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Capital Optimisation #40

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AnatolyBuga opened this issue Nov 14, 2022 · 0 comments
Open

Capital Optimisation #40

AnatolyBuga opened this issue Nov 14, 2022 · 0 comments
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Business Expansion Adding new functionality, widening product offering enhancement New feature or request

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@AnatolyBuga
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Equity bucket 11
DRC weights for CRR2
RRAO
CoveredBond
DayCountConvention for DRC yearfrac

@AnatolyBuga AnatolyBuga added the enhancement New feature or request label Nov 14, 2022
@AnatolyBuga AnatolyBuga self-assigned this Nov 14, 2022
@AnatolyBuga AnatolyBuga added the Business Expansion Adding new functionality, widening product offering label Nov 27, 2022
@AnatolyBuga AnatolyBuga changed the title Capital Based Portfolio Optimisation Capital Optimisation Nov 30, 2022
@AnatolyBuga AnatolyBuga mentioned this issue Jun 24, 2023
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