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Real-time component framework
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Valuation
Authors:
Anonymous
Valuation analytics with shocks provide basis for, ChgDelta1, OpenDelta1, OpenDelta10.
Basic config for Open, Close and Market valuations.
Components per book as per distributed system.
Market = Levels + Instruments + InstrumenBuilds + CurveBuilds + Analytics.
See
RiskPLExplainer
and
FinPlusRiskPLExplain
.
Name
Related
Wiki: Architecture
Wiki: Business
Wiki: FinPlusRiskPLExplain
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