├── .gitignore ├── .travis.yml ├── LICENSE.txt ├── README.md ├── pom.xml └── src ├── main ├── assembly │ └── dist.xml └── java │ └── com │ └── opengamma │ └── opensimm │ ├── Simm.java │ ├── SimmCalculator.java │ ├── basics │ ├── AbsoluteShockType.java │ ├── AssetClass.java │ ├── FxMatrix.java │ ├── FxRiskFactor.java │ ├── PortfolioExposure.java │ ├── RelativeShockType.java │ ├── RiskFactor.java │ ├── RiskFactorProperties.java │ ├── RiskType.java │ ├── ShockType.java │ ├── StandardRiskFactor.java │ └── package-info.java │ ├── format │ ├── CsvOutputFormatter.java │ ├── OutputFormatter.java │ ├── PrettyPrintOutputFormatter.java │ └── package-info.java │ ├── load │ ├── BasicCsvParser.java │ ├── FxRateLoader.java │ ├── FxShocksLoader.java │ ├── PortfolioLoader.java │ ├── PropertyFileLoader.java │ ├── RiskFactorBaseLevelsLoader.java │ ├── RiskFactorDefinitionsLoader.java │ ├── RiskFactorShocksLoader.java │ └── package-info.java │ ├── package-info.java │ └── util │ ├── ArgChecker.java │ ├── CollectionUtils.java │ ├── Messages.java │ ├── Pair.java │ ├── SimmUtils.java │ └── package-info.java └── test ├── java └── com │ └── opengamma │ └── opensimm │ ├── SimmCalculatorTest.java │ ├── SimmTest.java │ ├── basics │ └── FxMatrixTest.java │ ├── example │ ├── SimmMarketData.java │ └── SimmPortfolios.java │ ├── load │ ├── BasicCsvParserTest.java │ ├── FxRateLoaderTest.java │ ├── FxShocksLoaderTest.java │ ├── PortfolioLoaderTest.java │ ├── RiskFactorBaseLevelsLoaderTest.java │ ├── RiskFactorDefinitionsLoaderTest.java │ └── RiskFactorShocksLoaderTest.java │ ├── loading │ └── SimmFileLoadingTest.java │ └── util │ └── SimmUtilsTest.java └── resources ├── parser-test ├── basic │ ├── simple-with-empty-lines.csv │ └── simple.csv ├── fx-rate-shocks │ ├── bad-data.csv │ ├── mismatching-shock-lengths.csv │ ├── no-data.csv │ ├── no-header.csv │ ├── no-shocks.csv │ └── wrong-header.csv ├── fx-rates │ ├── bad-data.csv │ ├── no-data.csv │ ├── no-header.csv │ └── wrong-header.csv ├── portfolios │ ├── aggregating.csv │ ├── bad-amount.csv │ ├── bad-currency.csv │ ├── no-data.csv │ ├── no-header.csv │ └── wrong-header.csv ├── risk-factor-base-levels │ ├── bad-data.csv │ ├── no-data.csv │ ├── no-header.csv │ └── wrong-header.csv ├── risk-factor-definitions │ ├── additional-shifts.csv │ ├── bad-asset-class.csv │ ├── bad-risk-type.csv │ ├── bad-shift-type.csv │ ├── bad-shift.csv │ ├── no-data.csv │ ├── no-header.csv │ └── wrong-header.csv └── risk-factor-shocks │ ├── bad-data.csv │ ├── no-data.csv │ ├── no-header.csv │ ├── no-shocks.csv │ └── wrong-header.csv └── simm-sample ├── fx-rate-shocks.csv ├── fx-rates.csv ├── portfolio-derivatives.csv ├── portfolio-initial-margin.csv ├── portfolio-variation-margin.csv ├── risk-factor-base-levels.csv ├── risk-factor-definitions.csv ├── risk-factor-shocks.csv └── simm.properties /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/OpenGamma/OpenSIMM/HEAD/.gitignore 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