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Copy path05_18_2022.txt
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05_18_2022.txt
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Features:
- Sensitivity Aggregate IR - Margin Covariance OIS LIBOR 1M (1)
- Sensitivity Aggregate IR - Margin Covariance OIS LIBOR 3M (2)
- Sensitivity Aggregate IR - Margin Covariance OIS LIBOR 6M (3)
- Sensitivity Aggregate IR - Margin Covariance OIS LIBOR 12M (4)
- Sensitivity Aggregate IR - Margin Covariance OIS MUNICIPAL (5)
- Sensitivity Aggregate IR - Margin Covariance LIBOR 1M PRIME (6)
- Sensitivity Aggregate IR - Margin Covariance LIBOR 1M LIBOR 1M (7)
- Sensitivity Aggregate IR - Margin Covariance LIBOR 1M LIBOR 3M (8)
- Sensitivity Aggregate IR - Margin Covariance LIBOR 1M LIBOR 6M (9)
- Sensitivity Aggregate IR - Margin Covariance LIBOR 1M LIBOR 12M (10)
- Sensitivity Aggregate IR - Margin Covariance LIBOR 1M MUNICIPAL (11)
- Sensitivity Aggregate IR - Margin Covariance LIBOR 3M PRIME (12)
- Sensitivity Aggregate IR - Margin Covariance LIBOR 3M LIBOR 3M (13)
- Sensitivity Aggregate IR - Margin Covariance LIBOR 3M LIBOR 6M (14)
- Sensitivity Aggregate IR - Margin Covariance LIBOR 3M LIBOR 12M (15)
- Sensitivity Aggregate IR - Margin Covariance LIBOR 3M MUNICIPAL (16)
- Sensitivity Aggregate IR - Margin Covariance LIBOR 6M PRIME (17)
- Sensitivity Aggregate IR - Margin Covariance LIBOR 6M LIBOR 6M (18)
- Sensitivity Aggregate IR - Margin Covariance LIBOR 6M LIBOR 12M (19)
- Sensitivity Aggregate IR - Margin Covariance LIBOR 6M MUNICIPAL (20)
- Sensitivity Aggregate IR - Margin Covariance LIBOR 12M PRIME (21)
- Sensitivity Aggregate IR - Margin Covariance LIBOR 12M LIBOR 12M (22)
- Sensitivity Aggregate IR - Margin Covariance LIBOR 12M MUNICIPAL (23)
- Sensitivity Aggregate IR - Margin Covariance MUNICIPAL MUNICIPAL (24)
- Sensitivity Aggregate IR - Cumulative Margin Covariance (25)
- Sensitivity Aggregate IR - Cumulative Margin (26)
- Sensitivity Aggregate IR - Cumulative Margin Sensitivity (27)
- Bucket Curvature Settings - Tenor Scaling Factor (28, 29)
- Bucket Curvature Settings - ISDA (30)
- Bucket Curvature Settings - ISDA EQ 2.0 (31)
- Bucket Curvature Settings - ISDA EQ 2.1 (32)
- Bucket Curvature Settings - ISDA CT 2.0 (33)
- Bucket Curvature Settings - ISDA CT 2.1 (34)
- Bucket Curvature Settings - ISDA FX 2.0 (35)
- Bucket Curvature Settings - ISDA FX 2.1 (36)
- Bucket Curvature Settings - Constructor (37)
- Bucket Curvature Settings - Vega Risk Factor (38)
- Bucket Curvature Settings - Risk Weight (39)
- Bucket Curvature Settings CR - Tenor Scaling Factor Map (40, 41, 42)
- Bucket Curvature Settings CR - ISDA CRA 2.0 (43)
- Bucket Curvature Settings CR - ISDA CRQ 2.1 (44)
- Bucket Curvature Settings CR - ISDA CRNQ 2.0 (45)
- Bucket Curvature Settings CR - ISDA CRNQ 2.1 (46)
- Bucket Curvature Settings CR - Constructor (47)
- Bucket Curvature Settings CR - Tenor Risk Weight (48)
- Bucket Curvature Settings IR - Tenor Scaling Factor Map (49, 50)
- Bucket Curvature Settings IR - ISDA 2.0 (51)
- Bucket Curvature Settings IR - ISDA 2.1 (52)
- Bucket Curvature Settings IR - Constructor (53)
- Bucket Curvature Settings IR - OIS Tenor Risk Weight (54)
- Bucket Curvature Settings IR - LIBOR 1M Tenor Risk Weight (55)
- Bucket Curvature Settings IR - LIBOR 3M Tenor Tisk Weight (56)
- Bucket Curvature Settings IR - LIBOR 6M Tenor Risk Weight (57)
- Bucket Curvature Settings IR - LIBOR 12M Tenor Risk Weight (58)
- Bucket Curvature Settings IR - PRIME Risk Weight (59)
- Bucket Curvature Settings IR - MUNICIPAL Risk Weight (60)
Bug Fixes/Re-organization:
Samples:
IdeaDRIP: