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Commit 093ae75

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Roland Lichters
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add capital analytics to News
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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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