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  • Specific values defined in SIMM are shipped with Atoti ISDA-SIMM in sets labelled “1d” and “10d”.
  • Additional sets of parameter values can be added in a customer project.
You can analyze calculations under different parameter values side by side using the “Parameter Set” hierarchy.
  • You can override parameter set values in a WhatIf experiment and analyze the impact of parameter changes on the margin. To compare “master” and experimental calculations, use the Epoch hierarchy.
The “Parameter Sets” widget under the WhatIf Simulations category can be used to display base and experimental parameter values. For the sets having a parent, you may need to enable “Lineage” to view the overrides together with the base values.
  • You can upload a parameter set in a file via File Upload Widget in a WhatIf experiment. To compare “master” and experimental calculations, use the Epoch hierarchy.