Monthly Archives: December 2019

CRZ Pricer Release 19.3.2

By | 14 December 2019

Common [New] P&L reconciliation (between explained and realized) is now available on XVA [New] On Portfolio future payments view, added underlying and notional [Bug] It was impossible to save a portfolio view as an Excel file through the API EQ/CO [New] Added event weights market data analysis view [Bug] Fixed some stability issues on Local… Read More »

CRZ Pricer Release 19.3.1

By | 5 December 2019

Common [New] On Exotic deals, Open Market Data Analysis now also launches views to check calibration IR [New] Added Spot and Forward Inflation ZC Grids (Market Data Analysis) [New] Swaps now support full coupons on one leg, stub on the other leg [New] LCH Files now support stubs [Bug] On callables, fee adjustment was wrong… Read More »