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1379 | 1379 | "settings": [ |
1380 | 1380 | { |
1381 | 1381 | "names": [ |
| 1382 | + "impact/schedule_impact_report/initial_margin_after", |
| 1383 | + "impact/schedule_impact_report/initial_margin_before", |
| 1384 | + "impact/schedule_impact_report/initial_margin_impact", |
1382 | 1385 | "impact/simm_impact_report/initial_margin_after", |
1383 | 1386 | "impact/simm_impact_report/initial_margin_before", |
| 1387 | + "impact/simm_impact_report/initial_margin_impact", |
| 1388 | + "impact/standalone_im_schedule_report/gross_im", |
| 1389 | + "impact/standalone_im_schedule_report/schedule_im", |
| 1390 | + "impact/standalone_im_schedule_report/net_current_rc", |
| 1391 | + "impact/standalone_im_schedule_report/net_to_gross_ratio", |
| 1392 | + "impact/standalone_simm_report/initial_margin", |
| 1393 | + "impact/standalone_total_im_report/initial_margin", |
1384 | 1394 | "impact/total_impact_report/initial_margin_after", |
1385 | 1395 | "impact/total_impact_report/initial_margin_before", |
| 1396 | + "impact/total_impact_report/initial_margin_impact", |
| 1397 | + "impact/schedule_impact_report/initial_margin_after_in_report_ccy", |
| 1398 | + "impact/schedule_impact_report/initial_margin_before_in_report_ccy", |
| 1399 | + "impact/schedule_impact_report/initial_margin_impact_in_report_ccy", |
1386 | 1400 | "impact/simm_impact_report/initial_margin_after_in_report_ccy", |
1387 | 1401 | "impact/simm_impact_report/initial_margin_before_in_report_ccy", |
| 1402 | + "impact/simm_impact_report/initial_margin_impact_in_report_ccy", |
| 1403 | + "impact/standalone_im_schedule_report/schedule_im_in_report_ccy", |
| 1404 | + "impact/standalone_simm_report/initial_margin_in_report_ccy", |
| 1405 | + "impact/standalone_total_im_report/initial_margin_in_report_ccy", |
1388 | 1406 | "impact/total_impact_report/initial_margin_after_in_report_ccy", |
1389 | | - "impact/total_impact_report/initial_margin_before_in_report_ccy" |
| 1407 | + "impact/total_impact_report/initial_margin_before_in_report_ccy", |
| 1408 | + "impact/total_impact_report/initial_margin_impact_in_report_ccy" |
1390 | 1409 | ], |
1391 | 1410 | "abs_tol": 0.1, |
1392 | 1411 | "rel_tol": 1e-12 |
|
1425 | 1444 | "simmReport/initial_margin", |
1426 | 1445 | "totalIMReport/initial_margin", |
1427 | 1446 | "frtb/frtbCharge", |
| 1447 | + "impact/schedule_impact_report/initial_margin_after", |
| 1448 | + "impact/schedule_impact_report/initial_margin_before", |
| 1449 | + "impact/schedule_impact_report/initial_margin_impact", |
1428 | 1450 | "impact/simm_impact_report/initial_margin_after", |
1429 | 1451 | "impact/simm_impact_report/initial_margin_before", |
| 1452 | + "impact/simm_impact_report/initial_margin_impact", |
| 1453 | + "impact/standalone_im_schedule_report/gross_im", |
| 1454 | + "impact/standalone_im_schedule_report/schedule_im", |
| 1455 | + "impact/standalone_im_schedule_report/net_current_rc", |
| 1456 | + "impact/standalone_im_schedule_report/net_to_gross_ratio", |
| 1457 | + "impact/standalone_simm_report/initial_margin", |
| 1458 | + "impact/standalone_total_im_report/initial_margin", |
1430 | 1459 | "impact/total_impact_report/initial_margin_after", |
1431 | 1460 | "impact/total_impact_report/initial_margin_before", |
| 1461 | + "impact/total_impact_report/initial_margin_impact", |
| 1462 | + "impact/schedule_impact_report/initial_margin_after_in_report_ccy", |
| 1463 | + "impact/schedule_impact_report/initial_margin_before_in_report_ccy", |
| 1464 | + "impact/schedule_impact_report/initial_margin_impact_in_report_ccy", |
1432 | 1465 | "impact/simm_impact_report/initial_margin_after_in_report_ccy", |
1433 | 1466 | "impact/simm_impact_report/initial_margin_before_in_report_ccy", |
| 1467 | + "impact/simm_impact_report/initial_margin_impact_in_report_ccy", |
| 1468 | + "impact/standalone_im_schedule_report/schedule_im_in_report_ccy", |
| 1469 | + "impact/standalone_simm_report/initial_margin_in_report_ccy", |
| 1470 | + "impact/standalone_total_im_report/initial_margin_in_report_ccy", |
1434 | 1471 | "impact/total_impact_report/initial_margin_after_in_report_ccy", |
1435 | | - "impact/total_impact_report/initial_margin_before_in_report_ccy" |
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1436 | 1474 | ], |
1437 | 1475 | "abs_tol": 0.1, |
1438 | 1476 | "rel_tol": 1e-12 |
|
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