Merge branch '1.0.80'

Author: pcaspers

OREAnalytics/orea/simm/crifrecord.hpp

@@ -189,16 +189,6 @@ struct CrifRecord {
         }
     }
 
-    CrifRecord(std::string tradeId, std::string tradeType, std::string portfolioId,
-               ProductClass productClass, RiskType riskType,
-               std::string qualifier, std::string bucket, std::string label1, std::string label2,
-               std::string amountCurrency, QuantLib::Real amount, QuantLib::Real amountUsd, std::string imModel = "",
-               std::string collectRegulations = "", std::string postRegulations = "", std::string endDate = "",
-               std::map<std::string, std::string> additionalFields = {})
-        : CrifRecord(tradeId, tradeType, NettingSetDetails(portfolioId), productClass, riskType, qualifier,
-                     bucket, label1, label2, amountCurrency, amount, amountUsd, imModel,
-                     collectRegulations, postRegulations, endDate, additionalFields) {}
-
     RecordType type() const;
 
     bool hasAmountCcy() const { return !amountCurrency.empty(); }

Tools/PythonTools/comparison_config.json

@@ -432,9 +432,14 @@
         "column_settings": [
           {
             "names": [
+              "AddOn",
               "NPV",
+              "IndependentAmountHeld",
+              "InitialMargin",
+              "VariationMargin",
+              "ThresholdAmount",
+              "MinimumTransferAmount",
               "RC",
-              "AddOn",
               "Multiplier",
               "PFE",
               "EAD",
@@ -1827,11 +1832,16 @@
               "saccr/addOn",
               "saccr/cC",
               "saccr/eAD",
+              "saccr/independent_amount_held",
+              "saccr/initial_margin",
+              "saccr/minimum_transfer_amount",
               "saccr/multiplier",
               "saccr/npv",
               "saccr/pfe",
               "saccr/rC",
               "saccr/rW",
+              "saccr/threhshold_amount",
+              "saccr/variation_margin",
               "simmReport/initial_margin",
               "simmReport/initial_margin_in_report_ccy",
               "simm_parameters/amount",
@@ -1888,11 +1898,16 @@
               "addOn",
               "cC",
               "eAD",
+              "independent_amount_held",
+              "initial_margin",
+              "minimum_transfer_amount",
               "multiplier",
               "npv",
               "pfe",
               "rC",
-              "rW"
+              "rW",
+              "threhshold_amount",
+              "variation_margin"
             ],
             "abs_tol": 0.1,
             "rel_tol": 1e-12