|
1375 | 1375 | } |
1376 | 1376 | ] |
1377 | 1377 | }, |
| 1378 | + "im_impact\\.json": { |
| 1379 | + "settings": [ |
| 1380 | + { |
| 1381 | + "names": [ |
| 1382 | + "impact/simm_impact_report/initial_margin_after", |
| 1383 | + "impact/simm_impact_report/initial_margin_before", |
| 1384 | + "impact/total_impact_report/initial_margin_after", |
| 1385 | + "impact/total_impact_report/initial_margin_before", |
| 1386 | + "impact/simm_impact_report/initial_margin_after_in_report_ccy", |
| 1387 | + "impact/simm_impact_report/initial_margin_before_in_report_ccy", |
| 1388 | + "impact/total_impact_report/initial_margin_after_in_report_ccy", |
| 1389 | + "impact/total_impact_report/initial_margin_before_in_report_ccy" |
| 1390 | + ], |
| 1391 | + "abs_tol": 0.1, |
| 1392 | + "rel_tol": 1e-12 |
| 1393 | + } |
| 1394 | + ] |
| 1395 | + }, |
1378 | 1396 | "frtb\\.json": { |
1379 | 1397 | "settings": [ |
1380 | 1398 | { |
|
1406 | 1424 | "names": [ |
1407 | 1425 | "simmReport/initial_margin", |
1408 | 1426 | "totalIMReport/initial_margin", |
1409 | | - "frtb/frtbCharge" |
| 1427 | + "frtb/frtbCharge", |
| 1428 | + "impact/simm_impact_report/initial_margin_after", |
| 1429 | + "impact/simm_impact_report/initial_margin_before", |
| 1430 | + "impact/total_impact_report/initial_margin_after", |
| 1431 | + "impact/total_impact_report/initial_margin_before", |
| 1432 | + "impact/simm_impact_report/initial_margin_after_in_report_ccy", |
| 1433 | + "impact/simm_impact_report/initial_margin_before_in_report_ccy", |
| 1434 | + "impact/total_impact_report/initial_margin_after_in_report_ccy", |
| 1435 | + "impact/total_impact_report/initial_margin_before_in_report_ccy" |
1410 | 1436 | ], |
1411 | 1437 | "abs_tol": 0.1, |
1412 | 1438 | "rel_tol": 1e-12 |
|
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