Features:

Bug Fixes/Re-organization: - SIMM Equity EQ Settings Container 2.1 - Init (1, 2, 3) - SIMM Equity EQ Settings Container 2.1 - Bucket Set (4) - SIMM Equity EQ Settings Container 2.1 - Contains Bucket (5) - SIMM Equity EQ Settings Container 2.1 - Bucket (6) - SIMM Equity EQ Settings Container 2.1 - Cross Bucket Principal Covariance (7) - SIMM Equity EQ Settings Container 2.4 (8, 9) - SIMM Equity EQ Settings Container 2.4 - Cross Bucket Correlation (10, 11) - SIMM Equity EQ Settings Container 2.4 - Bucket Map (12, 13) - SIMM Equity EQ Settings Container 2.4 - Set Up Cross Bucket Correlation #1 (14, 15, 16) - SIMM Equity EQ Settings Container 2.4 - Set Up Cross Bucket Correlation #2 (17, 18, 19) - SIMM Equity EQ Settings Container 2.4 - Init #1 (20, 21, 22) - SIMM Equity EQ Settings Container 2.4 - Init #2 (23, 24, 25) - SIMM Equity EQ Settings Container 2.4 - Bucket Set (26) - SIMM Equity EQ Settings Container 2.4 - Contains Bucket (27) - SIMM Equity EQ Settings Container 2.4 - Bucket (28) - SIMM Equity EQ Settings Container 2.4 - Cross Bucket Principal Covariance (29) - SIMM Equity EQ Settings Container 2.0 (30, 31) - SIMM Equity EQ Settings Container 2.0 - Historical Volatility Ratio (HVR) (32) - SIMM Equity EQ Settings Container 2.0 - Residual Bucket Correlation (33) - SIMM Equity EQ Settings Container 2.1 (34, 35) - SIMM Equity EQ Settings Container 2.1 - Historical Volatility Ratio (HVR) (36) - SIMM Equity EQ Settings Container 2.1 - Residual Bucket Correlation (37) - SIMM Equity EQ Settings Container 2.4 (38, 39) - SIMM Equity EQ Settings Container 2.4 - Historical Volatility Ratio (HVR) (40) - SIMM Equity EQ Settings Container 2.4 - Residual Bucket Correlation (41) - SIMM Equity Market Capitalization Systemics (42, 43) - SIMM Equity Market Capitalization Systemics - The "Large" (44) - SIMM Equity Market Capitalization Systemics - The "Small" (45) - SIMM Equity Market Capitalization Systemics - The "All" (46) - SIMM Equity Market Capitalization Systemics - Cutoff for the Large (47) - SIMM Equity Region Systemics (48, 49) - SIMM Equity Region Systemics - The "Emerging Markets" (50) - SIMM Equity Region Systemics - The "Developed Markets" (51) - SIMM Equity Region Systemics - The "All" Region (52) - SIMM Equity Region Systemics - Array of Developed Countries (53) - SIMM Equity Additional Initial Margin (54, 55) - SIMM Equity Additional Initial Margin - Add-on Fixed (56, 57) - SIMM Equity Additional Initial Margin - Credit Multiplicative Scale (58, 59) - SIMM Equity Additional Initial Margin - Equity Multiplicative Scale (60) Samples: IdeaDRIP:
lakshmiDRIP · Jun 8, 2024 · 6be4dcc · 6be4dcc
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diff --git a/ReleaseNotes/12_13_2023.txt b/ReleaseNotes/12_13_2023.txt
@@ -0,0 +1,49 @@
+
+Features:
+
+Bug Fixes/Re-organization:
+
+	- SIMM Equity EQ Settings Container 2.1 - Init (1, 2, 3)
+	- SIMM Equity EQ Settings Container 2.1 - Bucket Set (4)
+	- SIMM Equity EQ Settings Container 2.1 - Contains Bucket (5)
+	- SIMM Equity EQ Settings Container 2.1 - Bucket (6)
+	- SIMM Equity EQ Settings Container 2.1 - Cross Bucket Principal Covariance (7)
+	- SIMM Equity EQ Settings Container 2.4 (8, 9)
+	- SIMM Equity EQ Settings Container 2.4 - Cross Bucket Correlation (10, 11)
+	- SIMM Equity EQ Settings Container 2.4 - Bucket Map (12, 13)
+	- SIMM Equity EQ Settings Container 2.4 - Set Up Cross Bucket Correlation #1 (14, 15, 16)
+	- SIMM Equity EQ Settings Container 2.4 - Set Up Cross Bucket Correlation #2 (17, 18, 19)
+	- SIMM Equity EQ Settings Container 2.4 - Init #1 (20, 21, 22)
+	- SIMM Equity EQ Settings Container 2.4 - Init #2 (23, 24, 25)
+	- SIMM Equity EQ Settings Container 2.4 - Bucket Set (26)
+	- SIMM Equity EQ Settings Container 2.4 - Contains Bucket (27)
+	- SIMM Equity EQ Settings Container 2.4 - Bucket (28)
+	- SIMM Equity EQ Settings Container 2.4 - Cross Bucket Principal Covariance (29)
+	- SIMM Equity EQ Settings Container 2.0 (30, 31)
+	- SIMM Equity EQ Settings Container 2.0 - Historical Volatility Ratio (HVR) (32)
+	- SIMM Equity EQ Settings Container 2.0 - Residual Bucket Correlation (33)
+	- SIMM Equity EQ Settings Container 2.1 (34, 35)
+	- SIMM Equity EQ Settings Container 2.1 - Historical Volatility Ratio (HVR) (36)
+	- SIMM Equity EQ Settings Container 2.1 - Residual Bucket Correlation (37)
+	- SIMM Equity EQ Settings Container 2.4 (38, 39)
+	- SIMM Equity EQ Settings Container 2.4 - Historical Volatility Ratio (HVR) (40)
+	- SIMM Equity EQ Settings Container 2.4 - Residual Bucket Correlation (41)
+	- SIMM Equity Market Capitalization Systemics (42, 43)
+	- SIMM Equity Market Capitalization Systemics - The "Large" (44)
+	- SIMM Equity Market Capitalization Systemics - The "Small" (45)
+	- SIMM Equity Market Capitalization Systemics - The "All" (46)
+	- SIMM Equity Market Capitalization Systemics - Cutoff for the Large (47)
+	- SIMM Equity Region Systemics (48, 49)
+	- SIMM Equity Region Systemics - The "Emerging Markets" (50)
+	- SIMM Equity Region Systemics - The "Developed Markets" (51)
+	- SIMM Equity Region Systemics - The "All" Region (52)
+	- SIMM Equity Region Systemics - Array of Developed Countries (53)
+	- SIMM Equity Additional Initial Margin (54, 55)
+	- SIMM Equity Additional Initial Margin - Add-on Fixed (56, 57)
+	- SIMM Equity Additional Initial Margin - Credit Multiplicative Scale (58, 59)
+	- SIMM Equity Additional Initial Margin - Equity Multiplicative Scale (60)
+
+
+Samples:
+
+IdeaDRIP:
diff --git a/ScheduleSheet.xlsx b/ScheduleSheet.xlsx
diff --git a/src/main/java/org/drip/simm/equity/EQSettingsContainer24.java b/src/main/java/org/drip/simm/equity/EQSettingsContainer24.java
@@ -16,6 +16,9 @@
  */
 
 /*!
+ * Copyright (C) 2025 Lakshmi Krishnamurthy
+ * Copyright (C) 2024 Lakshmi Krishnamurthy
+ * Copyright (C) 2023 Lakshmi Krishnamurthy
  * Copyright (C) 2022 Lakshmi Krishnamurthy
  * 
  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
@@ -85,7 +88,7 @@
 
 /**
  * <i>EQSettingsContainer24</i> holds the ISDA SIMM 2.4 Equity Buckets and their Correlations. The References
- * are:
+ * 	are:
  * 
  * <br><br>
  *  <ul>
@@ -112,15 +115,27 @@
  *  			https://www.isda.org/a/CeggE/ISDA-SIMM-v2.4-PUBLIC.pdf
  *  	</li>
  *  </ul>
- * 
- * <br><br>
+ *
+ * 	It provides the following Functionality:
+ *
  *  <ul>
- *		<li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
- *		<li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></li>
- *		<li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></li>
- *		<li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/equity/README.md">Equity Risk Factor Calibration Settings</a></li>
+ * 		<li>Initialize the Equity Settings Container</li>
+ * 		<li>Retrieve the Set of Bucket Indexes available</li>
+ * 		<li>Indicate if the Bucket denoted by the Number is available</li>
+ * 		<li>Retrieve the Bucket denoted by the Number</li>
+ * 		<li>Retrieve the Cross Bucket Correlation</li>
+ * 		<li>Retrieve the Bucket Map</li>
+ * 		<li>Retrieve the Cross Bucket Co-variance Matrix</li>
  *  </ul>
- * <br><br>
+ *
+ *	<br>
+ *  <table style="border:1px solid black;margin-left:auto;margin-right:auto;">
+ *		<tr><td><b>Module </b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></td></tr>
+ *		<tr><td><b>Library</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></td></tr>
+ *		<tr><td><b>Project</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></td></tr>
+ *		<tr><td><b>Package</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/equity/README.md">Equity Risk Factor Calibration Settings</a></td></tr>
+ *  </table>
+ *	<br>
  * 
  * @author Lakshmi Krishnamurthy
  */
@@ -135,60 +150,34 @@ private static final boolean SetUpCrossBucketCorrelation()
 	{
 		List<String> bucketList = new ArrayList<String>();
 
-		bucketList.add (
-			"1"
-		);
+		bucketList.add ("1");
 
-		bucketList.add (
-			"2"
-		);
+		bucketList.add ("2");
 
-		bucketList.add (
-			"3"
-		);
+		bucketList.add ("3");
 
-		bucketList.add (
-			"4"
-		);
+		bucketList.add ("4");
 
-		bucketList.add (
-			"5"
-		);
+		bucketList.add ("5");
 
-		bucketList.add (
-			"6"
-		);
+		bucketList.add ("6");
 
-		bucketList.add (
-			"7"
-		);
+		bucketList.add ("7");
 
-		bucketList.add (
-			"8"
-		);
+		bucketList.add ("8");
 
-		bucketList.add (
-			"9"
-		);
+		bucketList.add ("9");
 
-		bucketList.add (
-			"10"
-		);
+		bucketList.add ("10");
 
-		bucketList.add (
-			"11"
-		);
+		bucketList.add ("11");
 
-		bucketList.add (
-			"12"
-		);
+		bucketList.add ("12");
 
-		try
-		{
+		try {
 			s_CrossBucketCorrelation = new LabelCorrelation (
 				bucketList,
-				new double[][]
-				{
+				new double[][] {
 					{1.00, 0.20, 0.20, 0.21, 0.15, 0.19, 0.19, 0.19, 0.18, 0.14, 0.24, 0.24}, // #01
 					{0.20, 1.00, 0.25, 0.24, 0.16, 0.21, 0.22, 0.21, 0.21, 0.16, 0.27, 0.27}, // #02
 					{0.21, 0.25, 1.00, 0.26, 0.17, 0.22, 0.24, 0.22, 0.23, 0.17, 0.28, 0.28}, // #03
@@ -205,9 +194,7 @@ private static final boolean SetUpCrossBucketCorrelation()
 			);
 
 			return true;
-		}
-		catch (Exception e)
-		{
+		} catch (Exception e) {
 			e.printStackTrace();
 		}
 
@@ -222,8 +209,7 @@ private static final boolean SetUpCrossBucketCorrelation()
 
 	public static final boolean Init()
 	{
-		try
-		{
+		try {
 			s_BucketMap.put (
 				-1,
 				new EQBucket (
@@ -392,9 +378,7 @@ public static final boolean Init()
 					0.98
 				)
 			);
-		}
-		catch (Exception e)
-		{
+		} catch (Exception e) {
 			e.printStackTrace();
 
 			return false;
@@ -425,9 +409,7 @@ public static final Set<Integer> BucketSet()
 	public static final boolean ContainsBucket (
 		final int bucketNumber)
 	{
-		return s_BucketMap.containsKey (
-			bucketNumber
-		);
+		return s_BucketMap.containsKey (bucketNumber);
 	}
 
 	/**
@@ -441,11 +423,7 @@ public static final boolean ContainsBucket (
 	public static final EQBucket Bucket (
 		final int bucketNumber)
 	{
-		return ContainsBucket (
-			bucketNumber
-		) ? s_BucketMap.get (
-			bucketNumber
-		) : null;
+		return ContainsBucket (bucketNumber) ? s_BucketMap.get (bucketNumber) : null;
 	}
 
 	/**
@@ -478,9 +456,6 @@ public static final Map<Integer, EQBucket> BucketMap()
 
 	public static final RiskGroupPrincipalCovariance CrossBucketPrincipalCovariance()
 	{
-		return RiskGroupPrincipalCovariance.Standard (
-			s_CrossBucketCorrelation.matrix(),
-			1.
-		);
+		return RiskGroupPrincipalCovariance.Standard (s_CrossBucketCorrelation.matrix(), 1.);
 	}
 }
diff --git a/src/main/java/org/drip/simm/equity/EQSystemics20.java b/src/main/java/org/drip/simm/equity/EQSystemics20.java
@@ -6,6 +6,9 @@
  */
 
 /*!
+ * Copyright (C) 2025 Lakshmi Krishnamurthy
+ * Copyright (C) 2024 Lakshmi Krishnamurthy
+ * Copyright (C) 2023 Lakshmi Krishnamurthy
  * Copyright (C) 2022 Lakshmi Krishnamurthy
  * Copyright (C) 2021 Lakshmi Krishnamurthy
  * Copyright (C) 2020 Lakshmi Krishnamurthy
@@ -79,7 +82,7 @@
 
 /**
  * <i>EQSystemics20</i> contains the SIMM 2.0 Systemic Settings common to all Equity Risk Factors. The
- * References are:
+ * 	References are:
  * 
  * <br><br>
  *  <ul>
@@ -106,15 +109,22 @@
  *  			https://www.isda.org/a/oFiDE/isda-simm-v2.pdf
  *  	</li>
  *  </ul>
- * 
- * <br><br>
+ *
+ * 	It provides the following Functionality:
+ *
  *  <ul>
- *		<li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
- *		<li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></li>
- *		<li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></li>
- *		<li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/equity/README.md">Equity Risk Factor Calibration Settings</a></li>
+ * 		<li>Historical Volatility Ratio (HVR)</li>
+ * 		<li>Residual Bucket Correlation</li>
  *  </ul>
- * <br><br>
+ *
+ *	<br>
+ *  <table style="border:1px solid black;margin-left:auto;margin-right:auto;">
+ *		<tr><td><b>Module </b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></td></tr>
+ *		<tr><td><b>Library</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></td></tr>
+ *		<tr><td><b>Project</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></td></tr>
+ *		<tr><td><b>Package</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/equity/README.md">Equity Risk Factor Calibration Settings</a></td></tr>
+ *  </table>
+ *	<br>
  * 
  * @author Lakshmi Krishnamurthy
  */

diff --git a/src/main/java/org/drip/simm/equity/EQSystemics21.java b/src/main/java/org/drip/simm/equity/EQSystemics21.java
@@ -6,6 +6,9 @@
  */
 
 /*!
+ * Copyright (C) 2025 Lakshmi Krishnamurthy
+ * Copyright (C) 2024 Lakshmi Krishnamurthy
+ * Copyright (C) 2023 Lakshmi Krishnamurthy
  * Copyright (C) 2022 Lakshmi Krishnamurthy
  * Copyright (C) 2021 Lakshmi Krishnamurthy
  * Copyright (C) 2020 Lakshmi Krishnamurthy
@@ -79,7 +82,7 @@
 
 /**
  * <i>EQSystemics21</i> contains the SIMM 2.1 Systemic Settings common to all Equity Risk Factors. The
- * References are:
+ * 	References are:
  * 
  * <br><br>
  *  <ul>
@@ -106,15 +109,22 @@
  *  			https://www.isda.org/a/oFiDE/isda-simm-v2.pdf
  *  	</li>
  *  </ul>
- * 
- * <br><br>
+ *
+ * 	It provides the following Functionality:
+ *
  *  <ul>
- *		<li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
- *		<li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></li>
- *		<li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></li>
- *		<li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/equity/README.md">Equity Risk Factor Calibration Settings</a></li>
+ * 		<li>Historical Volatility Ratio (HVR)</li>
+ * 		<li>Residual Bucket Correlation</li>
  *  </ul>
- * <br><br>
+ *
+ *	<br>
+ *  <table style="border:1px solid black;margin-left:auto;margin-right:auto;">
+ *		<tr><td><b>Module </b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></td></tr>
+ *		<tr><td><b>Library</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></td></tr>
+ *		<tr><td><b>Project</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></td></tr>
+ *		<tr><td><b>Package</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/equity/README.md">Equity Risk Factor Calibration Settings</a></td></tr>
+ *  </table>
+ *	<br>
  * 
  * @author Lakshmi Krishnamurthy
  */

diff --git a/src/main/java/org/drip/simm/equity/EQSystemics24.java b/src/main/java/org/drip/simm/equity/EQSystemics24.java
@@ -6,6 +6,9 @@
  */
 
 /*!
+ * Copyright (C) 2025 Lakshmi Krishnamurthy
+ * Copyright (C) 2024 Lakshmi Krishnamurthy
+ * Copyright (C) 2023 Lakshmi Krishnamurthy
  * Copyright (C) 2022 Lakshmi Krishnamurthy
  * 
  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
@@ -75,7 +78,7 @@
 
 /**
  * <i>EQSystemics24</i> contains the SIMM 2.4 Systemic Settings common to all Equity Risk Factors. The
- * References are:
+ * 	References are:
  * 
  * <br><br>
  *  <ul>
@@ -102,15 +105,22 @@
  *  			https://www.isda.org/a/CeggE/ISDA-SIMM-v2.4-PUBLIC.pdf
  *  	</li>
  *  </ul>
- * 
- * <br><br>
+ *
+ * 	It provides the following Functionality:
+ *
  *  <ul>
- *		<li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
- *		<li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></li>
- *		<li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></li>
- *		<li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/equity/README.md">Equity Risk Factor Calibration Settings</a></li>
+ * 		<li>Historical Volatility Ratio (HVR)</li>
+ * 		<li>Residual Bucket Correlation</li>
  *  </ul>
- * <br><br>
+ *
+ *	<br>
+ *  <table style="border:1px solid black;margin-left:auto;margin-right:auto;">
+ *		<tr><td><b>Module </b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></td></tr>
+ *		<tr><td><b>Library</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/MarginAnalyticsLibrary.md">Initial and Variation Margin Analytics</a></td></tr>
+ *		<tr><td><b>Project</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/README.md">Initial Margin Analytics based on ISDA SIMM and its Variants</a></td></tr>
+ *		<tr><td><b>Package</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/simm/equity/README.md">Equity Risk Factor Calibration Settings</a></td></tr>
+ *  </table>
+ *	<br>
  * 
  * @author Lakshmi Krishnamurthy
  */