Monthly Archives: June 2019

CRZ Pricer Release 19.1.1

By | 1 June 2019

Common [New] Add flexibility on IBOR Migration view: several fallback scenarios with different params, overrides [New] Added full pricing details (all relevant/selected measures) on each flow [New] In auto-callables, added continuous Knock-In/Knock-Out [New] In auto-callables, added Knock-In/Knock-Out based on CMS Spreads [New] In market data viewer, its now possible to open the underlying deal by… Read More »