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Showing results of 26

# Summary Milestone Status Owner Created Updated
30 Monte-Carlo based product algorithmic differentiation 2.1 accepted 2013-03-12 2013-03-12  
29 Calculation of product measure Jacobian 2.1 accepted 2013-03-12 2014-08-10  
28 Calculation of Curve Self-Jacobian 2.1 accepted 2013-03-12 2013-03-12  
27 Fast calibration of CDS/bond measures 2.1 accepted 2013-03-12 2013-03-12  
26 Fast, Multi-layer, interpolating curve building 2.1 accepted 2013-03-12 2013-03-12  
25 FX Curve Regression 1.5 open 2012-05-28 2012-05-28  
24 Zero Curve Regression 1.5 open 2012-05-28 2012-05-28  
23 Credit Curve Regression 1.5 open 2012-05-28 2012-05-28  
22 Discount Curve Regression 1.5 open 2012-05-28 2012-05-28  
21 Credit Analytics Regression Framework 1.5 open 2012-05-28 2012-05-28  
20 Advanced Curve Construction 1.4 open 2012-05-06 2012-05-06  
19 Par Equivalent CDS Spread (PECS) Calibration 1.4 open 2012-05-06 2012-05-06  
18 Bond Analytics Documentation Update 1.4 open 2012-05-06 2012-05-06  
17 CDX Reference Data Builder Functionality 1.4 open 2012-05-06 2012-05-06  
16 Bond Yield Spread and Zero Discount Margin 1.4 accepted 2012-05-06 2012-05-06  
15 Bond Calibration Specification 1.3 accepted 2012-03-26 2012-03-26  
14 Discount Margin and OAS 1.3 open 2012-03-26 2012-03-26  
12 Live/EOD Analytics and Closes Data Samples 1.3 accepted 2012-03-26 2012-03-26  
11 CDX/iTRAXX Implementations 1.3 open 2012-03-26 2012-03-26  
10 Different Z Spread Implementations 1.2 open 2012-02-26 2012-02-26  
9 EOD Bond Measures 1.2 open 2012-02-26 2012-02-26  
7 Scenario Tweak Curve 1.2 open 2012-02-26 2012-02-26  
6 Detailed Bond Measures 1.2 accepted 2012-02-26 2012-02-26  
5 Remove ojdbc.jar dependence 1.1 open 2012-01-27 2012-02-26  
4 Additional bond fields 1.1 accepted 2012-01-27 2012-02-26  
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