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Roland Lichtersjenkins
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update user guide and news
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Docs/UserGuide/userguide.tex

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@@ -402,7 +402,7 @@ \subsubsection*{Organisation of this document}
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parametrisation and the structure of trade and market data input.
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%========================================================
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\section{Release Notes - TODO}\label{sec:releasenotes}
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\section{Release Notes}\label{sec:releasenotes}
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%========================================================
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See the full history of release notes in {\tt News.txt} in the top level directory of the ORE's github repository.
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\item introduce configurable shift size and difference scheme per product for sensitivity analysis (ticket 12014)
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\item improve performance of SIMM calculations for large CRIF files (ticket 12397)
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\item output effective SOFR / RFR cap volatilities in reports (ticket 12192)
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\item {\color{red}XVA Stress testing (ticket 12376)}
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\item {\color{red}XVA Bump \& Reval Sensitivities, Raw and Par (ticket 12437)}
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\item XVA Stress testing (ticket 12376)
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\end{itemize}
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\bigskip
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\item 64: Formual-based Coupon
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\item 65: Flexi Swap
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\item 66: Balance Guaranteed Swap
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\item 67: {\color{red}XVA Stress Analytic}
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\item 68: {\color{red}XVA Bump \& Reval Sensitivity Analytic}
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\item 67: XVA Stress Analytic
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\end{itemize}
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%========================================================

News.txt

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

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