metrics #13 (48, 49, 50) - Service JSON Bond Processor - Curve Metrics #14 (51, 52, 53) - Service JSON Bond Processor - Cash Flows #1 (54, 55) - Service JSON Bond Processor - Cash Flows #2 (56, 57) - Service JSON Bond Processor - Cash Flows #3 (58, 59, 60) - Service JSON Bond Processor - Cash Flows #4 (61, 62, 63) - Service JSON Bond Processor - Cash Flows #5 (64, 65, 66) - Service JSON Bond Processor - Cash Flows #6 (67, 68, 69) - Service JSON Bond Processor - Cash Flows #7 (70, 71, 72) - Service JSON Bond Processor - Cash Flows #8 (73, 74, 75) - Service JSON Bond Processor - Cash Flows #9 (76, 77, 78) - Service JSON Bond Processor (79, 80, 81) - Service JSON Credit Default Swap Processor #1 (82, 83, 84) - Service JSON Credit Default Swap Processor - Curve Metrics #1 (85, 86, 87) - Service JSON Credit Default Swap Processor - Curve Metrics #2 (88, 89, 90) - Service JSON Credit Default Swap Processor - Curve Metrics #3 (91, 92, 93) - Service JSON Credit Default Swap Processor - Curve Metrics #4 (94, 95, 96) - Service JSON Credit Default Swap Processor - Curve Metrics #5 (97, 98, 99) - Service JSON Credit Default Swap Processor - Curve Metrics #6 (100, 101, 102) - Service JSON Credit Default Swap Processor - Curve Metrics #7 (103, 104, 105) - Service JSON Credit Default Swap Processor - Curve Metrics #8 (106, 107, 108) - Service JSON Credit Default Swap Processor - Curve Metrics #9 (109, 110, 111) - Service JSON Credit Default Swap Processor - Curve Metrics #10 (112, 113, 114) - Service JSON Credit Default Swap Processor - Curve Metrics #11 (115, 116) - Service JSON Credit Default Swap Processor - Curve Metrics #12 (117, 118) - Service JSON Credit Default Swap Processor #2 (119) - Service JSON Date Processor (120) IdeaDRIP:
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Jan 19, 2025
Bug Fixes/Re-organization: Samples: - Service JSON Date Processor #1 (1, 2) - Service JSON Date Processor - Is Holiday #1 (3, 4) - Service JSON Date Processor - Is Holiday #2 (5, 6) - Service JSON Date Processor - Is Holiday #3 (7, 8, 9) - Service JSON Date Processor - Adjust Business Days #1 (10, 11, 12) - Service JSON Date Processor - Adjust Business Days #2 (13, 14, 15) - Service JSON Date Processor - Adjust Business Days #3 (16, 17) - Service JSON Date Processor - Adjust Days #1 (18, 10) - Service JSON Date Processor - Adjust Days #2 (20, 21) - Service JSON Date Processor - Adjust Days #3 (22, 23, 24) - Service JSON Date Processor #2 (25, 26, 27) - Service JSON Deposit Processor #1 (28, 29, 30) - Service JSON Deposit Processor - Curve Metrics #1 (31, 32, 33) - Service JSON Deposit Processor - Curve Metrics #2 (34, 35, 36) - Service JSON Deposit Processor - Curve Metrics #3 (37, 38, 39) - Service JSON Deposit Processor - Curve Metrics #4 (40, 41, 42) - Service JSON Deposit Processor - Curve Metrics #5 (43, 44, 45) - Service JSON Deposit Processor - Curve Metrics #6 (46, 47, 48) - Service JSON Deposit Processor - Curve Metrics #7 (49, 50, 51) - Service JSON Deposit Processor - Curve Metrics #8 (52, 53) - Service JSON Deposit Processor #2 (54) - Service JSON Fixed Asset Backed Processor #1 (55, 56, 57) - Service JSON Fixed Asset Backed Processor - Secular Metrics #1 (58, 59, 60) - Service JSON Fixed Asset Backed Processor - Secular Metrics #2 (61, 62, 63) - Service JSON Fixed Asset Backed Processor - Secular Metrics #3 (64, 65, 66) - Service JSON Fixed Asset Backed Processor - Secular Metrics #4 (67, 68, 69) - Service JSON Fixed Asset Backed Processor - Secular Metrics #5 (70, 71, 72) - Service JSON Fixed Asset Backed Processor - Secular Metrics #6 (73, 74, 75) - Service JSON Fixed Asset Backed Processor - Secular Metrics #7 (76, 77, 78) - Service JSON Fixed Asset Backed Processor - Secular Metrics #8 (79, 80, 81) - Service JSON Fixed Asset Backed Processor - Secular Metrics #9 (82, 83, 84) - Service JSON Fixed Asset Backed Processor - Secular Metrics #10 (85, 86, 87) - Service JSON Fixed Asset Backed Processor - Secular Metrics #11 (88, 89, 90) - Service JSON Fixed Asset Backed Processor - Secular Metrics #12 (91, 92, 93) - Service JSON Fixed Asset Backed Processor - Secular Metrics #13 (94, 95, 96) - Service JSON Fixed Asset Backed Processor - Secular Metrics #14 (97, 98, 99) - Service JSON Fixed Asset Backed Processor - Secular Metrics #15 (100, 101, 102) - Service JSON Fixed Asset Backed Processor - Secular Metrics #16 (103, 104, 105) - Service JSON Fixed Asset Backed Processor - Secular Metrics #17 (106, 107, 108) - Service JSON Fixed Asset Backed Processor - Secular Metrics #18 (109, 110, 111) - Service JSON Fixed Asset Backed Processor - Secular Metrics #19 (112, 113) - Service JSON Fixed Asset Backed Processor - Secular Metrics #20 (114, 115) - Service JSON Fixed Asset Backed Processor #2 (116) - Service JSON Fixed Float Processor (117, 118, 119) - Service JSON Fixed Float Processor - Curve Metrics (120) IdeaDRIP:
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Jan 20, 2025
Bug Fixes/Re-organization: Samples: - Service JSON Fixed Float Processor - Curve Metrics #1 (1, 2, 3) - Service JSON Fixed Float Processor - Curve Metrics #2 (4, 5, 6) - Service JSON Fixed Float Processor - Curve Metrics #3 (7, 8, 9) - Service JSON Fixed Float Processor - Curve Metrics #4 (10, 11, 12) - Service JSON Fixed Float Processor - Curve Metrics #5 (13, 14, 15) - Service JSON Fixed Float Processor - Curve Metrics #6 (16, 17, 18) - Service JSON Fixed Float Processor - Curve Metrics #7 (19, 20, 21) - Service JSON Fixed Float Processor - Curve Metrics #8 (22, 23, 24) - Service JSON Fixed Float Processor - Curve Metrics #9 (25, 26, 27) - Service JSON Fixed Float Processor - Curve Metrics #10 (28, 29) - Service JSON Fixed Float Processor - Curve Metrics #11 (30, 31) - Service JSON Fixed Float Processor (32) IdeaDRIP: - Simplex Algorithm (33-37) - Simplex Algorithm - History (38-48) - Simplex Algorithm - Overview (49-78) - Simplex Algorithm - Standard Form (79-110) - Simplex Algorithm - Tableau (111-120)
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- Optimization Simplex Dantzig Solver - Annotations (1, 2, 3) - Optimization Simplex Dantzig Solver - Optimize #1 (4, 5, 6) - Optimization Simplex Dantzig Solver - Optimize #2 (7, 8, 9) - Optimization Simplex Dantzig Solver - Optimize #3 (10, 11) - Optimization Simplex Dantzig Solver - Optimize #4 (12, 13) - Optimization Simplex Canonical Form Builder (14, 15, 16) - List of Linear Expressions #1 (17, 18, 19) - List of Linear Expressions #2 (20, 21, 22) - List of Linear Expressions #3 (23, 24, 25) - LTE Canonical Constraint Builder #1 (26, 27) - LTE Canonical Constraint Builder #2 (28, 29, 30) - LTE Canonical Constraint Builder #3 (31, 32, 33) - LTE Canonical Constraint Builder #4 (34, 35, 36) - LTE Canonical Constraint Builder #5 (37, 38, 39) - LTE Canonical Constraint Builder #6 (40, 41, 42) - LTE Canonical Constraint Builder #7 (43, 44) - Linear Expression Coefficient Negation #1 (45, 46) - Linear Expression Coefficient Negation #2 (47, 48, 49) - Linear Expression Coefficient Negation #3 (50, 51, 52) - Linear Expression Coefficient Negation #4 (53, 54, 55) - Linear Expression Coefficient Negation #5 (56, 57, 58) - GTE Canonical Constraint Builder #1 (59, 60) - GTE Canonical Constraint Builder #2 (61, 62, 63) - GTE Canonical Constraint Builder #3 (64, 65, 66) - GTE Canonical Constraint Builder #4 (67, 68, 69) - GTE Canonical Constraint Builder #5 (70, 71, 72) - GTE Canonical Constraint Builder #6 (73, 74, 75) - GTE Canonical Constraint Builder #7 (76, 77, 78) - GTE Canonical Constraint Builder #8 (79, 80) - EQ Canonical Constraint Builder #1 (81) - EQ Canonical Constraint Builder #2 (82, 82, 84) - EQ Canonical Constraint Builder #3 (85, 86, 87) - EQ Canonical Constraint Builder #4 (88, 89, 90) - EQ Canonical Constraint Builder #5 (91, 92, 93) - EQ Canonical Constraint Builder #6 (94, 95, 96) - EQ Canonical Constraint Builder #7 (97, 98, 99) - EQ Canonical Constraint Builder #8 (100, 101, 101) - EQ Canonical Constraint Builder #9 (103, 104, 105) - Canonical Form Builder - EQ #1 (106, 107, 108) - Canonical Form Builder - EQ #2 (109, 110, 111) - Canonical Form Builder - EQ #3 (112, 113, 114) - Canonical Form Builder - EQ #4 (115) - Canonical Form Builder - GT #1 (116, 117) - Canonical Form Builder - GT #2 (118, 119, 120) Bug Fixes/Re-organization: Samples: IdeaDRIP:
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- Optimization Simplex Tableau Constructor #1 (1, 2, 3) - Optimization Simplex Tableau Constructor #2 (4, 5) - Canonical Constraint Tableau Row #1 (6, 7) - Canonical Constraint Tableau Row #2 (8, 9, 10) - Canonical Constraint Tableau Row #3 (11, 12, 13) - Canonical Constraint Tableau Row #4 (14, 15, 16) - Canonical Constraint Tableau Row #5 (17, 18, 19) - Canonical Polytope Tableau A #1 (20, 21) - Canonical Polytope Tableau A #2 (22, 23, 24) - Canonical Polytope Tableau A #3 (25, 26, 27) - Canonical Polytope Tableau A #4 (28, 29, 30) - Canonical Polytope Tableau A #5 (31, 32, 33) - Linear Expression Coefficient Array #1 (34, 35) - Linear Expression Coefficient Array #2 (36, 37) - Canonical Constraint JSON Form #1 (38, 39) - Canonical Constraint JSON Form #2 (40, 41, 42) - Canonical Constraint JSON Form #3 (43, 44) - Canonical Form Constraint Addition #1 (45, 46, 47) - Canonical Form Constraint Addition #2 (48, 49, 50) - Canonical Form Constraint Addition #3 (51, 52, 53) - Canonical Form Constraint Addition #4 (54, 55, 56) - Canonical Form Constraint Addition #5 (57, 58, 59) - Canonical Form Constraint Addition #6 (60, 61, 62) - Canonical Form Constraint Addition #7 (63, 64, 65) - Canonical Form Constraint Addition #8 (66, 67, 68) - Canonical Form Constraint Addition #9 (69, 70, 71) - Canonical Constraint Form Builder #1 (72, 73) - Canonical Constraint Form Builder #2 (74, 75) - Canonical Constraint Form Builder #3 (76, 77, 78) - Canonical Constraint Form Builder #4 (79, 80, 81) - Canonical Constraint Form Builder Constructor (82, 83, 84) - Canonical Constraint Form Builder Run (85, 86, 87) - Canonical Polytope To String #1 (88, 89, 90) - Canonical Polytope To String #2 (91, 92, 93) - Canonical Form To String #1 (94, 95) - Canonical Form To String #2 (96, 97) - Canonical Constraint Form Builder #5 (98) - Canonical Constraint Form Builder #6 (99, 100) - Canonical Constraint Form Builder #7 (101, 102) - Canonical Constraint Form Builder #8 (103, 104, 105) - Canonical Constraint Form Builder #9 (106, 107, 108) Bug Fixes/Re-organization: Samples: - Canonical Form Constructor #1 (109, 110, 111) - Canonical Form Constructor #2 (112, 113, 114) - Canonical Form Constructor #3 (115, 116, 117) - Canonical Form Constructor #4 (118, 119, 120) IdeaDRIP:
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Bug Fixes/Re-organization: Samples: - Canonical Form Constructor #1 (1, 2, 3) - Canonical Form Constructor #2 (4, 5, 6) - Canonical Form Constructor #3 (7, 8, 9) - Canonical Form Constructor #4 (10, 11, 12) - Canonical Form Constructor #5 (13, 14, 15) - Canonical Form Constructor #6 (16, 17, 18) - Canonical Form Constructor #7 (19, 20, 21) - Canonical Form Constructor #8 (22, 23, 24) - Canonical Form Constructor #9 (25, 26, 27) - Canonical Form Constructor #10 (28, 29, 30) - Canonical Form Constructor #11 (31, 32, 33) - Canonical Form Constructor #12 (34, 35, 36) - Canonical Form Constructor #13 (37, 38, 49) - Canonical Form Constructor #14 (40, 41, 42) - Canonical Form Constructor #15 (43, 44, 45) - Canonical Form Constructor #16 (46, 47, 48) - Canonical Form Constructor #17 (49, 50, 51) - Canonical Form Constructor #18 (52, 53, 54) - Canonical Form Constructor #19 (55, 56, 57) - Canonical Form Constructor #20 (58, 59, 60) - Canonical Form Constructor #21 (61, 62, 63) - Canonical Form Constructor #22 (64, 65, 66) - Canonical Form Constructor #23 (67, 68, 69) - Canonical Form Constructor #24 (70, 71, 72) - Canonical Form Constructor #25 (73, 74, 75) - Canonical Form Constructor #26 (76, 77, 78) - Canonical Form Constructor #27 (79, 80, 81) - Canonical Form Constructor #28 (82, 83, 84) - Canonical Form Constructor #29 (85, 86, 87) - Canonical Form Constructor #30 (88, 89, 90) - Canonical Form Constructor #31 (91, 92, 93) - Canonical Form Constructor #32 (94, 95) - Canonical Form Tableau C #1 (96, 97, 98) - Canonical Form Tableau C #2 (99, 100, 101) - Canonical Form Tableau C #3 (102, 103) - Canonical Form Constructor #33 (104, 105) - Canonical Form Constructor #34 (106, 107, 108) - Canonical Form Constructor #35 (109, 110, 111) - Canonical Form Constructor #36 (112, 113, 114) - Canonical Polytope Constraint Count #1 (115, 116) - Canonical Polytope Constraint Count #2 (117, 118) - Canonical Form Full Simplex Tableau (119, 120) IdeaDRIP:
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MarketPath holds the Vertex Market Realizations at the Trajectory Vertexes along the Path of a Simulation. The References are:
Burgard, C., and M. Kjaer (2013): Funding Strategies, Funding Costs Risk 24 (12) 82-87
Burgard, C., and M. Kjaer (2014): PDE Representations of Derivatives with Bilateral Counter-party Risk and Funding Costs Journal of Credit Risk 7 (3) 1-19
Burgard, C., and M. Kjaer (2014): In the Balance Risk 24 (11) 72-75
Gregory, J. (2009): Being Two-faced over Counter-party Credit Risk Risk 20 (2) 86-90
Piterbarg, V. (2010): Funding Beyond Discounting: Collateral Agreements and Derivatives Pricing Risk 21 (2) 97-102
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