Monthly Archives: March 2017

Pricing [New] Added Mandatory termination options [New] Added Cap & floor blotter Contribution [New] Added Missing fixings contribution screen [New] Added Max variation to prevent contribution errors [New] Added manual ATM volatility Cap & floor calibration [Bug] USD ATM Volatility would not open since the addition of USDCME3M curve [Bug] Contribution was too frequent when… Read More »