Skip to content

Commit c54369f

Browse files
Roland Lichtersjenkins
authored andcommitted
update user guide and News, after QPR-12536
1 parent 0197516 commit c54369f

2 files changed

Lines changed: 4 additions & 0 deletions

File tree

Docs/UserGuide/userguide.tex

Lines changed: 2 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -1144,6 +1144,8 @@ \section{Examples}\label{sec:examples}
11441144
\hline
11451145
68 & XVA Bump \& Revalue Sensitivities \\
11461146
\hline
1147+
69 & Convert Zero Rate Shifts into Par Rate Shifts \\
1148+
\hline
11471149
\end{tabular}
11481150
\caption{ORE examples.}
11491151
\label{tab_0}

News.txt

Lines changed: 2 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -112,6 +112,8 @@ NEW & EXTENDED EXAMPLES
112112
- 66: Balance Guaranteed Swap
113113
- 67: XVA Stress Testing
114114
- 68: XVA Bump & Revalue Sensitivities
115+
- 69: Convert Zero Rate Shifts into Par Rate Shifts
116+
115117

116118
Changes for the 11th ORE release (1.8.11.0):
117119
============================================

0 commit comments

Comments
 (0)