@@ -47,8 +47,7 @@ ANALYTICS
4747- introduce configurable shift size and difference scheme per product for sensitivity analysis (ticket 12014)
4848- improve performance of SIMM calculations for large CRIF files (ticket 12397)
4949- output effective SOFR / RFR cap volatilities in reports (ticket 12192)
50- - XVA Stress testing (ticket 12376): Matthias ???
51- - XVA Bump & Reval Sensitivities, Raw and Par (ticket 12437): Matthias ???
50+ - XVA Stress testing (ticket 12376)
5251
5352TESTS
5453- add a test suite for ORE-SWIG (ticket 11823)
6362DOCUMENTATION
6463- add documentation of pricing engine configuration (ticket 12337)
6564- add documentation for added instruments (ticket 12317)
66- - add supported compiler and boost versions (ticket 11431) TODO update user guide
67- - clean up ORE cmake build flags (ticket 12048) TODO and update user guide
65+ - add supported compiler and boost versions (ticket 11431)
6866- update the ORE Design document (ticket 12375)
6967- the user guide has grown significantly to about 830 pages, due to the migration of more instruments
7068 into ORE, additional examples, and especially the added documentation of pricing engine configurations.
@@ -107,8 +105,7 @@ NEW & EXTENDED EXAMPLES
107105- 64: Formual-based Coupon
108106- 65: Flexi Swap
109107- 66: Balance Guaranteed Swap
110- - 67: XVA Stress Analytic - Matthias ???
111- - 68: XVA Bump & Reval Sensitivity Analytic - Matthias ???
108+ - 67: XVA Stress Analytic
112109
113110
114111Changes for the 11th ORE release (1.8.11.0):
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