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Bug Fixes/Re-organization:

	- XVA Netting Credit Debt Group Path #1 (1, 2, 3)
	- XVA Netting Credit Debt Group Path #2 (4, 5, 6)
	- XVA Netting Credit Debt Group Path #3 (7)
	- XVA Netting Funding Group Path #1 (8, 9, 10)
	- XVA Netting Funding Group Path #2 (11, 12, 13)
	- XVA Netting Funding Group Path #3 (14, 15, 16)
	- XVA Netting Funding Group Path #4 (17, 18, 19)
	- XVA PDE Parabolic Differential Operator (20, 21)
	- XVA PDE Burgard Kjaer Edge (22, 23, 24)
	- XVA PDE Burgard Kjaer Edge Run (25, 26, 27)
	- XVA PDE Burgard Kjaer Edge Attribution (28, 29)
	- XVA PDE Burgard Kjaer Operator (30, 31)
	- XVA PDE Trajectory Evolution Scheme (32, 33)
	- XVA Proto Object Specification (34, 35)
	- XVA Proto Collateral Group Specification (36)
	- XVA Proto Credit Debt Group Specification (37, 38, 39, 40)
	- XVA Proto Funding Group Specification (41)
	- XVA Proto Position Group Specification #1 (42, 43, 44)
	- XVA Proto Position Group Specification #2 (45, 46, 47)
	- XVA Proto Position Schema Specification (48, 49)
	- XVA Settings Standardized Exposure Generator Scheme (50, 51)
	- XVA Settings Position Replication Scheme (52)
	- XVA Settings Close Out Scheme (53)
	- XVA Settings Broken Date Scheme (54)
	- XVA Settings Adjustment Digest Scheme (55)
	- XVA Strategy Albanese Andersen Netting Group Path (56)
	- XVA Strategy Albanese Andersen Funding Group Path (57, 58, 59)
	- XVA Topology Funding Group (60)


Samples:

IdeaDRIP:
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Lakshmik committed Dec 15, 2023
1 parent 3c81512 commit b8e9cb2
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Showing 23 changed files with 810 additions and 879 deletions.
38 changes: 38 additions & 0 deletions ReleaseNotes/01_25_2023.txt
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Features:

Bug Fixes/Re-organization:

- XVA Netting Credit Debt Group Path #1 (1, 2, 3)
- XVA Netting Credit Debt Group Path #2 (4, 5, 6)
- XVA Netting Credit Debt Group Path #3 (7)
- XVA Netting Funding Group Path #1 (8, 9, 10)
- XVA Netting Funding Group Path #2 (11, 12, 13)
- XVA Netting Funding Group Path #3 (14, 15, 16)
- XVA Netting Funding Group Path #4 (17, 18, 19)
- XVA PDE Parabolic Differential Operator (20, 21)
- XVA PDE Burgard Kjaer Edge (22, 23, 24)
- XVA PDE Burgard Kjaer Edge Run (25, 26, 27)
- XVA PDE Burgard Kjaer Edge Attribution (28, 29)
- XVA PDE Burgard Kjaer Operator (30, 31)
- XVA PDE Trajectory Evolution Scheme (32, 33)
- XVA Proto Object Specification (34, 35)
- XVA Proto Collateral Group Specification (36)
- XVA Proto Credit Debt Group Specification (37, 38, 39, 40)
- XVA Proto Funding Group Specification (41)
- XVA Proto Position Group Specification #1 (42, 43, 44)
- XVA Proto Position Group Specification #2 (45, 46, 47)
- XVA Proto Position Schema Specification (48, 49)
- XVA Settings Standardized Exposure Generator Scheme (50, 51)
- XVA Settings Position Replication Scheme (52)
- XVA Settings Close Out Scheme (53)
- XVA Settings Broken Date Scheme (54)
- XVA Settings Adjustment Digest Scheme (55)
- XVA Strategy Albanese Andersen Netting Group Path (56)
- XVA Strategy Albanese Andersen Funding Group Path (57, 58, 59)
- XVA Topology Funding Group (60)


Samples:

IdeaDRIP:
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