lakshmiDRIP / DROP / 461

Builds Branch Commit Type Ran Committer Via Coverage
461 master Features: - Numeraire MPoR Contract Notional Incorporation (5, 6) - Variation Margin Trajectory Builder Shell (9) - Variation Margin Trajectory Builder Dense (10, 11, 12) Bug Fixes/Clean-up: Samples: - Bullet Conditional Exposure Regressi... push lakshmiDRIP travis-ci pending completion   set done
460 master Features: - Exposure Generator Numeraire Vertex Shell (1, 2) - Numeraire Vertex Latent State Label (3) - Numeraire Vertex Variation Margin Estimate (4) - Numeraire Vertex Trade Payment Estimate (5) - Exposure Generator Numeraire Vertex Const... push lakshmiDRIP travis-ci pending completion   set done
459 master Merge branch 'master' of https://github.com/lakshmiDRIP/DROP.git push lakshmiDRIP travis-ci pending completion   set done
457 master Update README.md push web-flow travis-ci pending completion   set done
456 master Features: Bug Fixes/Clean-up: Samples: - OTC Payer CSA Classical- (1, 2) - OTC Payer CSA Aggressive (3, 4) - OTC Payer CSA Conservative (5, 6) - OTC Receiver CSA Classical- (7, 8) - OTC Receiver CSA Classical- (9, 10) - OTC Receiver CSA A... push lakshmiDRIP travis-ci pending completion   set done
455 master Features: Bug Fixes/Clean-up: Samples: - OTC Payer CSA Classical+ #1 (1, 2) - OTC Payer CSA Classical+ #2 (3, 4) - OTC Payer CSA Classical+ #3 (5, 6) - OTC Payer CSA Classical+ #4 (7, 8) - OTC Payer CSA Classical+ #5 (9, 10) - OTC Payer C... push lakshmiDRIP travis-ci pending completion   set done
454 master Features: - Basel Exposure Adjustment Aggregator #1 (1, 2) - Basel Exposure Adjustment Aggregator #2 (3, 4) - Basel Exposure Adjustment Aggregator #3 (5, 6) - Basel Exposure Adjustment Aggregator #4 (7, 8) - Basel Exposure Adjustment Aggrega... push lakshmiDRIP travis-ci pending completion   set done
453 master Features: - Standardized Exposure Generator EAD Multiplier (2) - Standardized Exposure Generator Constructor Annotation (3, 4, 5) - XVA Gross Basel Exposure Digest (6, 7) - Basel Exposure Aggregator Digest #1 (8, 9) - Basel Exposure Aggregat... push lakshmiDRIP travis-ci pending completion   set done
452 master Features: - Expected Exposure Basel XVA Gross (1, 2) - Expected Positive Exposure Basel XVA (3, 4) - Effective Expected Exposure Basel Measure (5, 6) - Basel Effective Expected Positive Exposure (7, 8) - Basel Exposure At Default Measure (9,... push lakshmiDRIP travis-ci pending completion   set done
451 master Features: - Basel Standardized Conservative Metrics - Shell (1, 2) - Expected Exposure Thin Statistics Digest (3) - Expected Positive Exposure Thin Statistics (4) - Effective Expected Exposure Thin Statistics (5) - Effective Expected Positiv... push lakshmiDRIP travis-ci pending completion   set done
450 master Features: - Standardized Conservative Basel Exposures - Shell (2) - Standardized Basel Conservative Expected Exposure (3) - Standardized Basel Expected Positive Exposure (4) - Standardized Basel Effective Expected Exposure (5) - Standardized... push lakshmiDRIP travis-ci pending completion   set done
444 master Update README.md push web-flow travis-ci pending completion   set done
443 master Features: - 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... push lakshmiDRIP travis-ci pending completion   set done
442 master Features: - CSA Event Dates Timeline Array (1, 2) - Fix Float Component MPoR - Shell (41) - Fix Float Component MPoR - Swap (42) - Fix Float Component MPoR - Notional (43) - Fix Float Component MPoR - Constructor (44, 45, 46) - Fix Float Co... push lakshmiDRIP travis-ci pending completion   set done
440 master Features: - 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... push lakshmiDRIP travis-ci pending completion   set done