Monthly Archives: May 2018

CRZ Pricer Release 18.2.1

By | 28 May 2018

Pricing [New] Added ‘FWD’ yield curve instrument allowing support of meeting dates/turns of the year Contribution [New] Added contribution of rate fixings Market Data Analysis [New] Added ability to save results/export results to Excel Portfolio [New] Added grid computing. Requires admin rights in this preliminary version. Miscellaneous [New] Task Scheduler now supports several time triggers… Read More »

CRZ Pricer Release 18.2.0

By | 21 May 2018

Pricing [New] Added support of exotic bonds (such as callable bonds): bonds are defined internally with a booking screen, linked to market identifiers (e.g. ISIN) and are bookable as a security with the usual bond screen [New] Added market scenario to bump a forward bucket of a yield curve [New] Added more flexibility in yield… Read More »