Monthly Archives: January 2021

CRZ Pricer Release 20.2.10

By | 13 January 2021

Common [New] In market data conventions window, added an instrument details tab [New] Add a deal grouping portfolio view allowing to aggregate deals with similar characteristics. For instance IR swaps differing only in notional amount and fixed rate will be aggregated [New] FpML parsing is now much faster: ~x20, >500 deals parsed /core/second [New] In… Read More »