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	- 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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578 changes: 578 additions & 0 deletions ReleaseNotes/05_14_2018.txt

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111 changes: 111 additions & 0 deletions src/main/java/org/drip/coverage/analytics/CashFlow.java
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package org.drip.coverage.analytics;

import org.drip.sample.cashflow.AmortizingBondPeriods;
import org.drip.sample.cashflow.DepositPeriods;
import org.drip.sample.cashflow.EOSBondPeriods;
import org.drip.sample.cashflow.FRAMarketPeriods;
import org.drip.sample.cashflow.FRAStandardPeriods;
import org.drip.sample.cashflow.FixFloatInAdvanceIMMPeriods;
import org.drip.sample.cashflow.FixFloatInAdvancePeriods;
import org.drip.sample.cashflow.FixFloatInArrearsIMMPeriods;
import org.drip.sample.cashflow.FixFloatInArrearsPeriods;
import org.drip.sample.cashflow.FixedCouponBondPeriods;
import org.drip.sample.cashflow.FloatingCouponBondPeriods;
import org.drip.sample.cashflow.ForwardRateFuturePeriods;
import org.drip.sample.cashflow.InAdvanceLongTenorPeriods;
import org.drip.sample.cashflow.InAdvanceShortTenorPeriods;
import org.drip.sample.cashflow.InArrearsLongTenorPeriods;
import org.drip.sample.cashflow.InArrearsShortTenorPeriods;

import org.junit.Test;

/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/

/*!
* Copyright (C) 2018 Lakshmi Krishnamurthy
* Copyright (C) 2017 Lakshmi Krishnamurthy
*
* This file is part of DRIP, a free-software/open-source library for buy/side financial/trading model
* libraries targeting analysts and developers
* https://lakshmidrip.github.io/DRIP/
*
* DRIP is composed of four main libraries:
*
* - DRIP Fixed Income - https://lakshmidrip.github.io/DRIP-Fixed-Income/
* - DRIP Asset Allocation - https://lakshmidrip.github.io/DRIP-Asset-Allocation/
* - DRIP Numerical Optimizer - https://lakshmidrip.github.io/DRIP-Numerical-Optimizer/
* - DRIP Statistical Learning - https://lakshmidrip.github.io/DRIP-Statistical-Learning/
*
* - DRIP Fixed Income: Library for Instrument/Trading Conventions, Treasury Futures/Options,
* Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA
* Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV
* Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM
* Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.
*
* - DRIP Asset Allocation: Library for model libraries for MPT framework, Black Litterman Strategy
* Incorporator, Holdings Constraint, and Transaction Costs.
*
* - DRIP Numerical Optimizer: Library for Numerical Optimization and Spline Functionality.
*
* - DRIP Statistical Learning: Library for Statistical Evaluation and Machine Learning.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
*
* You may obtain a copy of the License at
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
*
* See the License for the specific language governing permissions and
* limitations under the License.
*/

/**
* CashFlow holds the JUnit Code Coverage Tests for the Cash Flow Analytics Module.
*
* @author Lakshmi Krishnamurthy
*/

public class CashFlow
{
@Test public void codeCoverageTest() throws Exception
{
AmortizingBondPeriods.main (null);

DepositPeriods.main (null);

EOSBondPeriods.main (null);

FixedCouponBondPeriods.main (null);

FixFloatInAdvanceIMMPeriods.main (null);

FixFloatInAdvancePeriods.main (null);

FixFloatInArrearsIMMPeriods.main (null);

FixFloatInArrearsPeriods.main (null);

FloatingCouponBondPeriods.main (null);

ForwardRateFuturePeriods.main (null);

FRAMarketPeriods.main (null);

FRAStandardPeriods.main (null);

InAdvanceLongTenorPeriods.main (null);

InAdvanceShortTenorPeriods.main (null);

InArrearsLongTenorPeriods.main (null);

InArrearsShortTenorPeriods.main (null);
}
}
78 changes: 78 additions & 0 deletions src/main/java/org/drip/coverage/analytics/Date.java
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package org.drip.coverage.analytics;

import org.drip.sample.date.CalendarAPI;
import org.drip.sample.date.DateRollAPI;
import org.drip.sample.date.DayCountAPI;
import org.drip.sample.date.FliegelvanFlandernJulian;
import org.drip.sample.date.IMMRollAPI;

import org.junit.Test;

/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/

/*!
* Copyright (C) 2018 Lakshmi Krishnamurthy
* Copyright (C) 2017 Lakshmi Krishnamurthy
*
* This file is part of DRIP, a free-software/open-source library for buy/side financial/trading model
* libraries targeting analysts and developers
* https://lakshmidrip.github.io/DRIP/
*
* DRIP is composed of four main libraries:
*
* - DRIP Fixed Income - https://lakshmidrip.github.io/DRIP-Fixed-Income/
* - DRIP Asset Allocation - https://lakshmidrip.github.io/DRIP-Asset-Allocation/
* - DRIP Numerical Optimizer - https://lakshmidrip.github.io/DRIP-Numerical-Optimizer/
* - DRIP Statistical Learning - https://lakshmidrip.github.io/DRIP-Statistical-Learning/
*
* - DRIP Fixed Income: Library for Instrument/Trading Conventions, Treasury Futures/Options,
* Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA
* Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV
* Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM
* Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.
*
* - DRIP Asset Allocation: Library for model libraries for MPT framework, Black Litterman Strategy
* Incorporator, Holdings Constraint, and Transaction Costs.
*
* - DRIP Numerical Optimizer: Library for Numerical Optimization and Spline Functionality.
*
* - DRIP Statistical Learning: Library for Statistical Evaluation and Machine Learning.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
*
* You may obtain a copy of the License at
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
*
* See the License for the specific language governing permissions and
* limitations under the License.
*/

/**
* Date holds the JUnit Code Coverage Tests for the Date Analytics Module.
*
* @author Lakshmi Krishnamurthy
*/

public class Date
{
@Test public void codeCoverageTest() throws Exception
{
CalendarAPI.main (null);

DateRollAPI.main (null);

DayCountAPI.main (null);

FliegelvanFlandernJulian.main (null);

IMMRollAPI.main (null);
}
}
8 changes: 8 additions & 0 deletions src/main/java/org/drip/coverage/analytics/package-info.java
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/**
* Analytics Module Code Coverage Estimation Suite
*
* @author Lakshmi Krishnamurthy
*/

package org.drip.coverage.analytics;
78 changes: 78 additions & 0 deletions src/main/java/org/drip/coverage/dynamics/HJM.java
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package org.drip.coverage.dynamics;

import org.drip.sample.hjm.G2PlusPlusDynamics;
import org.drip.sample.hjm.MultiFactorDynamics;
import org.drip.sample.hjm.MultiFactorQMDynamics;
import org.drip.sample.hjm.PrincipalComponentDynamics;
import org.drip.sample.hjm.PrincipalComponentQMDynamics;

import org.junit.Test;

/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/

/*!
* Copyright (C) 2018 Lakshmi Krishnamurthy
* Copyright (C) 2017 Lakshmi Krishnamurthy
*
* This file is part of DRIP, a free-software/open-source library for buy/side financial/trading model
* libraries targeting analysts and developers
* https://lakshmidrip.github.io/DRIP/
*
* DRIP is composed of four main libraries:
*
* - DRIP Fixed Income - https://lakshmidrip.github.io/DRIP-Fixed-Income/
* - DRIP Asset Allocation - https://lakshmidrip.github.io/DRIP-Asset-Allocation/
* - DRIP Numerical Optimizer - https://lakshmidrip.github.io/DRIP-Numerical-Optimizer/
* - DRIP Statistical Learning - https://lakshmidrip.github.io/DRIP-Statistical-Learning/
*
* - DRIP Fixed Income: Library for Instrument/Trading Conventions, Treasury Futures/Options,
* Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA
* Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV
* Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM
* Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.
*
* - DRIP Asset Allocation: Library for model libraries for MPT framework, Black Litterman Strategy
* Incorporator, Holdings Constraint, and Transaction Costs.
*
* - DRIP Numerical Optimizer: Library for Numerical Optimization and Spline Functionality.
*
* - DRIP Statistical Learning: Library for Statistical Evaluation and Machine Learning.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
*
* You may obtain a copy of the License at
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
*
* See the License for the specific language governing permissions and
* limitations under the License.
*/

/**
* HJM holds the JUnit Code Coverage Tests for the HJM Dynamics Module.
*
* @author Lakshmi Krishnamurthy
*/

public class HJM
{
@Test public void codeCoverageTest() throws Exception
{
G2PlusPlusDynamics.main (null);

MultiFactorDynamics.main (null);

MultiFactorQMDynamics.main (null);

PrincipalComponentDynamics.main (null);

PrincipalComponentQMDynamics.main (null);
}
}
75 changes: 75 additions & 0 deletions src/main/java/org/drip/coverage/dynamics/HullWhite.java
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@@ -0,0 +1,75 @@

package org.drip.coverage.dynamics;

import org.drip.sample.hullwhite.EvolutionMetrics;
import org.drip.sample.hullwhite.ShortRateDynamics;
import org.drip.sample.hullwhite.TrinomialTreeCalibration;
import org.drip.sample.hullwhite.TrinomialTreeEvolution;

import org.junit.Test;

/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/

/*!
* Copyright (C) 2018 Lakshmi Krishnamurthy
* Copyright (C) 2017 Lakshmi Krishnamurthy
*
* This file is part of DRIP, a free-software/open-source library for buy/side financial/trading model
* libraries targeting analysts and developers
* https://lakshmidrip.github.io/DRIP/
*
* DRIP is composed of four main libraries:
*
* - DRIP Fixed Income - https://lakshmidrip.github.io/DRIP-Fixed-Income/
* - DRIP Asset Allocation - https://lakshmidrip.github.io/DRIP-Asset-Allocation/
* - DRIP Numerical Optimizer - https://lakshmidrip.github.io/DRIP-Numerical-Optimizer/
* - DRIP Statistical Learning - https://lakshmidrip.github.io/DRIP-Statistical-Learning/
*
* - DRIP Fixed Income: Library for Instrument/Trading Conventions, Treasury Futures/Options,
* Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA
* Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV
* Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM
* Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.
*
* - DRIP Asset Allocation: Library for model libraries for MPT framework, Black Litterman Strategy
* Incorporator, Holdings Constraint, and Transaction Costs.
*
* - DRIP Numerical Optimizer: Library for Numerical Optimization and Spline Functionality.
*
* - DRIP Statistical Learning: Library for Statistical Evaluation and Machine Learning.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
*
* You may obtain a copy of the License at
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
*
* See the License for the specific language governing permissions and
* limitations under the License.
*/

/**
* HullWhite holds the JUnit Code Coverage Tests for the Hull White Dynamics Module.
*
* @author Lakshmi Krishnamurthy
*/

public class HullWhite
{
@Test public void codeCoverageTest() throws Exception
{
EvolutionMetrics.main (null);

ShortRateDynamics.main (null);

TrinomialTreeCalibration.main (null);

TrinomialTreeEvolution.main (null);
}
}
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