Monthly Archives: August 2019

CRZ Pricer Release 19.2.2

By | 20 August 2019

Common [New] Added Relative value based on historical quintiles on most Market data analysis (MDA) views [New] Added Carry/Roll down relative value analysis on swap, bond and CDS MDA views [New] Added smoothing relative value analysis on swap, inflation, bond, CDS and swaption straddles MDA views [New] Added view ‘Add Deals from XML Files’ allowing… Read More »

CRZ Pricer Release 19.2.1

By | 8 August 2019

Common [New] Added support of yield curve turns of the year [New] Added bulk transformations in Market definition – Risk Representation. Ex: allows to transform all xccy curves in FX curves with a few clicks [New] In contribution view, added instantaneous forward chart for Yield/Inflation/Credit curves [New] Improved yield curve contribution from SDR. Now handles… Read More »