Monthly Archives: April 2019

Common [New] Added Initial Margin calculation with the SPAN method for futures and future options [New] Added Initial Margin Dashboard to aggregate IM across all calculation methods (SPAN, hVaR, SIMM) [New] Portfolio views will now automatically open dependencies whenever they are missing [New] Added risks calculations in pricing screen with ability to override all sensitive… Read More »

Common [New] In Market Data Analysis, added support of unlimited number of markets [New] On charts, added composite lines, i.e. ability to add curves such as spread, fly, ratio of other curves [New] On historical data charts, added analysis lines such as (moving) historical vol/correl, linear regression, etc. Also added line analyses such as max,… Read More »