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Merge branch 'news_1.8.13.0' into 'ore_1.8.13.0'
add capital analytics to News See merge request qs/ore!117
2 parents ba27ca8 + 093ae75 commit 02bd0e6

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News.txt

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@@ -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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