File tree Expand file tree Collapse file tree
Expand file tree Collapse file tree Original file line number Diff line number Diff line change 13681368 {
13691369 "names" : [
13701370 " initial_margin" ,
1371- " simmReport/initial_margin"
1371+ " initial_margin_in_report_ccy" ,
1372+ " simmReport/initial_margin" ,
1373+ " simmReport/initial_margin_in_report_ccy"
13721374 ],
13731375 "abs_tol" : 0.1 ,
13741376 "rel_tol" : 1e-12
14271429 "settings" : [
14281430 {
14291431 "names" : [
1430- " initial_margin"
1432+ " initial_margin" ,
1433+ " initial_margin_in_report_ccy"
14311434 ],
14321435 "abs_tol" : 0.1 ,
14331436 "rel_tol" : 1e-12
14421445 {
14431446 "names" : [
14441447 " simmReport/initial_margin" ,
1445- " totalIMReport/initial_margin" ,
1448+ " simmReport/initial_margin_in_report_ccy" ,
1449+ " /totalIMReport/initial_margin" ,
1450+ " /totalIMReport/initial_margin_in_report_ccy" ,
14461451 " frtb/frtbCharge" ,
14471452 " impact/schedule_impact_report/initial_margin_after" ,
14481453 " impact/schedule_impact_report/initial_margin_before" ,
You can’t perform that action at this time.
0 commit comments