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Bug Fixes/Re-organization:

	- SIMM Parameters Bucket Sensitivity Settings CR (1, 2)
	- SIMM Parameters Bucket Sensitivity Settings CR - Tenor Risk Weight (3, 4)
	- SIMM Parameters Bucket Sensitivity Settings CR - Extra Family Cross Tenor Correlation (5, 6)
	- SIMM Parameters Bucket Sensitivity Settings CR - Intra Family Cross Tenor Correlation (7, 8)
	- SIMM Parameters Bucket Sensitivity Settings CR - Tenor Risk Weight Map (9, 10, 11)
	- SIMM Parameters Bucket Sensitivity Settings CR - ISDA CRQ DELTA 2.0 (12, 13)
	- SIMM Parameters Bucket Sensitivity Settings CR - ISDA CRNQ DELTA 2.0 (14, 15)
	- SIMM Parameters Bucket Sensitivity Settings CR - ISDA CRQ DELTA 2.1 (16, 17)
	- SIMM Parameters Bucket Sensitivity Settings CR - ISDA CRNQ DELTA 2.1 (18, 19)
	- SIMM Parameters Bucket Sensitivity Settings CR - ISDA CRQ DELTA 2.4 (20, 21)
	- SIMM Parameters Bucket Sensitivity Settings CR - ISDA CRNQ DELTA 2.4 (22, 23)
	- SIMM Parameters Bucket Sensitivity Settings CR - Constructor (24, 25)
	- SIMM Parameters Bucket Sensitivity Settings IR (26, 27, 28)
	- SIMM Parameters Bucket Sensitivity Settings IR - Cross-Curve Correlation (29, 30)
	- SIMM Parameters Bucket Sensitivity Settings IR - Cross-Tenor Correlation (31, 32)
	- SIMM Parameters Bucket Sensitivity Settings IR - OIS Tenor Risk Weight (33, 34)
	- SIMM Parameters Bucket Sensitivity Settings IR - Prime Tenor Risk Weight (35, 36)
	- SIMM Parameters Bucket Sensitivity Settings IR - LIBOR 1M Tenor Risk Weight (37, 38)
	- SIMM Parameters Bucket Sensitivity Settings IR - LIBOR 3M Tenor Risk Weight (39, 40)
	- SIMM Parameters Bucket Sensitivity Settings IR - LIBOR 6M Tenor Risk Weight (41, 42)
	- SIMM Parameters Bucket Sensitivity Settings IR - LIBOR 12M Tenor Risk Weight (43, 44)
	- SIMM Parameters Bucket Sensitivity Settings IR - Municipal Tenor Risk Weight (45, 46)
	- SIMM Parameters Bucket Sensitivity Settings IR - ISDA DELTA 2.0 #1 (47, 48)
	- SIMM Parameters Bucket Sensitivity Settings IR - ISDA DELTA 2.0 #2 (49, 50)
	- SIMM Parameters Bucket Sensitivity Settings IR - ISDA DELTA 2.1 #1 (51, 52)
	- SIMM Parameters Bucket Sensitivity Settings IR - ISDA DELTA 2.1 #2 (53, 54)
	- SIMM Parameters Bucket Sensitivity Settings IR - ISDA DELTA 2.4 #1 (55, 56)
	- SIMM Parameters Bucket Sensitivity Settings IR - ISDA DELTA 2.4 #2 (57, 58)
	- SIMM Parameters Bucket Sensitivity Settings IR - Constructor (59, 60)
	- SIMM Parameters Bucket Vega Settings (61, 62, 63)
	- SIMM Parameters Bucket Vega Settings - Implied Volatility (64, 65)
	- SIMM Parameters Bucket Vega Settings - Historical Volatility Ratio (66, 67)
	- SIMM Parameters Bucket Vega Settings - ISDA EQ 2.0 (68, 69)
	- SIMM Parameters Bucket Vega Settings - ISDA EQ 2.1 (70, 71)
	- SIMM Parameters Bucket Vega Settings - ISDA EQ 2.4 (72, 73)
	- SIMM Parameters Bucket Vega Settings - ISDA CT 2.0 (74, 75)
	- SIMM Parameters Bucket Vega Settings - ISDA CT 2.1 (76, 77)
	- SIMM Parameters Bucket Vega Settings - ISDA CT 2.4 (78, 79)
	- SIMM Parameters Bucket Vega Settings - ISDA FX 2.0 (80, 81)
	- SIMM Parameters Bucket Vega Settings - ISDA FX 2.1 (82, 83)
	- SIMM Parameters Bucket Vega Settings - ISDA FX 2.4 (84, 85)
	- SIMM Parameters Bucket Vega Settings - Constructor (86, 87)
	- SIMM Parameters Bucket Vega Settings - Raw Risk Weight (88)
	- SIMM Parameters Bucket Vega Settings - Risk Weight (89)
	- SIMM Parameters Bucket Vega Settings CR (90, 91, 92)
	- SIMM Parameters Bucket Vega Settings CR - Scaler (93, 94)
	- SIMM Parameters Bucket Vega Settings CR - Historical Volatility Ratio (95, 96)
	- SIMM Parameters Bucket Vega Settings CR - Tenor Delta Risk Weight (97, 98)
	- SIMM Parameters Bucket Vega Settings CR - ISDA CRQ 2.0 (99, 100)
	- SIMM Parameters Bucket Vega Settings CR - ISDA CRNQ 2.0 (101, 102)
	- SIMM Parameters Bucket Vega Settings CR - ISDA CRQ 2.1 (103, 104)
	- SIMM Parameters Bucket Vega Settings CR - ISDA CRNQ 2.1 (105, 106)
	- SIMM Parameters Bucket Vega Settings CR - ISDA CRQ 2.4 (107, 108)
	- SIMM Parameters Bucket Vega Settings CR - ISDA CRNQ 2.4 (109, 110)
	- SIMM Parameters Bucket Vega Settings CR - Constructor (111, 112)
	- SIMM Parameters Bucket Vega Settings CR - Tenor Risk Weight #1 (113)
	- SIMM Parameters Bucket Vega Settings CR - Tenor Risk Weight #2 (114, 115)
	- SIMM Parameters Bucket Vega Settings IR (116, 117, 118)
	- SIMM Parameters Bucket Vega Settings IR - Scaler (119, 120)


Samples:

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40 changes: 20 additions & 20 deletions Javadoc/allclasses-index.html
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<html lang="en">
<head>
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<title>All Classes</title>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<meta name="dc.created" content="2024-06-15">
<meta name="dc.created" content="2024-06-16">
<meta name="description" content="class index">
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Expand Down Expand Up @@ -3032,28 +3032,28 @@ <h1 title="All&amp;nbsp;Classes" class="title">All&nbsp;Classes</h1>
<td class="col-first"><a href="org/drip/simm/margin/BucketAggregate.html" title="class in org.drip.simm.margin">BucketAggregate</a></td>
<th class="col-last" scope="row">
<div class="block"><i>BucketAggregate</i> holds the Single Bucket Sensitivity Margin, the Cumulative Bucket Risk Factor
Sensitivity Margin, as well as the Aggregate Risk Factor Maps.</div>
Sensitivity Margin, as well as the Aggregate Risk Factor Maps.</div>
</th>
</tr>
<tr class="alt-color" id="i426">
<td class="col-first"><a href="org/drip/simm/margin/BucketAggregateCR.html" title="class in org.drip.simm.margin">BucketAggregateCR</a></td>
<th class="col-last" scope="row">
<div class="block"><i>BucketAggregateCR</i> holds the Single Bucket CR Sensitivity Margin, the Cumulative CR Bucket Risk
Factor Sensitivity Margin, as well as the Aggregate CR Risk Factor Maps.</div>
Factor Sensitivity Margin, as well as the Aggregate CR Risk Factor Maps.</div>
</th>
</tr>
<tr class="row-color" id="i427">
<td class="col-first"><a href="org/drip/simm/margin/BucketAggregateIR.html" title="class in org.drip.simm.margin">BucketAggregateIR</a></td>
<th class="col-last" scope="row">
<div class="block"><i>BucketAggregateIR</i> holds the Single Bucket IR Sensitivity Margin, the Cumulative Bucket Risk Factor
Sensitivity Margin, as well as the IR Aggregate Risk Factor Maps.</div>
Sensitivity Margin, as well as the IR Aggregate Risk Factor Maps.</div>
</th>
</tr>
<tr class="alt-color" id="i428">
<td class="col-first"><a href="org/drip/simm/parameters/BucketCurvatureSettings.html" title="class in org.drip.simm.parameters">BucketCurvatureSettings</a></td>
<th class="col-last" scope="row">
<div class="block"><i>BucketCurvatureSettings</i> holds the ISDA SIMM Curvature Settings for Interest Rates, Qualifying and
Non-qualifying Credit, Equity, Commodity, and Foreign Exchange.</div>
Non-qualifying Credit, Equity, Commodity, and Foreign Exchange.</div>
</th>
</tr>
<tr class="row-color" id="i429">
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<td class="col-first"><a href="org/drip/simm/parameters/BucketSensitivitySettings.html" title="class in org.drip.simm.parameters">BucketSensitivitySettings</a></td>
<th class="col-last" scope="row">
<div class="block"><i>BucketSensitivitySettings</i> holds the Settings that govern the Generation of the ISDA SIMM Single
Bucket Sensitivities.</div>
Bucket Sensitivities.</div>
</th>
</tr>
<tr class="row-color" id="i435">
<td class="col-first"><a href="org/drip/simm/parameters/BucketSensitivitySettingsCR.html" title="class in org.drip.simm.parameters">BucketSensitivitySettingsCR</a></td>
<th class="col-last" scope="row">
<div class="block"><i>BucketSensitivitySettingsCR</i> holds the Delta Risk Weights, Concentration Thresholds, and Cross-Tenor
Correlations for each Credit Curve and its Tenor.</div>
Correlations for each Credit Curve and its Tenor.</div>
</th>
</tr>
<tr class="alt-color" id="i436">
<td class="col-first"><a href="org/drip/simm/parameters/BucketSensitivitySettingsIR.html" title="class in org.drip.simm.parameters">BucketSensitivitySettingsIR</a></td>
<th class="col-last" scope="row">
<div class="block"><i>BucketSensitivitySettingsIR</i> holds the Delta Risk Weights, Concentration Thresholds, and
Cross-Tenor/Cross-Curve Correlations for each Currency Curve and its Tenor.</div>
Cross-Tenor/Cross-Curve Correlations for each Currency Curve and its Tenor.</div>
</th>
</tr>
<tr class="row-color" id="i437">
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<td class="col-first"><a href="org/drip/simm/parameters/BucketVegaSettingsCR.html" title="class in org.drip.simm.parameters">BucketVegaSettingsCR</a></td>
<th class="col-last" scope="row">
<div class="block"><i>BucketVegaSettingsCR</i> holds the Vega Risk Weights, Concentration Thresholds, and Cross-Tenor
Correlations for each Credit Curve and its Tenor.</div>
Correlations for each Credit Curve and its Tenor.</div>
</th>
</tr>
<tr class="row-color" id="i439">
<td class="col-first"><a href="org/drip/simm/parameters/BucketVegaSettingsIR.html" title="class in org.drip.simm.parameters">BucketVegaSettingsIR</a></td>
<th class="col-last" scope="row">
<div class="block"><i>BucketVegaSettingsIR</i> holds the Vega Risk Weights, Concentration Thresholds, and
Cross-Tenor/Cross-Curve Correlations for each Currency Curve and its Tenor.</div>
Cross-Tenor/Cross-Curve Correlations for each Currency Curve and its Tenor.</div>
</th>
</tr>
<tr class="alt-color" id="i440">
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<td class="col-first"><a href="org/drip/simm/margin/RiskClassAggregateCR.html" title="class in org.drip.simm.margin">RiskClassAggregateCR</a></td>
<th class="col-last" scope="row">
<div class="block"><i>RiskClassAggregateCR</i> holds the CR Bucket Aggregate and the Computed SIMM Margin for a single Risk
Class.</div>
Class.</div>
</th>
</tr>
<tr class="row-color" id="i3553">
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<td class="col-first"><a href="org/drip/simm/margin/RiskFactorAggregate.html" title="class in org.drip.simm.margin">RiskFactorAggregate</a></td>
<th class="col-last" scope="row">
<div class="block"><i>RiskFactorAggregate</i> holds the Weighted and Normalized Bucket Risk Factor Sensitivity along with the
Normalization Factors.</div>
Normalization Factors.</div>
</th>
</tr>
<tr class="alt-color" id="i3562">
<td class="col-first"><a href="org/drip/simm/margin/RiskFactorAggregateCR.html" title="class in org.drip.simm.margin">RiskFactorAggregateCR</a></td>
<th class="col-last" scope="row">
<div class="block"><i>RiskFactorAggregateCR</i> holds the Sensitivity Margin Aggregates for each of the CR Risk Factors -
both Qualifying and Non-qualifying.</div>
both Qualifying and Non-qualifying.</div>
</th>
</tr>
<tr class="row-color" id="i3563">
<td class="col-first"><a href="org/drip/simm/margin/RiskFactorAggregateIR.html" title="class in org.drip.simm.margin">RiskFactorAggregateIR</a></td>
<th class="col-last" scope="row">
<div class="block"><i>RiskFactorAggregateIR</i> holds the Sensitivity Margin Aggregates for each of the IR Risk Factors -
OIS, LIBOR 1M, LIBOR 3M, LIBOR 6M LIBOR 12M, PRIME, and MUNICIPAL.</div>
OIS, LIBOR 1M, LIBOR 3M, LIBOR 6M LIBOR 12M, PRIME, and MUNICIPAL.</div>
</th>
</tr>
<tr class="alt-color" id="i3564">
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<td class="col-first"><a href="org/drip/simm/margin/RiskMeasureAggregate.html" title="class in org.drip.simm.margin">RiskMeasureAggregate</a></td>
<th class="col-last" scope="row">
<div class="block"><i>RiskMeasureAggregate</i> holds the Bucket Aggregate and the Computed SIMM Margin for a single Risk
Measure.</div>
Measure.</div>
</th>
</tr>
<tr class="alt-color" id="i3568">
<td class="col-first"><a href="org/drip/simm/margin/RiskMeasureAggregateCR.html" title="class in org.drip.simm.margin">RiskMeasureAggregateCR</a></td>
<th class="col-last" scope="row">
<div class="block"><i>RiskMeasureAggregateCR</i> holds the CR Bucket Aggregate and the Computed SIMM Margin for a single Risk
Measure.</div>
Measure.</div>
</th>
</tr>
<tr class="row-color" id="i3569">
<td class="col-first"><a href="org/drip/simm/margin/RiskMeasureAggregateIR.html" title="class in org.drip.simm.margin">RiskMeasureAggregateIR</a></td>
<th class="col-last" scope="row">
<div class="block"><i>RiskMeasureAggregateIR</i> holds the Bucket Aggregate and the Computed SIMM Margin for the IR Risk
Measure.</div>
Measure.</div>
</th>
</tr>
<tr class="alt-color" id="i3570">
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<td class="col-first"><a href="org/drip/simm/margin/SensitivityAggregateCR.html" title="class in org.drip.simm.margin">SensitivityAggregateCR</a></td>
<th class="col-last" scope="row">
<div class="block"><i>SensitivityAggregateCR</i> holds the IM Margin Sensitivity Co-variances within a single Bucket for each
of the CR Component Risk Factors.</div>
of the CR Component Risk Factors.</div>
</th>
</tr>
<tr class="alt-color" id="i3690">
<td class="col-first"><a href="org/drip/simm/margin/SensitivityAggregateIR.html" title="class in org.drip.simm.margin">SensitivityAggregateIR</a></td>
<th class="col-last" scope="row">
<div class="block"><i>SensitivityAggregateIR</i> holds the IM Margin Sensitivity Co-variances within a single Currency for
each of the IR Risk Factors - OIS, LIBOR 1M, LIBOR 3M, LIBOR 6M LIBOR 12M, PRIME, and MUNICIPAL.</div>
each of the IR Risk Factors - OIS, LIBOR 1M, LIBOR 3M, LIBOR 6M LIBOR 12M, PRIME, and MUNICIPAL.</div>
</th>
</tr>
<tr class="row-color" id="i3691">
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<title>Constant Field Values</title>
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<li>
<div class="constants-summary">
<table class="summary-table">
<caption><span>org.drip.numerical.linearalgebra.<a href="org/drip/numerical/linearalgebra/SuccessiveOverRelaxationSolverSetting.html" title="class in org.drip.numerical.linearalgebra">SuccessiveOverRelaxationSolverSetting</a></span></caption>
<thead>
<tr>
<th class="col-first" scope="col">Modifier and Type</th>
<th class="col-second" scope="col">Constant Field</th>
<th class="col-last" scope="col">Value</th>
</tr>
</thead>
<tbody>
<tr class="alt-color">
<td class="col-first"><code id="org.drip.numerical.linearalgebra.SuccessiveOverRelaxationSolverSetting.ABSOLUTE_LEVEL_THRESOLD_DEFAULT">public&nbsp;static&nbsp;final&nbsp;double</code></td>
<th class="col-second" scope="row"><code><a href="org/drip/numerical/linearalgebra/SuccessiveOverRelaxationSolverSetting.html#ABSOLUTE_LEVEL_THRESOLD_DEFAULT">ABSOLUTE_LEVEL_THRESOLD_DEFAULT</a></code></th>
<td class="col-last"><code>1.0E-6</code></td>
</tr>
<tr class="row-color">
<td class="col-first"><code id="org.drip.numerical.linearalgebra.SuccessiveOverRelaxationSolverSetting.ABSOLUTE_TOLERANCE_DEFAULT">public&nbsp;static&nbsp;final&nbsp;double</code></td>
<th class="col-second" scope="row"><code><a href="org/drip/numerical/linearalgebra/SuccessiveOverRelaxationSolverSetting.html#ABSOLUTE_TOLERANCE_DEFAULT">ABSOLUTE_TOLERANCE_DEFAULT</a></code></th>
<td class="col-last"><code>1.0E-8</code></td>
</tr>
<tr class="alt-color">
<td class="col-first"><code id="org.drip.numerical.linearalgebra.SuccessiveOverRelaxationSolverSetting.RELATIVE_TOLERANCE_DEFAULT">public&nbsp;static&nbsp;final&nbsp;double</code></td>
<th class="col-second" scope="row"><code><a href="org/drip/numerical/linearalgebra/SuccessiveOverRelaxationSolverSetting.html#RELATIVE_TOLERANCE_DEFAULT">RELATIVE_TOLERANCE_DEFAULT</a></code></th>
<td class="col-last"><code>1.0E-5</code></td>
</tr>
<tr class="row-color">
<td class="col-first"><code id="org.drip.numerical.linearalgebra.SuccessiveOverRelaxationSolverSetting.RELAXATION_PARAMETER_DEFAULT">public&nbsp;static&nbsp;final&nbsp;double</code></td>
<th class="col-second" scope="row"><code><a href="org/drip/numerical/linearalgebra/SuccessiveOverRelaxationSolverSetting.html#RELAXATION_PARAMETER_DEFAULT">RELAXATION_PARAMETER_DEFAULT</a></code></th>
<td class="col-last"><code>0.5</code></td>
</tr>
<tr class="alt-color">
<td class="col-first"><code id="org.drip.numerical.linearalgebra.SuccessiveOverRelaxationSolverSetting.SOR_ITERATION_LIMIT_DEFAULT">public&nbsp;static&nbsp;final&nbsp;int</code></td>
<th class="col-second" scope="row"><code><a href="org/drip/numerical/linearalgebra/SuccessiveOverRelaxationSolverSetting.html#SOR_ITERATION_LIMIT_DEFAULT">SOR_ITERATION_LIMIT_DEFAULT</a></code></th>
<td class="col-last"><code>100</code></td>
</tr>
</tbody>
</table>
</div>
</li>
</ul>
<ul class="block-list">
<li>
<div class="constants-summary">
<table class="summary-table">
<caption><span>org.drip.oms.depth.<a href="org/drip/oms/depth/PriceTick.html" title="class in org.drip.oms.depth">PriceTick</a></span></caption>
<thead>
<tr>
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Expand Down Expand Up @@ -196,6 +196,10 @@ <h2 class="title" id="I:A">A</h2>
<dd>
<div class="block">The ABSOLUTE Criterion Unit</div>
</dd>
<dt><span class="member-name-link"><a href="../org/drip/numerical/linearalgebra/SuccessiveOverRelaxationSolverSetting.html#ABSOLUTE_LEVEL_THRESOLD_DEFAULT">ABSOLUTE_LEVEL_THRESOLD_DEFAULT</a></span> - Static variable in class org.drip.numerical.linearalgebra.<a href="../org/drip/numerical/linearalgebra/SuccessiveOverRelaxationSolverSetting.html" title="class in org.drip.numerical.linearalgebra">SuccessiveOverRelaxationSolverSetting</a></dt>
<dd>&nbsp;</dd>
<dt><span class="member-name-link"><a href="../org/drip/numerical/linearalgebra/SuccessiveOverRelaxationSolverSetting.html#ABSOLUTE_TOLERANCE_DEFAULT">ABSOLUTE_TOLERANCE_DEFAULT</a></span> - Static variable in class org.drip.numerical.linearalgebra.<a href="../org/drip/numerical/linearalgebra/SuccessiveOverRelaxationSolverSetting.html" title="class in org.drip.numerical.linearalgebra">SuccessiveOverRelaxationSolverSetting</a></dt>
<dd>&nbsp;</dd>
<dt><span class="member-name-link"><a href="../org/drip/numerical/linearalgebra/SuccessiveOverRelaxationSolverSetting.html#absoluteLevelThreshold()">absoluteLevelThreshold()</a></span> - Method in class org.drip.numerical.linearalgebra.<a href="../org/drip/numerical/linearalgebra/SuccessiveOverRelaxationSolverSetting.html" title="class in org.drip.numerical.linearalgebra">SuccessiveOverRelaxationSolverSetting</a></dt>
<dd>
<div class="block">Retrieve the Threshold for Absolute Convergence Check</div>
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<meta name="dc.created" content="2024-06-15">
<meta name="dc.created" content="2024-06-16">
<meta name="description" content="index: J">
<meta name="generator" content="javadoc/SplitIndexWriter">
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4 changes: 2 additions & 2 deletions Javadoc/index-files/index-11.html
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<html lang="en">
<head>
<!-- Generated by javadoc (15) on Sat Jun 15 14:36:40 EDT 2024 -->
<!-- Generated by javadoc (15) on Sun Jun 16 04:23:56 EDT 2024 -->
<title>K-Index</title>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<meta name="dc.created" content="2024-06-15">
<meta name="dc.created" content="2024-06-16">
<meta name="description" content="index: K">
<meta name="generator" content="javadoc/SplitIndexWriter">
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4 changes: 2 additions & 2 deletions Javadoc/index-files/index-12.html
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<!-- NewPage -->
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<head>
<!-- Generated by javadoc (15) on Sat Jun 15 14:36:40 EDT 2024 -->
<!-- Generated by javadoc (15) on Sun Jun 16 04:23:56 EDT 2024 -->
<title>L-Index</title>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<meta name="dc.created" content="2024-06-15">
<meta name="dc.created" content="2024-06-16">
<meta name="description" content="index: L">
<meta name="generator" content="javadoc/SplitIndexWriter">
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4 changes: 2 additions & 2 deletions Javadoc/index-files/index-13.html
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<!-- NewPage -->
<html lang="en">
<head>
<!-- Generated by javadoc (15) on Sat Jun 15 14:36:40 EDT 2024 -->
<!-- Generated by javadoc (15) on Sun Jun 16 04:23:56 EDT 2024 -->
<title>M-Index</title>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<meta name="dc.created" content="2024-06-15">
<meta name="dc.created" content="2024-06-16">
<meta name="description" content="index: M">
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4 changes: 2 additions & 2 deletions Javadoc/index-files/index-14.html
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<!-- Generated by javadoc (15) on Sat Jun 15 14:36:40 EDT 2024 -->
<!-- Generated by javadoc (15) on Sun Jun 16 04:23:56 EDT 2024 -->
<title>N-Index</title>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<meta name="dc.created" content="2024-06-15">
<meta name="dc.created" content="2024-06-16">
<meta name="description" content="index: N">
<meta name="generator" content="javadoc/SplitIndexWriter">
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