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The FRTB revisions address deficiencies relating to the existing [8] Standardised approach and Internal models approach [9] and particularly revisit the following: . The boundary between the "trading book" and the "banking book": [10] i.e. assets intended for active trading; as opposed to assets expected to be held to maturity, usually customer loans, and deposits from retail and corporate ...
Because of its two-step aggregation, capital allocation between trading desks (or even asset classes) is challenging; thus making it difficult to fairly calculate each desk's risk-adjusted return on capital. Various methods are then proposed here. [3]
^d Technically, this does not declare name to be a mutable variable—in ML, all names can only be bound once; rather, it declares name to point to a "reference" data structure, which is a simple mutable cell. The data structure can then be read and written to using the ! and := operators, respectively.
In contrast, procedural programming is about dividing the program implementation into variables, data structures, and subroutines. An important distinction is that while procedural involves procedures to operate on data structures, OOP bundles the two together. An object is a data structure and the behavior associated with that data structure. [3]
In computer science, a symbol table is a data structure used by a language translator such as a compiler or interpreter, where each identifier, symbol, constant, procedure and function in a program's source code is associated with information relating to its declaration or appearance in the source. In other words, the entries of a symbol table ...
The NIST Dictionary of Algorithms and Data Structures [1] is a reference work maintained by the U.S. National Institute of Standards and Technology. It defines a large number of terms relating to algorithms and data structures. For algorithms and data structures not necessarily mentioned here, see list of algorithms and list of data structures.
Algorithms + Data Structures = Programs [1] is a 1976 book written by Niklaus Wirth covering some of the fundamental topics of system engineering, computer programming, particularly that algorithms and data structures are inherently related. For example, if one has a sorted list one will use a search algorithm optimal for sorted lists.
Folds can be regarded as consistently replacing the structural components of a data structure with functions and values. Lists, for example, are built up in many functional languages from two primitives: any list is either an empty list, commonly called nil ([]), or is constructed by prefixing an element in front of another list, creating what is called a cons node ( Cons(X1,Cons(X2,Cons ...