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02_05_2019.txt
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Features:
- Basel III Balance Sheet Funding (7, 8)
- Balance Sheet Capital Tier 1 Ratio (15, 16)
Bug Fixes/Clean-up:
Samples:
- US SIFI Compliance #1 (1, 2)
- US SIFI Compliance #2 (3, 4)
- US SIFI Compliance #3 (5, 6)
- US SIFI Compliance #4 (9, 10)
- US SIFI Compliance #5 (11, 12)
- US SIFI Compliance #6 (13, 14)
- US SIFI Compliance #7 (17, 18)
- US SIFI Compliance #8 (19, 20)
- US SIFI Compliance #9 (21, 22)
- US SIFI Compliance #10 (23, 24)
- US SIFI Compliance #11 (25, 26)
- US SIFI Compliance #12 (27, 28)
- US SIFI Compliance #13 (29, 30)
- US SIFI Compliance #14 (31, 32)
- US SIFI Compliance #15 (33, 34)
- US SIFI Compliance #16 (35, 36)
- US SIFI Compliance #17 (37, 38)
- US SIFI Compliance #18 (39, 40)
- US SIFI Compliance #19 (41, 42)
- Dual CAD 3M6M USD 3M6M (43, 44, 45)
- Dual CCBS Discount Curve (46, 47, 48)
- Dual CCBS Forward Curve (49, 50, 51)
- Dual CHF 3M6M USD 3M6M (52, 53, 54)
- Dual DKK 3M6M USD 3M6M (55, 56, 57)
- Dual EUR 3M6M USD 3M6M (58, 59, 60)
- Dual GBP 3M6M USD 3M6M (61, 62, 63)
- Dual JPY 3M6M USD 3M6M (64, 65, 66)
- Dual NOK 3M6M USD 3M6M (67, 68, 69)
- Dual PLN 3M6M USD 3M6M (70, 71, 72)
- Dual SEK 3M6M USD 3M6M (73, 74, 75)
- Dual (76, 77, 78)
- Efron Stein Bounded Markovitz Bullet (79, 80, 81)
- Efron Stein Long Only Markovitz Bullet (82, 83, 84)
- Efron Stein Unbounded Markovitz Bullet (85, 86, 87)
- Efron Stein Unbounded Markovitz Bullet Explicit (88, 89, 90)
- Efron Stein (91, 92, 93)