| RM_RE_SHIFT_YC |
|
Shift Yield Curves |
Market Risk Analyzer |
| RM_RH_APPLY_RULE_TO_CCYC |
|
Apply Shift Rules to Continuous Compounding Yield Curves |
Market Risk Analyzer |
| RM_RH_APPLY_RULE_TO_CR |
|
Apply Shift Rules to Exchange Rates |
Market Risk Analyzer |
| RM_RH_APPLY_RULE_TO_IR |
|
Apply Shift Rules to Single Interest Rates (Interpolated Shifts) |
Market Risk Analyzer |
| RM_RH_APPLY_RULE_TO_IX |
|
Apply Shift Rules to Security Index |
Market Risk Analyzer |
| RM_RH_APPLY_RULE_TO_RF |
|
Apply Shift Rules to Risk Factor Values |
Market Risk Analyzer |
| RM_RH_APPLY_RULE_TO_VOLA |
|
Apply Shift Rules to Volatilities for All Underlyings |
Market Risk Analyzer |
| RM_RH_APPLY_RULE_TO_WP |
|
Apply Shift Rules to Security Prices |
Market Risk Analyzer |
| RM_RH_APPLY_RULE_TO_YC |
|
Apply Shift Rules to Yield Curves (Interpolated) |
Market Risk Analyzer |
| RM_RH_BUFFER_RULE_FOR_CR |
|
Structure of Rule Buffer with Historical Exchange Rate Changes |
Market Risk Analyzer |
| RM_RH_BUFFER_RULE_FOR_IX |
|
Structure of Rule Buffer with Historical Index Changes |
Market Risk Analyzer |
| RM_RH_BUFFER_RULE_FOR_RF |
|
Structure of Rule Buffer with Historic Risk Factor Changes |
Market Risk Analyzer |
| RM_RH_BUFFER_RULE_FOR_VOLA |
|
Structure of Volatility Rule Buffer for all Underlyings |
Market Risk Analyzer |
| RM_RH_BUFFER_RULE_FOR_WP |
|
Structure of Rule Buffer with Historical Exchange Rate Changes |
Market Risk Analyzer |
| RM_RH_BUFFER_RULE_FOR_YC |
|
Structure of Rule Buffer with Historical Data for Yield Curve Grid Points |
Market Risk Analyzer |
| RM_RH_BUFFER_RULE_MONTECARLO |
|
Generate Monte Carlo Shift Rules |
Market Risk Analyzer |
| RM_RH_CCYC_FIND_NODES |
|
Set Up Framework for Continuous Compounding Shift Curves |
Market Risk Analyzer |
| RM_RH_DB_DELETE |
|
Delete Risk Hierarchy Rules from an Index Database |
Market Risk Analyzer |
| RM_RH_DB_EXPORT |
|
Export Risk Hierarchy Rules to an Index Database |
Market Risk Analyzer |
| RM_RH_DB_IMPORT |
|
Import Risk Hierarchy Rules from an Index Database |
Market Risk Analyzer |