XVA Set Netting Group Specification #13

lakshmiDRIP · 2018-01-17T03:06:03Z

NettingGroupSpecification contains the Specification of a Netting Group. The References are:

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
Li, B., and Y. Tang (2007): Quantitative Analysis, Derivatives Modeling, and Trading Strategies in the Presence of Counter-party Credit Risk for the Fixed Income Market World Scientific Publishing Singapore
Piterbarg, V. (2010): Funding Beyond Discounting: Collateral Agreements and Derivatives Pricing Risk 21 (2) 97-102

- 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)

- 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)

- 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)

- 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)

- 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)

- 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)

- 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)

- 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)

- 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)

- 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)

- 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)

- 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)

- Risk Class Residual SBA Variance (28, 29) - Risk Class Delta SBA Variance (30) - Core Delta SBA Margin Variance (31, 32) - Residual Delta SBA Margin Variance (33, 34) - Risk Class Delta SBA Margin (35) - CT Risk Class Sensitivity Settings (49, 50) - Community Bucket Delta Risk Weight (59) Bug Fixes/Clean-up: - Clean Up EQ Sensitivity Helpers (47, 48) Samples: - Equity Delta Margin Estimate Shell (1, 2) - Equity Delta Margin Sensitivity #1 (3, 4) - Equity Delta Margin Sensitivity #2 (5, 6) - Equity Risk Factor Delta #1 (7, 8) - Equity Risk Factor Delta #2 (9, 10) - Equity Risk Factor Bucket Delta (11, 12) - Equity Delta Risk Margin (13) - Risk Factor Sensitivity Map #1 (14, 15) - Risk Factor Sensitivity Map #2 (16, 17) - Risk Factor Sensitivity Map #3 (18, 19) - Bucket Risk Factor Sensitivity #3 (20) - Bucket Risk Factor Sensitivity #4 (21) - Bucket Risk Factor Sensitivity #5 (22) - Bucket Risk Factor Sensitivity #6 (23) - Bucket Risk Factor Sensitivity #7 (24) - Bucket Risk Factor Sensitivity #8 (25) - Equity Delta Margin Core Buckets (26, 27) - FX Delta Margin Components #1 (36, 37) - FX Delta Margin Components #2 (38, 39) - EQ Delta Margin Components #1 (40, 41) - EQ Delta Margin Components #2 (42, 43) - Bucket Risk Factor Sensitivity #9 (44, 45) - Bucket Risk Factor Sensitivity #10 (46) - EQ Risk Factor Sensitivity #11 (51, 52) - EQ Risk Factor Sensitivity #12 (53, 54) - EQ Risk Factor Sensitivity #13 (55, 56) - EQ Risk Factor Sensitivity #14 (57, 58) - Community Delta Margin Shell (60)

- Sensitivity Index Integer -> String #1 (25, 26) - Sensitivity Index Integer -> String #2 (27, 28) - Municipal Tenor Risk Weight Settings (43) - LIBOR 12M Tenor Risk Weight (44) - PRIME Tenor Risk Weight Settings (45) - LIBOR 6M Tenor Risk Weight (46) - LIBOR 3M Tenor Risk Weight (47) - LIBOR 1M Tenor Risk Weight (48) - OIS Tenor Risk Weight Settings (49, 50) Bug Fixes/Clean-up: - Bucket Risk Factor Aggregate Map (25) - Bucket Leaf Risk Factor Aggregate (34, 35, 36) - IR Curve Tenor Settings Rename (37) - IR Risk Class Sensitivity Settings (38) - IR Bucket Sensitivity Settings #1 (39, 40) - IR Bucket Sensitivity Settings #2 (41, 42) - IR Class Sensitivity Settings Rename (51) - IR Cross Currency Bucket Correlation (52) - IR Bucket Sensitivity Settings Map (53) - Eliminate Product Tenor Sensitivity Settings (54) - Eliminate Product Flat Sensitivity Settings (55) - IR Net Sensitivity Factor Aggregate (56) - Risk Factor Sensitivity Margin #1 (57, 58) - Risk Factor Sensitivity Margin #2 (59, 60) - Risk Factor Sensitivity Margin #3 (61, 62) Samples: - CT Delta Margin Shell (1) - Add Bucket Risk Factor Sensitivity (2) - Bucket Risk Factor Sensitivity Map (3) - Risk Factor Sensitivity Bucket #1 (4) - Risk Factor Sensitivity Bucket #2 (5) - Risk Factor Sensitivity Bucket #3 (6) - Risk Factor Sensitivity Bucket #4 (7) - Risk Factor Sensitivity Bucket #5 (8) - Risk Factor Sensitivity Bucket #6 (9) - Risk Factor Sensitivity Bucket #7 (10) - Risk Factor Sensitivity Bucket #8 (11) - Risk Factor Sensitivity Bucket #9 (12) - Risk Factor Sensitivity Bucket #10 (13) - Risk Factor Sensitivity Bucket #11 (14) - Risk Factor Sensitivity Bucket #12 (15) - Risk Factor Sensitivity Bucket #13 (16) - Risk Factor Sensitivity Bucket #14 (17) - Risk Factor Sensitivity Bucket #15 (18) - Risk Factor Sensitivity Bucket #16 (19) - Risk Factor Sensitivity Bucket #17 (20) - CT Delta Margin Estimate #1 (21, 22) - CT Delta Margin Estimate #2 (23, 24) - CT Delta Margin Estimate #3 (29, 30) - EQ Delta Margin Estimate (31, 32) - FX Delta Margin Estimate (33)

Bug Fixes/Clean-up: - IR Factor Margin Aggregate #1 (1, 2) - IR Factor Margin Aggregate #2 (3, 4) - IR Factor Margin Aggregate #3 (5, 6) - IR Factor Margin Aggregate #4 (7, 8) - IR Factor Margin Aggregate #5 (9, 10) - IR Factor Margin Aggregate #6 (11, 12) - IR Factor Margin Aggregate #7 (13, 14) - IR Factor Margin Aggregate #8 (15, 16) - IR Factor Margin Aggregate #9 (17, 18) - IR Factor Margin Aggregate #10 (19, 20) - IR Factor Margin Aggregate #11 (21, 22) - IR Factor Margin Aggregate #12 (23, 24) - IR Factor Margin Aggregate #13 (25, 26) - IR Factor Margin Aggregate #14 (27, 28) - IR Factor Margin Aggregate #15 (29, 30) - IR Factor Margin Aggregate #16 (31, 32) - IR Factor Margin Aggregate #17 (33, 34) - IR Factor Margin Aggregate #18 (35, 36) - IR Factor Margin Aggregate #19 (37, 38) - IR Factor Margin Aggregate #20 (39, 40) - IR Factor Margin Aggregate #21 (41, 42) - IR Factor Margin Aggregate #22 (43, 44) - IR Factor Margin Aggregate #23 (45, 46) - IR Factor Margin Aggregate #24 (47, 48) - IR Factor Margin Aggregate #25 (49, 50) - IR Factor Margin Aggregate #26 (51, 52) - IR Factor Margin Aggregate #27 (53, 54) - IR Factor Margin Aggregate #28 (55, 56) - IR Factor Margin Aggregate #29 (57, 58) Samples:

Bug Fixes/Clean-up: - IR Factor Sensitivity Margin #1 (1, 2) - IR Factor Sensitivity Margin #2 (3, 4) - IR Factor Sensitivity Margin #3 (5, 6) - IR Factor Sensitivity Margin #4 (7, 8) - IR Factor Sensitivity Margin #5 (9, 10) - IR Factor Sensitivity Margin #6 (11, 12) - IR Factor Sensitivity Margin #7 (13, 14) - IR Factor Sensitivity Margin #8 (15, 16) - IR Factor Sensitivity Margin #9 (17, 18) - IR Factor Sensitivity Margin #10 (19, 20) - IR Factor Sensitivity Margin #11 (21, 22) - IR Factor Sensitivity Margin #12 (23, 24) - IR Factor Sensitivity Margin #13 (25, 26) - IR Factor Sensitivity Margin #14 (27, 28) - IR Margin Covariance Delta Aggregate (29) - Delta Margin Covariance OIS OIS (30, 31) - Delta Margin Covariance OIS PRIME (32) - Delta Margin Covariance OIS LIBOR1M (33) - Delta Margin Covariance OIS LIBOR3M (34) - Delta Margin Covariance OIS LIBOR6M (35) - Delta Margin Covariance OIS LIBOR12M (36) - Delta Margin Covariance OIS MUNICIPAL (37) - Delta Margin Covariance LIBOR1M PRIME (38) - Delta Margin Covariance LIBOR1M LIBOR1M (39) - Delta Margin Covariance LIBOR1M LIBOR3M (40) - Delta Margin Covariance LIBOR1M LIBOR6M (41) - Delta Margin Covariance LIBOR1M LIBOR12M (42) - Delta Margin Covariance LIBOR1M MUNICIPAL (43) - Delta Margin Covariance LIBOR3M PRIME (44) - Delta Margin Covariance LIBOR3M MUNICIPAL (45) - Delta Margin Covariance LIBOR3M LIBOR3M (46) - Delta Margin Covariance LIBOR3M LIBOR6M (47) - Delta Margin Covariance LIBOR3M LIBOR12M (48) - Delta Margin Covariance LIBOR6M PRIME (49) - Delta Margin Covariance LIBOR6M LIBOR6M (50) - Delta Margin Covariance LIBOR6M LIBOR12M (51) - Delta Margin Covariance LIBOR6M MUNICIPAL (52) - Delta Margin Covariance LIBOR12M PRIME (53) - Delta Margin Covariance LIBOR12M LIBOR12M (54) - Delta Margin Covariance LIBOR12M MUNICIPAL (55) - Delta Margin Covariance PRIME PRIME (56) - Delta Margin Covariance PRIME MUNICIPAL (57) - Delta Margin Covariance MUNICIPAL MUNICIPAL (58) - IR Delta Cumulative Margin Covariance (59) - Eliminate IR Concentration Risk Factor (60) Samples:

Bug Fixes/Clean-up: - Bucket IR Sensitivity Revamp #1 (1, 2) - Bucket IR Sensitivity Revamp #2 (3, 4) - Bucket IR Sensitivity Revamp #3 (5, 6) - Bucket IR Sensitivity Revamp #4 (7, 8) - Bucket IR Sensitivity Revamp #5 (9, 10) - Bucket IR Sensitivity Revamp #6 (11, 12) - Bucket IR Sensitivity Revamp #7 (13, 14) - Bucket IR Sensitivity Revamp #8 (15, 16) - Bucket IR Sensitivity Revamp #9 (17, 18) - Bucket IR Sensitivity Revamp #10 (19, 20) - Bucket IR Sensitivity Revamp #11 (21, 22) - Bucket IR Sensitivity Revamp #12 (23, 24) - Risk Factor Tenor Sensitivity #1 (25, 26) - Risk Factor Tenor Sensitivity #2 (27, 28) - Risk Factor Tenor Sensitivity #3 (29) - Bucket IR Sensitivity Revamp #13 (30, 31) - Bucket IR Sensitivity Revamp #14 (32, 33) - Bucket IR Sensitivity Revamp #15 (34, 35) - Bucket Delta Tenor Sensitivity Settings (36, 37) - Bucket IR Sensitivity Revamp #16 (38, 39) - Bucket IR Sensitivity Revamp #17 (40, 41) - Bucket IR Sensitivity Revamp #18 (42, 43) - Bucket IR Sensitivity Revamp #19 (44) - Bucket IR Sensitivity Revamp #20 (45, 46) - Bucket IR Sensitivity Revamp #21 (47, 48) - Bucket IR Sensitivity Revamp #22 (49, 50) - Bucket IR Sensitivity Revamp #23 (51, 52) - Bucket IR Sensitivity Revamp #24 (53, 54) - Bucket IR Sensitivity Revamp #25 (55, 56) - IR Currency Bucket Sensitivity Settings (57, 58) - Risk Factor Aggregate IR Clean (59) - Bucket Sensitivity IR Factor Aggregate (60) Samples:

- Risk Factor Margin Aggregate IR (1) - Risk Factor Aggregate IR Incorporate (2, 3) Bug Fixes/Clean-up: - Eliminate SIMM IR Factor Aggregate (4, 5) - IR Risk Factor Delta Margin (33) Samples: - IR Tenor Sensitivity #1 (6, 7) - IR Tenor Sensitivity #2 (8, 9) - Bucket Sensitivity IR Delta Margin (10, 11) - Risk Factor Tenor Sensitivity #1 (12, 13) - Risk Factor Tenor Sensitivity #2 (14, 15) - Risk Factor Tenor Sensitivity #3 (16, 17) - Risk Factor Tenor Sensitivity #4 (18, 19) - Risk Factor Tenor Sensitivity #5 (20, 21) - Risk Factor Tenor Sensitivity #6 (22, 23) - Risk Factor Tenor Sensitivity #7 (24, 25) - Risk Factor Tenor Sensitivity #8 (26, 27) - Risk Factor Tenor Sensitivity #9 (28, 29, 30) - Bucket Sensitivity Setting IR (31, 32) - Delta Margin Covariance Entry #1 (34, 35) - Delta Margin Covariance Entry #2 (36, 37) - Delta Margin Covariance Entry #3 (38, 39) - Delta Margin Covariance Entry #4 (40, 41) - Delta Margin Covariance Entry #5 (42, 43) - Delta Margin Covariance Entry #6 (44, 45) - Delta Margin Covariance Entry #7 (46, 47) - Delta Margin Covariance Entry #8 (48, 49) - Delta Margin Covariance Entry #9 (50, 51) - Delta Margin Covariance Entry #10 (52, 53) - Delta Margin Covariance Entry #11 (54, 55) - Delta Margin Covariance Entry #12 (56, 57) - Delta Margin Covariance Entry #13 (58, 59) - Delta Margin Covariance Entry #14 (60)

- Risk Class Sensitivity - Constructor Annotation (1, 2, 3) - Risk Class Sensitivity IR - Shell (4) - Risk Class Sensitivity IR - Delta (5) - Risk Class Sensitivity IR - Vega (6) - Risk Class Sensitivity IR - Constructor (7, 8, 9) Bug Fixes/Clean-up: - Risk Measure Sensitivity Eliminate Delta (23, 24) - IR Bucket Sensitivity Delta #1 (25, 26) - IR Bucket Sensitivity Delta #2 (27, 28) - IR Bucket Sensitivity Delta #3 (29, 30) - IR Bucket Sensitivity Delta #4 (31, 32) - IR Bucket Sensitivity Delta #5 (33, 34) - IR Bucket Sensitivity Delta #6 (35, 36) - IR Bucket Sensitivity Delta #7 (37, 38) - IR Bucket Sensitivity Delta #8 (39, 40) - IR Bucket Sensitivity Delta #9 (41, 42) - IR Bucket Sensitivity Delta #10 (43, 44) - IR Bucket Sensitivity Delta #11 (45, 46) - IR Bucket Sensitivity Delta #12 (47, 48) - IR Bucket Sensitivity Delta #13 (49, 50) - IR Bucket Sensitivity Delta #14 (51, 52) - IR Bucket Sensitivity Delta #15 (53, 54) - IR Bucket Sensitivity Delta #16 (55, 56) - IR Bucket Sensitivity Delta #17 (57, 58) - IR Bucket Sensitivity Delta #18 (59, 60) - IR Bucket Sensitivity Delta #19 (61, 62) - IR Bucket Sensitivity Delta #20 (63, 64) - IR Bucket Sensitivity Delta #21 (65, 66) - IR Bucket Sensitivity Delta #22 (67, 68) - IR Bucket Sensitivity Delta #23 (69, 70) - IR Bucket Sensitivity Delta #24 (71, 72) - IR Bucket Sensitivity Delta #25 (73, 74) - IR Bucket Sensitivity Delta #26 (75, 76) - IR Bucket Sensitivity Delta #27 (77, 78) - IR Bucket Sensitivity Delta #28 (79, 80) - IR Bucket Sensitivity Delta #29 (81, 82) - IR Bucket Sensitivity Delta #30 (83, 84) Samples: - EQ Vega Margin Shell (10) - EQ Vega Margin #1 (11, 12) - EQ Vega Margin #2 (13, 14) - CT Vega Margin Shell (15) - CT Vega Margin #1 (16, 17) - CT Vega Margin #2 (18, 19) - IR Vega Currency Margin Flow (20) - IR Vega Margin Flow #1 (21, 22)

Bug Fixes/Clean-up: - Bucket IR Curvature Settings Circle (16, 17) - Equity/Commodity/FX SIMM Packages (59) Samples: - FX Delta Sensitivity Margin (1) - FX Vega Sensitivity Margin (2) - FX Curvature Sensitivity Margin (3) - IR Currency Delta Margin (4, 5) - IR Delta Sensitivity Margin (6) - IR Currency Vega Margin (7, 8) - IR Vega Sensitivity Margin (9) - IR Currency Curvature Flow #1 (10, 11) - IR Currency Curvature Flow #2 (12, 13) - IR Currency Curvature Flow #3 (14, 15) - IR Currency Curvature Flow #4 (18, 19) - IR Currency Curvature Flow #5 (20, 21) - IR Currency Curvature Flow #6 (22, 23) - IR Currency Curvature Flow #7 (24, 25) - IR Currency Curvature Flow #8 (26, 27) - IR Currency Curvature Flow #9 (28, 29) - IR Currency Curvature Flow #10 (30, 31) - IR Currency Curvature Flow #11 (32, 33) - IR Currency Curvature Flow #12 (34, 35) - IR Currency Curvature Flow #13 (36, 37) - IR Currency Curvature Flow #14 (38, 39) - Commodity Risk Concentration Threshold 2.0 (40) - SIMM Commodity Settings 2.0 (41) - Credit Non/Qualifying SIMM 2.0 (42, 43) - Credit Risk Concentration Threshold 2.0 (44) - Equity Risk Concentration Threshold 2.0 (45) - SIMM 2.0 Equity Settings (46) - SIMM 2.0 FX Settings (47) - SIMM 2.0 Interest Rate Settings (48) - Interest Rate Concentration Threshold 2.0 (49) - SIMM Commodity Delta Margin 2.0 (50) - SIMM Commodity Vega Margin 2.0 (51) - SIMM Commodity Curvature Margin 2.0 (52) - SIMM FX Delta Margin 2.0 (53) - SIMM FX Vega Margin 2.0 (54) - SIMM FX Curvature Margin 2.0 (55) - SIMM Equity Delta Margin 2.0 (56) - SIMM Equity Vega Margin 2.0 (57) - SIMM Equity Curvature Margin 2.0 (58)

- SIMM 2.0 Interest Rates Systemics (11) - SIMM 2.0 Rates Settings #1 (12, 13, 14) - ISDA SIMM Commodity Systemics 2.0 (18, 19) - ISDA SIMM Credit Calibration Settings (20, 21) - ISDA SIMM Versionless Product Sensitivities (22) - ISDA SIMM Calibration Parameters #1 (23, 24) - ISDA SIMM Calibration Parameters #2 (25, 26) - ISDA SIMM Calibration Parameters #3 (27, 28) - ISDA SIMM Calibration Parameters #4 (29, 30) - ISDA SIMM Calibration Parameters #5 (31, 32) - ISDA SIMM Calibration Parameters #6 (33, 34) - ISDA SIMM Calibration Parameters #7 (35) - ISDA SIMM Commodity Systemics 2.1 (36, 37) - CT Threshold Container 2.1 Shell (38) - CT Threshold Container 2.1 #1 (39, 40) - CT Threshold Container 2.1 #2 (41, 42) - CT Settings Container 2.1 Shell (43) - CT Settings Container 2.1 #1 (44, 45) - CT Settings Container 2.1 #2 (46, 47) - CT Settings Container 2.1 #3 (48, 49) - CT Settings Container 2.1 #4 (50) - CT Settings Container 2.1 #5 (51, 52) - CT Settings Container 2.1 #6 (53, 54) - CT Settings Container 2.1 #7 (55, 56) - CT Settings Container 2.1 #8 (57, 58) - CT Settings Container 2.1 #9 (59, 60) - CT Settings Container 2.1 #10 (61, 62) - CT Settings Container 2.1 #11 (63, 64) - CT Settings Container 2.1 #12 (65, 66) - CT Settings Container 2.1 #13 (67, 68) - CT Settings Container 2.1 #14 (69, 70) - CT Settings Container 2.1 #15 (71, 72) - CT Settings Container 2.1 #16 (73, 74) - CT Settings Container 2.1 #17 (75, 76) - CT Settings Container 2.1 #18 (77, 78) - CT Settings Container 2.1 #19 (79, 80) - CT Settings Container 2.1 #20 (81) Bug Fixes/Clean-up: - SIMM IR Threshold Container 2.0 (15) - ISDA SIMM Equity Bucket Revamp (16, 17) Samples: - ISDA SIMM Rates Estimate Runs (1) - Rates Currency Delta Margin Flow 2.0 (2) - Rates Currency Delta Margin 2.0 (3) - Rates Delta Margin 2.0 (4) - Rates Currency Vega Margin Flow 2.0 (5) - Rates Currency Vega Margin 2.0 (6) - Rates Vega Margin 2.0 (7) - Rates Currency Curvature Margin Flow 2.0 (8) - Rates Currency Curvature Margin 2.0 (9) - Rates Curvature Margin 2.0 (10)

- Risk Measure Sensitivity CR - Shell (1) - Risk Measure Sensitivity CR - Buckets (2) - Risk Measure Sensitivity CR - Linear (3) - Risk Measure Sensitivity CR - Curvature (4) - Risk Measure Sensitivity CR - Constructor (5, 6) - Risk Class Sensitivity CR - Shell (7) - Risk Class Sensitivity CR - Delta (8) - Risk Class Sensitivity CR - Vega (9) - Risk Class Sensitivity CR - Curvature (10) - Risk Class Sensitivity CR - Constructor (11, 12, 13) - Risk Factor Tenor Sensitivity Map (33, 34) - Cumulative Risk Factor Tenor Sensitivity (35, 36) - CR Product Bucket Sensitivity Constructor (37, 38, 39) - CR Component Bucket Sensitivity Map (40, 41) Bug Fixes/Clean-up: - ISDA SIMM CR Estimate Package (14) Samples: - Credit Delta Margin 2.0 #1 (15, 16) - Credit Delta Margin 2.0 #2 (17, 18) - Credit Delta Margin 2.0 #3 (19, 20) - Credit Delta Margin 2.0 #4 (21, 22) - Credit Delta Margin 2.0 #5 (23, 24) - Credit Delta Margin 2.0 #6 (25, 26) - Credit Delta Margin 2.0 #7 (27, 28) - Credit Delta Margin 2.0 #8 (29, 30) - Credit Delta Margin 2.0 #9 (31, 32) - Credit Delta Margin 2.0 #10 (42) - Credit Delta Margin 2.0 #11 (43, 44) - Credit Delta Margin 2.0 #12 (45, 46) - Credit Delta Margin 2.0 #13 (47, 48) - Credit Delta Margin 2.0 #14 (49, 50) - Credit Delta Margin 2.0 #15 (51, 52) - Credit Delta Margin 2.0 #16 (53, 54) - Credit Qualifying Bucket Delta 2.0 (55) - Qualifying Bucket Delta 2.0 #1 (56, 57) - Qualifying Bucket Delta 2.0 #2 (58, 59) - Qualifying Bucket Delta 2.0 #3 (60, 61)

Bug Fixes/Clean-up: - Curve Aggregate Component Name Set (1, 2) - CR Cross Bucket Correlation Fix (22, 23, 24) Samples: - Credit Qualifying Bucket Delta Margin Flow (3) - Credit Qualifying Bucket Delta Margin (4) - Credit Qualifying Delta Margin 2.0 #1 (5, 6) - Credit Qualifying Delta Margin 2.0 #2 (7, 8) - Credit Qualifying Delta Margin 2.0 #3 (9, 10) - Credit Qualifying Delta Margin 2.0 #4 (11, 12) - Credit Qualifying Delta Margin 2.0 #5 (13, 14) - Credit Qualifying Delta Margin 2.0 #6 (15, 16) - Credit Qualifying Delta Margin 2.0 #7 (17, 18) - Credit Qualifying Delta Margin 2.0 #8 (19, 20) - Credit Qualifying Delta Margin 2.0 #9 (21) - Credit Qualifying Delta Margin 2.0 #10 (25, 26) - Credit Qualifying Delta Margin 2.0 #11 (27, 28) - Credit Qualifying Delta Margin 2.0 #12 (29, 30) - Credit Qualifying Delta Margin 2.0 #13 (31, 32) - Credit Qualifying Delta Margin 2.0 #14 (33, 34) - Credit Qualifying Delta Margin 2.0 #15 (35, 36) - Credit Qualifying Delta Margin 2.0 #16 (37, 38) - Credit Qualifying Bucket Vega Margin Flow (39, 40) - Credit Qualifying Bucket Vega Margin (41, 42) - Credit Qualifying Vega Margin 2.0 (43, 44) - Credit Qualifying Bucket Curvature Margin Flow (45, 46, 47) - Credit Qualifying Bucket Curvature Margin (48, 49) - Credit Qualifying Curvature Margin (50, 51, 52) - Credit Qualifying Class Margin #1 (53, 54) - Credit Qualifying Class Margin #2 (55, 56) - Credit Qualifying Class Margin #3 (57, 58) - Credit Qualifying Class Margin #4 (59, 60)

- 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) - Dual CCBS Discount Curve (44) - Dual CCBS Forward Curve (45) - Dual CHF 3M6M USD 3M6M (46) - Dual DKK 3M6M USD 3M6M (47) - Dual EUR 3M6M USD 3M6M (48) - Dual GBP 3M6M USD 3M6M (49) - Dual JPY 3M6M USD 3M6M (50) - Dual NOK 3M6M USD 3M6M (51) - Dual PLN 3M6M USD 3M6M (52) - Dual SEK 3M6M USD 3M6M (53) - Dual (54) - Efron Stein Bounded Markovitz Bullet (55) - Efron Stein Long Only Markovitz Bullet (56) - Efron Stein Unbounded Markovitz Bullet (57) - Efron Stein Unbounded Markovitz Bullet Explicit (58) - Efron Stein (59)

- Hypothesis p-Test Fisher Threshold Setting (11) - Fisher Threshold Left Tail Setting (12, 13) - Fisher Threshold Right Tail Setting (14) - Fisher Threshold Double Tail Setting (15, 16) - Hypothesis Validation Test t-Test #1 (56, 57) - Hypothesis Validation Test t-Test #2 (58, 59, 60) - Hypothesis Validation Test t-Test #3 (61, 62, 63) Bug Fixes/Clean-up: - p-value Threshold Comparison Bug Fix (31) - Hypothesis Test p-Value Estimation Bug (38, 39, 40) - Validation Ensemble p-Test Setting Trim (41, 42) - Validation Hypothesis Significance Test Setting (43) Samples: - Sample Uniform p-Test #1 (1, 2) - Sample Uniform p-Test #2 (3, 4) - Sample Uniform p-Test #3 (5, 6) - Sample Uniform p-Test #4 (7, 8) - Sample Uniform p-Test #5 (9, 10) - Sample Uniform p-Test #6 (17, 18) - Sample Uniform p-Test #7 (19, 20) - Sample Uniform p-Test #8 (21, 22) - Sample Uniform p-Test #9 (23, 24) - Sample Uniform p-Test #10 (25, 26) - Sample Uniform p-Test #11 (27, 28) - Sample Uniform p-Test #12 (29, 30) - Sample Uniform p-Test #13 (32, 33) - Sample Uniform p-Test #14 (34, 35) - Sample Uniform p-Test #15 (36, 37) - Standard Normal Significance Test #1 (44, 45) - Standard Exponential Significance Test #1 (46, 47) - Standard Uniform Significance Test #1 (48, 49) - Standard Uniform Significance Test #2 (50, 51) - Standard Normal Significance Test #2 (52, 53) - Standard Exponential Significance Test #2 (54, 55)

- Probability Integral Transform Histogram #1 (15, 16) - Probability Integral Transform Histogram #2 (17, 18) - Probability Integral Transform Histogram #3 (19, 20) - Probability Integral Transform Histogram #4 (21, 22) - Probability Integral Transform Histogram #5 (27, 28) - Probability Intagral Transform Histogram Shell (33) - Probability Intagral Transform Histogram Statistic (34) - Probability Intagral Transform Histogram p-Value (35, 36) - Probability Intagral Transform Histogram Constructor (37, 38, 39) - Probability Intagral Transform Histogram #6 (40, 41) - Probability Intagral Transform Histogram #7 (42, 43) Bug Fixes/Clean-up: Samples: - Normal Anfuso Karyampas Nawroth AD #1 (1, 2) - Normal Anfuso Karyampas Nawroth AD #2 (3, 4) - Normal Anfuso Karyampas Nawroth AD #3 (5, 6) - Normal Anfuso Karyampas Nawroth AD #4 (7, 8) - Normal Anfuso Karyampas Nawroth AD #5 (9, 10) - Normal Anfuso Karyampas Nawroth AD #6 (11, 12) - Normal Anfuso Karyampas Nawroth AD #7 (13, 14) - Normal Anfuso Karyampas Nawroth AD #8 (23, 24) - Normal Anfuso Karyampas Nawroth AD #9 (25, 26) - Normal Anfuso Karyampas Nawroth AD #10 (29, 30) - Normal Anfuso Karyampas Nawroth AD #11 (31, 32) - Normal Anfuso Karyampas Nawroth AD #12 (44, 45) - Normal Anfuso Karyampas Nawroth AD #13 (46, 47) - Normal Anfuso Karyampas Nawroth AD #14 (48, 49) - Normal Anfuso Karyampas Nawroth AD #15 (50, 51) - Normal Anfuso Karyampas Nawroth AD #16 (52, 53) - Normal Anfuso Karyampas Nawroth AD #17 (54) - Normal Anfuso Karyampas Nawroth AD #18 (55, 56) - Normal Anderson Darling Gap Analysis (57, 58) - Normal Anderson Darling Gap Discriminant (59, 60)

- Hypothesis Gap Test Outcome Instance (1) - Hypothesis Gap Test Outcome Constructor (2, 3, 4) - Hypothesis Gap Test Outcome Leading (5, 6, 7) - DPA Hypothesis Gap Test #1 (8, 9) - DPA Hypothesis Gap Test #2 (10, 11) - DPA Hypothesis Gap Test #3 (12, 13) - DPA Hypothesis Gap Test #4 (14, 15) Bug Fixes/Clean-up: - Anfuso, Karyampas, and Nawroth 2013 (16) Samples: - AFN Weighted Gap Distribution #1 (17, 18) - AFN Weighted Gap Distribution #2 (19, 20) - AFN Weighted Gap Distribution #3 (21, 22) - AFN Weighted Gap Distribution #4 (23, 24) - AFN Weighted Gap Distribution #5 (25, 26) - AFN Weighted Gap Distribution #6 (27, 28) - AFN Weighted Gap Distribution #7 (29, 30) - AFN Weighted Gap Distribution #8 (31, 32) - AFN Weighted Gap Distribution #9 (33, 34) - AFN Weighted Gap Distribution #10 (35, 36) - AFN Weighted Gap Distribution #11 (37, 38) - AFN Weighted Gap Distribution #12 (39, 40) - AFN Weighted Gap Distribution #13 (41, 42) - AFN Weighted Gap Distribution #14 (43, 44) - AFN Weighted Gap Distribution #15 (45, 46) - AFN Weighted Gap Distribution #16 (47, 48) - AFN Weighted Gap Distribution #17 (49, 50) - AFN Weighted Gap Distribution #18 (51, 52) - AFN Weighted Gap Distribution #19 (53, 54) - AFN Weighted Gap Distribution #20 (55, 56) - AFN Weighted Gap Distribution #21 (57, 58) - AFN Weighted Gap Distribution #22 (59, 60)

- Binary Heap Replace Top #1 (5, 6) - Binary Node Set Value Implementation (7, 8) - Binary Heap Replace Top #2 (9, 10) - Binary Leaf Remove Leaf Node (11, 12) - Minimum Heap Property Bottom Up (13) - Minimum Heap Property Top Down #1 (14) - Binary Node Smaller Value Child (15, 16) - Binary Node Larger Value Child (17, 18) - Minimum Heap Property Top Down #2 (19, 20) - Binary Heap Extract Max #1 (21, 22) - Binary Heap Extract Max #2 (23, 24) - Binary Heap Extract Max #3 (25, 26) - Binary Heap Extract Max #4 (27, 28) - Binary Heap Extract Max #5 (29, 30) - Binary Heap Extract Max #6 (37, 38) - Binary Heap Extract Max #7 (39, 40) Bug Fixes/Re-organization: Samples: - Binary Heap Operations #1 (1, 2) - Binary Heap Operations #2 (3, 4) - Binary Heap Operations #3 (31, 32) - Binary Heap Operations #4 (33, 34) - Binary Heap Operations #5 (35, 36) - Binary Heap Operations #6 (41, 42) - Binary Heap Operations #7 (43, 44) - Binary Heap Operations #8 (45, 46) - Binary Heap Operations #9 (47, 48) - Binary Heap Operations #10 (49, 50) - Binary Heap Operations #11 (51, 52) - Binary Heap Operations #12 (53, 54) - Binary Heap Operations #13 (55, 56) - Binary Heap Operations #14 (57, 58) - Binary Heap Operations #15 (59, 60)

Bug Fixes/Re-organization: Samples: - Idzorek READ ME #1 (1, 2) - Idzorek READ ME #2 (3) - Hypothesis Test READ ME #1 (4, 5) - Hypothesis Test READ ME #2 (6, 7) - Hypothesis Test READ ME #3 (8, 9) - Hyper-geometric READ ME #1 (10, 11) - Hyper-geometric READ ME #2 (12, 13) - Hyper-geometric READ ME #3 (14, 15) - Hyper-geometric READ ME #4 (16, 17) - Hyper-geometric READ ME #5 (18, 19) - Hyper-geometric READ ME #6 (20, 21) - Hyper-geometric READ ME #7 (22, 23) - Hyper-geometric READ ME #8 (24, 25) - Hyper-geometric READ ME #9 (26, 27) - Hyper-geometric READ ME #10 (28, 29) - Hyper-geometric READ ME #11 (30, 31) - Hyper-geometric READ ME #12 (32, 33) - Hyper-geometric READ ME #13 (34, 35) - Hyper-geometric READ ME #14 (36, 37) - Hyper-geometric READ ME #15 (38, 39) - Hyper-geometric READ ME #16 (40, 41) - Hyper-geometric READ ME #17 (42, 43) - Hull White READ ME #1 (44, 45) - Hull White READ ME #2 (46, 47) - HJM READ ME #1 (48, 49) - HJM READ ME #2 (50, 51) - HJM READ ME #3 (52) - He Litterman READ ME #1 (53, 54) - He Litterman READ ME #2 (55, 56) - He Litterman READ ME #3 (57, 58) - He Litterman READ ME (59, 60)

- Yen Vertex Scan Generator #1 (25, 26) - Yen Vertex Needs Scan Optimizer (27, 28) - Yen Vertex Scan Generator #2 (29, 30) - Yen Vertex Scan Generator #3 (31, 32) - Yen Vertex Scan Generator #4 (35, 36) - Yen Vertex Scan Generator #5 (37, 38) - Yen Vertex Scan Generator #6 (39, 40) - Shortest Path Vertex Relaxation Reducer (44, 45) - Yen Reduced Vertex Relaxation Generator (46) - Bellman Ford Vertex Needs Relaxation (49, 50, 51) - Shortest Path Vertex Relaxation Control (52, 53) - Bellman Ford Verify Negative Cycle #1 (54, 55) - Bellman Ford Verify Negative Cycle #2 (56, 57) Bug Fixes/Re-organization: Samples: - Funding Historical READ ME #1 (1, 2) - Funding Historical READ ME #2 (3, 4) - Funding Historical READ ME #3 (5, 6) - Funding Historical READ ME #4 (7, 8) - Funding Historical READ ME #5 (9, 10) - Funding Historical READ ME #6 (11, 12) - Funding Historical READ ME #7 (13, 14) - Funding Historical READ ME #8 (15, 16) - Funding Historical READ ME #9 (17, 18) - Funding Historical READ ME #10 (19, 20) - Funding Historical READ ME #11 (21, 22) - Funding Historical READ ME #12 (23, 24) - Funding Historical READ ME #13 (33, 34) - Bellman Ford Single Pair #1 (41) - Bellman Ford Single Source #1 (42) - Yen Vertex Scan Single Pair #1 (43) - Yen Reduced Relaxation Single Pair (47, 48) - Bellman Ford Single Pair #2 (58) - Bellman Ford Single Source #2 (59) - Yen Vertex Scan Single Pair #2 (60)

- Yen Edge Partition Generator #1 (3, 4) - Yen Edge Partition Generator #2 (5, 6) - Yen Edge Partition Generator #3 (7, 8) - Forward Backward Edge Priority Queue (13, 14) - Yen Forward Backward Edge List (15, 16) - Populate Yen Forward Edge List (17, 18) - Populate Yen Backward Edge List (19, 20) - Forward Backward Graph Generator #1 (21, 22) - Forward Backward Graph Generator #2 (23, 24) - Forward Backward Graph Generator #3 (25, 26) - Yen Edge Partition Generator #4 (27, 28) - Yen Edge Partition Generator #5 (29, 30) - Yen Edge Partition Generator #6 (31, 32) - Yen Edge Partition Generator #7 (33, 34) - Yen Edge Partition Generator #8 (35, 36) - Yen Edge Partition Generator #9 (37, 38) - Yen Edge Partition Generator #10 (39, 40) - Yen Edge Partition Generator #11 (41, 42) - Yen Edge Partition Generator #12 (43, 44) - Yen Edge Partition Generator #13 (45, 46) - Yen Edge Partition Generator #14 (47, 48) - Yen Edge Partition Generator #15 (51, 52) - Yen Edge Partition Generator #16 (53, 54) - Yen Edge Partition Generator #17 (55, 56) - Yen Edge Partition Generator #18 (57, 58) - Yen Edge Partition Generator #19 (59, 60) Bug Fixes/Re-organization: Samples: - Yen Reduced Relaxation Single Source (1, 2) - Bellman Ford Single Source (9) - Bellman Ford Single Pair (10) - Yen Reduced Relaxation Single Source (11) - Yen Reduced Relaxation Single Pair (12) - Yen Edge Partition Single Pair (49, 50)

- Static Weighted F Heuristic Evaluate (1, 2) - Number Util Divide Integers #1 (3, 4) - Number Util Divide Integers #2 (5, 6) - Number Util Divide Integers #3 (7, 8) - Number Util Divide Integers #4 (9, 10) - Number Util Divide Integers #5 (11, 12) - Number Util nth Ugly #1 (26, 27) - Number Util nth Ugly #2 (28, 29) - Number Util nth Ugly #3 (30, 31) - Number Util nth Ugly #4 (32, 33) - Number Util nth Ugly #5 (34, 35) - Number Util nth Ugly #6 (36) - Compute from Prime Factor Map (37, 38) - Prime Numnber To Increment #1 (39, 40) - Prime Numnber To Increment #2 (41, 42) - Number Util nth Ugly #7 (43, 44) - Number Util nth Ugly #8 (45, 46) - Number Util nth Ugly #9 (47, 48) - Number Util nth Ugly #10 (49, 50) - Number Util nth Ugly #11 (53, 54) - Number Util nth Ugly #12 (55, 56) - Number Util nth Ugly #13 (57, 58) - Numerical Prime Factor Count - Shell (59) - Numerical Prime Factor Count - Number (60) Bug Fixes/Re-organization: Samples: - Numerical Integer Division #1 (13, 14) - Numerical Integer Division #2 (15, 16) - Numerical Integer Division #3 (17, 18) - Numerical Integer Division #4 (19, 20) - Binary Digit Count DROP (21) - Numerical Integer Division #5 (22) - Prime Factor Estimator DROP (23) - Numerical READ ME #1 (24) - Numerical READ ME #2 (25) - Numerical Ugly Number #1 (51, 52)

- Array Util Assimilate Range #1 (1, 2) - Array Util Assimilate Range #2 (3, 4) - Slice Overlapping Ranges List #1 (5, 6) - Slice Overlapping Ranges List #2 (7, 8) - Slice Overlapping Ranges List #3 (9, 10) - Slice Overlapping Ranges List #4 (11, 12) - Slice Overlapping Ranges List #5 (13, 14) - Array Util Process Range #1 (15, 16) - Array Util Process Range #2 (17, 18) - Array Util Process Range #3 (19, 20) - Array Util Process Range #4 (21, 22) - Array Util Process Range #5 (23, 24) - Array Util Process Range #6 (25, 26) - Array Util Process Range #7 (27, 28) - Array Util Process Range #8 (29, 30) - Array Util Process Range #9 (31, 32) - Array Util Process Range #10 (33, 34) - Array Util Process Range #11 (35, 36) - Array Util Process Range #12 (37, 38) - Array Util Process Range #13 (39, 40) - Array Util Process Range #14 (41, 42) - Array Util Process Range #15 (43, 44) - Array Util Process Range #16 (45, 46) - Array Util Process Range #17 (51, 52) - Minimum Overall Height Awkwardness #1 (55, 56) - Minimum Overall Height Awkwardness #2 (57, 58) - Minimum Overall Height Awkwardness #3 (59, 60) Bug Fixes/Re-organization: Samples: - Slice Overlapping Ranges #1 (47, 48) - Slice Overlapping Ranges #2 (49, 50) - Slice Overlapping Ranges #3 (53, 54)

- Sorted Matrix Kth Element #1 (1, 2) - Sorted Matrix Kth Element #2 (3, 4) - Sorted Matrix Kth Element #3 (5, 6) - Sorted Matrix Kth Element #4 (7, 8) - Sorted Matrix Kth Element #5 (9, 10) - Sorted Matrix Kth Element #6 (11, 12) - Largest Rectangle In Histogram #1 (13, 14) - Largest Rectangle In Histogram #2 (15, 16) - Largest Rectangle In Histogram #3 (17, 18) - Largest Rectangle In Histogram #4 (19, 20) - Largest Rectangle In Histogram #5 (21, 22) - Largest Rectangle In Histogram #6 (23, 24) - Largest Rectangle In Histogram #7 (25, 26) - Largest Rectangle In Histogram #8 (27, 28) - Largest Rectangle In Histogram #9 (29, 30) - Largest Rectangle In Histogram #10 (31, 32) - Largest Rectangle In Histogram #11 (33, 34) - Largest Rectangle In Histogram #12 (35, 36) - Largest Rectangle In Histogram #13 (37, 38) - Array Util Disaggregate Skyscraper #1 (39, 40) - Array Util Disaggregate Skyscraper #2 (41, 42) - Array Util Disaggregate Skyscraper #3 (43, 44) - Array Util Disaggregate Skyscraper #4 (45, 46) - Array Util Disaggregate Skyscraper #5 (47, 48) - Array Util Generate Skyline #1 (49, 50) - Array Util Generate Skyline #2 (51, 52) - Array Util Generate Skyline #3 (53, 54) - Array Util Generate Skyline #4 (55, 56) - Array Util Generate Skyline #5 (57, 58) - Array Util Generate Skyline #6 (59, 60) Bug Fixes/Re-organization: Samples:

- Pseudo-Polynomial Subset Sum #1 (1, 2) - Pseudo-Polynomial Subset Sum #2 (3, 4) - Pseudo-Polynomial Subset Sum #3 (13, 14) - Subarray Sum Horowitz Sahni Shell (17) - Subarray Sum Horowitz Sahni Constructor (18) - Subarray Sum Horowitz Sahni #1 (19, 20) - Subarray Sum Horowitz Sahni #2 (21, 22) - Subarray Sum Horowitz Sahni #3 (23, 24) - Subarray Sum Horowitz Sahni #4 (25, 26) - Subarray Sum Horowitz Sahni #5 (27, 28) - Subarray Sum Horowitz Sahni #6 (29, 30) - Subarray Sum Horowitz Sahni #7 (31, 32) - Subarray Sum Horowitz Sahni #8 (33, 34) - Subarray Sum Horowitz Sahni #9 (35, 36) - Subarray Sum Horowitz Sahni #10 (37, 38) - Subarray Sum Horowitz Sahni #11 (39, 40) - Subarray Sum Horowitz Sahni #12 (41, 42) - Subarray Sum Horowitz Sahni #13 (43, 44) - Subarray Sum Horowitz Sahni #14 (45, 46) - Subarray Sum Horowitz Sahni #15 (47, 48) - Subarray Sum Horowitz Sahni #16 (49) - Polynomial Time Approximate Check Shell (58) - Polynomial Time Approximate Check Constructor (59, 60) Bug Fixes/Re-organization: Samples: - Pseudo-Polynomial Subset Sum #1 (5, 6) - Pseudo-Polynomial Subset Sum #2 (7, 8) - Pseudo-Polynomial Subset Sum #3 (9, 10) - Pseudo-Polynomial Subset Sum #4 (11, 12) - Pseudo-Polynomial Subset Sum #5 (15, 16) - Horowitz Sahni Subset Sum #1 (50, 51) - Horowitz Sahni Subset Sum #2 (52, 53) - Horowitz Sahni Subset Sum #3 (54, 55) - Horowitz Sahni Subset Sum #4 (56, 57)

- Distinct Array 3Sum Variant #1 (1, 2) - Distinct Array 3Sum Variant #2 (3, 4) - 3SUM Variant Builder - Convolution Sum (11, 12, 13) - Processed Time Stamp Log Files (14) - Analytics Log Message Record Shell (15) - Analytics Log Message Record Date (16) - Analytics Log Message Record Class (17) - Analytics Log Message Record Text (18) - Analytics Log Message Record Constructor (19, 20, 21) - Analytics Log Error Message Record (22, 23) - Analytics Log Message Record #1 (24, 25) - Analytics Log Message Record #2 (26, 27) - Analytics Log Message Record #3 (28, 29) - Analytics Log Message Record #4 (30, 31) - Analytics Log Message Record #5 (32, 33) - Analytics Log Message Record #6 (34, 35) - Analytics Log Message Record #7 (36, 37) - Analytics Log Message Record #8 (38, 39) - Analytics Log Message Record #9 (40, 41) - Analytics Log Message Record #10 (42, 43) - Analytics Log Message Record #11 (44, 45) - Analytics Log Message Record #12 (46, 47) - Analytics Log Message Record #13 (48, 49) - Analytics Log Message Record #14 (50, 51) - Analytics Log Message Record #15 (52, 53) - Analytics Log Message Record #16 (54, 55) - Analytics Log Message Record #17 (56, 57) - Analytics Log Message Record #18 (58, 59) - Analytics Log Message Record #19 (60) Bug Fixes/Re-organization: Samples: - Distinct Array Three Sum #1 (5, 6) - Distinct Array Three Sum #2 (7, 8) - Distinct Array Three Sum #3 (9, 10)

- String Util Nearest Cities #1 (1, 2) - String Util Nearest Cities #2 (3, 4) - String Util Nearest Cities #3 (5, 6) - String Util Nearest Cities #4 (7, 8) - String Util Nearest Cities #5 (9, 10) - String Util Nearest Cities #6 (11, 12) - String Util Nearest Cities #7 (13, 14) - String Util Nearest Cities #8 (15, 16) - List Util Turnstile Processing #1 (17, 18) - List Util Turnstile Processing #2 (19, 20) - List Util Turnstile Processing #3 (21, 22) - List Util Turnstile Processing #4 (23, 24) - List Util Turnstile Processing #5 (25, 26) - List Util Turnstile Processing #6 (27, 28) - List Util Turnstile Processing #7 (29, 30) - List Util Turnstile Processing #8 (31, 32) - List Util Turnstile Processing #9 (33, 34) - List Util Turnstile Processing #10 (35, 36) - List Util Turnstile Processing #11 (37, 38) - List Util Turnstile Processing #12 (39, 40) - List Util Turnstile Processing #13 (41, 42) - List Util Turnstile Processing #14 (43, 44) - List Util Turnstile Processing #15 (45, 46) - List Util Turnstile Processing #16 (47, 48) - List Util Turnstile Processing #17 (49, 50) - Array Util Baseball Score #1 (51, 52) - Array Util Baseball Score #2 (53, 54) - Array Util Baseball Score #3 (55, 56) - Array Util Baseball Score #4 (57, 58) - Array Util Baseball Score #5 (59, 60) Bug Fixes/Re-organization: Samples:

Bug Fixes/Re-organization: Samples: - String Util Partition Characters #1 (1, 2) - String Util Partition Characters #2 (3, 4) - String Util Partition Characters #3 (5, 6) - String Util Partition Characters #4 (7, 8) - String Util Partition Characters #5 (9, 10) - String Util Partition Characters #6 (11, 12) - String Util Partition Characters #7 (13, 14) - String Util Partition Characters #8 (15, 16) - String Util Partition Characters #9 (17, 18) - String Util Partition Characters #10 (19, 20) - String Util Partition Characters #11 (21, 22) - String Util Partition Characters #12 (23, 24) - String Util Partition Characters #13 (25, 26) - String Util Partition Characters #14 (27, 28) - String Util Partition Characters #15 (29, 30) - String Util Partition Characters #16 (31, 32) - Maximum Matrix Path Score #1 (33, 34) - Maximum Matrix Path Score #2 (35, 36) - Maximum Matrix Path Score #3 (37, 38) - Maximum Matrix Path Score #4 (39, 40) - Maximum Matrix Path Score #5 (41, 42) - Maximum Matrix Path Score #6 (43, 44) - Maximum Matrix Path Score #7 (45, 46) - Maximum Matrix Path Score #8 (47, 48) - Maximum Matrix Path Score #9 (49, 50) - Maximum Matrix Path Score #10 (51, 52) - Maximum Matrix Path Score #11 (53, 54) - Maximum Matrix Path Score #12 (55, 56) - Maximum Matrix Path Score #13 (57, 58) - String Util Longest Vowel Builder (59, 60)

Bug Fixes/Re-organization: Samples: - String Util Longest Vowel #1 (1, 2) - String Util Longest Vowel #2 (3, 4) - String Util Longest Vowel #3 (5, 6) - String Util Longest Vowel #4 (7, 8) - String Util Longest Vowel #5 (9, 10) - String Util Longest Vowel #6 (11, 12) - String Util Longest Vowel #7 (13, 14) - String Util Longest Vowel #8 (15, 16) - String Util Longest Vowel #9 (17, 18) - String Util Longest Vowel #10 (19, 20) - String Util Longest Vowel #11 (21, 22) - String Util Longest Vowel #12 (23, 24) - String Util Longest Vowel #13 (25, 26) - String Util Longest Vowel #14 (27, 28) - String Util Longest Vowel #15 (29, 30) - String Util Longest Vowel #16 (31, 32) - List Util Nearest Offices #1 (33, 34) - List Util Nearest Offices #2 (35, 36) - List Util Nearest Offices #3 (37, 38) - List Util Nearest Offices #4 (39, 40) - List Util Nearest Offices #5 (41, 42) - List Util Nearest Offices #6 (43, 44) - List Util Nearest Offices #7 (45, 46) - List Util Nearest Offices #8 (47, 48) - List Util Nearest Offices #9 (49, 50) - List Util Nearest Offices #10 (51, 52) - Array Util Discounted Price #1 (53, 54) - Array Util Discounted Price #2 (55, 56) - Array Util Discounted Price #3 (57, 58) - Array Util Discounted Price #4 (59, 60)

Bug Fixes/Re-organization: Samples: - String Util Constrained Word #1 (1, 2) - String Util Constrained Word #2 (3, 4) - String Util Constrained Word #3 (5, 6) - String Util Constrained Word #4 (7, 8) - String Util Constrained Word #5 (9, 10) - String Util Constrained Word #6 (11, 12) - String Util Constrained Word #7 (13, 14) - String Util Constrained Word #8 (15, 16) - String Util Constrained Word #9 (17, 18) - String Util Constrained Word #10 (19, 20) - String Util Constrained Word #11 (21, 22) - String Util Constrained Word #12 (23, 24) - String Util Constrained Word #13 (25, 26) - String Util Constrained Word #14 (27, 28) - String Conditional Word List #1 (29, 30) - String Conditional Word List #2 (31, 32) - String Conditional Word List #3 (33, 34) - String Conditional Word List #4 (35, 36) - String Conditional Word List #5 (37, 38) - String Conditional Word List #6 (39, 40) - String Conditional Word List #7 (41, 42) - String Conditional Word List #8 (43, 44) - Graph Util Critical Nodes #1 (45, 46) - Graph Util Critical Nodes #2 (47, 48) - Graph Util Critical Nodes #3 (49, 50) - Graph Util Critical Nodes #4 (51, 52) - Graph Util Critical Nodes #5 (53, 54) - Graph Util Critical Nodes #6 (55, 56) - Graph Util Critical Nodes #7 (57, 58) - Graph Util Critical Nodes #8 (59, 60)

- Graph Connectivity and Connected Components (39) - Graph Connectivity Kosaraju SCC Shell (40, 41, 42) - Graph Core Network Transpose #1 (43, 44) - Graph Core Network Transpose #2 (45, 46) - Core Directed Graph Transpose #1 (47, 48) - Core Directed Graph Transpose #2 (49, 50) - Graph Connectivity Kosaraju SCC Network (51) - Graph Connectivity Kosaraju SCC Constructor (52, 53, 54) - Graph Connectivity Kosaraju Visitation #1 (55, 56) - Graph Connectivity Kosaraju Visitation #2 (57, 58) - Graph Connectivity Kosaraju Visitation #3 (59, 60) Bug Fixes/Re-organization: Samples: - Graph Util Critical Nodes #1 (1, 2) - Graph Util Critical Nodes #2 (3, 4) - Graph Util MSP Cost #1 (5, 6) - Graph Util MSP Cost #2 (7, 8) - Graph Util MSP Cost #3 (9, 10) - Graph Util MSP Cost #4 (11, 12) - Graph Util MSP Cost #5 (13, 14) - Graph Util MSP Cost #6 (15, 16) - Graph Util MSP Cost #7 (17, 18) - Graph Util MSP Cost #8 (19, 20) - Graph Util MSP Cost #9 (21, 22) - Graph Util MSP Cost #10 (23, 24) - Graph Util MSP Cost #11 (25, 26) - Graph Util MSP Cost #12 (27, 28) - Graph Util MSP Cost #13 (29, 30) - Graph Util MSP Cost #14 (31, 32) - Graph Util MSP Cost #15 (33, 34) - Graph Util MSP Cost #16 (35, 36) - Graph Util MSP Cost #17 (37, 38)

Bug Fixes/Re-organization: - DROP Sample Entry Point Annotation #1 (1, 2, 3) - DROP Sample Entry Point Annotation #2 (4, 5, 6) - DROP Sample Entry Point Annotation #3 (7, 8, 9) - DROP Sample Entry Point Annotation #4 (10, 11, 12) - DROP Sample Entry Point Annotation #5 (13, 14, 15) - DROP Sample Entry Point Annotation #6 (16, 17, 18) - DROP Sample Entry Point Annotation #7 (19, 20, 21) - DROP Sample Entry Point Annotation #8 (22, 23, 24) - DROP Sample Entry Point Annotation #9 (25, 26, 27) - DROP Sample Entry Point Annotation #10 (28, 29, 30) - DROP Sample Entry Point Annotation #11 (31, 32, 33) - DROP Sample Entry Point Annotation #12 (34, 35, 36) - DROP Sample Entry Point Annotation #13 (37, 38, 39) - DROP Sample Entry Point Annotation #14 (40, 41, 42) - DROP Sample Entry Point Annotation #15 (43, 44, 45) - DROP Sample Entry Point Annotation #16 (46, 47, 48) - DROP Sample Entry Point Annotation #17 (49, 50, 51) - DROP Sample Entry Point Annotation #18 (52, 53, 54) - DROP Sample Entry Point Annotation #19 (55, 56, 57) - DROP Sample Entry Point Annotation #20 (58, 59, 60) Samples: IdeaDRIP:

- SSOR Pre-conditioning Iteration #1 (9, 10) - SSOR Pre-conditioning Iteration #2 (11, 12) - SSOR Pre-conditioning Iteration #3 (13, 14, 15) - Symmetric Successive Over-relaxation Pre-conditioner (16) - Service Env Invocation Manager Year (24) - Print 1D Array Row #1 (32, 33) - Print 1D Array Row #2 (34, 35) - Successive Over Relaxation Iterator Setting (38, 39) - Print 1D Array Row #3 (63, 64) - String Util From Boolean Flag (83, 84) - SOR Convergence Check Standard Instance (102, 103, 104) Bug Fixes/Re-organization: - SOR Convergence Check Constructor Fix (88) - SOR Convergence Jacobi Iteration Matrix (111, 112) Samples: - Successive Over-relaxation Customization/Usage (17, 18) - Forward Substitution Solver Annotated Shell (19, 20, 21) - Forward Substitution Solver Entry Point (22, 23) - SOR Forward Substitution Solver #1 (25, 26) - SOR Forward Substitution Solver #2 (27, 28, 29) - SOR Forward Substitution Solver #3 (30, 31) - SOR Forward Substitution Solver #4 (36, 37) - SOR Forward Substitution Solver #5 (40, 41, 42) - SOR Forward Substitution Solver #6 (43, 44) - SOR Forward Substitution Solver #7 (45, 46) - SOR Forward Substitution Solver #8 (47, 48) - SOR Forward Substitution Solver #9 (49, 50) - SOR Forward Substitution Solver #10 (51, 52) - SOR Forward Substitution Solver #11 (53, 54) - SOR Forward Substitution Solver #12 (55, 56) - SOR Forward Substitution Solver #13 (57, 58) - SOR Forward Substitution Solver #14 (59, 60) - Forward Substitution Relaxation Array #1 (61, 62) - Forward Substitution Relaxation Array #2 (65, 66) - Forward Substitution Relaxation Array #3 (67, 68) - Forward Substitution Relaxation Array #4 (69, 70) - Forward Substitution Relaxation Array #5 (71, 72) - Forward Substitution Relaxation Array #6 (73, 74) - SOR Convergence Criteria Check #1 (75, 76) - SOR Convergence Criteria Check #2 (77, 78) - SOR Convergence Criteria Check #3 (79, 80) - SOR Convergence Criteria Check #4 (81, 82) - SOR Convergence Criteria Check #5 (85, 86, 87) - SOR Convergence Criteria Check #6 (89, 90) - SOR Convergence Criteria Check #7 (91, 92, 93) - SOR Convergence Criteria Check #8 (94, 95, 96) - SOR Convergence Criteria Check #9 (97, 98, 99) - Jacobi Iteration Matrix Illustration #1 (100, 101) - Jacobi Iteration Matrix Illustration #2 (105, 106) - Jacobi Iteration Matrix Illustration #3 (107, 108) - Jacobi Iteration Matrix Illustration #4 (109, 110) - Jacobi Iteration Matrix Illustration #5 (113, 114, 115) - SOR Relaxation Parameter Convergence #1 (116, 117) - SOR Relaxation Parameter Convergence #2 (118, 119, 120) IdeaDRIP: - Tridiagonal Matrix Algorithm - Derivation (1-8)

- Ryabenkii Tsynkov U Solution Array (5, 6) - Ryabenkii Tsynkov V Solution Array (9, 10) - Ryabenkii Tsynkov x1 Calculation #1 (11, 12) - Ryabenkii Tsynkov x1 Calculation #2 (13, 14) - Ryabenkii Tsynkov UV Solution #1 (15, 16) - Ryabenkii Tsynkov UV Solution #2 (17, 18, 19) - Sherman-Morrison Tridiagonal Periodic Solver (24, 25) - Sherman-Morrison Solver Square Matrix (26, 27) - Sherman-Morrison Solver RHS Matrix (28, 29) - Sherman-Morrison Solver Default Gamma (30) - Sherman-Morrison Tridiagonal Solver Gamma (31, 32) - Sherman-Morrison Tridiagonal Solver Constructor (33, 34, 35) - Sherman-Morrison Batista-Karawia Gamma (36) - Sherman-Morrison Batista-Karawia #1 (37, 38) - Sherman-Morrison Batista-Karawia #2 (39, 40) - Sherman-Morrison U RHS Array (45, 46, 47) - Sherman-Morrison V RHS Array (50, 51, 52) - Sherman-Morrison U Solution Array (55, 56) - Sherman-Morrison V Solution Array (57, 58) - Sherman-Morrison Q Solution Array (65, 66) - Sherman-Morrison Y Solution (67) - Sherman-Morrison Q Y #1 (70, 71, 72) - Sherman-Morrison Q Y #2 (73, 74, 75) - Standard Sherman-Morrison Tridiagonal Solver (99, 100, 101) - Sherman-Morrison Batista-Karawia #1 (102, 103) - Sherman-Morrison Batista-Karawia #2 (104, 105) - Ryabenkii Tsynkov UV Solution Robustness (112, 113) - Forward Sweep Back Substitution Robustness (116) Bug Fixes/Re-organization: - Ryabenkii Tsynkov V Array Fix (4) - Ryabenkii Tsynkov UV Array Fix (23) - RHS V Solution Array Fix (63, 64) - Sherman Morrison Batista-Karawia B (90, 91) - Regular/Periodic Tridiagonal Solver Schemes (115) Samples: - Ryabenkii Tsynkov Tridiagonal Run #1 (1, 2, 3) - Ryabenkii Tsynkov Tridiagonal Run #2 (7, 8) - Ryabenkii Tsynkov Tridiagonal Run #3 (11, 12) - Ryabenkii Tsynkov Tridiagonal Run #4 (20, 21, 22) - Batista-Karawia Tridiagonal Periodic #1 (41, 42) - Batista-Karawia Tridiagonal Periodic #2 (43, 44) - Batista-Karawia Tridiagonal Periodic #3 (48, 49) - Batista-Karawia Tridiagonal Periodic #4 (53, 54) - Batista-Karawia Tridiagonal Periodic #5 (59, 60) - Batista-Karawia Tridiagonal Periodic #6 (61, 62) - Batista-Karawia Tridiagonal Periodic #7 (68, 69) - Batista-Karawia Tridiagonal Periodic #8 (76, 77) - Batista-Karawia Tridiagonal Periodic #9 (78, 79) - Batista-Karawia Tridiagonal Periodic #10 (80, 81, 82) - Batista-Karawia Tridiagonal Periodic #11 (83, 84) - Batista-Karawia Tridiagonal Periodic #12 (85, 86) - Batista-Karawia Tridiagonal Periodic #13 (87, 88, 89) - Batista-Karawia Tridiagonal Periodic #14 (92, 93, 94) - Batista-Karawia Tridiagonal Periodic #15 (95, 96, 97) - Batista-Karawia Tridiagonal Periodic #16 (98) - Batista-Karawia Tridiagonal Periodic #17 (106, 107, 108) - Batista-Karawia Tridiagonal Periodic #18 (109, 110, 111) - Ryabenkii Tsynkov Tridiagonal Run #5 (114) - Forward Sweep Back Substitution Run (117) - Non-period Tridiagonal Solver Shell (118, 119, 120) IdeaDRIP:

- CRNG R^d Random Sequence Shell (1, 2, 3) - R^d Random Sequence 1D #1 (4, 5) - R^d Random Sequence 1D #2 (6, 7) - R^d Random Sequence 2D #1 (8, 9) - R^d Random Sequence 2D #2 (10, 11) - R^d Random Sequence Tridiagonal #1 (14, 15) - R^d Random Sequence Tridiagonal #2 (16, 17) - Matrix Bottom Left Location Checker (18, 19) - Matrix Top Right Location Checker (20, 21) - R^d Random Sequence Periodic Tridiagonal #1 (22, 23) - R^d Random Sequence Periodic Tridiagonal #2 (24, 25, 26) - Number Util Array Row #1 (44, 45, 46) - Number Util Array Row #2 (47, 48, 49) - Number Util Array Row #3 (50, 51) - Number Util Array Row #4 (52, 53) - Number Util Array Row #5 (54, 55) - Number Util Array Row #6 (56, 57) - Number Util Array Row #7 (58, 59, 60) Bug Fixes/Re-organization: - Matrix Bottom Left Top Right (12, 13) Samples: - Tridiagonal Non-periodic Solver #1 (27, 28) - Tridiagonal Non-periodic Solver #2 (29, 30, 31) - Tridiagonal Non-periodic Solver #3 (32, 33, 34) - Tridiagonal Non-periodic Solver #4 (35, 36, 37) - Tridiagonal Non-periodic Solver #5 (38, 39, 40) - Tridiagonal Non-periodic Solver #6 (41, 42, 43) - Tridiagonal Non-periodic Solver #7 (61, 62, 63) - Tridiagonal Non-periodic Solver #8 (64, 65, 66) - Tridiagonal Non-periodic Solver #9 (67, 68, 69) - Tridiagonal Non-periodic Solver #10 (70, 71, 72) - Tridiagonal Non-periodic Solver #11 (73, 74, 75) - Tridiagonal Non-periodic Solver #12 (76, 77, 78) - Non-periodic Solver Suite #1 (79, 80) - Non-periodic Solver Suite #2 (81, 82) - Non-periodic Solver Suite #3 (83, 84) - Non-periodic Solver Suite #4 (85, 86, 87) - Non-periodic Solver Suite #5 (88, 89, 90) - Non-periodic Solver Suite #6 (91, 92, 93) - Non-periodic Solver Suite #7 (94, 95, 96) - Non-periodic Solver Suite #8 (97, 98, 99) - Non-periodic Solver Suite #9 (100, 101, 102) - Non-periodic Solver Suite #10 (103, 104, 105) - Non-periodic Solver Suite #11 (106, 107, 108) - Non-periodic Solver Suite #12 (109, 110, 111) - Non-periodic Solver Suite #13 (112, 113, 114) - Non-periodic Solver Suite #14 (115, 116, 117) - Periodic Ryabenkii-Tsynkov Solver Shell (118, 19, 120) IdeaDRIP:

- Add State Response Snapshot #1 (1, 2) - Add State Response Snapshot #2 (3, 4) - CN Discretized Evolver 1D Solve #1 (13, 14) - CN Discretized Evolver 1D Solve #2 (15, 16) - R^1 State Response Snapshot - Shell (19, 20, 21) - R^1 State Response Snapshot - Array (22, 23, 24) - R^1 State Response Snapshot - Constructor (25, 26, 27) - R^1 Evolution Snapshot State Response (28, 29, 30) - R^1 State Response Snapshot Diagnostics #1 (34, 35, 36) - R^1 State Response Snapshot Diagnostics Time-shift Jacobian (37, 38, 39) - R^1 State Response Snapshot Diagnostics von-Neumann Stability Metric Array (40, 41) - R^1 State Response Snapshot Diagnostics Weighted Node Value Constraint Array (42, 43, 44) - R^1 State Response Snapshot Diagnostics - Constructor #1 (45, 46) - R^1 State Response Snapshot Diagnostics - Constructor #2 (47, 48) - R^1 State Response Snapshot Diagnostics #2 (49, 50, 51) - CN Discretized Evolver 1D Diagnostics On #1 (52, 53) - CN Discretized Evolver 1D Diagnostics On #2 (55, 56, 57) - CN Discretized Evolver 1D Diagnostics On #3 (58, 59, 60) - CN Discretized Evolver 1D Diagnostics On #4 (94, 95, 96) Bug Fixes/Re-organization: Samples: - Diffusion 1D Discretized Evolver #1 (5, 6, 7) - Diffusion 1D Discretized Evolver #2 (8, 9, 10) - Diffusion 1D Discretized Evolver #3 (11, 12) - Diffusion 1D Discretized Evolver #4 (17, 18) - Diffusion 1D Discretized Evolver #5 (31, 32, 33) - Diffusion 1D Discretized Evolver #6 (54) - Diffusion 1D Discretized Evolver #7 (61, 62, 63) - Diffusion 1D Discretized Evolver #8 (64, 65, 66) - Diffusion 1D Discretized Evolver #9 (67, 68, 69) - Diffusion 1D Discretized Evolver #10 (70, 71, 72) - Diffusion 1D Discretized Evolver #11 (73, 74, 75) - Diffusion 1D Discretized Evolver #12 (76, 77, 78) - Diffusion 1D Discretized Evolver #13 (79, 80, 81) - Diffusion 1D Discretized Evolver #14 (82, 83, 84) - Diffusion 1D Discretized Evolver #15 (85, 86, 87) - Diffusion 1D Discretized Evolver #16 (88, 89, 90) - Diffusion 1D Discretized Evolver #17 (91, 92, 93) - Diffusion 1D Discretized Evolver #18 (97, 98, 99) - Diffusion 1D Discretized Evolver #19 (100, 101, 102) - Diffusion 1D Discretized Evolver #20 (103, 104, 105) - Diffusion 1D Discretized Evolver #21 (106, 107, 108) - Diffusion 1D Discretized Evolver #22 (109, 110, 111) - Diffusion 1D Discretized Evolver #23 (112, 113, 114) - Diffusion 1D Discretized Evolver #24 (115, 116, 117) - Diffusion 1D Discretized Evolver #25 (118, 119, 120) IdeaDRIP:

- 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:

- 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:

- 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:

- 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)

- 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)

- 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 R1 To R1 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 R1 To R1 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:

lakshmiDRIP self-assigned this Jan 17, 2018

lakshmiDRIP added the enhancement label Jan 17, 2018

lakshmiDRIP added this to the XVA Set milestone Jan 17, 2018

lakshmiDRIP closed this as completed Feb 1, 2018

lakshmiDRIP added a commit that referenced this issue Nov 6, 2018

Event Day README Update - #13

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XVA Set Netting Group Specification #13

XVA Set Netting Group Specification #13

lakshmiDRIP commented Jan 17, 2018

XVA Set Netting Group Specification #13

XVA Set Netting Group Specification #13

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lakshmiDRIP commented Jan 17, 2018