Monthly Archives: January 2019

CRZ Pricer Release 19.0.0

By | 13 January 2019

Pricing [New] Added Equity/Commodity Futures and Future options [New] Added Dividend Futures and Dividend swaps (through SubType EQ DIVIDEND) [New] Added pricing of Double Knock-in and Knock-out (on FX/EQ/CO) [New] Auto-callable on single asset now uses asset model (e.g. LSV) instead of HJM model [Bug] Counterparty overrides (in market definition) could fail to apply [Bug]… Read More »