Navigation : test ./ test user-getting-started.html Getting started test ./ test release-notes.html Release and migration notes test ./ test cube.html Cube reference test ./ test calculations.html Calculations guide test ./ test calculations/model-simm.html - SIMM test ./ test calculations/model-additional-margin.html - Additional Initial Margin test ./ test calculations/applicable-regulations.html - Applicable Regulations test ./ test calculations/fx-rates-service.html - FX Rates Service test ./ test calculations/parameters.html - Parameter Sets test ./ test calculations/post-and-collect-modes.html - Post and Collect modes test ./ test calculations/model-schedule.html - Schedule Initial Margin test ./ test calculations/worst-of.html - Worst of Calculation test ./ test input-files.html Input file formats test ./ test datastores.html Datastores test ./ test what-if.html What-If test ./ test widgets.html Widgets Calculations guide This section provides an overview of the implemented functionality to support margin requirement calculation. Summary Margin is computed for each netting set (PortfolioID) separately. Schedule Additional Initial Margin SIMMSIMM productSchedule Notional and PVSchedule MarginSchedule ParametersNotional and PVAdditional Initial MarginAddon parametersSIMMSensitivitiesVariance-covariance parametersTotal IM Worst Regulation SIMM