XVA Set Collateral Group Specification #15

lakshmiDRIP · 2018-01-17T03:10:56Z

CollateralGroupSpecification contains the Specifications of a Collateral Group. The References are:

Burgard, C., and M. Kjaer (2014): PDE Representations of Derivatives with Bilateral Counter-party Risk and Funding Costs Journal of Credit Risk 7 (3) 1-19
Burgard, C., and M. Kjaer (2014): In the Balance Risk 24 (11) 72-75
Gregory, J. (2009): Being Two-faced over Counter-party Credit Risk Risk 20 (2) 86-90
Li, B., and Y. Tang (2007): Quantitative Analysis, Derivatives Modeling, and Trading Strategies in the Presence of Counter-party Credit Risk for the Fixed Income Market World Scientific Publishing Singapore
Piterbarg, V. (2010): Funding Beyond Discounting: Collateral Agreements and Derivatives Pricing Risk 21 (2) 97-102

- Deposit Futures Instrument Builders #1 (5, 6) - Deposit Futures Instrument Builders #2 (7, 8) - Deposit Futures Instrument Builders #3 (9, 10) - Deposit Futures Instrument Builders #4 (11, 12) Bug Fixes/Clean-up: - Bond Component Credit Label Fix (1, 2) - CDS Component Credit Label Fix (3, 4) - Bond Metrics KRD Fix #1 (19, 20) - Discount Curve Bump Node #1 (21, 22) - Discount Curve Bump Node #2 (23, 24) - Discount Curve Bump Node #3 (25) - Composable Unit Floating Period #1 (26, 27) - Composable Unit Floating Period #2 (28, 29) - Composable Unit Floating Period #3 (30, 31) - Composable Unit Floating Period #4 (32, 33) - Composable Unit Floating Period #5 (34, 35) - Composable Unit Floating Period #6 (36, 37) - Composable Unit Floating Period #7 (38, 39) - Composable Unit Floating Period #8 (40, 41) - Composable Unit Floating Period #9 (45, 46) - Composable Unit Floating Period #10 (47, 48) - Composable Unit Floating Period #11 (49, 50) - Composable Unit Floating Period #12 (53, 54) - Composable Unit Floating Period #13 (55, 56) - Composable Unit Floating Period #14 (57, 58) - Composable Unit Floating Period #15 (59, 60) Samples: - Bond Metrics Kakinada - DF Decimals (13, 14) - Bond Metrics Kakinada - CF #1 (15, 16) - Bond Metrics Kakinada - CF #2 (17, 18) - Bond Metrics Kakinada - CF #3 (42) - Bond Metrics Kakinada - CF #4 (43, 44) - Bond Metrics Kakinada - CF #5 (51, 52)

- Composite Floating Unit Period #1 (2, 3) - Composite Floating Unit Period #2 (4, 5) - Discrete Period Discount Factor #1 (12, 13) - Discrete Period Discount Factor #2 (14, 15) - Native Flat Forward Discount #1 (20, 21) - Native Flat Forward Discount #2 (22, 23) - Native Flat Forward Discount #3 (24, 25) - Native Flat Forward Discount #4 (26, 27) Bug Fixes/Clean-up: - Latent Market State Builder #1 (28, 29) - Latent Market State Builder #2 (30, 31) - Latent Market State Builder #3 (32, 33) - Latent Market State Builder #4 (34, 35) - Latent Market State Builder #5 (36, 37) - Latent Market State Builder #6 (38) Samples: - Kakinada Bond Metrics Curve Up (1) - Kakinada Bond Metrics #1 (6, 7) - Kakinada Bond Metrics #2 (8, 9) - Kakinada Bond Metrics #3 (10, 11) - Kakinada Bond Metrics #4 (16, 17) - Kakinada Bond Metrics #5 (18, 19) - Kakinada Bond Metrics #6 (39, 40) - Kakinada Bond Metrics #7 (41, 42) - Kakinada Bond Metrics #8 (43, 44) - Kakinada Bond Metrics #9 (45, 46) - Kakinada Bond Metrics #10 (47, 48) - Kakinada Bond Metrics #11 (51, 52) - Kakinada Bond Metrics #12 (53, 54) - Kakinada Bond Metrics #13 (55, 56) - Kakinada Bond Metrics #14 (57, 58) - Kakinada Bond Metrics #15 (59, 60) - Kakinada Bond Metrics #16 (61, 62) - Kakinada Bond Metrics #17 (63, 64) - Kakinada Bond Metrics #18 (65, 66) - Kakinada Bond Metrics #19 (67, 68) - Kakinada Bond Metrics #20 (69, 70) - Kakinada Bond Metrics #21 (71, 72) - Kakinada Bond Metrics #22 (73, 74) - Kakinada Bond Metrics #23 (75, 76) - Kakinada Bond Metrics #24 (77, 78) - Kakinada Bond Metrics #25 (79, 80)

- 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)

- Market Vertex Generator - Wanderer Index (1) - Latent State Market Vertex Container (3) - Latent State Vertex Value #1 (4, 5) - Latent State Vertex Value #2 (6, 7) - Latent State Vertex Value #3 (8, 9, 10) - Latent State CSA Vertex Container (11, 12) - Market Vertex Latent State Value (13, 14) - Latent State Vertex Container #1 (15, 16) - Latent State Vertex Container #2 (17, 18) - Latent State Vertex Container #3 (19, 20) - Latent State Vertex Container #4 (21, 22) - Latent State Vertex Container #5 (23, 24) - Latent State Vertex Container #6 (25, 26) - Latent State Vertex Container #7 (27, 28) - Latent State Vertex Container #8 (29, 30) - Latent State Vertex Container #9 (31, 32) - Latent State Vertex Container #10 (33, 34) - Latent State Nodal Market Vertex (79) - Market Vertex Generator - Latent State (192) - Trim Position Manifest Measure #1 (193, 194) - Trim Position Manifest Measure #2 (195, 196) - Trim Position Manifest Measure #3 (197, 198) - Trim Position Manifest Measure #4 (199, 200) - Trim Position Manifest Measure #5 (201, 202) - Trim Position Manifest Measure #6 (203, 204) - Trim Position Manifest Measure #7 (205, 206) - Trim Position Manifest Measure #8 (207, 208) - Float Stream MPoR Forward Label (209) - Market Vertex Generator - Initial MV (222) - Burgard Kjaer Operator - Portfolio Value (223, 224) - Trajectory Evolution Scheme - Portfolio Value (225, 226) - Position Group Numeraire To Estimator (227, 228, 229) - Fix Float Basel Estimator #1 (230, 231, 232) - Fix Float Basel Estimator #2 (233, 234, 235) - XVA Dynamics Path Simulator Valuation (251) - Primary Security Dynamics Container #1 (252, 253) - Primary Security Dynamics Container #2 (254, 255) - Primary Security Dynamics Container #3 (256, 257) - Primary Security Dynamics Container #4 (258, 259) - Primary Security Dynamics Container #5 (260, 261) - Primary Security Dynamics Container #6 (262, 263) - Primary Security Dynamics Container #7 (264, 265, 266) - Latent State Market Correlation - Shell (267) - Latent State Market Correlation - Labels (268) - Latent State Market Correlation - Covariance (269) - Latent State Market Correlation - Constructor (270, 271) - Latent State Market Correlation - Set (272, 273, 274) - Market Correlation - State Pair Exists (275, 276) - Market Correlation - State Pair Entry (277, 278) - Cross Latent State Correlation Matrix (279) - Latent Market State Label List (280) - Market Correlation Constructor and Annotation (281, 282, 283) - Latent State Index Hash Map (284, 285) - Latent State Label Duplicate Detection (286) - Correlation Matrix Element Validation Check (287, 288, 289) - Market Correlation Latent State Exists (290, 291) - Cross Latent State Correlation Entry (292, 293) - Custom Market Correlation Synthesizer #1 (294, 295) - Custom Market Correlation Synthesizer #2 (296, 297) - Market Vertex Generator Deprecatione Sweep (298) - Market Universe Vertex Generator Shell (299) - Market Vertex Generator Spot Date (300) - Market Vertex Generator YCF Width (301) - Market Vertex Generator Event Dates (302) - Market Vertex Generator Entity Dynamics (303) - Market Vertex Generator Security Dynamics (304) - Market Vertex Generator State Dynamics (305) - Market Vertex Generator Constructor/Annotation (306, 307, 308) - Market Vertex Generator Creation #1 (309) - Latent State Weiner Random - Shell (310) - Latent State Weiner Increment Map (311) - Latent State Weiner Availability Check (312, 313) - Latent State Weiner Increment Array (314) - Latent State Weiner Increment Addition (315, 316) - Latent State Weiner Constructor Annotation (317, 318) - Market Vertex Latent State Count (319, 320) - Overnight Replicator Vertex Array #1 (321, 322) - Overnight Replicator Vertex Array #2 (323, 324) - CSA Replicator Path Vertex Array (325, 326) - Entity Dynamics Client Hazard Label (327) - Entity Dynamics Dealer Hazard Label (328) - Market Vertex Generator Dealer Hazard (329, 330) - Entity Dynamics Client Recovery Label (331) - Dealer Entity Senior Recovery Label (332) - Dealer Entity Subordinate Recovery Label (333) - Overnight Replicator Vertex Array Separation (334, 335, 336) - CSA Replicator Vertex Array Separation (337, 338) - Dealer Hazard Vertex Array Separation (339, 340) - Dealer Senior Funding Vertex Array (341, 342) - Dealer Subordinate Funding Vertex Array (343, 344) - Client Senior Funding Vertex Array (345, 346) - Client Hazard Vertex Array Separation (349, 350) - Dealer Senior Recovery Vertex Array (351, 352) - Dealer Subordinate Recovery Vertex Array (353, 354) - Client Recovery Rate Vertex Array (355, 356) - Asset Diffusion Vertex Array #1 (357, 358) - Asset Diffusion Vertex Array #2 (359, 360) - Asset Diffusion Vertex Array #3 (361, 362) - Asset Diffusion Vertex Array #4 (363, 364) - Asset Diffusion Vertex Array #5 (365, 366) - Latent State Dynamics Container #1 (367, 368) - Latent State Dynamics Container #2 (369, 370) - Latent State Dynamics Container #3 (371, 372) - Latent State Dynamics Container #4 (373, 374, 375) - Market Vetex Generator Evolver #1 (376, 377, 378) - Latent State Vertex Container #1 (379, 380) - Latent State Vertex Container #2 (381, 382) - Latent State Vertex Container #3 (383, 384) - Set of all Used Labels (385, 386) - Latent State Vertex Container #11 (387, 388) - Latent State Vertex Container #12 (389, 390) - Latent State Vertex Container #13 (391, 392) - Latent State Vertex Container #14 (393, 394) - Latent State Vertex Container #15 (395, 396) - Latent State Vertex Container #16 (397, 398) - Latent State Vertex Container #17 (399, 400) - Latent State Vertex Container #18 (401, 402) - Latent State Vertex Container #19 (403, 404) - Latent State Vertex Container #20 (405, 406) - Latent State Vertex Container #21 (407, 408) - Latent State Vertex Container #22 (409, 410) - Latent State Vertex Container #23 (411, 412) - Latent State Vertex Container #24 (413, 414) - Market Vetex Generator Evolver #2 (415, 416) - Market Vetex Generator Evolver #3 (417, 418) - Market Vetex Generator Evolver #4 (419, 420) - Market Vetex Generator Evolver #5 (421, 422) - Market Vetex Generator Evolver #6 (423, 424) - Market Vetex Generator Evolver #7 (425, 426) - Market Vetex Generator Evolver #8 (427, 428) - Market Vetex Generator Evolver #9 (429, 430) - Market Vetex Generator Evolver #10 (431, 432) - Latent State Vertex Container #25 (433, 434) - Latent State Vertex Container #26 (435, 436) - Market Vetex Generator Evolver #11 (437, 438) - Exposure Evolver Scaling Numeraire Revamp (439) - Exposure Evolver Terminal Latent State (440) - Exposure Evolver Primary Security Revamp (441) - Exposure Evolver Primary Security Equity (442) - Latent State Dynamics Container Revamp (443) - Exposure Evolver Dynamics Container Revamp (444) - Exposure Evolver Primary Security Container (445) - Exposure Evolver Entity Dynamics Container (446) - Latent State Vertex Container Revamp (447) - CSA Dynamics Funding Basis Evolver (448) - Numeraire Induced Measure Shift Revamp (449) - Andersen Pykhtin Sokol Lag Revamp (450) - CSA Last Flow Event Dates (451) - CSA Timeline Event Date Revamp (452) - CSA Timeline Event Builder Revamp (453) - CSA Timeline Event Sequence Revamp (454) - Exposure Universe Latent State Weiner (455) - Exposure Universe Market Correlation Matrix (456) - Exposure Universe Market Vertex Entity (457) - Exposure Universe Market Vertex Revamp (458) - Exposure Universe Market Edge Revamp (459) - Exposure Universe Market Path Revamp (460) - Exposure Universe Market Vertex Generator (461) - MPoR Collateral Amount Estimator Output (462) - Exposure Margin Period Of Risk (463) - Exposure MPoR Collateral Amount Estimator (464) - Variation Margin Trade Vertex Exposure (465) - Exposure MPoR Trade Payment Revamp (466) - Variation Margin Trade Payment Vertex (467) - Exposure Generator Stream MPoR Revamp (468) - Exposure Generator Fix Stream MPoR (469) - Exposure Generator Float Stream MPoR (470) - Exposure Generator Fix Float MPoR (471) - Variation Margin Trade Trajectory Estimator (472) - Exposure Holdings Position Group Estimator (473) - Fix Float Basel Position Estimator (474) - Exposure Holdings Position Group Revamp (475) - Path Simulator Random Weiner #1 (476) - Unit Random State Weiner #1 (477, 478) - Unit Random State Weiner #2 (479, 480) - Path Simulator Random Weiner #2 (481, 482) Bug Fixes/Clean-up: - Latent State Vertex Node Container (2) - Re-org Jump Diffusion Vertex Arrays (347, 348) Samples: - Gold Plated Basel Proxy #1 (35) - Albanese Andersen Basel Proxy #1 (36) - Hedge Error Basel Proxy #1 (37) - One Way Basel Proxy #1 (38) - Semi Replication Basel Proxy #1 (39) - Set Off Basel Proxy #1 (40) - Long Fixed Aggressive Timeline #1 (41) - Long Fixed Classical- Timeline #1 (42) - Long Fixed Classical+ Timeline #1 (43) - Long Fixed Conservative Timeline #1 (44) - Long Float Aggressive Timeline #1 (45) - Long Float Classical- Timeline #1 (46) - Long Float Classical+ Timeline #1 (47) - Long Float Conservative Timeline #1 (48) - Short Fixed Aggressive Timeline #1 (49) - Short Fixed Classical- Timeline #1 (50) - Short Fixed Classical+ Timeline #1 (51) - Short Fixed Conservative Timeline #1 (52) - Short Float Aggressive Timeline #1 (53) - Short Float Classical- Timeline #1 (54) - Short Float Classical+ Timeline #1 (55) - Short Float Conservative Timeline #1 (56) - OTC Receiver CSA Aggressive #1 (57) - OTC Receiver CSA Classical- #1 (58) - OTC Receiver CSA Classical+ #1 (59) - OTC Receiver CSA Conservative #1 (60) - OTC Payer CSA Aggressive #1 (61) - OTC Payer CSA Classical- #1 (62) - OTC Payer CSA Classical+ #1 (63) - OTC Payer CSA Conservative #1 (64) - OTC Receiver Aggressive Timeline #1 (65) - OTC Receiver Classical- Timeline #1 (66) - OTC Receiver Classical+ Timeline #1 (67) - OTC Receiver Conservative Timeline #1 (68) - OTC Payer Aggressive Timeline #1 (69) - OTC Payer Classical- Timeline #1 (70) - OTC Payer Classical+ Timeline #1 (71) - OTC Payer Conservative Timeline #1 (72) - Bilateral CSA Collateralized Funding #1 (73) - Bilateral CSA Collateralized Funding Stochastic #1 (74) - Bilateral CSA Uncollateralized Funding #1 (75) - Bilateral CSA Uncollateralized Funding Stochastic #1 (76) - Bilateral CSA Zero Threshold Funding #1 (77) - Bilateral CSA Zero Threshold Funding Stochastic #1 (78) - Perfect Replication Collateralized Funding #1 (80) - Perfect Replication Collateralized Funding Stochastic #1 (81) - Perfect Replication Uncollateralized Funding #1 (82) - Perfect Replication Uncollateralized Funding Stochastic #1 (83) - Perfect Replication Zero Threshold Funding #1 (84) - Perfect Replication Zero Threshold Funding Stochastic #1 (85) - Semi Replication Collateralized Funding #1 (86) - Semi Replication Collateralized Funding Stochastic #1 (87) - Semi Replication Uncollateralized Funding #1 (88) - Semi Replication Uncollateralized Funding Stochastic #1 (89) - Semi Replication Zero Threshold Funding #1 (90) - Semi Replication Zero Threshold Funding Stochastic #1 (91) - Set Off Collateralized Funding #1 (92) - Set Off Collateralized Funding Stochastic #1 (93) - Set Off Uncollateralized Funding #1 (94) - Set Off Uncollateralized Funding Stochastic #1 (95) - Set Off Zero Threshold Funding #1 (96) - Set Off Zero Threshold Funding Stochastic #1 (97) - Unilateral CSA Collateralized Funding #1 (98) - Unilateral CSA Collateralized Funding Stochastic #1 (99) - Unilateral CSA Uncollateralized Funding #1 (100) - Unilateral CSA Uncollateralized Funding Stochastic #1 (101) - Unilateral CSA Zero Threshold Funding #1 (102) - Unilateral CSA Zero Threshold Funding Stochastic #1 (103) - XVA Digest CPGA Collateralized #1 (104) - XVA Digest CPGA Collateralized Correlated #1 (105) - XVA Digest CPGA Uncollateralized #1 (106) - XVA Digest CPGA Uncollateralized Correlated #1 (107) - XVA Digest CPGA Zero Threshold #1 (108) - XVA Digest CPGA Zero Threshold Correlated #1 (109) - XVA Collateralized Collateral Group #1 (110) - XVA Collateralized Collateral Group Correlated #1 (111) - XVA Uncollateralized Collateral Group #1 (112) - XVA Uncollateralized Collateral Group Correlated #1 (113) - XVA Zero Threshold Collateral Group #1 (114) - XVA Zero Threshold Collateral Group Correlated #1 (115) - Funding Group Bilateral CSA #1 (116) - Funding Group Hedge Error #1 (116) - Funding Group Semi Replication #1 (117) - Funding Group Perfect Replication #1 (119) - Funding Group Set Off #1 (120) - Funding Group Unilateral CSA #1 (121) - Portfolio Netting Group Run #1 (122) - Portfolio Netting Group Simulation #1 (123) - Portfolio Netting Group Aggregation Correlated #1 (124) - Portfolio Netting Group Aggregation Deterministic #1 (125) - Portfolio Netting Group Aggregation Uncorrelated #1 (126) - Correlated Numeraire XVA Attribution #1 (127) - Correlated Numeraire XVA Explain #1 (128) - Correlated Numeraire XVA Greeks #1 (129) - Correlated Numeraire XVA Replication Portfolio #1 (130) - Burgard 2011 XVA Attribution #1 (131) - Burgard 2011 XVA Explain #1 (132) - Burgard 2011 XVA Greeks #1 (133) - Burgard 2011 XVA Replication Portfolio #1 (134) - Euler Evolution Trajectory Scheme #1 (135) - Fix Float VA Bank #1 (136) - Fix Float VA Counter Party #1 (137) - Collateralized Collateral Neutral #1 (138) - Collateralized Collateral Neutral Stochastic #1 (139) - Collateralized Collateral Payable #1 (140) - Collateralized Collateral Payable Stochastic #1 (141) - Collateralized Collateral Receivable #1 (142) - Collateralized Collateral Receivable Stochastic #1 (143) - Collateralized Funding Neutral #1 (144) - Collateralized Funding Neutral Stochastic #1 (145) - Collateralized Funding Payable #1 (146) - Collateralized Funding Payable Stochastic #1 (147) - Collateralized Funding Receivable #1 (148) - Collateralized Funding Receivable Stochastic #1 (149) - Collateralized Netting Neutral #1 (150) - Collateralized Netting Neutral Stochastic #1 (151) - Collateralized Netting Payable #1 (152) - Collateralized Netting Payable Stochastic #1 (153) - Collateralized Netting Receivable #1 (154) - Collateralized Netting Receivable Stochastic #1 (155) - Uncollateralized Collateral Neutral #1 (156) - Uncollateralized Collateral Neutral Stochastic #1 (157) - Uncollateralized Collateral Payable #1 (158) - Uncollateralized Collateral Payable Stochastic #1 (159) - Uncollateralized Collateral Receivable #1 (160) - Uncollateralized Collateral Receivable Stochastic #1 (161) - Uncollateralized Funding Neutral #1 (162) - Uncollateralized Funding Neutral Stochastic #1 (163) - Uncollateralized Funding Payable #1 (164) - Uncollateralized Funding Payable Stochastic #1 (165) - Uncollateralized Funding Receivable #1 (166) - Uncollateralized Funding Receivable Stochastic #1 (167) - Uncollateralized Netting Neutral #1 (168) - Uncollateralized Netting Neutral Stochastic #1 (169) - Uncollateralized Netting Payable #1 (170) - Uncollateralized Netting Payable Stochastic #1 (171) - Uncollateralized Netting Receivable #1 (172) - Uncollateralized Netting Receivable Stochastic #1 (173) - Zero Threshold Collateral Neutral #1 (174) - Zero Threshold Collateral Neutral Stochastic #1 (175) - Zero Threshold Collateral Payable #1 (176) - Zero Threshold Collateral Payable Stochastic #1 (177) - Zero Threshold Collateral Receivable #1 (178) - Zero Threshold Collateral Receivable Stochastic #1 (179) - Zero Threshold Funding Neutral #1 (180) - Zero Threshold Funding Neutral Stochastic #1 (181) - Zero Threshold Funding Payable #1 (182) - Zero Threshold Funding Payable Stochastic #1 (183) - Zero Threshold Funding Receivable #1 (184) - Zero Threshold Funding Receivable Stochastic #1 (185) - Zero Threshold Netting Neutral #1 (186) - Zero Threshold Netting Neutral Stochastic #1 (187) - Zero Threshold Netting Payable #1 (188) - Zero Threshold Netting Payable Stochastic #1 (189) - Zero Threshold Netting Receivable #1 (190) - Zero Threshold Netting Receivable Stochastic #1 (191) - XVA Replication Portfolio #2 (210, 211) - XVA Market Generation #2 (212) - Burgard 2011 XVA Explain #2 (213, 214) - Euler Evolution Trajectory Scheme #2 (215, 216) - Correlated Numeraire XVA Attribution #2 (217, 218) - Correlated Numeraire XVA Replication Portfolio #2 (219, 220) - Correlated Numeraire XVA Explain #2 (221) - Albanese Andersen Basel Proxy #2 (236, 237) - Albanese Andersen Basel Proxy #3 (238, 239) - Gold Plated Basel Proxy #2 (240, 241) - Hedge Error Basel Proxy #2 (242, 243) - One Way Basel Proxy #2 (244) - Semi Replication Basel Proxy #2 (245) - Set Off Basel Proxy #2 (246) - Initial Market Vertex Epochal #1 (247, 248) - Initial Market Vertex Epochal #2 (249, 250) - Albanese Andersen Basel Proxy #4 (483, 484) - Albanese Andersen Basel Proxy #5 (485, 486) - Albanese Andersen Basel Proxy #6 (487, 488) - Albanese Andersen Basel Proxy #7 (489, 490) - Albanese Andersen Basel Proxy #8 (491, 492) - Albanese Andersen Basel Proxy #9 (493, 494) - Albanese Andersen Basel Proxy #10 (495, 496) - Albanese Andersen Basel Proxy #11 (497, 498) - Albanese Andersen Basel Proxy #12 (499, 500) - Albanese Andersen Basel Proxy #13 (501, 502) - Albanese Andersen Basel Proxy #14 (503, 504) - Albanese Andersen Basel Proxy #15 (505, 506) - Albanese Andersen Basel Proxy #16 (507, 508) - Albanese Andersen Basel Proxy #17 (509, 510) - Albanese Andersen Basel Proxy #18 (511, 512) - Albanese Andersen Basel Proxy #19 (513, 514) - Albanese Andersen Basel Proxy #20 (515, 516) - Albanese Andersen Basel Proxy #21 (517, 518) - Albanese Andersen Basel Proxy #22 (519, 520) - Albanese Andersen Basel Proxy #23 (521, 522) - Albanese Andersen Basel Proxy #24 (523, 524) - Albanese Andersen Basel Proxy #25 (525, 526) - Albanese Andersen Basel Proxy #26 (527, 528) - Albanese Andersen Basel Proxy #27 (529, 530) - Albanese Andersen Basel Proxy #28 (531, 532) - Albanese Andersen Basel Proxy #29 (533, 534) - Dealer Hazard Latent State (535) - Dealer Recovery Latent State (536) - Client Hazard Latent State (537) - Client Recovery Latent State (538) - Overnight Replicator Primary Security (539, 540) - CSA Replicator Primary Security (541, 542) - Dealer Senior Funding Replicator (543, 544) - Dealer Subordinate Funding Replicator (545, 546) - Client Funding Primary Security (547, 548) - Albanese Andersen Basel Proxy #30 (549, 550) - Albanese Andersen Basel Proxy #31 (551, 552) - Albanese Andersen Basel Proxy #32 (553, 554, 555) - Albanese Andersen Basel Proxy #33 (556, 557, 558) - Gold Plated Basel Proxy #1 (559, 560, 561) - Gold Plated Basel Proxy #2 (562, 563, 564) - Hedge Error Basel Proxy (565, 566, 567) - One Way Basel Proxy (568, 569, 570) - Semi Replication Basel Proxy (571, 572, 573) - Set Off Basel Proxy (574, 575, 576) - Funding Group Bilateral CSA (577) - Funding Group Hedge Error (578) - Funding Group Perfect Replication (579) - Funding Group Semi Replication (580) - Funding Group Set Off (581) - Funding Group Unilateral CSA (582) - XVA Topology Book Group Layout (583) - XVA Topology Book Latent State Map (584) - XVA Digest CPGA Collateralized (585) - XVA Digest CPGA Collateralized Correlated (586) - XVA Digest CPGA Uncollateralized (587) - XVA Digest CPGA Uncollateralized Correlated (588) - XVA Digest CPGA Zero Threshold (589) - XVA Digest CPGA Zero Threshold Correlated (590) - XVA Collateralized Collateral Group (591) - XVA Collateralized Collateral Group Correlated (592) - XVA Uncollateralized Collateral Group (593) - XVA Uncollateralized Collateral Group Correlated (594) - XVA Zero Threshold Collateral Group (595) - XVA Zero Threshold Collateral Group Correlated (596) - XVA Portfolio Collateral Estimate (597) - XVA Basel Collateralized Collateral Neutral (598) - XVA Basel Collateralized Collateral Neutral Stochastic (599) - XVA Basel Collateralized Collateral Payable (600) - XVA Basel Collateralized Collateral Payable Stochastic (601) - XVA Basel Collateralized Collateral Receivable (602) - XVA Basel Collateralized Collateral Receivable Stochastic (603) - XVA Basel Collateralized Funding Neutral (604) - XVA Basel Collateralized Funding Neutral Stochastic (605) - XVA Basel Collateralized Funding Payable (606) - XVA Basel Collateralized Funding Payable Stochastic (607) - XVA Basel Collateralized Funding Receivable (608) - XVA Basel Collateralized Funding Receivable Stochastic (609) - XVA Basel Collateralized Netting Neutral (610) - XVA Basel Collateralized Netting Neutral Stochastic (611) - XVA Basel Collateralized Netting Payable (612) - XVA Basel Collateralized Netting Payable Stochastic (613) - XVA Basel Collateralized Netting Receivable (614) - XVA Basel Collateralized Netting Receivable Stochastic (615) - XVA Basel Uncollateralized Collateral Neutral (616) - XVA Basel Uncollateralized Collateral Neutral Stochastic (617) - XVA Basel Uncollateralized Collateral Payable (618) - XVA Basel Uncollateralized Collateral Payable Stochastic (619) - XVA Basel Uncollateralized Collateral Receivable (620) - XVA Basel Uncollateralized Collateral Receivable Stochastic (621) - XVA Basel Uncollateralized Funding Neutral (622) - XVA Basel Uncollateralized Funding Neutral Stochastic (623) - XVA Basel Uncollateralized Funding Payable (624) - XVA Basel Uncollateralized Funding Payable Stochastic (625) - XVA Basel Uncollateralized Funding Receivable (626) - XVA Basel Uncollateralized Funding Receivable Stochastic (627) - XVA Basel Uncollateralized Netting Neutral (628) - XVA Basel Uncollateralized Netting Neutral Stochastic (629) - XVA Basel Uncollateralized Netting Payable (630) - XVA Basel Uncollateralized Netting Payable Stochastic (631) - XVA Basel Uncollateralized Netting Receivable (632) - XVA Basel Uncollateralized Netting Receivable Stochastic (633) - XVA Basel Zero Threshold Collateral Neutral (634) - XVA Basel Zero Threshold Collateral Neutral Stochastic (635 ) - XVA Basel Zero Threshold Collateral Payable (636) - XVA Basel Zero Threshold Collateral Payable Stochastic (637) - XVA Basel Zero Threshold Collateral Receivable (638) - XVA Basel Zero Threshold Collateral Receivable Stochastic (639) - XVA Basel Zero Threshold Funding Neutral (640) - XVA Basel Zero Threshold Funding Neutral Stochastic (641) - XVA Basel Zero Threshold Funding Payable (642) - XVA Basel Zero Threshold Funding Payable Stochastic (643) - XVA Basel Zero Threshold Funding Receivable (644) - XVA Basel Zero Threshold Funding Receivable Stochastic (645) - XVA Basel Zero Threshold Netting Neutral (646) - XVA Basel Zero Threshold Netting Neutral Stochastic (647) - XVA Basel Zero Threshold Netting Payable (648) - XVA Basel Zero Threshold Netting Payable Stochastic (649) - XVA Basel Zero Threshold Netting Receivable (650) - XVA Basel Zero Threshold Netting Receivable Stochastic (651) - Portfolio Netting Group Run (652) - Portfolio Netting Group Simulation (653) - Portfolio Netting Path Aggregation Correlated (654) - Portfolio Netting Path Aggregation Deterministic (655) - Portfolio Netting Path Aggregation Uncorrelated (656) - Correlated Numeraire XVA Attribution #1 (657, 658) - Correlated Numeraire XVA Attribution #2 (659, 660) - Correlated Numeraire XVA Attribution #3 (661, 662) - Correlated Numeraire XVA Attribution #4 (663, 664) - Correlated Numeraire XVA Attribution #5 (665, 666) - Correlated Numeraire XVA Attribution #6 (667, 668) - Correlated Numeraire XVA Attribution #7 (669, 670) - Correlated Numeraire XVA Attribution #8 (671, 672) - Correlated Numeraire XVA Attribution #9 (673, 674) - Correlated Numeraire XVA Attribution #10 (675, 676) - Correlated Numeraire XVA Attribution #11 (677, 678) - Correlated Numeraire XVA Attribution #12 (679, 680) - Correlated Numeraire XVA Attribution #13 (681, 682) - Correlated Numeraire XVA Explain (683, 684) - Correlated Numeraire XVA Greeks (685, 686) - Correlated Numeraire XVA Replication Portfolio (687, 688) - Burgard 2011 XVA Explain (689, 690) - Burgard 2011 XVA Greeks (691, 692) - Burgard 2011 XVA Market Generation (693, 694) - Burgard 2011 XVA Replication Portfolio (695, 696) - Euler Trajectory Evolution Scheme (697, 698) - Counter Party Hazard High (699) - Counter Party Hazard Low (700) - Counter Party Hazard Medium (701) - Fix Float VA Bank (702) - Fix Float VA CPTY (703) - Bilateral CSA Collateralized Funding (704) - Bilateral CSA Collateralized Funding Stochastic (705) - Bilateral CSA Uncollateralized Funding (706) - Bilateral CSA Uncollateralized Funding Stochastic (707) - Bilateral CSA Zero Threshold Funding (708) - Bilateral CSA Zero Threshold Funding Stochastic (709) - Perfect Replication Collateralized Funding (710) - Perfect Replication Collateralized Funding Stochastic (711) - Perfect Replication Uncollateralized Funding (712) - Perfect Replication Uncollateralized Funding Stochastic (713) - Perfect Replication Zero Threshold Funding (714) - Perfect Replication Zero Threshold Funding Stochastic (715) - Semi Replication Collateralized Funding (716) - Semi Replication Collateralized Funding Stochastic (717) - Semi Replication Uncollateralized Funding (718) - Semi Replication Uncollateralized Funding Stochastic (719) - Semi Replication Zero Threshold Funding (720) - Semi Replication Zero Threshold Funding Stochastic (721) - Set Off Collateralized Funding (722) - Set Off Collateralized Funding Stochastic (723) - Set Off Uncollateralized Funding (724) - Set Off Uncollateralized Funding Stochastic (725) - Set Off Zero Threshold Funding (726) - Set Off Zero Threshold Funding Stochastic (727) - Unilateral CSA Collateralized Funding (728) - Unilateral CSA Collateralized Funding Stochastic (729) - Unilateral CSA Uncollateralized Funding (730) - Unilateral CSA Uncollateralized Funding Stochastic (731) - Unilateral CSA Zero Threshold Funding (732) - Unilateral CSA Zero Threshold Funding Stochastic (733) - Long Fixed Aggressive Timeline #1 (734, 735) - Long Fixed Aggressive Timeline #2 (736, 737, 738) - Long Fixed Classical Minus Timeline (739, 740, 741) - Long Fixed Classical Plus Timeline (742, 743, 744) - Long Fixed Conservative Timeline (745, 746) - Short Fixed Conservative Timeline (747, 748) - Short Fixed Classical Plus Timeline (749, 750) - Short Fixed Aggressive Timeline (751, 752) - Short Fixed Classical Minus Timeline (753, 754) - Short Float Aggressive Timeline #1 (755, 756) - Short Float Aggressive Timeline #2 (757, 758) - Short Float Aggressive Timeline #3 (759, 760) - Short Float Conservative Timeline (761, 762) - Short Float Classical Plus Timeline (763, 764) - Short Float Classical Minus Timeline (765, 766) - Long Float Aggressive Timeline #3 (767, 768) - Long Float Conservative Timeline (769, 770) - Long Float Classical Plus Timeline (771, 772) - Long Float Classical Minus Timeline (773, 774) - OTC Payer Aggressive Timeline #1 (775, 776) - OTC Payer Aggressive Timeline #2 (777, 778) - OTC Payer Classical Minus Timeline (779, 780) - OTC Payer Classical Plus Timeline (781, 782) - OTC Payer Conservative Timeline (783, 784) - OTC Receiver Classical Minus Timeline (785, 786) - OTC Receiver Classical Plus Timeline (787, 788) - OTC Receiver Aggressive Timeline (789, 790) - OTC Receiver Conservative Timeline (791, 792) - OTC Payer XVA Classical Plus (793, 794) - OTC Payer XVA Classical Minus (795, 796) - OTC Payer XVA Aggressive (797, 798) - OTC Payer XVA Conservative (799, 800) - OTC Receiver XVA Classical Plus (801, 802) - OTC Receiver XVA Classical Minus (803, 804) - OTC Receiver XVA Aggressive (805, 806) - OTC Receiver XVA Conservative (807, 808)

- Pykhtin Brownian Bridge Path #1 (1, 2) - Pykhtin Brownian Bridge Path #2 (3, 4) - Pykhtin Brownian Bridge Path #3 (5, 6) - Pykhtin Brownian Bridge Path #4 (7, 8) - Pykhtin Brownian Bridge Path #5 (9, 10) - Pykhtin Brownian Bridge Path #6 (11, 12) - Pykhtin Brownian Bridge Path #7 (13, 14) - Pykhtin Brownian Bridge Path #8 (15, 16) - Pykhtin Brownian Bridge Path #9 (17, 18) - Pykhtin Brownian Bridge Path #10 (19, 20) - Pykhtin Brownian Bridge Path #11 (21, 22) - Pykhtin Brownian Bridge Path #12 (23, 24) - Pykhtin Brownian Bridge Path #13 (25, 26) - Pykhtin Brownian Bridge Path #14 (27, 28) - Pykhtin Brownian Bridge Path #15 (29, 30) - Pykhtin Brownian Bridge Path #16 (31, 32) Bug Fixes/Clean-up: - Pykhtin Brownian Bridge Segment Fix (33) - Pykhtin Date Index Bug Fix (40, 41) Samples: - Exposure Path Brownian Bridge #1 (34, 35) - Exposure Path Brownian Bridge #2 (36, 37) - Exposure Path Brownian Bridge #3 (38, 39) - Exposure Path Brownian Bridge #4 (42, 43) - Exposure Path Brownian Bridge #5 (44, 45) - Exposure Path Brownian Bridge #6 (46, 47) - Exposure Path Brownian Bridge #7 (48, 49) - Exposure Path Brownian Bridge #8 (50, 51) - Exposure Path Brownian Bridge #9 (52, 53) - Exposure Path Brownian Bridge #10 (54, 55) - Exposure Path Brownian Bridge #11 (56, 57) - Exposure Path Brownian Bridge #12 (58, 59, 60)

- ISDA SIMM Commodity Bucket Shell (1) - ISDA SIMM Commodity Bucket Number (2) - ISDA SIMM Commodity Bucket Entity (3) - ISDA SIMM Commodity Bucket Weight (4) - ISDA SIMM Commodity Bucket Correlation (5) - Commodity Bucket Constructor and Annotation (6, 7, 8) - ISDA SIMM Commodity Systemics Shell (9) - ISDA SIMM Commodity Systemics HVR (10) - ISDA SIMM Commodity Systemics VRW (11) - SIMM Commodity Settings Container - Shell (12) - Commodity Settings Container - Bucket Map (13) - Commodity Bucket Key Set Containment (14) - Commodity Settings Container Initialize #1 (15, 16) - Commodity Settings Container Initialize #2 (17, 18) - Commodity Settings Container Initialize #3 (19, 20) - Commodity Settings Container Initialize #4 (21, 22) - Commodity Settings Container Initialize #5 (23, 24) - Commodity Settings Container Initialize #6 (25, 26) - Commodity Settings Container Initialize #7 (27, 28) - Commodity Settings Container Initialize #8 (29, 30) - Commodity Settings Container Initialize #9 (31, 32) - Commodity Settings Container Cross Correlation (33, 34) - Commodity Settings Container Correlation #1 (35) - Commodity Settings Container Correlation #2 (36) - Commodity Settings Container Correlation #3 (37) - Commodity Settings Container Correlation #4 (38) - Commodity Settings Container Correlation #5 (39) - Commodity Settings Container Correlation #6 (40) - Commodity Settings Container Correlation #7 (41) - Commodity Settings Container Correlation #8 (42) - Commodity Settings Container Correlation #9 (43) - Commodity Settings Container Correlation #10 (44) - Commodity Settings Container Correlation #11 (45) - Commodity Settings Container Correlation #12 (46) - Commodity Settings Container Correlation #13 (47) - Commodity Settings Container Correlation #14 (48) - Commodity Settings Container Correlation #15 (49) - Commodity Settings Container Correlation #16 (50) - Commodity Settings Container Correlation #17 (51) Bug Fixes/Clean-up: Samples: - ISDA SIMM Commodity Settings Shell (52) - ISDA SIMM Commodity Settings #1 (53, 54) - ISDA SIMM Commodity Settings #2 (55, 56) - ISDA SIMM Commodity Settings #3 (57, 58) - ISDA SIMM Commodity Settings #4 (59, 60)

- Weighted Sensitivity Sub-Curve Correlation (1, 2) - IR Weighted Sensitivity Settings #1 (4, 5) - IR Weighted Sensitivity Settings #2 (6, 7) - IR Weighted Sensitivity Settings #3 (8) - NULL Vol IR Settings #1 (9, 10) - NULL Vol IR Settings #2 (11, 12) - Single Curve Cross Tenor Correlation (15) - Weighted Net Tenor Sensitivity Settings (16, 17) - IR Weighted Sensitivity Settings Correlation (18) - ISDA SIMM Product IR Sensitivity (19, 20) - ISDA SIMM Product OIS Sensitivity (21) - ISDA SIMM Product LIBOR1M Sensitivity (22) - ISDA SIMM Product LIBOR3M Sensitivity (23) - ISDA SIMM Product LIBOR6M Sensitivity (24) - ISDA SIMM Product LIBOR12M Sensitivity (25) - ISDA SIMM Product PRIME Sensitivity (26) - ISDA SIMM Product MUNICIPAL Sensitivity (27) - Net Risk Weight Map #1 (29, 30) - Net Risk Weight Map #2 (31, 32) - Net Risk Weight Map #3 (33, 34) - Net Risk Weight Map #4 (35, 36) - Weighted Net Flat Sensitivity Settings (37) - Weighted Net Tenor Sensitivity Settings (38) - Rates Tenor Sensitivity Settings - Shell (39) - Rates Tenor Sensitivity Curve Correlation (40) - Rates Tenor Sensitivity Tenor Correlation (41) - Rates Tenor Sensitivity Settings - Curves (42) - Rates Tenor Sensitivity Settings - Constructor (43, 44) - Rates Tenor Sensitivity Settings #1 (45, 46) - Rates Tenor Sensitivity Settings #2 (47, 48) - Rates Tenor Sensitivity Settings #3 (49, 50) - Rates Tenor Sensitivity Settings #4 (51, 52) - Rates Tenor Sensitivity Settings #5 (53, 54) - Rates Tenor Sensitivity Settings #6 (55, 56) - IR Weighted Net Sensitivity - Shell (60, 61) - IR Net Tenor Sensitivity - OIS (62) - IR Net Tenor Sensitivity - LIBOR1M (63) - IR Net Tenor Sensitivity - LIBOR3M (64) - IR Net Tenor Sensitivity - LIBOR6M (65) - IR Net Tenor Sensitivity - LIBOR12M (66) - IR Net Tenor Sensitivity - PRIME (67) - IR Net Tenor Sensitivity - MUNICIPAL (68) - IR Net Tenor Sensitivity - Constructor (69, 70, 71) - IR Sensitivity - OIS Net #1 (72, 73) - IR Sensitivity - OIS Net #2 (74, 75) - IR Sensitivity - OIS Net #3 (76, 77) - IR Sensitivity - OIS Net #4 (78, 79) - IR Sensitivity - LIBOR 1M Net (80, 81) - IR Sensitivity - LIBOR 3M Net (82, 83) - IR Sensitivity - LIBOR 6M Net (84, 85) - IR Sensitivity - LIBOR 12M Net (86, 87) - IR Sensitivity - PRIME Net Map (88, 89) - IR Sensitivity - MUNICIPAL Net Map (90, 91) - IR Sensitivity - Curve Net #1 (92, 93) - IR Sensitivity - Curve Net #2 (94, 95) - IR Sensitivity - Curve Net #3 (96, 97) - IR Sensitivity - Curve Net #4 (98, 99) - IR Sensitivity - Curve Net #5 (100, 101) - IR Net OIS Covariance #1 (102, 103) - IR Net OIS Covariance #2 (104, 105) - IR Net OIS Covariance #3 (106, 107) - IR Net LIBOR 1M Covariance (108, 109) - IR Net LIBOR 3M Covariance (110, 111) - IR Net LIBOR 6M Covariance (112, 113, 114) - IR Net LIBOR 12M Covariance (115, 116, 117) - IR Net PRIME Tenor Covariance (118, 119, 120) - IR Net MUNICIPAL Tenor Covariance (121, 122, 123) - IR Net Sensitivity OIS LIBOR1M (148, 149, 150) - IR Net Sensitivity OIS LIBOR3M (153, 154) - IR Net Sensitivity OIS LIBOR6M (155, 156) - IR Net Sensitivity OIS LIBOR12M (159, 160) - IR Net Sensitivity OIS PRIME (161, 162) - IR Net Sensitivity OIS MUNICIPAL (163, 164) - IR Net Sensitivity LIBOR1M LIBOR3M (167, 168) - IR Net Sensitivity LIBOR1M LIBOR6M (171, 172) - IR Net Sensitivity LIBOR1M LIBOR12M (173, 174) - IR Net Sensitivity LIBOR3M LIBOR6M (177, 178) - IR Net Sensitivity LIBOR3M LIBOR12M (179, 180) Bug Fixes/Clean-up: - Eliminate Sub-Curve Correlation Settings (3) - IR Yield Sub Curve Types (13, 14) - Risk Factor Tenor Sensitivity Rename (28) - Cross Sub Curve Rates Correlation (57, 58) - Rates Curve Tenor Sensitivity Settings (59) - ISDA SIMM 2.0 Settings Package (124) - ISDA SIMM 2.0 Estimates Package (125) Samples: - Single Curve IR Net Sensitivity #1 (126, 127) - Single Curve IR Net Sensitivity #2 (128, 129) - Single Curve IR Net Sensitivity #3 (130, 131) - Single Curve IR Net Sensitivity #4 (132, 133) - Single Curve IR Net Sensitivity #5 (134, 135) - Single Curve IR Net Sensitivity #6 (136, 137) - Single Curve IR Net Sensitivity #7 (138, 139) - Single Curve IR Net Sensitivity #8 (140, 141) - Single Curve IR Net Sensitivity #9 (142, 143) - Single Curve IR Net Sensitivity #10 (144, 145) - Single Curve IR Net Sensitivity #11 (146, 147) - Single Curve IR Net Sensitivity #12 (151, 152) - Single Curve IR Net Sensitivity #13 (157, 158) - Single Curve IR Net Sensitivity #14 (165, 166) - Single Curve IR Net Sensitivity #15 (169, 170) - Single Curve IR Net Sensitivity #16 (175, 176)

- Bucket Sensitivity Augmented Digest Generation (1, 2) - Bucket Cumulative Risk Factor Sensitivity (3, 4) - Bucket Weighted Aggregate Sensitivity #1 (5, 6) - Bucket Weighted Aggregate Sensitivity #2 (7, 8) - Bucket Weighted Aggregate Sensitivity Variance (9) - Bucket Sensitivity - Local Member Correlation (10, 11) - FX Risk Currency Category #1 (18, 19) - FX Risk Currency Category #2 (20, 21) - FX Risk Currency Category #3 (22, 23, 24) - Risk Class Aggregate Margin Shell (73) - Risk Class Aggregate Bucket Map (74, 75) - Risk Class Aggregate Sensitivity SBA (76) - Risk Class Aggregate Constructor Annotation (77, 78, 79) - Product Risk Class Sensitivity Shell (80, 81) - Risk Class Sensitivity Bucket Map (82) - Risk Class Sensitivity Constructor Annotation (83, 84, 85) Bug Fixes/Clean-up: - FX Risk Threshold Container Other (49, 50) - Rename Bucket Digest To Aggregate (59) Samples: - FX SIMM Delta Margin Shell (12, 13) - FX SIMM Delta Margin Sensitivities (14, 15) - FX SIMM Delta Margin Bucket (16, 17) - FX Delta Margin Currency Array (25, 26) - FX Delta Margin Sensitivity #1 (27, 28) - FX Delta Margin Sensitivity #2 (29, 30) - FX Delta Margin Sensitivity #3 (31, 32) - FX Delta Margin Sensitivity #4 (33, 34) - FX Delta Margin Sensitivity #5 (35, 36) - FX Delta Margin Sensitivity #6 (37, 38) - FX Delta Margin Sensitivity #7 (39, 40) - FX Delta Margin Sensitivity #8 (41, 42) - FX Delta Margin Sensitivity #9 (43, 44) - FX Delta Margin Sensitivity #10 (45, 46) - FX Delta Margin Sensitivity #11 (47, 48) - FX Delta Margin Sensitivity #12 (51, 52) - FX Delta Margin Sensitivity #13 (53, 54) - FX Delta Margin Sensitivity #14 (55, 56) - FX Delta Margin Sensitivity #15 (57, 58) - FX Delta Margin Formatting #1 (59, 60) - FX Delta Margin Formatting #2 (61, 62) - Category Risk Factor Sensitivity #1 (63, 64) - Category Risk Factor Sensitivity #2 (65, 66) - FX Delta Risk Factor Sensitivity (67) - Category Risk Factor Sensitivity #3 (68, 69, 70) - Category Risk Factor Sensitivity #4 (71, 72)

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

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

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

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

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

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

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

- Product Class Initial Margin 2.1 (1) - Credit Qualifying (Not) Initial Margin (3, 4, 5) - Credit Non Qualifying Multiplicative Scale (8) - Equity Risk Class Initial Margin (8, 9, 10) - Commodity Risk Class Initial Margin (11, 12, 13) - FX Risk Class Initial Margin (14, 15, 16) - Rates Risk Class Initial Margin (17, 18, 19) - CRQ Risk Class Initial Margin (20, 21, 22) - CRNQ Risk Class Initial Margin (23, 24, 25) - Product Class Sensitivity Settings Shell (29) - Equity Risk Class Sensitivity Settings (30) - Commodity Risk Class Sensitivity Settings (31) - FX Risk Class Sensitivity Settings (32) - IR Risk Class Sensitivity Settings (33) - CRQ Risk Class Sensitivity Settings (34) - CRNQ Risk Class Sensitivity Settings (35) - Product Class Settings Constructor Annotation (36, 37, 38) - Product Class Settings 2.0 #1 (39, 40) - Product Class Settings 2.0 #2 (41, 42) - Product Class Settings SIMM 2.1 (43, 44) - SIMM Product Class Sensitivity Shell (45) - Product Equity Risk Class Sensitivity (46) - Product Commodity Risk Class Sensitivity (47) - Product FX Risk Class Sensitivity (48) - Product IR Risk Class Sensitivity (49) - Product CRQ Risk Class Sensitivity (50) - Product CRNQ Risk Class Sensitivity (51) - Product Class Sensitivity Constructor Annotation (52, 53, 54) - Product Class Margin Estimation Shell (59, 60) - Product Class Settings Correlation Matrix (62) - Product Class Margin - Label Correlation (63, 64, 65) - Product Class Sensitivity Estimation #1 (66, 67) - Product Class Sensitivity Estimation #2 (68, 69) - Product Class Sensitivity Estimation #3 (70, 71) Bug Fixes/Clean-up: - Eliminate Risk Class Initial Margin (2) - Eliminate Portfolio Composite Initial Margin (6) - Migrate Product Class Multiplicative Scale (7) - Risk Class Aggregate NULL Check (26, 27) - Product Class Initial To Margin (28) - Product Class Sensitivity Constructor Rework (55, 56) - Product Settings Sensitivity Constructor Rework (57, 58) - Product Class Margin Constructor Rework (61) - ISDA SIMM Product Margin Estimation (72) Samples: - SIMM Product Margin 2.0 Shell (73) - SIMM Product Margin 2.0 #1 (74, 75) - SIMM Product Margin 2.0 #2 (76, 77) - SIMM Product Margin 2.0 #3 (78, 79) - SIMM Product Margin 2.0 #4 (80, 81) - SIMM Product Margin 2.0 #5 (82, 83) - SIMM Product Margin 2.0 #6 (84, 85) - SIMM Product Margin 2.0 #7 (86, 87) - SIMM Product Margin 2.0 #8 (88, 89) - SIMM Product Margin 2.0 #9 (90, 91) - SIMM Product Margin 2.0 #10 (92, 93) - SIMM Product Margin 2.0 #11 (94, 95) - SIMM Product Margin 2.0 #12 (96, 97) - SIMM Product Margin 2.0 #13 (98, 99) - SIMM Product Margin 2.0 #14 (100, 101) - SIMM Product Margin 2.0 #15 (102, 103) - SIMM Product Margin 2.0 #16 (104, 105) - SIMM Product Margin 2.0 #17 (106, 107) - SIMM Product Margin 2.0 #18 (108, 109) - SIMM Product Margin 2.0 #19 (110, 111) - SIMM Product Margin 2.0 #20 (112, 113)

- Basel III Balance Sheet Funding (7, 8) - Balance Sheet Capital Tier 1 Ratio (15, 16) Bug Fixes/Clean-up: Samples: - US SIFI Compliance #1 (1, 2) - US SIFI Compliance #2 (3, 4) - US SIFI Compliance #3 (5, 6) - US SIFI Compliance #4 (9, 10) - US SIFI Compliance #5 (11, 12) - US SIFI Compliance #6 (13, 14) - US SIFI Compliance #7 (17, 18) - US SIFI Compliance #8 (19, 20) - US SIFI Compliance #9 (21, 22) - US SIFI Compliance #10 (23, 24) - US SIFI Compliance #11 (25, 26) - US SIFI Compliance #12 (27, 28) - US SIFI Compliance #13 (29, 30) - US SIFI Compliance #14 (31, 32) - US SIFI Compliance #15 (33, 34) - US SIFI Compliance #16 (35, 36) - US SIFI Compliance #17 (37, 38) - US SIFI Compliance #18 (39, 40) - US SIFI Compliance #19 (41, 42) - Dual CAD 3M6M USD 3M6M (43) - Dual CCBS Discount Curve (44) - Dual CCBS Forward Curve (45) - Dual CHF 3M6M USD 3M6M (46) - Dual DKK 3M6M USD 3M6M (47) - Dual EUR 3M6M USD 3M6M (48) - Dual GBP 3M6M USD 3M6M (49) - Dual JPY 3M6M USD 3M6M (50) - Dual NOK 3M6M USD 3M6M (51) - Dual PLN 3M6M USD 3M6M (52) - Dual SEK 3M6M USD 3M6M (53) - Dual (54) - Efron Stein Bounded Markovitz Bullet (55) - Efron Stein Long Only Markovitz Bullet (56) - Efron Stein Unbounded Markovitz Bullet (57) - Efron Stein Unbounded Markovitz Bullet Explicit (58) - Efron Stein (59)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

lakshmiDRIP added the enhancement label Jan 17, 2018

lakshmiDRIP self-assigned this Jan 17, 2018

lakshmiDRIP added this to Done in XVA Jan 17, 2018

lakshmiDRIP moved this from Done to In progress in XVA Jan 17, 2018

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

lakshmiDRIP closed this as completed Feb 1, 2018

XVA automation moved this from In progress to Done Feb 1, 2018

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XVA Set Collateral Group Specification #15

XVA Set Collateral Group Specification #15

lakshmiDRIP commented Jan 17, 2018

XVA Set Collateral Group Specification #15

XVA Set Collateral Group Specification #15

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lakshmiDRIP commented Jan 17, 2018