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News.txt
@@ -21,6 +21,7 @@ MARKETS & TERMSTRUCTURES
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ANALYTICS
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+- Add SA-CCR, BA-CVA and SA-CVA analytics (see Examples/CreditRisk and Examples/XvaRisk)
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- AMC exposure framework supporting AAD based xva sensitivies and dynamic SIMM (Examples/InitialMargin and Examples/XvaRisk)
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- Add IR/FX CRIF analytic to support the Dynamic SIMM model validation (used in Examples/InitialMargin)
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- expose indicator smoothing parameters in scripted trade / AAD framework
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