Features:

Bug Fixes/Clean-up: - Bucket IR Curvature Settings Circle (16, 17) - Equity/Commodity/FX SIMM Packages (59) Samples: - FX Delta Sensitivity Margin (1) - FX Vega Sensitivity Margin (2) - FX Curvature Sensitivity Margin (3) - IR Currency Delta Margin (4, 5) - IR Delta Sensitivity Margin (6) - IR Currency Vega Margin (7, 8) - IR Vega Sensitivity Margin (9) - IR Currency Curvature Flow #1 (10, 11) - IR Currency Curvature Flow #2 (12, 13) - IR Currency Curvature Flow #3 (14, 15) - IR Currency Curvature Flow #4 (18, 19) - IR Currency Curvature Flow #5 (20, 21) - IR Currency Curvature Flow #6 (22, 23) - IR Currency Curvature Flow #7 (24, 25) - IR Currency Curvature Flow #8 (26, 27) - IR Currency Curvature Flow #9 (28, 29) - IR Currency Curvature Flow #10 (30, 31) - IR Currency Curvature Flow #11 (32, 33) - IR Currency Curvature Flow #12 (34, 35) - IR Currency Curvature Flow #13 (36, 37) - IR Currency Curvature Flow #14 (38, 39) - Commodity Risk Concentration Threshold 2.0 (40) - SIMM Commodity Settings 2.0 (41) - Credit Non/Qualifying SIMM 2.0 (42, 43) - Credit Risk Concentration Threshold 2.0 (44) - Equity Risk Concentration Threshold 2.0 (45) - SIMM 2.0 Equity Settings (46) - SIMM 2.0 FX Settings (47) - SIMM 2.0 Interest Rate Settings (48) - Interest Rate Concentration Threshold 2.0 (49) - SIMM Commodity Delta Margin 2.0 (50) - SIMM Commodity Vega Margin 2.0 (51) - SIMM Commodity Curvature Margin 2.0 (52) - SIMM FX Delta Margin 2.0 (53) - SIMM FX Vega Margin 2.0 (54) - SIMM FX Curvature Margin 2.0 (55) - SIMM Equity Delta Margin 2.0 (56) - SIMM Equity Vega Margin 2.0 (57) - SIMM Equity Curvature Margin 2.0 (58)
lakshmiDRIP · Sep 29, 2018 · dd68d87 · dd68d87
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diff --git a/Docs/Internal/Exposure/ExposureAnalytics_v3.76.pdf b/Docs/Internal/Exposure/ExposureAnalytics_v3.76.pdf
diff --git a/ReleaseNotes/08_30_2018.txt b/ReleaseNotes/08_30_2018.txt
@@ -0,0 +1,50 @@
+
+Features:
+
+Bug Fixes/Clean-up:
+
+	- Bucket IR Curvature Settings Circle (16, 17)
+	- Equity/Commodity/FX SIMM Packages (59)
+
+
+Samples:
+
+	- FX Delta Sensitivity Margin (1)
+	- FX Vega Sensitivity Margin (2)
+	- FX Curvature Sensitivity Margin (3)
+	- IR Currency Delta Margin (4, 5)
+	- IR Delta Sensitivity Margin (6)
+	- IR Currency Vega Margin (7, 8)
+	- IR Vega Sensitivity Margin (9)
+	- IR Currency Curvature Flow #1 (10, 11)
+	- IR Currency Curvature Flow #2 (12, 13)
+	- IR Currency Curvature Flow #3 (14, 15)
+	- IR Currency Curvature Flow #4 (18, 19)
+	- IR Currency Curvature Flow #5 (20, 21)
+	- IR Currency Curvature Flow #6 (22, 23)
+	- IR Currency Curvature Flow #7 (24, 25)
+	- IR Currency Curvature Flow #8 (26, 27)
+	- IR Currency Curvature Flow #9 (28, 29)
+	- IR Currency Curvature Flow #10 (30, 31)
+	- IR Currency Curvature Flow #11 (32, 33)
+	- IR Currency Curvature Flow #12 (34, 35)
+	- IR Currency Curvature Flow #13 (36, 37)
+	- IR Currency Curvature Flow #14 (38, 39)
+	- Commodity Risk Concentration Threshold 2.0 (40)
+	- SIMM Commodity Settings 2.0 (41)
+	- Credit Non/Qualifying SIMM 2.0 (42, 43)
+	- Credit Risk Concentration Threshold 2.0 (44)
+	- Equity Risk Concentration Threshold 2.0 (45)
+	- SIMM 2.0 Equity Settings (46)
+	- SIMM 2.0 FX Settings (47)
+	- SIMM 2.0 Interest Rate Settings (48)
+	- Interest Rate Concentration Threshold 2.0 (49)
+	- SIMM Commodity Delta Margin 2.0 (50)
+	- SIMM Commodity Vega Margin 2.0 (51)
+	- SIMM Commodity Curvature Margin 2.0 (52)
+	- SIMM FX Delta Margin 2.0 (53)
+	- SIMM FX Vega Margin 2.0 (54)
+	- SIMM FX Curvature Margin 2.0 (55)
+	- SIMM Equity Delta Margin 2.0 (56)
+	- SIMM Equity Vega Margin 2.0 (57)
+	- SIMM Equity Curvature Margin 2.0 (58)