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XVA Universe Equity #5
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lakshmiDRIP
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Jan 15, 2018
- Path Simulator Market Vertex Generator (1, 2) - MVG - Position Group Value Generator (3) - Position Group Value Generator Default (4, 5) - Path Simulator Position Value Application (6, 7) - Unit Position Group Path Simulator (8, 9) - Path Position Group Value Generator (11, 12) - XVA Universe Position Tradeable Wanderer (21, 22) - XVA Universe Position Tradeable Manifest (23, 24) - Position Manifest Value Market Vertex (25, 26) - Position Manifest Value Change Ripple (27, 28) - Market Vertex Generator Position Manifest (29) - Path Simulator MPEA Single Trajectory (30) - Path Simulator Collateral Balance #1 (31, 32) - Path Simulator Collateral Balance #2 (33, 34) - Path Simulator Collateral Balance #3 (35, 36) - Path Simulator Collateral Balance #4 (37, 38) - Path Simulator Position Value #1 (39, 40) - Path Simulator Position Value #2 (41, 42) - Path Simulator Position Value #3 (43, 44) - Collateral Group Vertex Array #1 (45, 46) - Collateral Group Vertex Array #2 (47, 48) - Path Simulator Collateral Balance Array (49, 50) - Collateral Balance Position Value Arrays (51) - Path Simulator Collateral Group Vertex (53, 54) - Path Simulator Collateral Path Array (55, 56) - Path Simulator Realized Cash Flow (58) - Path Simulator Collateral Vertex Generation (59, 60) - XVA Dynamics Position Replication Scheme (62, 63) Bug Fixes/Clean-up: Samples: - Basel Fix Float Digest #1 (10) - Basel Fix Float Digest #2 (13, 14) - Basel Fix Float Digest #3 (15, 16) - Basel Fix Float Digest #4 (17, 18) - Basel Fix Float Digest #5 (19, 20) - Basel Fix Float Digest #6 (52) - Basel Fix Float Digest #7 (57) - Basel Fix Float Digest #8 (61)
lakshmiDRIP
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Jan 17, 2018
- BK Hedge Error Dual Bond (1) - BK Semi Replication Dual Bond (2) - Gold Plated Two Way CSA (3) - Burgard Kjaer One Way CSA (4) - Burgard Kjaer Set Off Scheme (5) - XVA Dynamics Path Simulator Scheme (6) - Path Simulator Position Replicator Scheme (7, 8) - Path Simulator Vertex Generation Scheme (9, 10) - Albanese Andersen Vertex Generation Scheme (11, 12) - Path Simulator Scheme Hedge Error (14) - Path Simulator Scheme Close Out (15) - Path Simulator Scheme Constructor Annotation (16, 17, 18) - Path Simulator Scheme Albanese Andersen (19, 20) - Albanese Andersen Unit Position Value (21) - Path Simulator Collateral Group Vertex (23) - Burgard Kjaer Hedge Error Dual (24) - Burgard Kjaer Semi Replication Dual (25) - Burgard Kjaer Two Way CSA (26) - Burgard Kjaer One Way CSA (27) - Burgard Kjaer Two Way CSA (28) - Dynamics Adjustment Digest Scheme (31) - Path Simulator Adjustment Scheme #1 (32, 33) - Dynamics Broken Date Interpolation Scheme (36, 37, 38) - Path Simulator Interpolator Scheme #1 (39, 40) - Path Simulator Interpolator Scheme #2 (41, 42) - Position Value Collateral Balance Array (43, 44) - Path Simulator Interpolator Scheme #3 (45, 46) - Path Simulator Interpolator Scheme #4 (47, 48) - Path Simulator Interpolator Scheme #5 (49, 50) - Path Simulator Interpolator Scheme #6 (51, 52) - Path Simulator Three Point Brownian (53) - Market Vertex Generator Correlation #1 (55, 56) - Market Vertex Generator Correlation #2 (57, 58) Bug Fixes/Clean-up: Samples: - Basel Fix Float Digest #1 (13) - Basel Fix Float Digest #2 (22) - Albanese Andersen Basel Proxy #1 (29, 30) - Albanese Andersen Basel Proxy #2 (34, 35) - Albanese Andersen Basel Proxy #3 (54)
lakshmiDRIP
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Jan 19, 2018
- WAL Principal Only To Exercise (1, 2, 3) - Path Simulator Vertex Dimension #1 (10, 11) - Path Simulator Vertex Dimension #2 (12, 13) - Path Simulator Vertex Dimension #3 (14, 15) - Path Simulator Scheme Vertex Generator (16, 17, 18) - R^1 To R^1 Payoff Transformer (19, 20) - Path Simulator Position Group Value (25, 26) - Path Simulator Collateral Balance Array (27, 28) - Path Simulator Collateral Balance Array (29, 30) - Path Simulator Position Replication Scheme (32) - Path Simulator Collateral Group #1 (33, 34) - Path Simulator Collateral Group #2 (35, 36) - Path Simulator Collateral Group Array (37, 38) - XVA Group Aggregation Container Shell (41) - Collateral Group Map Aggregation Container (42) - CPTY Group Map Aggregation Container (43) - Netting Group Map Aggregation Container (44) - Funding Group Map Aggregation Container (45) - Group Aggregation Container Constructor Annotation (46, 47, 48) - Group Aggregation Container Collateral #1 (49, 50) - Group Aggregation Container Collateral #2 (51, 52) - Counter Party Group Aggregation Container (70, 71) - Netting Set Group Aggregation Container (72, 73) - Funding Set Group Aggregation Container (74, 75) - Aggregated Collateral Group Specification Retrieval (76) - Aggregated CPTY Group Specification Retrieval (77) - Aggregated Netting Group Specification Retrieval (78) - Aggregated Funding Group Specification Retrieval (79) - Position Set Group Specification Shell (80, 81) - Position Native Collateral Group Specification (82) - Position Native CPTY Group Specification (83) - Position Native Netting Group Specification (84) - Position Native Funding Group Specification (85) - Position Group Specification Constructor Annotation (86, 87, 88) Bug Fixes/Clean-up: - Path Simulator Position Manifest Fix (21, 22) - Path Simulator Position Bug Fix (23, 24) Samples: - Andersen Albanese Basel Proxy #1 (4, 5) - Andersen Albanese Basel Proxy #2 (6, 7) - Andersen Albanese Basel Proxy #3 (8, 9) - Andersen Albanese Basel Proxy #4 (31) - Andersen Albanese Basel Proxy #5 (39, 40) - Bond Metrics Coimbatore Floater (53) - Bond Metrics Panipat #1 (54, 55) - Bond Metrics Panipat #2 (56, 57) - Bond Metrics Panipat #3 (58, 59) - Bond Metrics Panipat #4 (60, 61) - Bond Metrics Darbhanga #1 (62, 63) - Bond Metrics Darbhanga #2 (64, 65) - Bond Metrics Bally #1 (66, 67) - Bond Metrics Bally #2 (68, 69)
lakshmiDRIP
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Jan 20, 2018
- XVA Set Position Group Container (1) - XVA Set Group Specification Container (2) - XVA Holdings - Position Dependencies Package (3) - XVA Holdings Position Unit - Shell (4) - XVA Holdings Position Group Specification (5) - Position Group Value Generator Function (6) - Position Holdings Constructor and Annotation (8, 9, 10) - Position Group Value Array #1 (11, 12) - Position Group Value Array #2 (13, 14) - Position Group Value Array #3 (15, 16) - Position Group Value Array #4 (17, 18) - Position Group Value Array #5 (19, 20) - Path Simulator Position Group Specification (31) - Holdings Position Group Container Shell (33) - Holdings Container Position Group Array (34) - Position Group Container Constructor Anotation (35, 36, 37) - Solo Position Group Container Creator (38, 39) - Number of Positions in Container (40) - Path Simulator Position Group Array (41, 42) - Path Simulator Position Group Container (43, 44) - Position Group Container - Netting Segments (59, 60) - Position Group Container - Funding Segments (61, 62) Bug Fixes/Clean-up: - XVA Position To Group Rename (7) - Eliminate XVA Dynamics Group Settings (32) - Path Simulator Variable Cleanse #1 (47, 48) - Path Simulator Variable Cleanse #2 (49, 50) - Path Simulator Variable Cleanse #3 (51, 52) - Path Simulator Variable Cleanse #4 (53, 54) - Path Simulator Variable Cleanse #5 (55, 56) - Path Simulator Variable Cleanse #6 (57) Samples: - Andersen Albanese Basel Proxy #1 (21, 22) - Andersen Albanese Basel Proxy #2 (23, 24) - Andersen Albanese Basel Proxy #3 (25, 26) - Andersen Albanese Basel Proxy #4 (27, 28) - Andersen Albanese Basel Proxy #5 (29, 30) - Andersen Albanese Basel Proxy #6 (45, 46) - Andersen Albanese Basel Proxy #7 (58)
lakshmiDRIP
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Jan 23, 2018
- Position Group Funding Segment Shell (1) - Position Group Funding Segment Set (2) - Position Holdings Group Set #1 (3, 4) - Position Holdings Group Set #2 (5, 6) - Position Group Segment Constructor Annotation (7, 8) - Position Group Instance Segment Addition (9, 10) - Position Group Container Netting Segments (11, 12) - Position Group Container Funding Segments (13, 14) - Position Collateral Group Path Array (15, 16) - Position Collateral Group Path Setting (17, 18) - Position Group Container Collateral Path (20) - Path Simulator Collateral Group Vertex (23) - Netting Group Collateral Paths #1 (24, 25) - Netting Group Collateral Paths #2 (26, 27) - Netting Group Collateral Paths #3 (28, 29) - Position Group Segment Collateral Path (30, 31) - Funding Group Collateral Vertex Paths (34) - Funding Collateral Group Path Array (35, 36) - Netting Collateral Group Path Array (37, 38) - Credit Debt Funding Netting Path (41) - Position Single Trajectory Path Simulator (43, 44) - Position Group Netting Segment Paths (45, 46) - Position Group Funding Segment Paths (47, 48) - Credit Debt Funding Group #1 (49, 50) - Credit Debt Funding Group #2 (51, 52) - Netting Aggregation Group Position Array (57, 58, 59) - Collateral Group Path Simulator Array (62, 63) Bug Fixes/Clean-up: - Eliminate Collateral Group Path Array (19) - Path Simulator Single Trajectory Fix (42) Samples: - Albanese Andersen Basel Proxy #1 (21, 22) - Albanese Andersen Basel Proxy #2 (32, 33) - Albanese Andersen Basel Proxy #3 (39, 40) - Albanese Andersen Basel Proxy #4 (53, 54) - Albanese Andersen Basel Proxy #5 (55, 56) - Albanese Andersen Basel Proxy #6 (60, 61)
lakshmiDRIP
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Jan 27, 2018
Bug Fixes/Clean-up: Samples: - Burgard 2013 Market Vertex #1 (1, 2) - XVA Digest Market Vertex (3, 4) - XVA Basel Market Vertex #1 (5, 6) - XVA Basel Market Vertex #2 (7, 8) - XVA Basel Market Vertex #3 (9) - Burgard 2012 Market Vertex (10) - XVA Strategy Market Vertex (11, 12) - Burgard 2013 Market Vertex #2 (13) - Netting Group Market Group (14) - Burgard 2013 Market Vertex #3 (15, 16) - Burgard 2013 Market Vertex #4 (17, 18) - Burgard 2013 Market Vertex #5 (19, 20) - Burgard 2013 Market Vertex #6 (21) - Burgard 2011 Market Vertex (22) - XVA Basel Market Vertex #4 (23, 24) - XVA Basel Market Vertex #5 (25, 26)
lakshmiDRIP
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Jan 27, 2018
Bug Fixes/Clean-up: Samples: - Burgard 2013 Market Vertex #1 (1, 2) - XVA Digest Market Vertex (3, 4) - XVA Basel Market Vertex #1 (5, 6) - XVA Basel Market Vertex #2 (7, 8) - XVA Basel Market Vertex #3 (9) - Burgard 2012 Market Vertex (10) - XVA Strategy Market Vertex (11, 12) - Burgard 2013 Market Vertex #2 (13) - Netting Group Market Group (14) - Burgard 2013 Market Vertex #3 (15, 16) - Burgard 2013 Market Vertex #4 (17, 18) - Burgard 2013 Market Vertex #5 (19, 20) - Burgard 2013 Market Vertex #6 (21) - Burgard 2011 Market Vertex (22) - XVA Basel Market Vertex #4 (23, 24) - XVA Basel Market Vertex #5 (25, 26)
lakshmiDRIP
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Feb 8, 2018
- Deposit Futures Instrument Builders #1 (5, 6) - Deposit Futures Instrument Builders #2 (7, 8) - Deposit Futures Instrument Builders #3 (9, 10) - Deposit Futures Instrument Builders #4 (11, 12) Bug Fixes/Clean-up: - Bond Component Credit Label Fix (1, 2) - CDS Component Credit Label Fix (3, 4) - Bond Metrics KRD Fix #1 (19, 20) - Discount Curve Bump Node #1 (21, 22) - Discount Curve Bump Node #2 (23, 24) - Discount Curve Bump Node #3 (25) - Composable Unit Floating Period #1 (26, 27) - Composable Unit Floating Period #2 (28, 29) - Composable Unit Floating Period #3 (30, 31) - Composable Unit Floating Period #4 (32, 33) - Composable Unit Floating Period #5 (34, 35) - Composable Unit Floating Period #6 (36, 37) - Composable Unit Floating Period #7 (38, 39) - Composable Unit Floating Period #8 (40, 41) - Composable Unit Floating Period #9 (45, 46) - Composable Unit Floating Period #10 (47, 48) - Composable Unit Floating Period #11 (49, 50) - Composable Unit Floating Period #12 (53, 54) - Composable Unit Floating Period #13 (55, 56) - Composable Unit Floating Period #14 (57, 58) - Composable Unit Floating Period #15 (59, 60) Samples: - Bond Metrics Kakinada - DF Decimals (13, 14) - Bond Metrics Kakinada - CF #1 (15, 16) - Bond Metrics Kakinada - CF #2 (17, 18) - Bond Metrics Kakinada - CF #3 (42) - Bond Metrics Kakinada - CF #4 (43, 44) - Bond Metrics Kakinada - CF #5 (51, 52)
lakshmiDRIP
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Feb 10, 2018
- Composite Floating Unit Period #1 (2, 3) - Composite Floating Unit Period #2 (4, 5) - Discrete Period Discount Factor #1 (12, 13) - Discrete Period Discount Factor #2 (14, 15) - Native Flat Forward Discount #1 (20, 21) - Native Flat Forward Discount #2 (22, 23) - Native Flat Forward Discount #3 (24, 25) - Native Flat Forward Discount #4 (26, 27) Bug Fixes/Clean-up: - Latent Market State Builder #1 (28, 29) - Latent Market State Builder #2 (30, 31) - Latent Market State Builder #3 (32, 33) - Latent Market State Builder #4 (34, 35) - Latent Market State Builder #5 (36, 37) - Latent Market State Builder #6 (38) Samples: - Kakinada Bond Metrics Curve Up (1) - Kakinada Bond Metrics #1 (6, 7) - Kakinada Bond Metrics #2 (8, 9) - Kakinada Bond Metrics #3 (10, 11) - Kakinada Bond Metrics #4 (16, 17) - Kakinada Bond Metrics #5 (18, 19) - Kakinada Bond Metrics #6 (39, 40) - Kakinada Bond Metrics #7 (41, 42) - Kakinada Bond Metrics #8 (43, 44) - Kakinada Bond Metrics #9 (45, 46) - Kakinada Bond Metrics #10 (47, 48) - Kakinada Bond Metrics #11 (51, 52) - Kakinada Bond Metrics #12 (53, 54) - Kakinada Bond Metrics #13 (55, 56) - Kakinada Bond Metrics #14 (57, 58) - Kakinada Bond Metrics #15 (59, 60) - Kakinada Bond Metrics #16 (61, 62) - Kakinada Bond Metrics #17 (63, 64) - Kakinada Bond Metrics #18 (65, 66) - Kakinada Bond Metrics #19 (67, 68) - Kakinada Bond Metrics #20 (69, 70) - Kakinada Bond Metrics #21 (71, 72) - Kakinada Bond Metrics #22 (73, 74) - Kakinada Bond Metrics #23 (75, 76) - Kakinada Bond Metrics #24 (77, 78) - Kakinada Bond Metrics #25 (79, 80)
lakshmiDRIP
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Feb 14, 2018
- Latent State Dynamics Container Ratings (5, 6) - Latent State Dynamics Container Repo (7, 8) - Latent State Dynamics Container Pay Down (9, 10) - Latent State Dynamics Container Custom (11, 12) - Dynamics Container Primary Security ID (13, 14) - Primary Security Dynamics Container CSA (15) - Primary Security Dynamics Container Overnight (16) - Primary Security Dynamics Container Position (17) - Primary Security Dynamics Container Senior (18) - Primary Security Dynamics Container Subordinate (19) - Primary Security Dynamics Container CPTY (20) - Flat Forward Discount Curve Revert (31, 32) - Bond Replicator Funding Curve Basis (33, 34) - Tenor Base Floater Price #1 (35, 36) - Tenor Base Floater Price #2 (37, 38) - Latent State Label Container #1 (79, 80) - Latent State Label Container #2 (81, 82) - Latent State Label Container #3 (83, 84) - Latent State Label Container #4 (85, 86) - Latent State Label Container #5 (87, 88) - Latent State Label Container #6 (89, 90) - Latent State Label Container #7 (91) - Entity Equity Terminal Latent State (92) - Funding Terminal Latent State Evolver (93) - Govvie Terminal Latent State Evolver (94) - FX Terminal Latent State Evolver (95) - Forward Terminal Latent State Evolver (96) - OTC Fix Float Latent Evolver (97) - Overnight Terminal Latent State Evolver (98) - Collateral Terminal Latent State Evolver (99) - CSA Terminal Latent State Evolver (100) - Entity Hazard Latent State Evolver (101) - Entity Credit Latent State Evolver (102) - Entity Recovery Latent State Evolver (103) - Entity Funding Latent State Evolver (104) - Volatility Terminal Latent State Evolver (105) - Rating Terminal Latent State Evolver (106) - Repo Terminal Latent State Evolver (107) - Pay Down Terminal Latent State Evolver (108) - Custom Terminal Latent State Evolver (109) Bug Fixes/Clean-up: - Primary Security Dynamkics Container Rename (1) - Dynamics Container - Evolver Entry Map (2) - Latent State Dynamics Container Maps (3, 4) Samples: - Correlated Numeraire XVA Attribution #1 (21) - Correlated Numeraire XVA Explain #1 (22) - Correlated Numeraire XVA Greeks #1 (23) - Correlated Numeraire XVA Replication Portfolio #1 (24) - Burgard 2011 XVA Market Generation #1 (25) - Burgard 2011 XVA Explain #1 (26) - Burgard 2011 XVA Greeks #1 (27) - Burgard 2011 XVA Replication Portfolio #1 (28) - Euler Trajectory Evolution Scheme (29) - Albanese Andersen Basel Proxy (30) - Alwar Floater Loan Metrics (39) - Avadi Floater Loan Metrics (40) - Bardhaman Floater Loan Metrics (41) - Bijapur Floater Loan Metrics (42) - Bilaspur Floater Loan Metrics (43) - Chandrapur Floater Loan Metrics (44) - Junagadh Floater Loan Metrics (45) - Kadapa Floater Loan Metrics (46) - Kakinada Floater Loan Metrics (47) - Kollam Floater Loan Metrics (48) - Kulti Floater Loan Metrics (49) - Nizamabad Floater Loan Metrics (50) - Rampur Floater Loan Metrics (51) - Sambalpur Floater Loan Metrics (52) - Satara Floater Loan Metrics (53) - Shahjahanpur Floater Loan Metrics (54) - Shivamogga Floater Loan Metrics (55) - Thrissur Floater Loan Metrics (56) - Asansol Floater Loan Metrics (57) - Agartala Floater Loan Metrics (58) - Ahmedabad Floater Loan Metrics (59) - Aizawl Floater Loan Metrics (60) - Ajmer Floater Loan Metrics (61) - Akola Floater Loan Metrics (62) - Ambattur Floater Loan Metrics (63) - Bally Floater Loan Metrics (64) - Belgaum Floater Loan Metrics (65) - Bellary Floater Loan Metrics (66) - Bengaluru Floater Loan Metrics (67) - Bhagalpur Floater Loan Metrics (68) - Bhatpara Floater Loan Metrics (69) - Bhilai Floater Loan Metrics (70) - Bokaro Floater Loan Metrics (71) - Chennai Floater Loan Metrics (72) - Coimbatore Floater Loan Metrics (73) - Darbhanga Floater Loan Metrics (74) - Delhi Floater Loan Metrics (75) - Dewas Floater Loan Metrics (76) - Dumdum Floater Loan Metrics (77) - Durgapur Floater Loan Metrics (78)
lakshmiDRIP
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Feb 27, 2018
- Market Vertex Entity Senior Subordinate (5, 6) Bug Fixes/Clean-up: - Vertex Entity Senior Subordinate #1 (7, 8) - Vertex Entity Senior Subordinate #2 (9, 10) - Vertex Entity Senior Subordinate #3 (11, 12) - Vertex Entity Senior Subordinate #4 (13, 14) - Vertex Entity Senior Subordinate #5 (15, 16) - Vertex Entity Senior Subordinate #6 (17, 18) - Vertex Entity Senior Subordinate #7 (19, 20) - Vertex Entity Senior Subordinate #8 (21, 22) - Vertex Entity Senior Subordinate #9 (23, 24) - Vertex Entity Senior Subordinate #10 (25, 26) - Vertex Entity Senior Subordinate #11 (27, 28) - Vertex Entity Senior Subordinate #12 (29, 30) - Vertex Entity Senior Subordinate #13 (31, 32) - Switch From BILATERAL to ISDA_92 (41, 42) Samples: - Burgard Kjaer Dual Basel Proxy #1 (1, 2) - Burgard Kjaer Dual Basel Proxy #2 (3, 4) - Burgard Kjaer Semi Basel Proxy (33, 34) - Gold Plated Basel Proxy (35, 36) - One Way Basel Proxy (37, 38) - Set Off Basel Proxy (39, 40)
lakshmiDRIP
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Mar 1, 2018
- CDGS Bank Hazard Rate Label (7) - CDGS Bank Recovery Rate Label (8, 9) - CDGS Counter Party Hazard Label (10) - CDGS Counter Party Recovery Label (11) - Credit Debt Group Specification Constructor (12, 13, 14) - Credit Debt Group Specification Static (17) Bug Fixes/Clean-up: - Eliminate Position Group Specification Container (1) - Eliminate XVA Group Specification Container (2, 3) - Set Into Proto Package Transform (4) - Credit Debt Netting Group Sepcification (5) - Market Entity Evolver Dynamics Container (6) Samples: - Albanese Andersen Basel Proxy (15, 16) - Set Off Basel Proxy (18) - Semi Replication Basel Proxy (19) - One Way Basel Proxy (20) - Hedge Error Basel Proxy (21) - Gold Plated Basel Proxy (22) - USD Broken Date LIBOR Forward (23) - EUR Broken Date LIBOR #1 (24, 25) - EUR Broken Date LIBOR #2 (26, 27) - EUR Broken Date LIBOR #3 (28, 29) - Bond Sink Metrics IchalKaranji #1 (30, 31) - Bond Sink Metrics IchalKaranji #2 (32, 33) - Bond Sink Metrics IchalKaranji #3 (34, 35) - Bond Sink Metrics IchalKaranji #4 (36, 37) - Bond Sink Metrics IchalKaranji #5 (38, 39) - Bond Sink Metrics IchalKaranji #6 (40, 41) - Bond Sink Metrics IchalKaranji #7 (42, 43) - Bond Sink Metrics IchalKaranji #8 (44, 45) - Bond Sink Metrics IchalKaranji #9 (46, 47) - Bond Sink Metrics IchalKaranji #10 (48, 49) - Bond Sink Metrics IchalKaranji #11 (50, 51) - Bond Sink Metrics IchalKaranji #12 (52, 53) - Bond Sink Metrics IchalKaranji #13 (54, 55) - Bond Sink Metrics IchalKaranji #14 (56, 57) - Bond Sink Metrics IchalKaranji #15 (58, 59) - Bond Sink Metrics IchalKaranji #16 (60, 61) - Bond Sink Metrics IchalKaranji #17 (62, 63) - Bond Sink Metrics IchalKaranji #18 (64, 65) - Bond Sink Metrics Aligarh #1 (66, 67) - Bond Sink Metrics Aligarh #2 (68, 69) - Bond Sink Metrics Amaravati #1 (70, 71) - Bond Sink Metrics Amaravati #2 (72, 73) - Bond Sink Metrics Amaravati #3 (74, 75) - Bond Sink Metrics Amaravati #4 (76, 77) - Bond Sink Metrics Amaravati #5 (78, 79) - Bond Sink Metrics Bhavnagar #1 (80, 81) - Bond Sink Metrics Bhavnagar #2 (82, 83) - Bond Sink Metrics Bhiwandi #1 (84, 85) - Bond Sink Metrics Bhiwandi #2 (86, 87) - Bond Sink Metrics Bhubaneshwar #1 (88, 89) - Bond Sink Metrics Bhubaneshwar #2 (90, 91) - Bond Sink Metrics Bikaner #1 (92, 93) - Bond Sink Metrics Bikaner #2 (94, 95) - Bond Sink Metrics Cuttack #1 (96, 97) - Bond Sink Metrics Cuttack #2 (98, 99) - Bond Sink Metrics Dehradun #1 (100, 101) - Bond Sink Metrics Dehradun #2 (102, 103) - Bond Sink Metrics Firozabad #1 (104, 105) - Bond Sink Metrics Firozabad #2 (106, 107) - Bond Sink Metrics Gorakhpur #1 (108, 109) - Bond Sink Metrics Gorakhpur #2 (110, 111) - Bond Sink Metrics Guntur #1 (112, 113) - Bond Sink Metrics Guntur #2 (114, 115) - Bond Sink Metrics Mira Bhayandar #1 (116, 117) - Bond Sink Metrics Mira Bhayandar #2 (118, 119) - Bond Sink Metrics Nellore #1 (120, 121) - Bond Sink Metrics Nellore #2 (122, 123) - Bond Sink Metrics Saharanpur #1 (124, 125) - Bond Sink Metrics Saharanpur #2 (126, 127) - Bond Sink Metrics Salem #1 (128, 129) - Bond Sink Metrics Salem #2 (130, 131) - Bond Sink Metrics Warangal #1 (132, 133) - Bond Sink Metrics Warangal #2 (134, 135)
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Mar 6, 2018
- XVA Topology Book Market Parameters (1) - Book Market Parameters Overnight Labels (2) - Book Market Parameters CSA Labels (3) - Book Market Parameters Bank Hazard (4) - Book Market Parameters CPTY Hazard (5) - Book Market Parameters Bank Senior (6) - Book Market Parameters Bank Subordinate (7) - Book Market Parameters CPTY Recovery (8) - Bank Senior Funding Label Map (9, 10) - Counter Party Funding Label Map (11, 12) - Bank Subordinate Funding Label Map (13, 14) - Book Market Parameters Senior Funding (15) - Book Market Parameters Subordinate Funding (16) - Book Market Parameters CPTY Funding (17) - XVA Topology Book Market Constructor (18, 19, 20) - Book Topology - Market Parameters #1 (21, 22) - Book Topology - Market Parameters #2 (23, 24) - Book Topology - Market Parameters #3 (25, 26) - Book Topology - Market Parameters #4 (27, 28) - Book Topology - Market Parameters #5 (29, 30) - Book Topology - Market Parameters #6 (31, 32) - Book Topology - Market Parameters #7 (33, 34) - Book Topology - Market Parameters #8 (35, 36) - Book Topology - Market Parameters #9 (37, 38) Bug Fixes/Clean-up: Samples: - Book Group Layout Topology #1 (39, 40) - Book Group Layout Topology #2 (41, 42) - Book Group Layout Topology #3 (43, 44) - Book Group Layout Topology #4 (45, 46) - Book Group Layout Topology #5 (47, 48) - Book Group Layout Topology #6 (49, 50) - Book Group Layout Topology #7 (51, 52) - Book Group Layout Topology #8 (53, 54)
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Mar 6, 2018
Bug Fixes/Clean-up: Samples: - Book Group Layout Collateral #1 (1, 2) - Book Group Layout Collateral #2 (3, 4) - Book Group Layout Collateral #3 (5, 6) - Book Credit Debt Group #1 (7, 8) - Book Credit Debt Group #2 (9, 10) - Book Credit Debt Group #3 (11, 12) - Book Credit Debt Group #4 (13, 14) - Book Credit Debt Group #5 (15, 16) - Book Credit Debt Group #6 (17, 18) - Book Credit Debt Group #7 (19, 20) - Book Funding Group Topology #1 (21, 22) - Book Funding Group Topology #2 (23, 24) - Book Funding Group Topology #3 (25, 26) - Book Funding Group Topology #4 (27, 28) - Book Funding Group Topology #5 (29, 30) - Book Funding Group Topology #6 (31, 32) - Book Funding Group Topology #7 (33, 34) - XVA Topology Book Graph #1 (35, 36) - XVA Topology Book Graph #2 (37, 38) - XVA Topology Book Graph #3 (39, 40) - Position Group Specification Layout (41, 42) - Collateral Group Specification Layout (43, 44) - Credit Debt Specification Layout (45) - Funding Group Specification Layout (46) - Book Latent State Map Shell (47, 48) - Book Latent State Market Params (49) - Book Overnight State Labels (50, 51, 52) - Book CSA State Labels (53, 54) - Book Bank Hazard Labels (55, 56) - Book CPTY Hazard Labels (57, 58) - Book Senior Recovery Labels (59, 60) - Book Subordinate Recovery Labels (61, 62) - Counter Party Recovery Labels (63, 64)
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this issue
Mar 8, 2018
- Position Group Vertex Component Exposure (7) - Position Group Vertex Close Out (8) - Hypothecation Position Group Vertex Exposure (9) - XVA Hypothecation Position Group Vertex (10) - Position Collateral Group Trajectory Generator (11, 12) - Netting Position Collateral Group Path (17) - Collateral Group Path Adjustment Vertexes (38) - Collateral Group Path - Period Adjustment (39, 40) - Credit Debt Group Path #1 (41, 42) - Credit Debt Group Path UCVA (43, 44) - Credit Debt Group Path FTDCVA (45) - Albanese Andersen Funding Exposure Calculation (46) - Credit Debt Group Path UDVA (47, 48) - Credit Debt Group Path FTDDVA (49) - Period Unilateral Credit Adjustment Vertexes (50, 51) - Period Bilateral Credit Adjustment Vertexes (52) - Period Contra Liability Credit Adjustment (53, 54) - Period Unilateral Debt Adjustment Vertexes (56, 57) - Period Bilateral Debt Adjustment Vertexes (58) Bug Fixes/Clean-up: - Position Collateral Group Path #1 (13, 14) - Position Collateral Group Path #2 (15, 16) - Position Exposure Group Path #1 (18, 19) - Position Exposure Group Path #2 (20, 21) - Position Exposure Group Path #3 (22, 23) - Position Exposure Group Path #4 (24, 25) - Position Exposure Group Path #5 (26, 27) - Position Exposure Group Path #6 (28, 29) - Position Exposure Group Path #7 (30, 31) - Position Exposure Group Path #8 (32, 33) - Position Exposure Group Path #9 (34, 35) - Position Exposure Group Path #10 (36, 37) - Credit Debt Group Extraneous Exception (55) Samples: - Bank Senior Funding Label (1, 2) - Bank Subordinate Funding Label (3, 4) - Counter Party Funding Label (5, 6)
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Mar 19, 2018
- XVA Basel Dealer Value Category (3) - XVA Dealer Market Vertex #1 (4, 5) - XVA Dealer Market Vertex #2 (6, 7) - XVA Dealer Market Vertex #3 (8, 9) - XVA Dealer Market Vertex #4 (10, 11) - XVA Dealer Market Vertex #5 (12, 13) - XVA Client Market Vertex #1 (14, 15) - XVA Client Market Vertex #2 (16, 17) - XVA Client Market Vertex #3 (18, 19) - XVA Client Market Vertex #4 (20, 21) - XVA Dealer Market Vertex #6 (22, 23) - XVA Dealer Market Vertex #7 (24, 25) - XVA Client Market Vertex #5 (26, 27, 28) - XVA Universe Market Vertex Generator (29) Bug Fixes/Clean-up: - XVA Adiabat - Scan Moniker Change (1, 2) Samples:
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Mar 21, 2018
Bug Fixes/Clean-up: - Entity Dynamics Container Dealer #1 (1, 2) - Entity Dynamics Container Dealer #2 (3, 4) - Entity Dynamics Container Dealer #3 (5, 6) - Entity Dynamics Container Client #4 (7, 8) - Entity Dynamics Container Client #5 (9, 10) - XVA Dynamics Dealer Client Evolver (11, 12) - Primary Security Dyamics Container #1 (13, 14) - Primary Security Dyamics Container #2 (15, 16) - XVA Market Vertex Generator #1 (17, 18) - XVA Market Vertex Generator #2 (19, 20) - XVA Market Vertex Generator #3 (21, 22) - XVA Market Vertex Generator #4 (23, 24) - Primary Security Dyamics Container #3 (25, 26) - XVA Market Vertex Generator #5 (27, 28, 29) - Position Group Close Out Vertex #1 (30) - XVA Definition Simple Balance Sheet (31) - XVA Definition Close Out #1 (32, 33) - XVA Definition Close Out #2 (34, 35) - XVA Definition Close Out Bilateral (36, 37) - Position Group Close Out Vertex #2 (38) - Margin Amount Estimator Output #1 (39, 40) - Margin Amount Estimator Output #2 (41, 42) - Margin Amount Estimator Output #3 (43, 44) - Margin Amount Estimator Output #4 (45, 46) - Margin Amount Estimator Output #5 (47, 48) - Credit Debt Group Specification #1 (49, 50) - Credit Debt Group Specification #2 (51, 52) - Credit Debt Group Specification #3 (53, 54) - Credit Debt Group Specification #4 (55, 56, 57) - Funding Group Specification Prototype #1 (58, 59) - Funding Group Specification Prototype #2 (60, 61) - Position Group Specification Prototype #1 (62, 63) - Position Group Specification Prototype #2 (64, 65) - Position Group Specification Prototype #3 (66, 67) - Position Group Specification Prototype #4 (68, 69) - XVA Margin Amount Estimator #1 (70, 71) - XVA Margin Amount Estimator #2 (72, 73, 74) - XVA Margin Amount Estimator #3 (75, 76) - XVA Margin Amount Estimator #4 (77, 78) - Position Group Close Out Vertex #3 (79) - XVA Replication Portfolio Vertex Dealer (80, 81) - XVA Replication Portfolio Vertex #1 (82, 83) - XVA Replication Portfolio Vertex #2 (84, 85) - XVA Replication Portfolio Vertex #3 (86, 87) - XVA Replication Portfolio Vertex #4 (88, 89) - XVA Replication Portfolio Vertex #5 (90, 91) - XVA Replication Portfolio Vertex #6 (92, 93) - XVA Cash Account Edge #1 (94, 95) - XVA Cash Account Edge #2 (96, 97) - XVA Evolution Trajectory Vertex #1 (98, 99) - XVA Evolution Trajectory Vertex #2 (100, 101) - XVA Vertex Burgard Kjaer Dealer (102, 103, 104) - Burgard Kjaer Vertex Builder #1 (105, 106) - Burgard Kjaer Vertex Builder #2 (107, 108, 109) - XVA Topology Credit Debt Group (110, 111, 112) - XVA Funding Group Topology #1 (113, 114) - XVA Funding Group Topology #2 (115, 116) - XVA Funding Group Topology #3 (117, 118) - XVA Funding Group Topology #4 (119, 120) - XVA Funding Group Topology #5 (121, 122) - XVA Adiabat Market Params #1 (123, 124) - XVA Adiabat Market Params #2 (125, 126) - XVA Adiabat Market Params #3 (127, 128) - XVA Adiabat Market Params #4 (129) - XVA Topology Adiabat Sweep #1 (130, 131) - XVA Topology Adiabat Sweep #2 (132, 133) - XVA Topology Adiabat Sweep #3 (134, 135) - XVA Topology Adiabat Sweep #4 (136, 137) - XVA Topology Adiabat Sweep #5 (138, 139) - XVA Topology Adiabat Sweep #6 (140, 141) - XVA Topology Adiabat Sweep #7 (142, 143) - XVA Topology Adiabat Sweep #8 (144, 145) - XVA Topology Adiabat Sweep #9 (146, 147) - XVA Topology Adiabat Sweep #10 (148, 149) - XVA Topology Adiabat Sweep #11 (150, 151) - PDE Burgard Kjaer Edge Attribution (152, 153, 154) - PDE Burgard Kjaer Edge Run (155, 156, 157) - Burgard Kjaer PDE Operator #1 (158, 159) - Burgard Kjaer PDE Operator #2 (160, 161, 162) - PDE Trajectory Evolution Scheme #1 (163, 164) - PDE Trajectory Evolution Scheme #2 (165, 166) - PDE Trajectory Evolution Scheme #3 (167, 168) - PDE Trajectory Evolution Scheme #4 (169, 170) - PDE Trajectory Evolution Scheme #5 (171) - Close Out Client On Default (172) - Gross XVA Adiabat Aggregator #1 (173, 174) - Gross XVA Adiabat Aggregator #2 (175, 176) - Gross XVA Adiabat Aggregator #3 (177, 178) - Gross XVA Adiabat Aggregator #4 (179, 180) - Gross XVA Adiabat Aggregator #5 (181, 182) - Gross XVA Adiabat Aggregator #6 (183, 184) - Gross XVA Adiabat Aggregator #7 (185, 186) - Gross XVA Adiabat Aggregator #8 (187, 188) - Gross XVA Adiabat Aggregator #9 (189, 190) - Gross XVA Adiabat Aggregator #10 (191, 192) - Gross XVA Adiabat Aggregator #11 (193, 194, 195) Samples:
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Mar 29, 2018
- Unilateral Credit Exposure Adjustment PV (6, 7) - Bilateral Credit Exposure Adjustment PV (8, 9) - Unilateral Debt Exposure Adjustment PV (10, 11) - Bilateral Debt Exposure Adjustment PV (12, 13) - XVA Netting Funding Group Path (14, 15) - Credit Debt Group Path Array (16) - Credit Debt Group Unilateral Funding (17, 18) - Credit Debt Group Bilateral Funding (19, 20) - Funding Unilateral/Bilateral Adjustment 01 (21, 22) - Unilateral Funding Group Adjustment 01 (23, 24) - Unilateral Funding Group Adjustment Valuation (25) - Period Unilateral Funding Adjustment 01 (26, 27) - Period Bilateral Funding Adjustment 01 (28, 29) - Bilateral Funding Group Adjustment 01 (30) - Unilateral/Bilateral Spread 01 #1 (31, 32) - Unilateral/Bilateral Spread 01 #2 (33, 34) - Period Unilateral Funding Spread 01 (35, 36) - Period Bilateral Funding Spread 01 (37, 38) - Period Unilateral Funding Group Adjustment (39, 40) - Period Bilateral Funding Group Adjustment (41) - Unilateral Funding Debt Spread 01 (42, 43) - Bilateral Funding Debt Spread 01 (44, 45) - Unilateral Funding Debt Spread 01 (50, 51) - Bilateral Funding Debt Spread 01 (52, 53) - Period Unilateral Funding Debt Spread (54, 55) - Period Bilateral Funding Debt Spread (56) - Funding Group Path Unilateral Debt (57, 58) - Funding Group Path Bilateral Debt (59) - Period Unilateral Funding Debt Adjustment (60) - Period Bilateral Funding Debt Adjustment (61) - Period Unilateral Funding Value Adjustment (62) - Period Bilateral Funding Value Adjustment (63) - Funding Group Path Market Vertex (64, 65) - Symmetric Funding Spread 01 #1 (66, 67) - Symmetric Funding Spread 01 #2 (68, 69) - Symmetric Funding Spread 01 #3 (70, 71) - Symmetric Funding Spread 01 #4 (72, 73) - Funding Group Path Constructor Revamp (74, 75) - Funding Group Path Period Exposure (76, 77) - Funding Group Path Period Exposure PV (78, 79) - Mono Path Exposure Adjustment #1 (80, 81) - Mono Path Exposure Adjustment Constructor (82, 83, 84) - Albanese Andersen Funding Group Paths (85, 86) - Mono Path Exposure Adjustment #2 (87, 88, 89) - Mono Path Exposure Adjustment #3 (93, 94) - Mono Path Exposure Adjustment #4 (95, 96) - Mono Path Exposure Adjustment #5 (97, 98) - Mono Path Exposure Adjustment #6 (99, 100, 101) - Mono Path Exposure Adjustment #7 (102, 103) - Mono Path Exposure Adjustment #8 (104, 105) - Mono Path Exposure Adjustment #9 (106, 107) Bug Fixes/Clean-up: - Credit Debt Exception Trim #1 (1, 2) - Credit Debt Exception Trim #2 (3, 4, 5) - Unilateral Funding Spread 01 Fix (46, 47) - Bilateral Funding Spread 01 Fix (48, 49) - Symmetric Funding Spread 01 Fix (220, 221, 222) - Period Unilateral Funding Value 01 (223, 224, 225) - Period Bilateral Funding Value 01 (226, 227, 228) - Period Unilateral Funding Debt 01 (229, 230, 231) - Period Bilateral Funding Debt 01 (232, 233, 234) - Period Unilateral Funding Debt Adjustment (235, 236, 237) - Period Bilateral Funding Debt Adjustment (238, 239, 240) - XVA Netting Funding Path Adjustment (241, 242, 243) - XVA Credit Debt Path Adjustment (244, 245, 246) Samples: - Portfolio Group Run #1 (90, 91) - Portfolio Group Simulation #1 (92) - Fix Float VA Bank (108, 109) - Fix Float VA Counter Party (110) - Bilateral CSA Collateralized Funding (111, 112) - Bilateral CSA Collateralized Funding Stochastic (113) - Bilateral CSA Uncollateralized Funding (114) - Bilateral CSA Uncollateralized Funding Stochastic (115) - Bilateral CSA Zero Threshold Funding (116) - Bilateral CSA Zero Threshold Funding Stochastic (117) - Perfect Replication Collateralized Funding (118) - Perfect Replication Collateralized Funding Stochastic (119) - Perfect Replication Uncollateralized Funding (120) - Perfect Replication Uncollateralized Funding Stochastic (121) - Perfect Replication Zero Threshold Funding (122) - Perfect Replication Zero Threshold Funding Stochastic (123) - Semi Replication Collateralized Funding (124) - Semi Replication Collateralized Funding Stochastic (125) - Semi Replication Uncollateralized Funding (126) - Semi Replication Uncollateralized Funding Stochastic (127) - Semi Replication Zero Threshold Funding (128) - Semi Replication Zero Threshold Funding Stochastic (129) - Set Off Replication Collateralized Funding (130) - Set Off Replication Collateralized Funding Stochastic (131) - Set Off Replication Uncollateralized Funding (132) - Set Off Replication Uncollateralized Funding Stochastic (133) - Set Off Replication Zero Threshold Funding (134) - Set Off Replication Zero Threshold Funding Stochastic (135) - Unilateral CSA Collateralized Funding (136) - Unilateral CSA Collateralized Funding Stochastic (137) - Unilateral CSA Uncollateralized Funding (138) - Unilateral CSA Uncollateralized Funding Stochastic (139) - Unilateral CSA Zero Threshold Funding (140) - Unilateral CSA Zero Threshold Funding Stochastic (141) - Portfolio Group Run #2 (142) - Portfolio Group Simulation #2 (143) - Portfolio Group Aggregation Correlated (144) - Portfolio Group Aggregation Uncorrelated (145) - Portfolio Group Aggregation Deterministic (146) - Collateralized Collateral Group Clean (147) - Collateralized Collateral Group Correlated (148) - XVA Collateralized Collateral Group (149) - XVA Collateralized Collateral Group Correlated (150) - Zero Threshold Collateral Group (151) - Zero Threshold Collateral Group Correlated (152) - Funding Group Bilateral CSA (153, 154) - Funding Group Bilateral Hedge Error (155) - Funding Group Perfect Replication (156) - Funding Group Semi Replication (157) - Funding Group Set Off (158) - Funding Group Unilateral CSA (159) - CPGA Collateralized/Uncollateralized/Zero Threshold (160, 161, 162) - XVA Basel Collateralized Collateral Neutral (163) - XVA Basel Collateralized Collateral Neutral Stochastic (164) - XVA Basel Collateralized Collateral Payable (165) - XVA Basel Collateralized Collateral Payable Stochastic (166) - XVA Basel Collateralized Collateral Receivable (167) - XVA Basel Collateralized Collateral Receivable Stochastic (168) - XVA Basel Collateralized Funding Neutral (169) - XVA Basel Collateralized Funding Neutral Stochastic (170) - XVA Basel Collateralized Funding Payable (171) - XVA Basel Collateralized Funding Payable Stochastic (172) - XVA Basel Collateralized Funding Receivable (173) - XVA Basel Collateralized Funding Receivable Stochastic (174) - XVA Basel Collateralized Netting Neutral (175) - XVA Basel Collateralized Netting Neutral Stochastic (176) - XVA Basel Collateralized Netting Payable (177) - XVA Basel Collateralized Netting Payable Stochastic (178) - XVA Basel Collateralized Netting Receivable (179) - XVA Basel Collateralized Netting Receivable Stochastic (180) - XVA Basel Uncollateralized Collateral Neutral (181) - XVA Basel Uncollateralized Collateral Neutral Stochastic (182) - XVA Basel Uncollateralized Collateral Payable (183) - XVA Basel Uncollateralized Collateral Payable Stochastic (184) - XVA Basel Uncollateralized Collateral Receivable (185) - XVA Basel Uncollateralized Collateral Receivable Stochastic (186) - XVA Basel Uncollateralized Funding Neutral (187) - XVA Basel Uncollateralized Funding Neutral Stochastic (188) - XVA Basel Uncollateralized Funding Payable (189) - XVA Basel Uncollateralized Funding Payable Stochastic (190) - XVA Basel Uncollateralized Funding Receivable (191) - XVA Basel Uncollateralized Funding Receivable Stochastic (192) - XVA Basel Uncollateralized Netting Neutral (193) - XVA Basel Uncollateralized Netting Neutral Stochastic (194) - XVA Basel Uncollateralized Netting Payable (195) - XVA Basel Uncollateralized Netting Payable Stochastic (196) - XVA Basel Uncollateralized Netting Receivable (197) - XVA Basel Uncollateralized Netting Receivable Stochastic (198) - Zero Threshold Collateralized Collateral Neutral (199) - Zero Threshold Collateralized Collateral Neutral Stochastic (200) - Zero Threshold Collateralized Collateral Payable (201) - Zero Threshold Collateralized Collateral Payable Stochastic (202) - Zero Threshold Collateralized Collateral Receivable (203) - Zero Threshold Collateralized Collateral Receivable Stochastic (204) - Zero Threshold Collateralized Funding Neutral (205) - Zero Threshold Collateralized Funding Neutral Stochastic (206) - Zero Threshold Collateralized Funding Payable (207) - Zero Threshold Collateralized Funding Payable Stochastic (208) - Zero Threshold Collateralized Funding Receivable (209) - Zero Threshold Collateralized Funding Receivable Stochastic (210) - Zero Threshold Collateralized Netting Neutral (211) - Zero Threshold Collateralized Netting Neutral Stochastic (212) - Zero Threshold Collateralized Netting Payable (213) - Zero Threshold Collateralized Netting Payable Stochastic (214) - Zero Threshold Collateralized Netting Receivable (215) - Zero Threshold Collateralized Netting Receivable Stochastic (216) - XVA Dynamics Path Simulator Sweep (217, 218, 219) - Correlated Numeraire XVA Attribution (247) - Correlated Numeraire XVA Explain (248) - Correlated Numeraire XVA Greeks (249) - Correlated Numeraire XVA Replication Portfolio (250) - Burgard 2011 XVA Explain (251) - Burgard 2011 XVA Greeks (252) - Burgard 2011 XVA Market Generation (253) - Burgard 2011 XVA Replication Portfolio (254) - Counter Party Hazard High (255) - Counter Party Hazard Low (256) - Counter Party Hazard Medium (257) - Euler Trajectory Evolution Scheme (258) - Fix Float VA Bank (259, 260) - Fix Float VA Counter Party (261, 262) - Netting Portfolio Group Run (263) - Netting Portfolio Group Simulation (264) - Netting Portfolio Path Aggregation Correlated (265) - Netting Portfolio Path Aggregation Deterministic (266) - Netting Portfolio Path Aggregation Uncorrelated (267) - XVA Collateralized Collateral Group (268) - XVA Collateralized Collateral Group Correlated (269) - XVA Uncollateralized Collateral Group (270) - XVA Uncollateralized Collateral Group Correlated (271) - Zero Threshold Collateral Group (272) - Zero Threshold Collateral Group Correlated (273) - XVA Portfolio Collateral Estimate (274) - XVA Digest CPGA Collateralized (275) - XVA Digest CPGA Collateralized Correlated (276) - XVA Digest CPGA Uncollateralized (277) - XVA Digest CPGA Uncollateralized Correlated (278) - Zero Threshold CPGA Collateralized (279) - Zero Threshold CPGA Collateralized Correlated (280) - XVA Topology Book Group Layout (281) - XVA Topology Book Latent State Map (282) - Funding Group Bilateral CSA (283) - Funding Group Hedge Error (284) - Funding Group Perfect Replication (285) - Funding Group Semi Replication (286) - Funding Group Set Off (287) - Funding Group Unilateral CSA (288) - Albanese Andersen Basel Proxy (289) - Gold Plated Basel Proxy (290) - Hedge Error Basel Proxy (291) - One Way Basel Proxy (292) - Semi Replication Basel Proxy (293) - Set Off Basel Proxy (294) - Bilateral CSA Collateralized Funding (295) - Bilateral CSA Collateralized Funding Stochastic (296) - Bilateral CSA Uncollateralized Funding (297) - Bilateral CSA Uncollateralized Funding Stochastic (298) - Bilateral CSA Zero Threshold Funding (299) - Bilateral CSA Zero Threshold Funding Stochastic (300) - Perfect Replication Collateralized Funding (301) - Perfect Replication Collateralized Funding Stochastic (302) - Perfect Replication Uncollateralized Funding (303) - Perfect Replication Uncollateralized Funding Stochastic (304) - Perfect Replication Zero Threshold Funding (305) - Perfect Replication Zero Threshold Funding Stochastic (306) - Semi Replication Collateralized Funding (307) - Semi Replication Collateralized Funding Stochastic (308) - Semi Replication Uncollateralized Funding (309) - Semi Replication Uncollateralized Funding Stochastic (310) - Semi Replication Zero Threshold Funding (311) - Semi Replication Zero Threshold Funding Stochastic (312) - Set Off Collateralized Funding (313) - Set Off Collateralized Funding Stochastic (314) - Set Off Uncollateralized Funding (315) - Set Off Uncollateralized Funding Stochastic (316) - Set Off Zero Threshold Funding (317) - Set Off Zero Threshold Funding Stochastic (318) - Unilateral CSA Collateralized Funding (319) - Unilateral CSA Collateralized Funding Stochastic (320) - Unilateral CSA Uncollateralized Funding (321) - Unilateral CSA Uncollateralized Funding Stochastic (322) - Unilateral CSA Zero Threshold Funding (323) - Unilateral CSA Zero Threshold Funding Stochastic (324) - XVA Basel Collateralized Collateral Neutral (325) - XVA Basel Collateralized Collateral Neutral Stochastic (326) - XVA Basel Collateralized Collateral Payable (327) - XVA Basel Collateralized Collateral Payable Stochastic (328) - XVA Basel Collateralized Collateral Receivable (329) - XVA Basel Collateralized Collateral Receivable Stochastic (330) - XVA Basel Collateralized Funding Neutral (331) - XVA Basel Collateralized Funding Neutral Stochastic (332) - XVA Basel Collateralized Funding Payable (333) - XVA Basel Collateralized Funding Payable Stochastic (334) - XVA Basel Collateralized Funding Receivable (335) - XVA Basel Collateralized Funding Receivable Stochastic (336) - XVA Basel Collateralized Netting Neutral (337) - XVA Basel Collateralized Netting Neutral Stochastic (338) - XVA Basel Collateralized Netting Payable (339) - XVA Basel Collateralized Netting Payable Stochastic (340) - XVA Basel Collateralized Netting Receivable (341) - XVA Basel Collateralized Netting Receivable Stochastic (342) - XVA Basel Uncollateralized Collateral Neutral (343) - XVA Basel Uncollateralized Collateral Neutral Stochastic (344) - XVA Basel Uncollateralized Collateral Payable (345) - XVA Basel Uncollateralized Collateral Payable Stochastic (346) - XVA Basel Uncollateralized Collateral Receivable (347) - XVA Basel Uncollateralized Collateral Receivable Stochastic (348) - XVA Basel Uncollateralized Funding Neutral (349) - XVA Basel Uncollateralized Funding Neutral Stochastic (350) - XVA Basel Uncollateralized Funding Payable (351) - XVA Basel Uncollateralized Funding Payable Stochastic (352) - XVA Basel Uncollateralized Funding Receivable (353) - XVA Basel Uncollateralized Funding Receivable Stochastic (354) - XVA Basel Uncollateralized Netting Neutral (355) - XVA Basel Uncollateralized Netting Neutral Stochastic (356) - XVA Basel Uncollateralized Netting Payable (357) - XVA Basel Uncollateralized Netting Payable Stochastic (358) - XVA Basel Uncollateralized Netting Receivable (359) - XVA Basel Uncollateralized Netting Receivable Stochastic (360) - Zero Threshold Collateral Neutral (361) - Zero Threshold Collateral Neutral Stochastic (344) - Zero Threshold Collateral Payable (363) - Zero Threshold Collateral Payable Stochastic (364) - Zero Threshold Collateral Receivable (365) - Zero Threshold Collateral Receivable Stochastic (366) - Zero Threshold Funding Neutral (367) - Zero Threshold Funding Neutral Stochastic (368) - Zero Threshold Funding Payable (369) - Zero Threshold Funding Payable Stochastic (370) - Zero Threshold Funding Receivable (371) - Zero Threshold Funding Receivable Stochastic (372) - Zero Threshold Netting Neutral (373) - Zero Threshold Netting Neutral Stochastic (374) - Zero Threshold Netting Payable (375) - Zero Threshold Netting Payable Stochastic (376) - Zero Threshold Netting Receivable (377) - Zero Threshold Netting Receivable Stochastic (378)
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Apr 4, 2018
- Position Group Path Market Vertexes (1) - Position Group Path Sweep #1 (2, 3) - Position Group Path Sweep #2 (4, 5) - Position Group Path Sweep #3 (6, 7) - Position Group Path Sweep #4 (8, 9) - Position Group Path Sweep #5 (10, 11) - Position Group Path Sweep #6 (12, 13) - Position Group Path Sweep #7 (14, 15) Bug Fixes/Clean-up: Samples: - Collateralized Collateral/Funding/Netting (16, 17, 18) - Uncollateralized Collateral/Funding/Netting (19, 20, 21) - Zero Threshold Collateral/Funding/Netting (22, 23, 24)
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Apr 17, 2018
- Andersen Pykhtin Sokol Lag Aggressive (1) - Andersen Pykhtin Sokol Lag Conservative (2) - Andersen Pykhtin Sokol Lag Shell (3, 4) - Last Client Margin Flow Date (5) - Last Dealer Margin Flow Date (6) - Last Client Trade Flow Date (7) - Last Dealer Trade Flow Date (8) - Spot/ETD Event Observation Date (9, 10) - Margin Period Collateral Valuation Date (11) - Last Flow Dates - Constructor/Annotation (12, 13, 14) - Last Flow Dates - Spot Standard #1 (15, 16) - Last Flow Dates - Spot Standard #2 (17, 18) - Event Sequence Last Cash Flows (19, 20) - Last Cash Flows - Valuation Date (21, 22) - Position Group Numeraire Trade Flow (39) - Holdings Fix Float Basel Duration (40) - Single Stream DV01 Numeraire Shell (41, 42) - Trim Off Trade Flows Array (43) - Single Stream DV01 Effective Date (44) - Single Stream DV01 Maturity Date (45) - Single Stream DV01 Pay Frequency (46) - Stream DV01 XVA Holdings #1 (47, 48) - Stream DV01 XVA Holdings #2 (49, 50) - Stream DV01 XVA Holdings #3 (51, 52) Bug Fixes/Clean-up: Samples: - Andersen Pykhtin Sokol Dates Shell (23, 24) - Andersen Pykhtin Sokol Dates #1 (25, 26) - Andersen Pykhtin Sokol Dates #2 (27, 28) - Andersen Pykhtin Sokol Dates #3 (29, 30) - Andersen Pykhtin Sokol Dates #4 (31, 32) - Andersen Pykhtin Sokol Dates #5 (33, 34) - Andersen Pykhtin Sokol Dates #6 (35) - Andersen Pykhtin Sokol Dates Format (36, 37, 38)
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Apr 17, 2018
- Stream DV01 - Remove Position Dependence (1) - Market Vertex Generator Map #1 (2, 3) - Market Vertex Generator Map #2 (4, 5) - XVA Market Vertex Path #1 (6, 7) - XVA Market Vertex Path #2 (8, 9) - Market Path Date Vertex Map (20, 21, 22) - Market Path Vertex Date Array (23, 24, 25) - Path Initial Market Vertex Instance (26, 27) - Path Final Market Vertex Instance (28, 29) - Position Group Numeraire Forward Value (30, 31) - Market Path Vertex Date Containment (32, 33) - Market Path Forward Date Vertex (34) - Market Vertex For Forward Date (35) - Position Holdings Group Value Array (36, 37) - XVA Dynamics Path Simulator #1 (38, 39) - XVA Dynamics Path Simulator #2 (40, 41) - Position Group Trajectory Path #1 (42, 43) - Position Group Trajectory Path #2 (44, 45) - Position Group Trajectory Path #3 (46, 47, 48) - Collateral Group Market Path #1 (49, 50) - Collateral Group Market Path #2 (51, 52) - XVA Path Market Vertex Array (53, 54) - Credit Debt Group Path Vertexes (55, 56) - Funding Group Path Market Vertexes (57, 58) - Market Path From Vertex Array (59, 60) Bug Fixes/Clean-up: Samples: - Correlated Numeraire XVA Attribution (10, 11) - Correlated Numeraire XVA Explain (12) - Correlated Numeraire XVA Greeks (13) - Correlated Numeraire XVA Replication Portfolio (14) - Burgard 2011 XVA Explain (15) - Burgard 2011 XVA Greeks (16) - Burgard 2011 XVA Market Generation (17) - Burgard 2011 XVA Replication Portfolio (18) - Euler Evolution Trajectory Scheme (19) - Market Path From Vertex Array #1 (61, 62) - Market Path From Vertex Array #2 (63, 64) - Market Path From Vertex Array #3 (65, 66) - Market Path From Vertex Array #4 (67, 68) - Market Path From Vertex Array #5 (69, 70) - Market Path From Vertex Array #6 (71, 72) - Market Path From Vertex Array #7 (73, 74) - Market Path From Vertex Array #8 (75, 76) - Market Path From Vertex Array #9 (77, 78)
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this issue
Apr 21, 2018
- Collateral Actual Margin Postin Amount (1, 2) - Trade Flow Exposure Array #1 (3, 4) - Trade Flow Map Construction Incorporation (5, 6) - Period Trade Flow Gap Incorporation (7, 8, 9) - Exposure Margin Period Start Date (10) - Exposure Margin Period End Date (11) - Dealer Margin Exposure Flow Date (12) - Margin Period Start/End Date (13, 14) - Client/Dealer Margin Flow Dates (15, 16) - Period Margin Flow Gap Calculation (17, 18, 19) - Margin Trade Flow Trajectory Calendar (20) - Andersen Pykhtin Sokol Lag Dates (21) - Trade Flow Gap Start #1 (22, 23) - Trade Flow Gap End Date (24) - Margin Trade Last Flow Dates (26, 27, 28) - Path Forward Variation Margin Estimate (43, 44) - Fixed Stream VM Trade Flow (45) - Variation Margin Flow Estimate Entry (51) - Trade Payment Flow Estimate Entry (52) - Variation Margin Posted Amount Entry (53) - Exposure MPoR Margin Trade Trajectory (54) - Exposure MPoR Margin Trade Vertex (55) - Exposure MPoR Margin Trade Trajectory (56, 57) - Margin Trade Vertex Exposure Work (58) - Margin Trade Trajectory Estimator #1 (59, 60) - Margin Trade Vertex Exposure Trajectory (61) - Margin Trade Exposure Date Array (62, 63, 64) - Margin Trade Trajectory Estimator #2 (65, 66) - Margin Trade Trajectory Estimator #3 (67, 68) - Dealer Client Trade Payment Shell (76, 77, 78) - Trade Payment Constructor And Annotation (79, 80, 81) - Dealer Client Trade Payment Standard (82, 83, 84) - Dealer Client Trade Payment #1 (85, 86, 87) - Dealer Client Trade Payment #2 (88, 89, 90) - Dealer Client Trade Payment #3 (91, 92, 93) - Dealer Client Trade Payment #4 (94, 95, 96) - Dealer Client Trade Payment #5 (97, 98, 99) Bug Fixes/Clean-up: - Margin Period Start/End Fix (25) - Last Flow Dates Error Handling (30) - Remove Trajectory Margin Posting Date (37) - Path VM Trade Flow #1 (39, 40) - Path VM Trade Flow #2 (41, 42) - Exposure Path Margin Trade Estimate (46, 47, 48) - Migrate Margin/Trade Flow Classes (49) - Exposure Margin To MPoR Change (50) Samples: - Fixed Stream MPoR Daily #1 (29, 30) - Fixed Stream MPoR Daily #2 (31, 32) - Fixed Stream MPoR Daily #3 (33, 34) - Fixed Stream MPoR Daily #4 (35, 36) - Fixed Stream Classical Plus MPoR (38) - Fixed Stream Classical Plus #1 (69, 70) - Fixed Stream Classical Plus #2 (71, 72) - Fixed Stream Classical Plus #3 (73, 74, 75)
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Apr 24, 2018
- CSA Enforced Stream Path Exposures (1) - Client To Dealer Trade Payment (7, 8) - Float Coupon Stream Shell Skeleton (29, 30) - Float Coupon Stream VM Trade (31, 32) Bug Fixes/Clean-up: - MPoR To Calibration To Timeline (41, 42) - Float Coupon Stream Fix #1 (49, 50) - Float Coupon Stream Fix #2 (51, 52) Samples: - Fixed Coupon Classical Plus MPoR (2) - Classical+ Positive Exposure #1 (3, 4) - Classical+ Positive Exposure #2 (5, 6) - Classical+ Collateralized Exposure #1 (9, 10) - Classical+ Collateralized Exposure #2 (11, 12) - Classical+ Collateralized Positive Exposure #1 (13, 14) - Classical+ Collateralized Positive Exposure #2 (15, 16) - Variation Margin Gap #1 (17, 18) - Variation Margin Gap #2 (19, 20) - Classical+ Positive Exposure #3 (21) - Fixed Coupon Classical Minus MPoR (22, 23) - Long/Short Stream APS2017 MPoR (24) - Long Fixed Aggressive MPoR (25, 26) - Long Fixed Conservative MPoR (27, 28) - Short Fixed Classical+ MPoR (33, 34) - Short Fixed Classical- MPoR (35, 36) - Short Fixed Aggressive MPoR (37, 38) - Short Fixed Conservative MPoR (39, 40) - Long Float Classical Plus Time #1 (43, 44) - Long Float Classical Plus Time #2 (45, 46) - Long Float Classical Plus Time #3 (47, 48) - Long Float Classical Plus Time #4 (53, 54) - Long Float Classical Plus Time #5 (55, 56) - Long Float Classical Plus Time #6 (57, 58) - Long Float Classical Plus Time #7 (59, 60)
lakshmiDRIP
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Apr 25, 2018
- Collateral Group Variation Margin #1 (21, 22) - Collateral Group Variation Margin #2 (23, 24) - Collateral Group Variation Margin #3 (25, 26) - Collateral Group VM Posted #1 (27, 28) - Collateral Group VM Posted #2 (29, 30) Bug Fixes/Clean-up: - Stream Fix Float MPoR Packages (1, 2) - Collateral Group Anchor -> Vertex Date (31) - Albanese Andersen XVA Vertex Revamp (32) Samples: - OTC Receiver Classical+ Timeline #1 (3, 4) - OTC Receiver Classical+ Timeline #2 (5, 6) - OTC Receiver Classical- Timeline (7, 8) - OTC Receiver Aggressive Timeline (9, 10) - OTC Receiver Conservative Timeline (11, 12) - OTC Payer Classical+ Timeline (13, 14) - OTC Payer Classical- Timeline (15, 16) - OTC Payer Aggressive Timeline (17, 18) - OTC Payer Conservative Timeline (19, 20) - OTC Receiver Classical+ XVA #1 (33, 34) - OTC Receiver Classical+ XVA #2 (35, 36) - OTC Receiver Classical+ XVA #3 (37, 38) - OTC Receiver Classical+ XVA #4 (39, 40) - OTC Receiver Classical+ XVA #5 (41, 42) - OTC Receiver Classical+ XVA #6 (43, 44) - OTC Receiver Classical+ XVA #7 (45, 46) - OTC Receiver Classical+ XVA #8 (47, 48) - OTC Receiver Classical+ XVA #9 (49, 50) - OTC Receiver Classical+ XVA #10 (51, 52) - OTC Receiver Classical+ XVA #11 (53, 54) - OTC Receiver Classical+ XVA #12 (55, 56) - OTC Receiver Classical+ XVA #13 (57, 58) - OTC Receiver Classical+ XVA #14 (59, 60)
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May 14, 2018
- Market Vertex Generator - Wanderer Index (1) - Latent State Market Vertex Container (3) - Latent State Vertex Value #1 (4, 5) - Latent State Vertex Value #2 (6, 7) - Latent State Vertex Value #3 (8, 9, 10) - Latent State CSA Vertex Container (11, 12) - Market Vertex Latent State Value (13, 14) - Latent State Vertex Container #1 (15, 16) - Latent State Vertex Container #2 (17, 18) - Latent State Vertex Container #3 (19, 20) - Latent State Vertex Container #4 (21, 22) - Latent State Vertex Container #5 (23, 24) - Latent State Vertex Container #6 (25, 26) - Latent State Vertex Container #7 (27, 28) - Latent State Vertex Container #8 (29, 30) - Latent State Vertex Container #9 (31, 32) - Latent State Vertex Container #10 (33, 34) - Latent State Nodal Market Vertex (79) - Market Vertex Generator - Latent State (192) - Trim Position Manifest Measure #1 (193, 194) - Trim Position Manifest Measure #2 (195, 196) - Trim Position Manifest Measure #3 (197, 198) - Trim Position Manifest Measure #4 (199, 200) - Trim Position Manifest Measure #5 (201, 202) - Trim Position Manifest Measure #6 (203, 204) - Trim Position Manifest Measure #7 (205, 206) - Trim Position Manifest Measure #8 (207, 208) - Float Stream MPoR Forward Label (209) - Market Vertex Generator - Initial MV (222) - Burgard Kjaer Operator - Portfolio Value (223, 224) - Trajectory Evolution Scheme - Portfolio Value (225, 226) - Position Group Numeraire To Estimator (227, 228, 229) - Fix Float Basel Estimator #1 (230, 231, 232) - Fix Float Basel Estimator #2 (233, 234, 235) - XVA Dynamics Path Simulator Valuation (251) - Primary Security Dynamics Container #1 (252, 253) - Primary Security Dynamics Container #2 (254, 255) - Primary Security Dynamics Container #3 (256, 257) - Primary Security Dynamics Container #4 (258, 259) - Primary Security Dynamics Container #5 (260, 261) - Primary Security Dynamics Container #6 (262, 263) - Primary Security Dynamics Container #7 (264, 265, 266) - Latent State Market Correlation - Shell (267) - Latent State Market Correlation - Labels (268) - Latent State Market Correlation - Covariance (269) - Latent State Market Correlation - Constructor (270, 271) - Latent State Market Correlation - Set (272, 273, 274) - Market Correlation - State Pair Exists (275, 276) - Market Correlation - State Pair Entry (277, 278) - Cross Latent State Correlation Matrix (279) - Latent Market State Label List (280) - Market Correlation Constructor and Annotation (281, 282, 283) - Latent State Index Hash Map (284, 285) - Latent State Label Duplicate Detection (286) - Correlation Matrix Element Validation Check (287, 288, 289) - Market Correlation Latent State Exists (290, 291) - Cross Latent State Correlation Entry (292, 293) - Custom Market Correlation Synthesizer #1 (294, 295) - Custom Market Correlation Synthesizer #2 (296, 297) - Market Vertex Generator Deprecatione Sweep (298) - Market Universe Vertex Generator Shell (299) - Market Vertex Generator Spot Date (300) - Market Vertex Generator YCF Width (301) - Market Vertex Generator Event Dates (302) - Market Vertex Generator Entity Dynamics (303) - Market Vertex Generator Security Dynamics (304) - Market Vertex Generator State Dynamics (305) - Market Vertex Generator Constructor/Annotation (306, 307, 308) - Market Vertex Generator Creation #1 (309) - Latent State Weiner Random - Shell (310) - Latent State Weiner Increment Map (311) - Latent State Weiner Availability Check (312, 313) - Latent State Weiner Increment Array (314) - Latent State Weiner Increment Addition (315, 316) - Latent State Weiner Constructor Annotation (317, 318) - Market Vertex Latent State Count (319, 320) - Overnight Replicator Vertex Array #1 (321, 322) - Overnight Replicator Vertex Array #2 (323, 324) - CSA Replicator Path Vertex Array (325, 326) - Entity Dynamics Client Hazard Label (327) - Entity Dynamics Dealer Hazard Label (328) - Market Vertex Generator Dealer Hazard (329, 330) - Entity Dynamics Client Recovery Label (331) - Dealer Entity Senior Recovery Label (332) - Dealer Entity Subordinate Recovery Label (333) - Overnight Replicator Vertex Array Separation (334, 335, 336) - CSA Replicator Vertex Array Separation (337, 338) - Dealer Hazard Vertex Array Separation (339, 340) - Dealer Senior Funding Vertex Array (341, 342) - Dealer Subordinate Funding Vertex Array (343, 344) - Client Senior Funding Vertex Array (345, 346) - Client Hazard Vertex Array Separation (349, 350) - Dealer Senior Recovery Vertex Array (351, 352) - Dealer Subordinate Recovery Vertex Array (353, 354) - Client Recovery Rate Vertex Array (355, 356) - Asset Diffusion Vertex Array #1 (357, 358) - Asset Diffusion Vertex Array #2 (359, 360) - Asset Diffusion Vertex Array #3 (361, 362) - Asset Diffusion Vertex Array #4 (363, 364) - Asset Diffusion Vertex Array #5 (365, 366) - Latent State Dynamics Container #1 (367, 368) - Latent State Dynamics Container #2 (369, 370) - Latent State Dynamics Container #3 (371, 372) - Latent State Dynamics Container #4 (373, 374, 375) - Market Vetex Generator Evolver #1 (376, 377, 378) - Latent State Vertex Container #1 (379, 380) - Latent State Vertex Container #2 (381, 382) - Latent State Vertex Container #3 (383, 384) - Set of all Used Labels (385, 386) - Latent State Vertex Container #11 (387, 388) - Latent State Vertex Container #12 (389, 390) - Latent State Vertex Container #13 (391, 392) - Latent State Vertex Container #14 (393, 394) - Latent State Vertex Container #15 (395, 396) - Latent State Vertex Container #16 (397, 398) - Latent State Vertex Container #17 (399, 400) - Latent State Vertex Container #18 (401, 402) - Latent State Vertex Container #19 (403, 404) - Latent State Vertex Container #20 (405, 406) - Latent State Vertex Container #21 (407, 408) - Latent State Vertex Container #22 (409, 410) - Latent State Vertex Container #23 (411, 412) - Latent State Vertex Container #24 (413, 414) - Market Vetex Generator Evolver #2 (415, 416) - Market Vetex Generator Evolver #3 (417, 418) - Market Vetex Generator Evolver #4 (419, 420) - Market Vetex Generator Evolver #5 (421, 422) - Market Vetex Generator Evolver #6 (423, 424) - Market Vetex Generator Evolver #7 (425, 426) - Market Vetex Generator Evolver #8 (427, 428) - Market Vetex Generator Evolver #9 (429, 430) - Market Vetex Generator Evolver #10 (431, 432) - Latent State Vertex Container #25 (433, 434) - Latent State Vertex Container #26 (435, 436) - Market Vetex Generator Evolver #11 (437, 438) - Exposure Evolver Scaling Numeraire Revamp (439) - Exposure Evolver Terminal Latent State (440) - Exposure Evolver Primary Security Revamp (441) - Exposure Evolver Primary Security Equity (442) - Latent State Dynamics Container Revamp (443) - Exposure Evolver Dynamics Container Revamp (444) - Exposure Evolver Primary Security Container (445) - Exposure Evolver Entity Dynamics Container (446) - Latent State Vertex Container Revamp (447) - CSA Dynamics Funding Basis Evolver (448) - Numeraire Induced Measure Shift Revamp (449) - Andersen Pykhtin Sokol Lag Revamp (450) - CSA Last Flow Event Dates (451) - CSA Timeline Event Date Revamp (452) - CSA Timeline Event Builder Revamp (453) - CSA Timeline Event Sequence Revamp (454) - Exposure Universe Latent State Weiner (455) - Exposure Universe Market Correlation Matrix (456) - Exposure Universe Market Vertex Entity (457) - Exposure Universe Market Vertex Revamp (458) - Exposure Universe Market Edge Revamp (459) - Exposure Universe Market Path Revamp (460) - Exposure Universe Market Vertex Generator (461) - MPoR Collateral Amount Estimator Output (462) - Exposure Margin Period Of Risk (463) - Exposure MPoR Collateral Amount Estimator (464) - Variation Margin Trade Vertex Exposure (465) - Exposure MPoR Trade Payment Revamp (466) - Variation Margin Trade Payment Vertex (467) - Exposure Generator Stream MPoR Revamp (468) - Exposure Generator Fix Stream MPoR (469) - Exposure Generator Float Stream MPoR (470) - Exposure Generator Fix Float MPoR (471) - Variation Margin Trade Trajectory Estimator (472) - Exposure Holdings Position Group Estimator (473) - Fix Float Basel Position Estimator (474) - Exposure Holdings Position Group Revamp (475) - Path Simulator Random Weiner #1 (476) - Unit Random State Weiner #1 (477, 478) - Unit Random State Weiner #2 (479, 480) - Path Simulator Random Weiner #2 (481, 482) Bug Fixes/Clean-up: - Latent State Vertex Node Container (2) - Re-org Jump Diffusion Vertex Arrays (347, 348) Samples: - Gold Plated Basel Proxy #1 (35) - Albanese Andersen Basel Proxy #1 (36) - Hedge Error Basel Proxy #1 (37) - One Way Basel Proxy #1 (38) - Semi Replication Basel Proxy #1 (39) - Set Off Basel Proxy #1 (40) - Long Fixed Aggressive Timeline #1 (41) - Long Fixed Classical- Timeline #1 (42) - Long Fixed Classical+ Timeline #1 (43) - Long Fixed Conservative Timeline #1 (44) - Long Float Aggressive Timeline #1 (45) - Long Float Classical- Timeline #1 (46) - Long Float Classical+ Timeline #1 (47) - Long Float Conservative Timeline #1 (48) - Short Fixed Aggressive Timeline #1 (49) - Short Fixed Classical- Timeline #1 (50) - Short Fixed Classical+ Timeline #1 (51) - Short Fixed Conservative Timeline #1 (52) - Short Float Aggressive Timeline #1 (53) - Short Float Classical- Timeline #1 (54) - Short Float Classical+ Timeline #1 (55) - Short Float Conservative Timeline #1 (56) - OTC Receiver CSA Aggressive #1 (57) - OTC Receiver CSA Classical- #1 (58) - OTC Receiver CSA Classical+ #1 (59) - OTC Receiver CSA Conservative #1 (60) - OTC Payer CSA Aggressive #1 (61) - OTC Payer CSA Classical- #1 (62) - OTC Payer CSA Classical+ #1 (63) - OTC Payer CSA Conservative #1 (64) - OTC Receiver Aggressive Timeline #1 (65) - OTC Receiver Classical- Timeline #1 (66) - OTC Receiver Classical+ Timeline #1 (67) - OTC Receiver Conservative Timeline #1 (68) - OTC Payer Aggressive Timeline #1 (69) - OTC Payer Classical- Timeline #1 (70) - OTC Payer Classical+ Timeline #1 (71) - OTC Payer Conservative Timeline #1 (72) - Bilateral CSA Collateralized Funding #1 (73) - Bilateral CSA Collateralized Funding Stochastic #1 (74) - Bilateral CSA Uncollateralized Funding #1 (75) - Bilateral CSA Uncollateralized Funding Stochastic #1 (76) - Bilateral CSA Zero Threshold Funding #1 (77) - Bilateral CSA Zero Threshold Funding Stochastic #1 (78) - Perfect Replication Collateralized Funding #1 (80) - Perfect Replication Collateralized Funding Stochastic #1 (81) - Perfect Replication Uncollateralized Funding #1 (82) - Perfect Replication Uncollateralized Funding Stochastic #1 (83) - Perfect Replication Zero Threshold Funding #1 (84) - Perfect Replication Zero Threshold Funding Stochastic #1 (85) - Semi Replication Collateralized Funding #1 (86) - Semi Replication Collateralized Funding Stochastic #1 (87) - Semi Replication Uncollateralized Funding #1 (88) - Semi Replication Uncollateralized Funding Stochastic #1 (89) - Semi Replication Zero Threshold Funding #1 (90) - Semi Replication Zero Threshold Funding Stochastic #1 (91) - Set Off Collateralized Funding #1 (92) - Set Off Collateralized Funding Stochastic #1 (93) - Set Off Uncollateralized Funding #1 (94) - Set Off Uncollateralized Funding Stochastic #1 (95) - Set Off Zero Threshold Funding #1 (96) - Set Off Zero Threshold Funding Stochastic #1 (97) - Unilateral CSA Collateralized Funding #1 (98) - Unilateral CSA Collateralized Funding Stochastic #1 (99) - Unilateral CSA Uncollateralized Funding #1 (100) - Unilateral CSA Uncollateralized Funding Stochastic #1 (101) - Unilateral CSA Zero Threshold Funding #1 (102) - Unilateral CSA Zero Threshold Funding Stochastic #1 (103) - XVA Digest CPGA Collateralized #1 (104) - XVA Digest CPGA Collateralized Correlated #1 (105) - XVA Digest CPGA Uncollateralized #1 (106) - XVA Digest CPGA Uncollateralized Correlated #1 (107) - XVA Digest CPGA Zero Threshold #1 (108) - XVA Digest CPGA Zero Threshold Correlated #1 (109) - XVA Collateralized Collateral Group #1 (110) - XVA Collateralized Collateral Group Correlated #1 (111) - XVA Uncollateralized Collateral Group #1 (112) - XVA Uncollateralized Collateral Group Correlated #1 (113) - XVA Zero Threshold Collateral Group #1 (114) - XVA Zero Threshold Collateral Group Correlated #1 (115) - Funding Group Bilateral CSA #1 (116) - Funding Group Hedge Error #1 (116) - Funding Group Semi Replication #1 (117) - Funding Group Perfect Replication #1 (119) - Funding Group Set Off #1 (120) - Funding Group Unilateral CSA #1 (121) - Portfolio Netting Group Run #1 (122) - Portfolio Netting Group Simulation #1 (123) - Portfolio Netting Group Aggregation Correlated #1 (124) - Portfolio Netting Group Aggregation Deterministic #1 (125) - Portfolio Netting Group Aggregation Uncorrelated #1 (126) - Correlated Numeraire XVA Attribution #1 (127) - Correlated Numeraire XVA Explain #1 (128) - Correlated Numeraire XVA Greeks #1 (129) - Correlated Numeraire XVA Replication Portfolio #1 (130) - Burgard 2011 XVA Attribution #1 (131) - Burgard 2011 XVA Explain #1 (132) - Burgard 2011 XVA Greeks #1 (133) - Burgard 2011 XVA Replication Portfolio #1 (134) - Euler Evolution Trajectory Scheme #1 (135) - Fix Float VA Bank #1 (136) - Fix Float VA Counter Party #1 (137) - Collateralized Collateral Neutral #1 (138) - Collateralized Collateral Neutral Stochastic #1 (139) - Collateralized Collateral Payable #1 (140) - Collateralized Collateral Payable Stochastic #1 (141) - Collateralized Collateral Receivable #1 (142) - Collateralized Collateral Receivable Stochastic #1 (143) - Collateralized Funding Neutral #1 (144) - Collateralized Funding Neutral Stochastic #1 (145) - Collateralized Funding Payable #1 (146) - Collateralized Funding Payable Stochastic #1 (147) - Collateralized Funding Receivable #1 (148) - Collateralized Funding Receivable Stochastic #1 (149) - Collateralized Netting Neutral #1 (150) - Collateralized Netting Neutral Stochastic #1 (151) - Collateralized Netting Payable #1 (152) - Collateralized Netting Payable Stochastic #1 (153) - Collateralized Netting Receivable #1 (154) - Collateralized Netting Receivable Stochastic #1 (155) - Uncollateralized Collateral Neutral #1 (156) - Uncollateralized Collateral Neutral Stochastic #1 (157) - Uncollateralized Collateral Payable #1 (158) - Uncollateralized Collateral Payable Stochastic #1 (159) - Uncollateralized Collateral Receivable #1 (160) - Uncollateralized Collateral Receivable Stochastic #1 (161) - Uncollateralized Funding Neutral #1 (162) - Uncollateralized Funding Neutral Stochastic #1 (163) - Uncollateralized Funding Payable #1 (164) - Uncollateralized Funding Payable Stochastic #1 (165) - Uncollateralized Funding Receivable #1 (166) - Uncollateralized Funding Receivable Stochastic #1 (167) - Uncollateralized Netting Neutral #1 (168) - Uncollateralized Netting Neutral Stochastic #1 (169) - Uncollateralized Netting Payable #1 (170) - Uncollateralized Netting Payable Stochastic #1 (171) - Uncollateralized Netting Receivable #1 (172) - Uncollateralized Netting Receivable Stochastic #1 (173) - Zero Threshold Collateral Neutral #1 (174) - Zero Threshold Collateral Neutral Stochastic #1 (175) - Zero Threshold Collateral Payable #1 (176) - Zero Threshold Collateral Payable Stochastic #1 (177) - Zero Threshold Collateral Receivable #1 (178) - Zero Threshold Collateral Receivable Stochastic #1 (179) - Zero Threshold Funding Neutral #1 (180) - Zero Threshold Funding Neutral Stochastic #1 (181) - Zero Threshold Funding Payable #1 (182) - Zero Threshold Funding Payable Stochastic #1 (183) - Zero Threshold Funding Receivable #1 (184) - Zero Threshold Funding Receivable Stochastic #1 (185) - Zero Threshold Netting Neutral #1 (186) - Zero Threshold Netting Neutral Stochastic #1 (187) - Zero Threshold Netting Payable #1 (188) - Zero Threshold Netting Payable Stochastic #1 (189) - Zero Threshold Netting Receivable #1 (190) - Zero Threshold Netting Receivable Stochastic #1 (191) - XVA Replication Portfolio #2 (210, 211) - XVA Market Generation #2 (212) - Burgard 2011 XVA Explain #2 (213, 214) - Euler Evolution Trajectory Scheme #2 (215, 216) - Correlated Numeraire XVA Attribution #2 (217, 218) - Correlated Numeraire XVA Replication Portfolio #2 (219, 220) - Correlated Numeraire XVA Explain #2 (221) - Albanese Andersen Basel Proxy #2 (236, 237) - Albanese Andersen Basel Proxy #3 (238, 239) - Gold Plated Basel Proxy #2 (240, 241) - Hedge Error Basel Proxy #2 (242, 243) - One Way Basel Proxy #2 (244) - Semi Replication Basel Proxy #2 (245) - Set Off Basel Proxy #2 (246) - Initial Market Vertex Epochal #1 (247, 248) - Initial Market Vertex Epochal #2 (249, 250) - Albanese Andersen Basel Proxy #4 (483, 484) - Albanese Andersen Basel Proxy #5 (485, 486) - Albanese Andersen Basel Proxy #6 (487, 488) - Albanese Andersen Basel Proxy #7 (489, 490) - Albanese Andersen Basel Proxy #8 (491, 492) - Albanese Andersen Basel Proxy #9 (493, 494) - Albanese Andersen Basel Proxy #10 (495, 496) - Albanese Andersen Basel Proxy #11 (497, 498) - Albanese Andersen Basel Proxy #12 (499, 500) - Albanese Andersen Basel Proxy #13 (501, 502) - Albanese Andersen Basel Proxy #14 (503, 504) - Albanese Andersen Basel Proxy #15 (505, 506) - Albanese Andersen Basel Proxy #16 (507, 508) - Albanese Andersen Basel Proxy #17 (509, 510) - Albanese Andersen Basel Proxy #18 (511, 512) - Albanese Andersen Basel Proxy #19 (513, 514) - Albanese Andersen Basel Proxy #20 (515, 516) - Albanese Andersen Basel Proxy #21 (517, 518) - Albanese Andersen Basel Proxy #22 (519, 520) - Albanese Andersen Basel Proxy #23 (521, 522) - Albanese Andersen Basel Proxy #24 (523, 524) - Albanese Andersen Basel Proxy #25 (525, 526) - Albanese Andersen Basel Proxy #26 (527, 528) - Albanese Andersen Basel Proxy #27 (529, 530) - Albanese Andersen Basel Proxy #28 (531, 532) - Albanese Andersen Basel Proxy #29 (533, 534) - Dealer Hazard Latent State (535) - Dealer Recovery Latent State (536) - Client Hazard Latent State (537) - Client Recovery Latent State (538) - Overnight Replicator Primary Security (539, 540) - CSA Replicator Primary Security (541, 542) - Dealer Senior Funding Replicator (543, 544) - Dealer Subordinate Funding Replicator (545, 546) - Client Funding Primary Security (547, 548) - Albanese Andersen Basel Proxy #30 (549, 550) - Albanese Andersen Basel Proxy #31 (551, 552) - Albanese Andersen Basel Proxy #32 (553, 554, 555) - Albanese Andersen Basel Proxy #33 (556, 557, 558) - Gold Plated Basel Proxy #1 (559, 560, 561) - Gold Plated Basel Proxy #2 (562, 563, 564) - Hedge Error Basel Proxy (565, 566, 567) - One Way Basel Proxy (568, 569, 570) - Semi Replication Basel Proxy (571, 572, 573) - Set Off Basel Proxy (574, 575, 576) - Funding Group Bilateral CSA (577) - Funding Group Hedge Error (578) - Funding Group Perfect Replication (579) - Funding Group Semi Replication (580) - Funding Group Set Off (581) - Funding Group Unilateral CSA (582) - XVA Topology Book Group Layout (583) - XVA Topology Book Latent State Map (584) - XVA Digest CPGA Collateralized (585) - XVA Digest CPGA Collateralized Correlated (586) - XVA Digest CPGA Uncollateralized (587) - XVA Digest CPGA Uncollateralized Correlated (588) - XVA Digest CPGA Zero Threshold (589) - XVA Digest CPGA Zero Threshold Correlated (590) - XVA Collateralized Collateral Group (591) - XVA Collateralized Collateral Group Correlated (592) - XVA Uncollateralized Collateral Group (593) - XVA Uncollateralized Collateral Group Correlated (594) - XVA Zero Threshold Collateral Group (595) - XVA Zero Threshold Collateral Group Correlated (596) - XVA Portfolio Collateral Estimate (597) - XVA Basel Collateralized Collateral Neutral (598) - XVA Basel Collateralized Collateral Neutral Stochastic (599) - XVA Basel Collateralized Collateral Payable (600) - XVA Basel Collateralized Collateral Payable Stochastic (601) - XVA Basel Collateralized Collateral Receivable (602) - XVA Basel Collateralized Collateral Receivable Stochastic (603) - XVA Basel Collateralized Funding Neutral (604) - XVA Basel Collateralized Funding Neutral Stochastic (605) - XVA Basel Collateralized Funding Payable (606) - XVA Basel Collateralized Funding Payable Stochastic (607) - XVA Basel Collateralized Funding Receivable (608) - XVA Basel Collateralized Funding Receivable Stochastic (609) - XVA Basel Collateralized Netting Neutral (610) - XVA Basel Collateralized Netting Neutral Stochastic (611) - XVA Basel Collateralized Netting Payable (612) - XVA Basel Collateralized Netting Payable Stochastic (613) - XVA Basel Collateralized Netting Receivable (614) - XVA Basel Collateralized Netting Receivable Stochastic (615) - XVA Basel Uncollateralized Collateral Neutral (616) - XVA Basel Uncollateralized Collateral Neutral Stochastic (617) - XVA Basel Uncollateralized Collateral Payable (618) - XVA Basel Uncollateralized Collateral Payable Stochastic (619) - XVA Basel Uncollateralized Collateral Receivable (620) - XVA Basel Uncollateralized Collateral Receivable Stochastic (621) - XVA Basel Uncollateralized Funding Neutral (622) - XVA Basel Uncollateralized Funding Neutral Stochastic (623) - XVA Basel Uncollateralized Funding Payable (624) - XVA Basel Uncollateralized Funding Payable Stochastic (625) - XVA Basel Uncollateralized Funding Receivable (626) - XVA Basel Uncollateralized Funding Receivable Stochastic (627) - XVA Basel Uncollateralized Netting Neutral (628) - XVA Basel Uncollateralized Netting Neutral Stochastic (629) - XVA Basel Uncollateralized Netting Payable (630) - XVA Basel Uncollateralized Netting Payable Stochastic (631) - XVA Basel Uncollateralized Netting Receivable (632) - XVA Basel Uncollateralized Netting Receivable Stochastic (633) - XVA Basel Zero Threshold Collateral Neutral (634) - XVA Basel Zero Threshold Collateral Neutral Stochastic (635 ) - XVA Basel Zero Threshold Collateral Payable (636) - XVA Basel Zero Threshold Collateral Payable Stochastic (637) - XVA Basel Zero Threshold Collateral Receivable (638) - XVA Basel Zero Threshold Collateral Receivable Stochastic (639) - XVA Basel Zero Threshold Funding Neutral (640) - XVA Basel Zero Threshold Funding Neutral Stochastic (641) - XVA Basel Zero Threshold Funding Payable (642) - XVA Basel Zero Threshold Funding Payable Stochastic (643) - XVA Basel Zero Threshold Funding Receivable (644) - XVA Basel Zero Threshold Funding Receivable Stochastic (645) - XVA Basel Zero Threshold Netting Neutral (646) - XVA Basel Zero Threshold Netting Neutral Stochastic (647) - XVA Basel Zero Threshold Netting Payable (648) - XVA Basel Zero Threshold Netting Payable Stochastic (649) - XVA Basel Zero Threshold Netting Receivable (650) - XVA Basel Zero Threshold Netting Receivable Stochastic (651) - Portfolio Netting Group Run (652) - Portfolio Netting Group Simulation (653) - Portfolio Netting Path Aggregation Correlated (654) - Portfolio Netting Path Aggregation Deterministic (655) - Portfolio Netting Path Aggregation Uncorrelated (656) - Correlated Numeraire XVA Attribution #1 (657, 658) - Correlated Numeraire XVA Attribution #2 (659, 660) - Correlated Numeraire XVA Attribution #3 (661, 662) - Correlated Numeraire XVA Attribution #4 (663, 664) - Correlated Numeraire XVA Attribution #5 (665, 666) - Correlated Numeraire XVA Attribution #6 (667, 668) - Correlated Numeraire XVA Attribution #7 (669, 670) - Correlated Numeraire XVA Attribution #8 (671, 672) - Correlated Numeraire XVA Attribution #9 (673, 674) - Correlated Numeraire XVA Attribution #10 (675, 676) - Correlated Numeraire XVA Attribution #11 (677, 678) - Correlated Numeraire XVA Attribution #12 (679, 680) - Correlated Numeraire XVA Attribution #13 (681, 682) - Correlated Numeraire XVA Explain (683, 684) - Correlated Numeraire XVA Greeks (685, 686) - Correlated Numeraire XVA Replication Portfolio (687, 688) - Burgard 2011 XVA Explain (689, 690) - Burgard 2011 XVA Greeks (691, 692) - Burgard 2011 XVA Market Generation (693, 694) - Burgard 2011 XVA Replication Portfolio (695, 696) - Euler Trajectory Evolution Scheme (697, 698) - Counter Party Hazard High (699) - Counter Party Hazard Low (700) - Counter Party Hazard Medium (701) - Fix Float VA Bank (702) - Fix Float VA CPTY (703) - Bilateral CSA Collateralized Funding (704) - Bilateral CSA Collateralized Funding Stochastic (705) - Bilateral CSA Uncollateralized Funding (706) - Bilateral CSA Uncollateralized Funding Stochastic (707) - Bilateral CSA Zero Threshold Funding (708) - Bilateral CSA Zero Threshold Funding Stochastic (709) - Perfect Replication Collateralized Funding (710) - Perfect Replication Collateralized Funding Stochastic (711) - Perfect Replication Uncollateralized Funding (712) - Perfect Replication Uncollateralized Funding Stochastic (713) - Perfect Replication Zero Threshold Funding (714) - Perfect Replication Zero Threshold Funding Stochastic (715) - Semi Replication Collateralized Funding (716) - Semi Replication Collateralized Funding Stochastic (717) - Semi Replication Uncollateralized Funding (718) - Semi Replication Uncollateralized Funding Stochastic (719) - Semi Replication Zero Threshold Funding (720) - Semi Replication Zero Threshold Funding Stochastic (721) - Set Off Collateralized Funding (722) - Set Off Collateralized Funding Stochastic (723) - Set Off Uncollateralized Funding (724) - Set Off Uncollateralized Funding Stochastic (725) - Set Off Zero Threshold Funding (726) - Set Off Zero Threshold Funding Stochastic (727) - Unilateral CSA Collateralized Funding (728) - Unilateral CSA Collateralized Funding Stochastic (729) - Unilateral CSA Uncollateralized Funding (730) - Unilateral CSA Uncollateralized Funding Stochastic (731) - Unilateral CSA Zero Threshold Funding (732) - Unilateral CSA Zero Threshold Funding Stochastic (733) - Long Fixed Aggressive Timeline #1 (734, 735) - Long Fixed Aggressive Timeline #2 (736, 737, 738) - Long Fixed Classical Minus Timeline (739, 740, 741) - Long Fixed Classical Plus Timeline (742, 743, 744) - Long Fixed Conservative Timeline (745, 746) - Short Fixed Conservative Timeline (747, 748) - Short Fixed Classical Plus Timeline (749, 750) - Short Fixed Aggressive Timeline (751, 752) - Short Fixed Classical Minus Timeline (753, 754) - Short Float Aggressive Timeline #1 (755, 756) - Short Float Aggressive Timeline #2 (757, 758) - Short Float Aggressive Timeline #3 (759, 760) - Short Float Conservative Timeline (761, 762) - Short Float Classical Plus Timeline (763, 764) - Short Float Classical Minus Timeline (765, 766) - Long Float Aggressive Timeline #3 (767, 768) - Long Float Conservative Timeline (769, 770) - Long Float Classical Plus Timeline (771, 772) - Long Float Classical Minus Timeline (773, 774) - OTC Payer Aggressive Timeline #1 (775, 776) - OTC Payer Aggressive Timeline #2 (777, 778) - OTC Payer Classical Minus Timeline (779, 780) - OTC Payer Classical Plus Timeline (781, 782) - OTC Payer Conservative Timeline (783, 784) - OTC Receiver Classical Minus Timeline (785, 786) - OTC Receiver Classical Plus Timeline (787, 788) - OTC Receiver Aggressive Timeline (789, 790) - OTC Receiver Conservative Timeline (791, 792) - OTC Payer XVA Classical Plus (793, 794) - OTC Payer XVA Classical Minus (795, 796) - OTC Payer XVA Aggressive (797, 798) - OTC Payer XVA Conservative (799, 800) - OTC Receiver XVA Classical Plus (801, 802) - OTC Receiver XVA Classical Minus (803, 804) - OTC Receiver XVA Aggressive (805, 806) - OTC Receiver XVA Conservative (807, 808)
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Jun 21, 2024
- 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)
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Jun 22, 2024
- Gauss-Seidel Convergence Rate Analyzer (16, 17, 18) Bug Fixes/Re-organization: - Off-diagonal Jacobi Iteration Elements (52) Samples: - SOR Relaxation Parameter Convergence #1 (1, 2, 3) - SOR Relaxation Parameter Convergence #2 (4, 5, 6) - SOR Relaxation Parameter Convergence #3 (7, 8, 9) - SOR Relaxation Parameter Convergence #4 (10, 11, 12) - SOR Relaxation Parameter Convergence #5 (13, 14, 15) - SOR Relaxation Parameter Convergence #6 (19, 20, 21) - SOR Matrix Conditioning Checks #1 (22, 23, 24) - SOR Matrix Conditioning Checks #2 (25, 26, 27) - SOR Matrix Conditioning Checks #3 (28, 29, 30) - SOR Matrix Conditioning Checks #4 (31, 32, 33) - SOR Matrix Conditioning Checks #5 (34, 35, 36) - SOR Matrix Conditioning Checks #6 (37, 38, 39) - SOR DUL Matrix Decomposition #1 (40, 41, 42) - SOR DUL Matrix Decomposition #2 (43, 44, 45) - SOR DUL Matrix Decomposition #3 (46, 47, 48) - SOR DUL Matrix Decomposition #4 (49, 50, 51) IdeaDRIP: - Crank-Nicolson Method (53-60) - Crank-Nicolson Method - Principle (61-74) - Crank-Nicolson Method - Example: 1D Diffusion (75-84) - Crank-Nicolson Method - Example: 1D Diffusion with Advection for Steady Flow, with Multiple Channel Connections (85-120)
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Jun 23, 2024
Bug Fixes/Re-organization: - SSOR Pre-conditioner Matrix Scaler Fix (43, 44) Samples: - Symmetric Square Matrix Solver #1 (29, 30, 31) - Symmetric Square Matrix Solver #2 (32, 33, 34) - Symmetric Square Matrix Solver #3 (35, 36, 37) - Symmetric Square Matrix Solver #4 (38, 39, 40) - Symmetric Square Matrix Solver #5 (41, 42) - Symmetric Square Matrix Solver #6 (45, 46) - Symmetric Square Matrix Solver #7 (47, 48) IdeaDRIP: - Crank-Nicolson Method - Example: 2D Diffusion (1-6) - Crank-Nicolson Method - For Non-linear Problems (7-18) - Crank-Nicolson Method - Application in Financial Instruments (19-28) - Crank-Nicolson Method (49-58) - Crank-Nicolson Method - Introduction (59-76) - Crank-Nicolson Method - Example: 1D Diffusion (77-82) - Crank-Nicolson Method - Example: 1D Diffusion with Advection for Steady Flow with multiple Channel Connections (83-120)
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Jun 25, 2024
- Matrix Is Square and Tridiagonal (45, 46, 47) - Numerical Linear Algebra Tridiagonal #1 (48, 49, 50) - Numerical Linear Algebra Tridiagonal #2 (51, 52, 53) - Numerical Linear Algebra Tridiagonal #3 (54, 55) - Numerical Tridiagonal Solver Square Matrix (56, 57) - Numerical Linear Algebra Tridiagonal Constructor (58, 59, 60) - Tridiagonal Linear Solver RHS Array (62, 63) - Forward Sweep Back Substitution #1 (64, 65) - Forward Sweep Back Substitution #2 (66, 67) - Forward Sweep Back Substitution #3 (68, 69, 70) - Matrix Top Left Bottom Right (86, 87, 88) - Matrix Is Periodic Tridiagonal Check (89, 90, 91) - Ryabenkii Tsynkov Tridiagonal Solver #1 (92, 93) - Ryabenkii Tsynkov Tridiagonal Solver #2 (94, 95) - Ryabenkii Tsynkov Tridiagonal Square Matrix (96, 97) - Ryabenkii Tsynkov Tridiagonal RHS Array (98, 99) - Ryabenkii Tsynkov Tridiagonal Solver Constructor (100, 101) - Ryabenkii Tsynkov Tridiagonal Solver Matrix (102, 103) - Ryabenkii Tsynkov Tridiagonal RHS Array (104, 105, 106) - Ryabenkii Tsynkov Common Tridiagonal Matrix (109, 110, 111) - Ryabenkii Tsynkov U RHS Array (112, 113, 114) - Ryabenkii Tsynkov V RHS Array (118, 119, 120) Bug Fixes/Re-organization: - Matrix Tridiagonal Check Size Fix #1 (61) - Matrix Tridiagonal Check Size Fix #2 (77) - Matrix Tridiagonal Check Size Fix #3 (83, 84) - Ryabenkii Tsynkov Tridiagonal Run #1 (107, 108) - Ryabenkii Tsynkov Tridiagonal Run #2 (115, 116, 117) Samples: - Tridiagonal Solver - Matrix/RHS #1 (71, 72, 73) - Tridiagonal Solver - Matrix/RHS #2 (74, 75, 76) - Tridiagonal Solver - Matrix/RHS #3 (78, 79, 80) - Tridiagonal Solver - Matrix/RHS #4 (81, 82) - Tridiagonal Solver - Matrix/RHS #5 (85) IdeaDRIP: - Crank-Nicolson Method - Example: 1D Diffusion with Advection for Steady Flow with multiple Channel Connections (1-8) - Crank-Nicolson Method - Example: 2D Diffusion (9-22) - Crank-Nicolson Method - For Non-linear Problems (23-34) - Crank-Nicolson Method - Application in Financial Instruments (35-44)
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Jun 26, 2024
- 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:
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Jun 27, 2024
- 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:
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- Tridiagonal Forward Sweep Back Substitution (85) - Tridiagonal Matrix Solver Solution Array (86, 87) - Morrison Ryabenkii Sherman Tsynkov Solution (88, 89, 90) - Sherman Morrison Tridiagonal Solver #1 (91, 92, 93) - Sherman Morrison Tridiagonal Solver #2 (94, 95, 96) - Sherman Morrison Tridiagonal Solver #3 (97, 98, 99) - Sherman Morrison Tridiagonal Solver #4 (100, 101) - Linear Algebra Strictly Tridiagonal Solver (102, 103, 104) - Linear Algebra Tridiagonal Solver Interface (105, 106) - Tridiagonal Solver - Input Square Matrix (107, 108) - Tridiagonal Solver - Input RHS Array (109, 110) - Tridiagonal Solver Constructor Validated Inputs (111, 112) - Tridiagonal Solver Abstract Solve Stub (113) - Strictly Tridiagonal Solver Constructor Revamp (114) Bug Fixes/Re-organization: - Numerical Algebra Pure Tridiagonal Solver (78, 79, 80) - Tridiagonal Solver Annotation and Shell (81, 82) - Eliminate Tridiagonal Solver Interface (83, 84) - Strictly Tridiagonal Solver Remove Matrix/RHS (115) - Strictly Tridiagonal Solver Solve #1 (116, 117) - Strictly Tridiagonal Solver Solve #2 (118, 119, 120) Samples: - Periodic Ryabenkii-Tsynkov Solver #1 (1, 2, 3) - Periodic Ryabenkii-Tsynkov Solver #2 (4, 5, 6) - Periodic Ryabenkii-Tsynkov Solver #3 (7, 8, 9) - Periodic Ryabenkii-Tsynkov Solver #4 (10, 11, 12) - Periodic Ryabenkii-Tsynkov Solver #5 (13, 14, 15) - Periodic Ryabenkii-Tsynkov Solver #6 (16, 17, 18) - Periodic Ryabenkii-Tsynkov Solver #7 (19, 20, 21) - Periodic Ryabenkii-Tsynkov Solver #8 (22, 23, 24) - Periodic Ryabenkii-Tsynkov Solver #9 (25, 26, 27) - Periodic Ryabenkii-Tsynkov Solver #10 (28, 29, 30) - Periodic Ryabenkii-Tsynkov Solver #11 (31, 32, 33) - Periodic Ryabenkii-Tsynkov Solver #12 (34, 35, 36) - Ryabenkii-Tsynkov Solver Suite #1 (37, 38, 39) - Ryabenkii-Tsynkov Solver Suite #2 (40, 41, 42) - Ryabenkii-Tsynkov Solver Suite #3 (43, 44, 45) - Ryabenkii-Tsynkov Solver Suite #4 (46) - Periodic Sherman-Morrison Solver #1 (47, 48) - Periodic Sherman-Morrison Solver #2 (49, 50, 51) - Periodic Sherman-Morrison Solver #3 (52, 53, 54) - Periodic Sherman-Morrison Solver #4 (55, 56, 57) - Periodic Sherman-Morrison Solver #5 (58, 59, 60) - Periodic Sherman-Morrison Solver #6 (61, 62, 63) - Periodic Sherman-Morrison Solver #7 (64, 65, 66) - Periodic Sherman-Morrison Solver #8 (67, 68, 69) - Sherman-Morrison Solver Solver #1 (70, 71, 72) - Sherman-Morrison Solver Solver #2 (73, 74, 75) - Sherman-Morrison Solver Solver #3 (76, 77) IdeaDRIP:
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Jun 29, 2024
- Core PDE Forms: Orders/Dimensions (17, 18) - von Neumann 1D Stability Validator #1 (19, 20, 21) - von Neumann 1D Stability Validator #2 (22, 23, 24) - von Neumann 1D Stability Validator Time Step (25, 26) - von Neumann 1D Stability Validator Space Step (27, 28) - von Neumann 1D Stability Validator #3 (29, 30, 31) - Crank Nicolson Scheme Usage Stable (32, 33, 34) - von Neumann 1D Stability Validator Diffusion Coefficient (35, 36, 37) - von Neumann nD Stability Validator #1 (40, 41, 42) - von Neumann nD Stability Validator Time Step (43, 44) - von Neumann nD Stability Validator Space Step (45, 46) - von Neumann nD Stability Validator Diffusion Coefficient (47, 48) - von Neumann nD Stability Validator #2 (49, 50, 51) - von Neumann nD Stability Validator #3 (52, 53, 54) - von Neumann nD Stability Validator #4 (55, 56, 57) - Second Order 1D PDE Shell (58, 59, 60) - Second Order 1D State Concentration Function (61, 62, 63) - Second Order 1D State Evolution Function (64, 65, 66) - Second Order 1D Constructor (67, 68, 69) - Second Order 1D State Time Differential (70, 71, 72) - von Neumann Stability Validator Shell (73, 74) - von Neumann Stability Validator Time Step (75, 76) - von Neumann Stability Validator Diffusion Coefficient (77, 78) - von Neumann Stability Validator Constructor (79, 80) - von Neumann 1D Stability Validator Extension (81, 82) - von Neumann Stability Validator Crank-Nicolson Validation (83, 84, 85) - von Neumann 1D Stability Validator Hypotenuse (86) - von Neumann 1D Stability Validator Clean Up (87, 88) - von Neumann nD Stability Validator #5 (89, 90, 91) - von Neumann nD Stability Validator #6 (92, 93, 94) - von Neumann nD Stability Validator #7 (95, 96) - FDM Numerical Evolution Scheme Shell (99, 100) - Numerical Evolution Scheme von Neumann Stability Validator (101, 102) - Numerical Evolution Scheme Second Order 1D PDE (107, 108) - Numerical Evolution Scheme Constructor (109, 110, 111) - Euler Forward Difference State Evolver Scheme (112, 113) - Euler Backward Difference State Evolver Scheme (114, 115, 116) - Crank Nicolson State Evolver Scheme (117, 118) - Diffusion State Space/Time Function (119, 120) Bug Fixes/Re-organization: - Sherman Morrison Triangular Solver Revamp (3) - Ryabenkii Tsynkov Triangular Solver Revamp (6, 7, 8) - Ryabenkii Tsynkov Solver Tridiagonal Matrix (9) - Ryabenkii Tsynkov Solver uRHS Array (10) - Ryabenkii Tsynkov Solver vRHS Array (11, 12) - Ryabenkii Tsynkov Solver U Solution (13) - Ryabenkii Tsynkov Solver V Solution (14) - PDE Foundation Rename to Definition (38, 39) - Finite Difference PDE Evolver Schemes (97, 98) - Second Order 1D Numerical Evolution (103, 104) - Second Order 1D PDE (105, 106) Samples: - Non-Periodic Triangular Solver Suite (1, 2) - Periodic Sherman Morrison Triangular Solver (4, 5) - Periodic Ryabenkii Tsynkov Triangular Solver (15, 16) IdeaDRIP:
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Jun 30, 2024
- CN Discretized Evolution Stability Number (4, 5) - CN Discretized Evolution Stability Check (6, 7) - CN Discretized Evolver Constructor #1 (8, 9) - CN Discretized Evolver Constructor #2 (10, 11, 12) - CN Discretized Evolver Stability #1 (13, 14, 15) - CN Discretized Evolver Stability #2 (16, 17, 18) - Evolution Grid 1D Time Increment (19, 20, 21) - Second Order 1D Factor Increment #1 (22, 23, 24) - Second Order 1D Factor Increment #2 (25, 26) - Second Order 1D Factor Increment #3 (27, 28) - PDE State Response Function #1 (29, 30, 31) - PDE State Response Function #2 (32, 33, 34) - PDE State Response Function #3 (35, 36, 37) - FDM Diffusion 1D PDE Shell (38, 39) - FDM Diffusion 1D PDE Constructor (40, 41, 42) - FDM Diffusion 1D PDE Standard (43, 44, 45) - FDM Diffusion 1D PDE Time Differential (46, 47) - Diffusion 1D Numerical Evolver Shell (48, 49) - Diffusion 1D Numerical Evolver Constructor (50, 51, 52) - Diffusion 1D Numerical Evolver PDE (53, 54) - R^1 Numerical Evolution Snapshot - Shell (107, 108, 109) - R^1 Numerical Evolution Snapshot - Response (110, 111, 112) - R^1 Numerical Evolution Snapshot - Factors (113, 114, 115) - R^1 Numerical Evolution Snapshot - Constructor (116, 117, 118) Bug Fixes/Re-organization: - Remove FDM Definition R^1 Coordinate (1) - CFL -> von-Neumann Stability Number (2, 3) - Crank Nicolson Discretized Evolver -> 1D (55, 56) - CN Discretized Evolver 1D Size Fix #1 (81) - CN Discretized Evolver 1D Size Fix #2 (82, 83, 84) - CN Discretized Evolver 1D Size Fix #3 (85, 86) - CN Discretized Evolver 1D Size Fix #4 (89) - von-Neumann Stability Number Fix (92, 93) - Trdiagonal Matrix Coefficients Computation Error (94, 95, 96) - CN Discretized Evolver 1D Validation (103, 104, 105) Samples: - Crank Nicolson Finite Difference Evolution (57, 58) - Diffusion 1D Discretized Evolver Shell (59, 60, 61) - Diffusion 1D Discretized Evolver Main (62, 63) - Diffusion 1D Discretized Evolver #1 (64, 65, 66) - Diffusion 1D Discretized Evolver #2 (67, 68, 69) - Diffusion 1D Discretized Evolver Coefficient (70) - Diffusion 1D Discretized Evolver Function (71, 72) - Diffusion 1D Discretized Evolver #3 (73) - Diffusion 1D Discretized Evolver #4 (74, 75, 76) - Diffusion 1D Discretized Evolver #5 (77, 78) - Diffusion 1D Discretized Evolver #6 (79, 80) - Diffusion 1D Discretized Evolver #7 (87, 88) - Diffusion 1D Discretized Evolver #8 (90, 91) - Diffusion 1D Discretized Evolver #9 (97, 98, 99) - Diffusion 1D Discretized Evolver #10 (100, 101, 102) - Diffusion 1D Discretized Evolver #11 (106, 107, 108) - Diffusion 1D Discretized Evolver #12 (119, 120) IdeaDRIP:
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Jul 1, 2024
- 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:
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Jul 7, 2024
- Square Matrix is Triangularizable (1, 2) - Numerical R^1 -> R^1 Eigenvalue Characteristic Polynomial (3, 4, 5) - Square Matrix Eigenvalue Characteristic Polynomial (6, 7, 8) - Triangular Matrix Remove R2 Array (9, 10) - Triangular Matrix Zero Diagonal Entries (13, 14) - Triangular Matrix Is Uni Check (15, 16) - Triangular Matrix Is Triangularizable Check (19, 20) - Triangular Matrix Determinant and Permanent (21, 22) - Square Matrix Triangular Entries #1 (23, 24) - Square Matrix Triangular Entries #2 (25, 26) - Triangular Matrix Eigenvalue Multiplicity Map (27, 28, 29) - Triangular Matrix Eigenvalue Characteristic Polynomial (30, 31, 32) - Triangular Matrix Is Unit Check (33, 34) - Triangular Matrix Is Normed Check (35, 36) - Triangular Matrix Is Upper Unitriangular (37, 38) - Triangular Matrix Is Lower Unitriangular (39, 40) - Triangular Matrix Atomic Lower #1 (41, 42) - Triangular Matrix Atomic Lower #2 (43, 44) - Triangular Matrix Atomic Lower #3 (45, 46) - Triangular Matrix Atomic Upper #1 (47, 48) - Triangular Matrix Atomic Upper #2 (49, 50) - Triangular Matrix Is Atomic Unitriangular (51, 52) - Triangular Matrix Is Frobenius Unitriangular (53, 54) - Triangular Matrix Is Gauss Unitriangular (55, 56) - Triangular Matrix Gauss Transformation Unitriangular (57, 58) - Linear Algebra Triangular Matrix Constructor (59, 60) - Linear Algebra Triangular Matrix Standard (61, 62, 63) - Linear Algebra Triangular Matrix Type (64) - CRNG Random Matrix Generator Shell (65, 66) - Random Matrix Generator Upper Triangular (67, 68, 69) - Random Matrix Generator Lower Triangular (70, 71, 72) Bug Fixes/Re-organization: - Linear Algebra Triangular Matrix Revamp (11, 12) - Triangular Matrix Determinant/Permanent Revamp (17, 18) - Triangular Matrix Variants and Solutions (73, 74) Samples: - Lower Triangular Matrix Shell #1 (75, 76) - Lower Triangular Matrix Shell #2 (77, 78) - Lower Triangular Matrix Shell #3 (79, 80, 81) - Lower Triangular Matrix Shell #4 (82, 83, 84) - Lower Triangular Matrix Shell #5 (85, 86, 87) - Lower Triangular Matrix Shell #6 (88, 89, 90) - Lower Triangular Matrix Shell #7 (91, 92, 93) - Lower Triangular Matrix Shell #8 (94, 95, 96) - Lower Triangular Matrix Shell #9 (97, 98, 99) - Lower Triangular Matrix Shell #10 (100, 101, 102) - Lower Triangular Matrix Shell #11 (103, 104, 105) - Lower Triangular Matrix Shell #12 (106, 107, 108) - Lower Triangular Matrix Shell #13 (109, 110, 111) - Lower Triangular Matrix Shell #14 (112, 113, 114) - Lower Triangular Matrix Shell #15 (115, 116, 117) - Lower Triangular Matrix Shell #16 (118, 119, 120) IdeaDRIP:
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Jul 7, 2024
- Random Matrix Generator Lower Unitriangular (82, 83, 84) - Random Matrix Generator Strictly Lower Triangular (106, 107, 108) - Random Matrix Generator Strictly Upper Triangular (109, 110, 111) Bug Fixes/Re-organization: - Upper/Lower Triangular Check #1 (64, 65, 66) - Upper/Lower Triangular Check #2 (67, 68, 69) - Upper/Lower Triangular Check #3 (70, 71, 72) Samples: - Lower Triangular Matrix Run #1 (1, 2, 3) - Lower Triangular Matrix Run #2 (4, 5, 6) - Lower Triangular Matrix Run #3 (7, 8, 9) - Lower Triangular Matrix Run #4 (10, 11, 12) - Lower Triangular Matrix Run #5 (13, 14, 15) - Lower Triangular Matrix Run #6 (16, 17, 18) - Lower Triangular Matrix Run #7 (19, 20, 21) - Lower Triangular Matrix Run #8 (22, 23, 24) - Lower Triangular Matrix Run #9 (25, 26, 27) - Lower Triangular Matrix Run #10 (28, 29, 30) - Lower Triangular Matrix Run #11 (31, 32, 33) - Lower Triangular Matrix Run #12 (34, 35, 36) - Lower Triangular Matrix Run #13 (37, 38, 39) - Lower Triangular Matrix Run #14 (40, 41, 42) - Lower Triangular Matrix Run #15 (43, 44, 45) - Lower Triangular Matrix Run #16 (46, 47, 48) - Lower Triangular Matrix Run #17 (49, 50, 51) - Lower Triangular Matrix Run #18 (52, 53, 54) - Lower Triangular Matrix Run #19 (55, 56, 57) - Lower Triangular Matrix Run #20 (58, 59, 60) - Lower Triangular Matrix Run #21 (61, 62, 63) - Lower Triangular Matrix Run #22 (73, 74, 75) - Lower Triangular Matrix Run #23 (76, 77, 78) - Lower Triangular Matrix Run #24 (79, 80, 81) - Lower Unitriangular Matrix Run #1 (82, 83, 84) - Lower Unitriangular Matrix Run #2 (85, 86, 87) - Lower Unitriangular Matrix Run #3 (88, 89, 90) - Lower Unitriangular Matrix Run #4 (91, 92, 93) - Upper Unitriangular Matrix Run #5 (94, 95, 96) - Upper Unitriangular Matrix Run #6 (97, 98, 99) - Upper Unitriangular Matrix Run #7 (100, 101, 102) - Upper Unitriangular Matrix Run #8 (103, 104, 105) - Upper Strictly Lower Triangular #1 (112, 113, 114) - Upper Strictly Lower Triangular #2 (115, 116, 117) - Upper Strictly Lower Triangular #3 (118, 119, 120) IdeaDRIP:
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Jul 7, 2024
- Random Matrix Generator Atomic Lower Triangular (10, 11, 12) - Random Matrix Generator Atomic Upper Triangular (46, 47, 48) - Linear Algebra Tridiagonal Matrix Shell (81, 82) - Linear Algebra Tridiagonal Matrix Constructor (83, 84) - Non-Periodic Tridiagonal Matrix Shell (85, 86, 87) - Non-Periodic Tridiagonal Matrix Constructor (88, 89, 90) - Non-Periodic Tridiagonal Matrix Solver (91, 92, 93) - Linear Algebra TridiagonalMatrix Shell (94, 95, 96) - Non-Periodic Tridiagonal Matrix Shell (97, 98) - Periodic Tridiagonal Matrix Shell (99, 100) - Non-Periodic Tridiagonal Matrix #1 (101, 102, 103) - Non-Periodic Tridiagonal Matrix #2 (104, 105) Bug Fixes/Re-organization: - Atomic Lower Triangular Fix #1 (13, 14, 15) - Atomic Lower Triangular Fix #2 (16, 17, 18) - Atomic Lower Triangular Fix #3 (19, 20, 21) - Atomic Lower Triangular Fix #4 (22, 23, 24) - Atomic Lower Triangular Fix #5 (25, 26, 27) - Atomic Lower Triangular Fix #6 (28, 29, 30) - Atomic Lower Triangular Fix #7 (31, 32, 33) - Atomic Lower Triangular Fix #8 (34, 35, 36) - Solvers of Linear Systems of Equations (64, 65) - Numerical Linear System Solver Migration (66, 67, 68) - Numerical Ryabenkii Tsynkov System Solver (69, 70, 71) - Numerical Tridiagonal System Solver Migration (72, 73, 74) - Numerical Strictly Tridiagonal System Solver (75, 76, 77) - Numerical Sherman Morrison System Solver (78, 79, 80) - Non-Periodic Tridiagonal Matrix Revamp (106, 107, 108) - Numerical Linear Solver Tridiagonal Revamp (109, 110, 111) - Non-Periodic Tridiagonal Revamp (112) - Linear Solver Ryabenkii Tsynkov #1 (113, 114, 115) - Linear Solver Ryabenkii Tsynkov #2 (116, 117, 118) - Linear Solver Ryabenkii Tsynkov #3 (119, 120) Samples: - Upper Strictly Upper Triangular #1 (1, 2, 3) - Upper Strictly Upper Triangular #2 (4, 5, 6) - Upper Strictly Upper Triangular #3 (7, 8, 9) - Atomic Lower Triangular Matrix #1 (37, 38, 39) - Atomic Lower Triangular Matrix #2 (40, 41, 42) - Atomic Lower Triangular Matrix #3 (43, 44, 45) - Atomic Upper Triangular Matrix #1 (49, 50, 51) - Atomic Upper Triangular Matrix #2 (52, 53, 54) - Atomic Upper Triangular Matrix #3 (55, 56, 57) - Atomic Upper Unitriangular Matrix Run (58, 59, 60) - Atomic Lower Unitriangular Matrix Run (61, 62, 63) - Non-periodic Tridiagonal Solver #1 (113, 114) - Non-periodic Tridiagonal Solver #2 (115, 116) IdeaDRIP:
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- Periodic Tridiagonal Solver Scheme #1 (7, 8, 9) - Periodic Tridiagonal Solver Scheme #2 (10, 11, 12) - Ryabenkii Tsynkov Linear Solver Standard (13, 14) - Ryabenkii Tsynkov Linear Solver Constructor (15, 16) - Ryabenkii Tsynkov Solver Tridiagonal Matrix (17, 18) - Ryabenkii Tsynkov Solver uRHS Array (19, 20) - Ryabenkii Tsynkov Solver vRHS Array (21, 22) - Ryabenkii Tsynkov Solver uSolution Array (23, 24) - Ryabenkii Tsynkov Solver vSolution Array (25, 26) - Ryabenkii Tsynkov Solver UVSolver #1 (27, 28) - Ryabenkii Tsynkov Solver UVSolver #2 (29, 30) - Ryabenkii Tsynkov Solver UVSolver #3 (31, 32) - Ryabenkii Tsynkov Solver UVSolver #4 (33, 34) - Sherman Morrison Linear Solver Constructor (36, 37) - Sherman Morrison Scheme Standard #1 (38, 39, 40) - Sherman Morrison Scheme Standard #2 (41, 42, 43) - Sherman Morrison Batista Karawia Matrix (44, 45) - Sherman Morrison Scheme uRHS Array (46, 47) - Sherman Morrison Scheme qSolution Array (48, 49) - Sherman Morrison Scheme ySolution Array (50, 51) - Sherman Morrison Scheme V Array (52, 53) - Sherman Morrison QY Solver #1 (54, 55) - Sherman Morrison QY Solver #2 (56, 57) - Sherman Morrison QY Solver #3 (58, 59, 60) - Linear Solver Triangular Scheme Shell (72, 73, 74) - Linear Solver Triangular Scheme RHS (75, 76) - Linear Solver Triangular Scheme Matrix (77, 78) - Linear Solver Triangular Scheme Constructor (79, 80, 81) - Non-Periodic Tridiagonal Scheme Standard Annotation (82, 83) - Linear Solver Triangular Scheme #1 (84, 85) - Linear Solver Triangular Scheme #2 (86, 87) - Lower Triangular Forward Substitution Scheme (102) - Upper Triangular Back Substitution Scheme (103, 104, 105) - Linear Solver Triangular Scheme #3 (111, 112, 113) - Linear Solver Triangular Scheme #4 (114, 115) Bug Fixes/Re-organization: - Numerical Linear Solver Tridiagonal Scheme (1, 2, 3) - Non-Periodic Linear Solver Tridiagonal Scheme (4, 5, 6) - Ryabenkii Tsynkov Linear Solver Scheme (35) - Linear Solver Sherman Morrison Scheme (68) - Sherman Morrison Scheme Revamp/Clean Up (69) - Triangular Linear Solver RHS Fix (100, 101) Samples: - Tridiagonal Non-periodic Solver (61) - Tridiagonal Non-periodic Solver Suite (62) - Tridiagonal Periodic Ryabenkii Tsynkov Solver (63) - Tridiagonal Periodic Ryabenkii Tsynkov Solver Suite (64) - Tridiagonal Periodic Sherman Morrison Solver #1 (65) - Tridiagonal Periodic Sherman Morrison Solver Suite #1 (66) - Crank Nicolson Diffusion 1D Discretized Evolver (67) - Tridiagonal Periodic Sherman Morrison Solver #2 (70) - Tridiagonal Periodic Sherman Morrison Solver Suite #2 (71) - Triangular Linear Solver Tester #1 (88, 89, 90) - Triangular Linear Solver Tester #2 (91, 92, 93) - Triangular Linear Solver Tester #3 (94, 95, 96) - Triangular Linear Solver Tester #4 (97, 98, 99) - Triangular Linear Solver Tester #5 (106, 107, 108) - Triangular Linear Solver Tester #6 (109, 110) - Triangular Linear Solver Tester #7 (116, 117) - Lower Triangular Solver Forward Subsritution (118, 119, 120) IdeaDRIP:
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Jul 9, 2024
- Linear Algebra Sylvester Equation Shell (22, 23, 24) - Linear Algebra Sylvester Equation #1 (25, 26, 27) - Linear Algebra Sylvester Equation #2 (28, 29) - Sylvester Equation Square Matrix A (30, 31) - Sylvester Equation Square Matrix B (32, 33) - Sylvester Equation Square Matrix C #1 (34, 35) - Linear Algebra Sylvester Equation Constructor (36, 37, 38) - Sylvester Equation Square Matrix C #2 (39, 40) - Linear Algebra Sylvester Equation Constructor (41, 42) - Sylvester Equation Bartels Stewart Shell (43, 44, 45) - Sylvester Equation Bartels Stewart RHS (46, 47) - Bartels Stewart Sylvester Equation Instance (48, 49) - Sylvester Equation A B Sizes (53, 54, 55) - Bartels Stewart Sylvester Equation Constructor (56, 57, 58) - Matrix Util AB Sum #1 (79, 80, 81) - Matrix Util AB Sum #2 (82, 83, 84) - Matrix Util Dot Product Internal #1 (109, 110, 111) - Matrix Util Dot Product Internal #2 (112, 113, 114) - Matrix Util Graham Schmidt #1 (115, 116, 117) - Matrix Util Graham Schmidt #2 (118, 119, 120) Bug Fixes/Re-organization: - Matrix Util QR Decomposition Fix (103, 104, 105) - Graham Schmidt Process Verifier Run (106, 107, 108) Samples: - Lower Triangular Solver Suite #1 (1, 2, 3) - Lower Triangular Solver Suite #2 (4, 5, 6) - Lower Triangular Solver Suite #3 (7, 8, 9) - Lower Triangular Solver Suite #4 (10, 11, 12) - Lower Triangular Solver Suite #5 (13, 14, 15) - Upper Triangular Solver Suite #1 (16, 17, 18) - Upper Triangular Solver Suite #2 (19, 20, 21) - Sylvester Equation Remove C Matrix (50, 51, 52) - Bartels Stewart Scheme Test #1 (59, 60, 61) - Bartels Stewart Scheme Test #2 (62, 63) - Bartels Stewart Scheme Test #3 (64, 65) - Bartels Stewart Scheme Test #4 (66, 67) - Bartels Stewart Scheme Test #5 (68, 69) - Bartels Stewart Scheme Test #6 (70, 71, 72) - Bartels Stewart Scheme Test #7 (73, 74, 75) - Bartels Stewart Scheme Test #8 (76, 77, 78) - Bartels Stewart Scheme Test #9 (85, 86, 87) - Bartels Stewart Scheme Test #10 (88, 89, 90) - Bartels Stewart Scheme Test #11 (91, 92, 93) - Bartels Stewart Scheme Test #12 (94, 95, 96) - Bartels Stewart Scheme Test #13 (97, 98, 99) - Bartels Stewart Scheme Test #14 (100, 101, 102) IdeaDRIP:
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- Matrix Util Graham Schmidt #1 (1, 2, 3) - Matrix Util Graham Schmidt #2 (4, 5, 6) - Matrix Util Graham Schmidt #3 (7, 8, 9) - Matrix Util Modulus Internal Unchecked (10, 11, 12) - Matrix Util Graham Schmidt #4 (13, 14, 15) Bug Fixes/Re-organization: - Matrix Graham Schmidt Process Run (16, 17) - Matrix Util QR Decomposition Fix (37, 38, 39) Samples: - Bartels Stewart Sylvester Solver #1 (18, 19, 20) - Bartels Stewart Sylvester Solver #2 (21, 22) - Matrix Graham Schmidt Process #1 (23, 24) - Matrix Graham Schmidt Process #2 (25, 26) - Matrix Graham Schmidt Process #3 (27, 28) - Bartels Stewart Sylvester Solver #3 (29, 30) - Matrix Graham Schmidt Process #4 (31, 32) - Matrix Graham Schmidt Process #5 (33, 34) - Bartels Stewart Sylvester Solver #4 (35, 36) - Matrix Graham Schmidt Process #6 (40, 41, 42) - Matrix Graham Schmidt Process #7 (43, 44, 45) - Matrix Graham Schmidt Process #8 (46, 47, 48) - Matrix Graham Schmidt Process #9 (49, 50, 51) - Matrix Graham Schmidt Process #10 (52, 53, 54) - Matrix Graham Schmidt Process #11 (55, 56, 57) - Matrix Graham Schmidt Process #12 (58, 59, 60) - Matrix Graham Schmidt Process #13 (61, 62, 63) - Matrix Graham Schmidt Process #14 (64, 65, 66) - Matrix Graham Schmidt Process #15 (67, 68, 69) - Matrix Graham Schmidt Process #16 (70, 71, 72) - Matrix Graham Schmidt Process #17 (73, 74, 75) - Matrix Graham Schmidt Process #18 (76, 77, 78) - Matrix Graham Schmidt Process #19 (79, 80, 81) - Bartels Stewart Sylvester Solver #5 (85, 86, 87) - Bartels Stewart Sylvester Solver #6 (88, 89, 90) IdeaDRIP: - Bartels-Stewart Algorithm (91-97) - Bartels-Stewart Algorithm The (98-117) - Bartels-Stewart Algorithm The - Computational Cost (118) - Bartels-Stewart Algorithm The - Simplifications and Special Cases (119, 120)
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- Bartels-Stewart Algorithm Diagnostics #1 (63, 64) - Bartels-Stewart Algorithm Diagnostics #2 (65, 66) - Sylvester Equation Solution Annotated Shell (67, 68, 69) Bug Fixes/Re-organization: - Numerical Analyzer Bartels-Stewart Algorithm (62) Samples: - QR Decomposition Matrix Util (63, 64) - Graham Schmidt Matrix Orthonormalization Process (70, 71, 72) - Bartels-Stewart Algorithm Run #1 (73, 74, 75) - Bartels-Stewart Algorithm Run #2 (76, 77, 78) - Bartels-Stewart Algorithm Run #3 (79, 80) - Bartels-Stewart Algorithm Run #4 (81, 82) - Bartels-Stewart Algorithm Run #5 (83, 84) - Bartels-Stewart Algorithm Run #6 (85, 86, 87) - Bartels-Stewart Algorithm Run #7 (88, 89, 90) - Bartels-Stewart Algorithm Run #8 (91, 92, 93) - Bartels-Stewart Algorithm Run #9 (94, 95, 96) - Bartels-Stewart Algorithm Run #10 (97, 98, 99) - Bartels-Stewart Algorithm Run #11 (100, 101, 102) - Bartels-Stewart Algorithm Run #12 (103, 104, 105) - Bartels-Stewart Algorithm Run #13 (106, 107, 108) - Bartels-Stewart Algorithm Run #14 (109, 110, 111) - Bartels-Stewart Algorithm Run #15 (112, 113, 114) - Bartels-Stewart Algorithm Run #16 (115, 116, 117) - Bartels-Stewart Algorithm Run #17 (118, 119, 120) IdeaDRIP: - Alternating-direction Implicit Method Fundamental ADI (FADI) - Relations to other methods (1) - Bartels-Stewart Algorithm #1 (2-7) - The Bartels-Stewart Algorithm #1 (8-27) - Bartels-Stewart Algorithm Hessenberg-Schur #1 (28-31) - Bartels-Stewart Algorithm #2 (32-37) - The Bartels-Stewart Algorithm #2 (38-57) - Bartels-Stewart Algorithm Hessenberg-Schur #2 (58-61)
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- Matrix Util Product Internal #1 (22, 23, 24) - Matrix Util Product Internal #2 (25, 26, 27) - Matrix Util Product Internal #3 (28, 29, 30) Bug Fixes/Re-organization: Samples: - Bartels-Stewart Algorithm Run #1 (1, 2, 3) - Bartels-Stewart Algorithm Run #2 (4, 5, 6) - Bartels-Stewart Algorithm Run #3 (7, 8, 9) - Bartels-Stewart Algorithm Run #4 (10, 11, 12) - Bartels-Stewart Algorithm Run #5 (13, 14, 15) - Bartels-Stewart Algorithm Run #6 (16, 17, 18) - Bartels-Stewart Algorithm Run #7 (19, 20, 21) - Graham-Schmidt Process Product Check (31, 32, 33) - Graham-Schmidt QR Decomposition #1 (34, 35, 36) - Graham-Schmidt QR Decomposition #2 (37, 38, 39) - Graham-Schmidt QR Decomposition #3 (40, 41, 42) - Graham-Schmidt Orthogonalization Matrix Util (110, 111) - Graham-Schmidt QR Decomposition #4 (112, 113, 114) - Graham-Schmidt QR Decomposition #5 (115, 116, 117) - Graham-Schmidt QR Decomposition #6 (118, 119, 120) IdeaDRIP: - QR Decomposition (43-45) - QR Decomposition Cases and Definitions - Square Matrix (46-56) - QR Decomposition Cases and Definitions - Rectangular Matrix (57-65) - QR Decomposition Cases and Definitions - QL, RL, and LQ Decompositions (66) - QR Decomposition Computing the (67, 68) - QR Decomposition Computing the - Using (69-92) - QR Decomposition Computing the - Using Example (93-102) - QR Decomposition Computing the - Using Relation to RQ (103-106) - QR Decomposition Computing the - Using Advantages and Disadvantages (107-109)
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Jul 14, 2024
- Matrix Util Graham Schmidt Orthogonalization (1, 2, 3) - Matrix Util Graham Schmidt Orthonormalization #1 (4, 5) - Matrix Util QR Decomposition Vectors in Columns (6, 7) - QR Eigen-component Extractor Vectors in Columns (9) - Linear Solver Bartels Stewart Scheme (10) - Matrix Util Graham Schmidt Orthonormalization #2 (21, 22) - Matrix Util Graham Schmidt Orthonormalization #3 (23, 24) Bug Fixes/Re-organization: Samples: - Matrix Graham Schmidt Process #1 (8) - Matrix Graham Schmidt Process #2 (11, 12) - Matrix Graham Schmidt Process #3 (13, 14, 15) - Matrix Graham Schmidt Process #4 (16, 17, 18) - Matrix Graham Schmidt Process #5 (19, 20) - Matrix Graham Schmidt Process #6 (25, 26, 27) - Matrix Graham Schmidt Process #7 (28, 29, 30) - Matrix Graham Schmidt Process #8 (31, 32, 33) IdeaDRIP: - QR Decomposition Computing the - Using Householder Reflections (34-82) - QR Decomposition Computing the - Using Householder Reflections - Example (83-108) - QR Decomposition Computing the - Using Householder Reflections - Advantages and Disadvantages (109, 110) - QR Decomposition Computing the - Using Givens Rotations (111-116) - QR Decomposition Computing the - Using Givens Rotations - Example (117-120)
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Jul 20, 2024
- RQ Graham Schmidt Orthogonalization (95, 96, 97) - QR Graham Schmidt Orthogonalization #1 (98, 99) - QR Graham Schmidt Orthogonalization #2 (100, 101) - QR Graham Schmidt Orthogonalization #3 (106, 107) - QR Graham Schmidt Orthogonalization #4 (109, 110, 111) - QR Graham Schmidt Orthogonalization #5 (113) - Unsafe RQ Graham Schmidt Orthogonalization (114, 115, 116) - RQ Graham Schmidt Orthogonalization Revamp (118) Bug Fixes/Re-organization: Samples: - Gram-Schmidt Process Test #1 (102, 103) - Gram-Schmidt Process Test #2 (104, 105) - Gram-Schmidt Process Test #3 (108) - Gram-Schmidt Process Test #4 (112) - Gram-Schmidt Process Test #5 (117) - Gram-Schmidt Process Test #6 (119, 120) IdeaDRIP: - Computing the QR Decomposition (1-2) - Computing the QR Decomposition using Gram-Schmidt Process (3-10) - Computing the QR Decomposition using Gram-Schmidt Process – Relation to RQ (11-14) - Computing the QR Decomposition using Gram-Schmidt Process – Advantages and Disadvantages (15-18) - Computing the QR Decomposition using Householder Reflections (19-34) - Computing the QR Decomposition using Householder Reflections – Advantages and Disadvantages (35-34) - Computing the QR Decomposition using Givens' Rotations (39-46) - Computing the QR Decomposition using Givens' Rotations – Advantages and Disadvantages (47-52) - QR Decomposition Connection to a Determinant or a Product of Eigenvalues (53-68) - QR Decomposition Column Pivoting (69-76) - QR Decomposition Use for Solution to Linear Inverse Problems (77-92) - QR Decomposition Generalization (93-94)
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Jul 28, 2024
- Linear Algebra Gershgorin Disc #1 (33) - Linear Algebra Gershgorin Disc #2 (34, 35, 36) - Linear Algebra Gershgorin Disc #3 (37, 38, 39) - Matrix Gershgorin Disc Diagonal Entry (40, 41) - Linear Algebra Gershgorin Disc Radius (42, 43) - Linear Algebra Gershgorin Disc Constructor (44, 45, 46) - Gershgorin Disc From Row #1 (47, 48) - Gershgorin Disc From Row #2 (49, 50) - Gershgorin Disc Array Analysis #1 (51, 52, 53) - Gershgorin Disc Array Analysis #2 (54, 55, 56) - Gershgorin Disc Array Analysis #3 (57, 58) - Gershgorin Disc Array Analysis #4 (59, 60) - Matrix Util Transpose Revamp #1 (61, 62, 63) - Matrix Util Transpose Revamp #2 (64, 65, 66) - Gershgorin Disc Default Absolute Tolerance (79, 80) - Gershgorin Disc Default Relative Tolerance (81, 82) - Gershgorin Disc Diagonal Dominance #1 (83, 84) - Gershgorin Disc Diagonal Dominance #2 (85, 86, 87) - Linear Algebra Gershgorin Analyzer #1 (88, 89, 90) - Gershgorin Disc Diagonal Dominance #3 (91, 92) - Gershgorin Disc Diagonal Dominance #4 (93, 94) - Numerical Common R^1 Comparator Shell (95, 96) - R^1 Comparator Absolute Tolerance Determiner (97, 98) - R^1 Comparator Relative Tolerance Determiner (99, 100) - Numerical Common R^1 Comparator Constructor (101, 102, 103) - R^1 Comparator Default Absolute/Relative Tolerance (104, 105, 106) - Numerical Common R^1 Comparator Standard (107, 108) - Numerical Common R^1 Closeness Verifier (109, 110, 111) - R^1 Closeness Verifier Match #1 (112, 113, 114) - R^1 Closeness Verifier Match #2 (115, 116) - Gershgorin Disc From Row #1 (117, 118) - Gershgorin Disc From Row #2 (119, 120) Bug Fixes/Re-organization: Samples: - Square Matrix Gershgorin Test #1 (67, 68) - Square Matrix Gershgorin Test #2 (69, 70) - Square Matrix Gershgorin Test #3 (71, 72) - Square Matrix Gershgorin Test #4 (73, 74, 75) - Square Matrix Gershgorin Test #5 (76, 77, 78) IdeaDRIP: - Condition Number - Non-linear One Variable (1-27) - Condition Number - Several Variables (28-32)
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- Array of Gershgorin Analyzer Disc (1, 2) - Linear Algebra Gershgorin Analyzer Constructor #1 (3, 4, 5) - Gershgorin Analyzer Diagonally Dominant #1 (6, 7) - Gershgorin Analyzer Diagonally Dominant #2 (8, 9, 10) - Gershgorin Analyzer From Square Matrix #1 (11, 12) - Gershgorin Analyzer From Square Matrix #2 (13, 14, 15) - Gershgorin Analyzer R^2 Array #1 (18, 19) - Gershgorin Analyzer R^2 Array #2 (20, 21) - Gershgorin Analyzer Square Matrix Instance (22, 23) - Linear Algebra Gershgorin Analyzer Constructor #2 (24, 25, 26) - Gershgorin Analyzer From Square Matrix #3 (27) - Gershgorin Analyzer Diagonal Strengthener #1 (29, 28, 30) - Gershgorin Analyzer Diagonal Strengthener #2 (31, 32) - Gershgorin Analyzer From Square Matrix #4 (33, 34) - Gershgorin Disc Left Edge Coordinate (51, 52) - Gershgorin Disc Right Edge Coordinate (53, 54) Bug Fixes/Re-organization: - Square Matrix Gershgorin Clean up (16, 17) Samples: - Gershgorin Analyzer Square Matrix Test (35, 36, 37) - Gershgorin Analyzer Analysis Test #1 (38, 39) - Gershgorin Analyzer Analysis Test #2 (40, 41, 42) - Gershgorin Analyzer Analysis Test #3 (43, 44, 45) - Gershgorin Disc Row Array Analysis (46, 47, 48) - Gershgorin Disc Column Array Analysis (49, 50) - Gershgorin Square Matrix Analysis #1 (55, 56, 57) - Gershgorin Square Matrix Analysis #2 (58, 59, 60) - Gershgorin Square Matrix Analysis #3 (61, 62, 63) - Gershgorin Square Matrix Analysis #4 (64, 65, 66) - Gershgorin Square Matrix Analysis #5 (67, 68, 69) - Gershgorin Square Matrix Analysis #6 (70, 71, 72) - Gershgorin Square Matrix Analysis #7 (73, 74, 75) - Gershgorin Square Matrix Analysis #8 (76, 77, 78) - Gershgorin Square Matrix Analysis #9 (79, 80, 81) IdeaDRIP: - Condition Number Introduction (82-105) - Condition Number General Definition in the Context of Error Analysis (106-109) - Condition Number Matrices (110-120)
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Aug 4, 2024
- R^1 -> R^1 Inverse Sine Trigonometric Function Evaluate (1, 2) - R^1 -> R^1 Inverse Sine Trigonometric Function Condition Number (3, 4) - R^1 -> R^1 Inverse Cosine Trigonometric Function Shell (5, 6) - R^1 -> R^1 Inverse Cosine Trigonometric Function Constructor (7, 8) - R^1 -> R^1 Inverse Cosine Trigonometric Function Evaluate (9, 10) - R^1 -> R^1 Inverse Cosine Trigonometric Function Condition Number (11, 12) - R^1 -> R^1 Inverse Tangent Trigonometric Function Shell (13, 14) - R^1 -> R^1 Inverse Tangent Trigonometric Function Constructor (15, 16) - R^1 -> R^1 Inverse Tangent Trigonometric Function Evaluate (17, 18) - R^1 -> R^1 Inverse Tangent Trigonometric Function Condition Number (19, 20) - Natural Log Series Element Operator (21, 22) - Built-in R<sup>1</sup> To R<sup>1</sup> Custom Functions (25, 26) - R^1 -> R^1 Custom Almgren Enhanced Euler Update (27, 28) - R^1 -> R^1 Custom Andersen Piterbarg Mean Reverter (29, 30) - R^1 -> R^1 Custom SABR LIBOR Cap Volatility (31, 32) - R^1 -> R^1 Custom CIR PDF (33, 34) - R^1 -> R^1 Custom Quadratic Rational Shape Control (35, 36) - R^1 -> R^1 Custom Linear Rational Tension Exponential (37, 38) - R^1 -> R^1 Custom Linear Rational Shape Control (39, 40) - R^1 -> R^1 Custom ISDA Bucket Curvature Tenor Scaler (41, 42) - Condition Number Analysis of R<sup>1</sup> To R<sup>1</sup> Functions (43, 44) - R^1 -> R^1 Reciprocal Operator Function Shell (94, 95) - R^1 -> R^1 Reciprocal Operator Function Constructor (96, 97) - R^1 -> R^1 Reciprocal Operator Function Evaluate (98, 99) - R^1 -> R^1 Reciprocal Operator Function Condition Number (100, 101) Bug Fixes/Re-organization: - R^1 -> R^1 Trigonometric Function Migration (23, 24) - R^1 -> R^1 Function Univariate Reciprocal Migration (94, 95, 96) Samples: - Condition Number Trigonometric Functions #1 (45, 46) - Condition Number Trigonometric Functions #2 (47, 48) - Condition Number Trigonometric Functions #3 (49, 50, 51) - Condition Number Trigonometric Functions #4 (52, 53, 54) - Condition Number Trigonometric Functions #5 (55, 56, 57) - Condition Number Trigonometric Functions #6 (58, 59, 60) - Condition Number Trigonometric Functions #7 (61, 62, 63) - Condition Number Trigonometric Functions #8 (64, 65, 66) - Condition Number Trigonometric Functions #9 (67, 68, 69) - Condition Number Trigonometric Functions #10 (70, 71, 72) - Condition Number Trigonometric Functions #11 (73, 74, 75) - Condition Number Trigonometric Functions #12 (76, 77, 78) - Condition Number Trigonometric Functions #13 (79, 80, 81) - Condition Number Trigonometric Functions #14 (82, 83, 84) - Condition Number Operator Functions #1 (85, 86, 87) - Condition Number Operator Functions #2 (88, 89, 90) - Condition Number Operator Functions #3 (91, 92, 93) - Condition Number Operator Functions #4 (102, 103) - Condition Number Operator Functions #5 (104, 105) - Condition Number Operator Functions #6 (106, 107, 108) - Condition Number Operator Functions #7 (109, 110, 111) - Condition Number Operator Functions #8 (112, 113, 114) - Condition Number Operator Functions #9 (115, 116, 117) - Condition Number Operator Functions #10 (118, 119, 120) IdeaDRIP:
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- L Infinity Condition Number #1 (10, 11) - L Infinity Condition Number #2 (12, 13) - R^d -> R^1 L_Infinity Normed Jacobian (14, 15, 16) - R^d -> R^1 L_Infinity Normed Variate (17, 18, 19) - L Infinity Condition Number #3 (20, 21) - R^d -> R^1 L2 Normed Jacobian (22, 23, 24) - R^d -> R^1 L2 Normed Variate (25, 26, 27) - R^d -> R^1 L2 Condition Number (28, 29) - Euclidean Generalized Metric Vector Space (30, 31) - L2 Generalized Metric Vector Space (32, 33) - L_Infinity Generalized Metric Vector Space (34, 35) - R^d -> R^1 Lp Normed Variate (36, 37, 38) - R^d -> R^1 Lp Normed Jacobian (39, 40, 41) - R^d -> R^1 Lp Condition Number (42, 43, 44) - R^d -> R^1 Default Condition Number (45, 46, 47) - Eigen Output Condition Number #1 (64, 65, 66) - Eigen Output Condition Number #2 (67, 68) - Eigen Output Condition Number #3 (69, 70) - Square Matrix Condition Number Estimate (71, 72, 73) - Square Matrix Condition Number #1 (74, 75) - Square Matrix Condition Number #2 (76, 77, 78) - Square Matrix Singular Value Decomposition (94, 95, 96) - Triangular Matrix Condition Number #1 (97, 98, 99) - Triangular Matrix Condition Number #2 (100, 101, 102) - Square Matrix Default Condition Number (103, 104) Bug Fixes/Re-organization: Samples: - Condition Number Operator Functions #1 (1, 2, 3) - Condition Number Operator Functions #2 (4, 5, 6) - Condition Number Operator Functions #3 (7, 8, 9) - Condition Number Affine R^2 -> R^1 #1 (48, 49, 50) - Condition Number Affine R^2 -> R^1 #2 (51, 52, 53) - Condition Number Affine R^2 -> R^1 #3 (54, 55, 56) - Condition Number Affine R^2 -> R^1 #4 (57, 58) - Condition Number Affine R^2 -> R^1 #5 (59, 60) - Condition Number Affine R^2 -> R^1 #6 (61, 62, 63) - Triangular Matrix Condition Number #1 (79, 80, 81) - Triangular Matrix Condition Number #2 (82, 83, 84) - Triangular Matrix Condition Number #3 (85, 86, 87) - Triangular Matrix Condition Number #4 (88, 89, 90) - Triangular Matrix Condition Number #5 (91, 92, 93) IdeaDRIP: - Unitary Matrix (105-112) - Unitary Matrix Properties (113-120)
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Aug 11, 2024
- C1 Matrix Util Exponentiate #1 (1, 2, 3) - C1 Matrix Util Exponentiate #2 (4, 5, 6) - C1 Matrix Util Exponentiate #3 (7, 8, 9) - C1 Matrix Util Exponentiate #4 (10, 11, 12) - C1 Matrix Util Logarithm #1 (13, 14, 15) - C1 Matrix Util Logarithm #2 (16, 17, 18) - C1 Matrix Util Logarithm #3 (19, 20, 21) - C1 Matrix Util Logarithm #4 (22, 23, 24) - Numerical Complex C1 Util Re-work (25, 26, 27) - C1 Matrix Util Dot Product #1 (28, 29, 30) - C1 Matrix Util Dot Product #2 (31, 32, 33) - C1 Matrix Util Dot Product #3 (34, 35, 36) - Numerical Complex C1 Cartesian Re-work (37, 38, 39) - C1 Matrix Util Unsafe Transpose (40, 41, 42) - Complex C1 Matrix Util Transpose (43, 44, 45) - Numerical Complex C1 Square Shell (46, 47, 48) - Numerical Complex C1 Square Grid (49, 50, 51) - Numerical Matrix R1 Square Grid #1 (52, 53, 54) - Numerical Matrix R1 Square Grid #2 (55, 56, 57) - Numerical Matrix R1 Square Grid #3 (58, 59, 60) - Numerical Matrix R1 Square Grid #4 (61, 62, 63) - Numerical Matrix R1 Square Grid #5 (64) - Numerical Complex C1 Square Constructor (65, 66, 67) - Numerical Complex C1 Square Zero (68, 69) - Numerical Matrix R1 Square Product #1 (70, 71, 72) - Numerical Matrix R1 Square Product #2 (73, 74, 75) - Numerical Matrix R1 Square Product #3 (76, 77, 78) - Numerical Matrix R1 Square Product #4 (79, 80, 81) - C1 Square Slim Contract Set (82, 83, 84) - L2 Norm C1 Complex Cartesian (85, 86, 87) - C1 Matrix Util Unsafe Determinant #1 (88, 89, 90) - C1 Matrix Util Unsafe Determinant #2 (91, 92, 93) - C1 Matrix Util Unsafe Determinant #3 (94, 95, 96) - C1 Matrix Util Unsafe Determinant #4 (97, 98, 99) - C1 Matrix Util Unsafe Determinant #5 (100, 101, 102) - C1 Square Matrix Util Transpose (103, 104, 105) - C1 Matrix Util Scale #1 (106, 107, 108) - C1 Matrix Util Scale #2 (109, 110, 111) - C1 Matrix Util Scale #3 (112, 113, 114) - C1 Cartesian Phi AB #1 (115, 116, 117) - C1 Cartesian Phi AB #2 (118, 119, 120) Bug Fixes/Re-organization: Samples: IdeaDRIP:
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- C1 Square PhiAB A (1, 2) - C1 Square PhiAB B (3, 4) - C1 Square PhiAB Phi (5, 6) - C1 Square PhiAB Standard #1 (7, 8, 9) - C1 Square PhiAB Standard #2 (10, 11, 12) - C1 Cartesian Unit Real Standard (13, 14, 15) - C1 Cartesian Unit Imaginary Standard (16, 17, 18) - C1 Numerical Complex Cartesian Conjugate (19, 20, 21) - C1 Numerical Complex Cartesian Determinant (22, 23, 24) - Indicate if C1Square is Unitary (25, 26) - C1 Cartesian Phi Alpha Beta Theta Shell (27, 28, 29) - C1 Cartesian Phi Alpha Beta Theta #1 (30, 31) - C1 Cartesian Phi Alpha Beta Theta #2 (32, 33) - C1 Cartesian Phi Alpha Beta Theta #3 (34, 35) - C1 Cartesian Phi Alpha Beta Theta #4 (36, 37) - C1 Cartesian Phi Alpha Beta Theta Constructor (38, 39, 40) - C1 Cartesian Phi Alpha Beta Theta Standard #1 (41, 42, 43) - C1 Cartesian Phi Alpha Beta Theta Standard #2 (44, 45, 46) - C1 Cartesian Phi Alpha Beta Theta A (47, 48, 49) - C1 Cartesian Phi Alpha Beta Theta B (50, 51, 52) - C1 Cartesian Phi Alpha Beta Theta #5 (53, 54) - C1 Cartesian Phi Psi Theta Delta Shell (55, 56, 57) - C1 Cartesian Phi Psi Theta Delta Jordan Normal Left (58, 59) - C1 Cartesian Phi Psi Theta Delta Jordan Normal Right (60, 61) - C1 Cartesian Phi Psi Theta Delta Jordan Normal Center (62, 63) - C1 Cartesian Phi Psi Theta Delta #1 (64, 65) - C1 Cartesian Phi Psi Theta Delta #2 (66, 67) - C1 Cartesian Phi Psi Theta Delta #3 (68, 69) - C1 Cartesian Phi Psi Theta Delta #4 (70, 71) - C1 Cartesian Phi Psi Theta Delta Constructor #1 (72, 73) - C1 Cartesian Phi Psi Theta Delta Constructor #2 (74, 75) - C1 Cartesian Phi Psi Theta Delta #5 (76, 77, 78) - R1 Rotation 2x2 Shell Annotation (79, 80, 81) - R1 Square Rotation 2x2 Theta (82, 83, 84) - R1 Square Rotation 2x2 Constructor (85, 86, 87) - R1 Square Rotation 2x2 Standard #1 (88, 89) - R1 Square Rotation 2x2 Standard #2 (90, 91) - R1 Square Rotation 2x2 Standard #3 (92, 93) - C1 Square Rotation 2x2 #1 (94, 95, 96) - C1 Square Rotation 2x2 #2 (97, 98) - C1 R1 Matrix Product #1 (99, 100, 101) - C1 R1 Matrix Product #2 (102, 103, 104) - C1 R1 Matrix Product #3 (105, 106, 107) - C1 Grid of Complex Numbers (108, 109) - C1 Util Is Grid Valid (110, 111, 112) - C1 Util Is Vector Valid (113, 114, 115) - C1 Util/Vector/Grid Validity (116, 117) - Number Util Is Grid Valid (118, 119, 120) Bug Fixes/Re-organization: Samples: IdeaDRIP:
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Aug 14, 2024
- C1 Matrix Util Product #1 (1, 2, 3) - C1 Matrix Util Product #2 (4, 5, 6) - C1 Matrix Util Product #3 (7, 8, 9) - C1 Matrix Util Product #4 (10, 11, 12) - C1 Matrix Util Product #5 (13, 14, 15) - C1 Matrix Util Product #6 (16, 17, 18) - C1 Matrix Util Product #7 (19, 20, 21) - C1 Matrix Util Product #8 (22, 23, 24) - C1 Cartesian Phi Alpha Beta Theta Standard (25, 26, 27) - C1 Cartesian Phi Psi Theta Delta Standard #1 (28, 29, 30) - C1 Cartesian Phi Psi Theta Delta Standard #2 (31, 32, 33) - C1 Cartesian Phi Psi Theta Delta Alpha (34, 35, 36) - C1 Cartesian Phi Psi Theta Delta Beta (37, 38, 39) - C1 Cartesian Fuhr Rzeszotnik Shell (40, 41, 42) - C1 Cartesian Fuhr Rzeszotnik Rho (43, 44) - C1 Cartesian Fuhr Rzeszotnik Epsilon (45, 46) - C1 Cartesian Fuhr Rzeszotnik Eta (47, 48) - C1 Cartesian Fuhr Rzeszotnik Sigma (49, 50) - C1 Cartesian Fuhr Rzeszotnik Constructor #1 (51, 52) - C1 Cartesian Fuhr Rzeszotnik Constructor #2 (53, 54) - C1 Cartesian Fuhr Rzeszotnik Jordan Normal Left (55, 56) - C1 Cartesian Fuhr Rzeszotnik Jordan Normal Center (57, 58) - C1 Cartesian Fuhr Rzeszotnik Jordan Normal Right (58, 60) - C1 Cartesian Fuhr Rzeszotnik #1 (61, 62, 63) - C1 Cartesian Fuhr Rzeszotnik #2 (64, 65) - Numerical Common Unitary Matrix Shell (66, 67, 68) - Numerical Common Unitary Matrix Constructor (69, 70) - C1 Util Numerical Complex Unitary (71, 72) - C1 Matrix Util Unsafe Determinant #1 (73, 74, 75) - C1 Matrix Util Unsafe Determinant #2 (76, 77, 78) - Standard Instance of the Unitary Matrix (79, 80, 81) - Unitary Matrix Condition Number (82, 83, 84) Bug Fixes/Re-organization: Samples: IdeaDRIP: - Matrix Norm (85-87) - Matrix Norm Preliminaries (88-106) - Matrix Norms Induced by Vector (107-117) - Matrix Norms Induced by Vector p-Norms (118-120)
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- Graph Tree Add Standalone Vertex (1) - Abbsord Graph Tree and Edge (2, 3) - Graph Tree Edge Priority Queue (4, 5, 6) - Graph Tree Templated Vertex (7, 8, 9) - Directed Graph Untemplated Vertex #1 (10, 11, 12) - Directed Graph Untemplated Vertex #2 (13, 14, 15) - Directed Graph Untemplated Vertex #3 (16, 17, 18) - Directed Graph Untemplated Vertex #4 (19, 20, 21) - Directed Graph Untemplated Vertex #5 (22, 23, 24) - Directed Graph Untemplated Vertex #6 (25, 26, 27) - Directed Graph Untemplated Vertex #7 (28, 29, 30) - Directed Graph Untemplated Vertex #8 (31, 32, 33) - Directed Graph Untemplated Vertex #9 (34) - Core Graph N Dimensional Hypercube (38, 39, 40) - Greedy MST Graph Boruvka Forest (42, 43, 44) - Boruvka Optimal Spanning Forest Generator (45, 46) - Greedy MST Graph Kruskal Generator (47, 48) - Greedy MST Graph Prime Generator (49, 50) - Greedy MST Graph Reverse Delete Generator (51) - Tree Builder Capacitated MST Generator (52) - Tree Builder Degree Constrained MST Generator (53) - Tree Builder Directed MST Generator (54) - Tree Builder Dynamic MST Generator (55) - Tree Builder Dynamic Euclidean Generator (56) - Tree Builder Dynamic KSMT Generator (57) - K Optimal Spanning Forests Generator (58) - Optimal Bottleneck Spanning Tree Generator (59) - Builder Optimal Labeling Spanning Tree Generator (60) - Tree Builder Rectilinear MST Generator (61) - Builder Steiner Tree Generator (62) - Complete MST Random Graph Ensemble (63, 64, 65) - Complete MST Random Graph (66) - Bellman Ford Bannister Eppstein Path Generator (67) - Bellman Ford Edge Partition Generator (68) - Graph Shortest Optimal Path Generator (69) - Graph Shortest Path Vertex Augmentor (70) - Bellman Ford Edge Relaxation Path Generator (71) - Bellman Ford Yen Edge Relaxation Path Generator (72) - Bellman Ford Yen Reduced Relaxation Path Generator (73) - Bellman Ford Johnson Path Generator (73) - Bellman Ford Edge Partition (74, 75) - Dijkstra Shortest Path Generator (76) - Shortest Path Floyd Warshall (77) - Shortest Path Floyd Warshall Distance Metric (78) - Graph Search Breadth First (79) - Graph Search Depth First (80) - A Star Vertex Function (81) - A Star Vertex Context (82, 83) - A Star F Heuristic (84) - A Star Static Weight F Heuristic (85) - A Star Dynamic Weight F Heuristic (86) - A Star Mark Allard F Heuristic (87) - Graph Connectivity Kosaraju (88) Bug Fixes/Re-organization: - Graph Core Vertex R1 Remove (35, 36) - Graph Vertex R1 Function Remove (37) - Directed Graph R1 Remove (41) Samples: - MST Boruvka Maximum Forest Generator (89, 90) - MST Boruvka Minimum Forest Generator (91, 92) - MST Kruskal Maximum Forest Generator (93, 94) - MST Kruskal Minimum Forest Generator (95, 96) - MST Prim Maximum Forest Generator (97, 98) - MST Prim Minimum Forest Generator (99, 100) - MST Reverse Delete Maximum Forest Generator (101, 102) - MST Reverse Delete Minimum Forest Generator (103, 104) - Graph Properties (105) - Graph Complete Bipartite Properties (106, 107, 108) - Yen Reduced Relaxation Single Source (109) - Yen Reduced Relaxation Single Pair (110) - Yen Edge Partition Single Source (111) - Yen Edge Partition Single Pair (112) - Shortest Path Bannister Eppstein Single Source (113) - Shortest Path Bannister Eppstein Single Pair (114) - Shortest Path Bellman Ford Single Source (115) - Shortest Path Bellman Ford Single Pair (116) - Shortest Path Johnson Single Source (117) - Shortest Path Johnson Single Pair (118) - Shortest Path Johnson Single Source Negative Weight (119) - Connectivity Kosaraju Strongly Connected Components (120) IdeaDRIP:
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- Graph Core Network Vertex Value (6, 7, 8) - Steele Complete Uniform Random Tree (9, 10, 11) - Vector/Function Spaces involving Spaces (12, 13, 14) - Adjacency Matrix Representation of Graph (15, 16, 17) - Adjacency Matrix G2 Map #1 (18) - Adjacency Matrix G2 Map #2 (19, 20, 21) - Adjacency Matrix G2 Map #3 (22, 23, 24) - Adjacency Matrix G2 Map Network (25, 26) - Adjacency Matrix G2 Map Function (27, 28) - Adjacency Matrix G2 Map Constructor (29, 30, 31) - G2 Map L1 Vertex #1 (32, 33) - G2 Map L1 Vertex #2 (34, 35) - Eliminate G2 Map Network Graph (36, 37) - G2 Map Cross Vertex Evaluate (38, 39, 40) - G2 Map Cross Vertex L1 (41, 42) - G2 Map Cross Vertex L2 (43, 44, 45) - G2 Map Cross Vertex Lk (46, 47, 48) - G2 Map Cross Vertex Bounded (49, 50, 51) - Adjacency Matrix G2ToG2 Function Shell (52, 53, 54) - Adjacency Matrix G2ToG2 Function Evaluate (55, 56) - Adjacency Matrix Gk Map Norm #1 (60, 61) - Adjacency Matrix Gk Map Norm #2 (62, 63) - Adjacency Matrix Gk To R1 (64, 65, 66) - Adjacency Matrix G1 -> R1 #1 (67, 68, 69) - Adjacency Matrix G1 -> R1 #2 (70, 71) - Adjacency Matrix G2 -> R1 #1 (72, 73) - Adjacency Matrix G2 -> R1 #2 (74, 75) - Adjacency Matrix Gk Operator Shell (79, 80, 81) - Adjacency Matrix Gk Operator Constructor (82, 83, 84) - Gk Linear Operator Evaluate #1 (85, 86) - Gk Linear Operator Evaluate #2 (87, 88) - Gk Linear Operator Spectral Radius (91, 92, 93) - Guo Wang Li 2019 Bound #1 (94, 95, 96) - Guo Wang Li 2019 Bound #2 (97, 98, 99) - Guo Wang Li 2019 Bound #3 (100, 101, 102) - Guo Wang Li 2019 Bound #4 (103, 104, 105) - Guo Wang Li 2019 Bound #5 (106, 107, 108) - Guo Wang Li 2019 Bound #6 (109, 110, 111) - Guo Wang Li 2019 Bound Unset (112, 113, 114) - Guo Wang Li 2019 Spectral Radius Upper Bound #1 (115, 116, 117) - Guo Wang Li 2019 Spectral Radius Upper Bound #2 (118, 119, 120) Bug Fixes/Re-organization: - Rework G2 to Gk Map (57, 58, 59) - Adjacency Matrix G2ToG2 Function Deletion (76, 77, 78) - Adjacency Matrix Gk Linear Operator (89, 90) Samples: - Graph Depth First Search 1 (1) - Graph Depth First Search 2 (2) - Graph Depth First Search 3 (3) - Graph Breadth First Search 1 (4) - Graph Breadth First Search 3 (5) IdeaDRIP:
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this issue
Aug 31, 2024
- R1 Matrix Util Unsafe Power (1, 2, 3) - R1 Matrix Util Product Power (4, 5, 6) - R1 Square Matrix k Power (37, 38, 39) - Numerical Estimation R^k To R^1 Series (40, 41, 42) - Implementation of Jordan Normal Form #1 (43, 44, 45) - Numerical Jordan Form JSubM Shell (46, 47, 48) - Numerical Jordan Form JSubM mSubI (49, 50) - Numerical Jordan Form JSubM Lambda (51, 52) - Numerical Jordan Form JSubM R1 Grid (53, 54) - Numerical Jordan Form JSubM Constructor #1 (55, 56, 57) - Numerical Jordan Form JSubM Constructor #2 (58, 59, 60) - Numerical Jordan Form JSubM Power #1 (61, 62, 63) - Numerical Jordan Form JSubM Power #2 (64, 65, 66) - Numerical Jordan Form J Shell (67, 68, 69) - Numerical Jordan Form J jSubMArray (70, 71, 72) - Numerical Jordan Form J R1 Grid (73, 74, 75) - Numerical Jordan Form J Constructor #1 (76, 77, 78) - Numerical Jordan Form J Constructor #2 (79, 80, 81) - Numerical Jordan Form J Power #1 (82, 83, 84) - Numerical Jordan Form J Power #2 (85, 86, 87) - Jordan Form VJ Decomposition J (91, 92) - Jordan Form VJ Decomposition V (93, 94) - Jordan Form VJ Decomposition Constructor (95, 96, 97) - Numerical Jordan Form J Diagonal (98, 99) - Numerical Jordan Form VJ Decomposition Recover Original (100, 101, 102) - Implementation of Matrix Norm Variants (104, 105) - R1 Square Matrix Norm #1 (106, 107, 108) - R1 Square Matrix Norm #2 (109, 110, 111) - R1 Square Matrix Norm #3 (112, 113, 114) - R1 Square Evaluator Validator Shell (115, 116, 117) - R1 Square Positive Valued Norm (118, 119, 120) Bug Fixes/Re-organization: - Implementation of Jordan Normal Form #2 (103) Samples: - Matrix Power Series #1 (7, 8, 9) - Matrix Power Series #2 (10, 11, 12) - Matrix Power Series #3 (13, 14, 15) - Matrix Power Series #4 (16, 17, 18) - Matrix Power Series #5 (19, 20, 21) - Matrix Power Series #6 (22, 23, 24) - Matrix Power Series #7 (25, 26, 27) - Matrix Power Series #8 (28, 29, 30) - Matrix Power Series #9 (31, 32, 33) - Matrix Power Series #10 (34, 35, 36) IdeaDRIP:
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Equity describes a Tradeable Equity. 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
Cesari, G., J. Aquilina, N. Charpillon, X. Filipovic, G. Lee, and L. Manda (2009): Modeling, Pricing,
and Hedging Counter-party Credit Exposure - A Technical Guide Springer Finance
New York
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
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