Monthly Archives: February 2021

CRZ Pricer Release 21.0.2

By | 23 February 2021

Common [New] In historical chart, one can now choose the market data set [Bug] Market data from local sets were not displayed in market data explorer [Bug] In Pivot table attached chart, there was an issue when changing chart type (fix required DevExpress upgrade) [Bug] Marginal allocation by Category 1 & 2 was failing IR… Read More »

CRZ Pricer Release 21.0.1

By | 17 February 2021

Common [New] For more transparency, most static data are now visible in Market Data Viewer (e.g., Bond types) [New] Historical contribution of fixings in yield curves now fallbacks to historical fixings if missing in the feed [Bug] Portfolio view Price Details refused to compute greeks considered as not required (e.g., IR Swap gamma) [Bug] In… Read More »

CRZ Pricer Release 21.0.0

By | 15 February 2021

Common [New] Historical market data contribution now uses currency calendar by default [New] Historical contribution of market data: end user can now compare with existing market data when any and choose between existing or new data [New] Bond (idiosyncratic) market data: one can now choose to select only CTDs or bond future deliverables [New] It… Read More »

CRZ Pricer Release 20.2.12

By | 9 February 2021

Common [New] Market data in local close sets are now persisted in a local database acting as a cache [New] In SIMM Risk Explained view, it’s now possible to optimise initial margin by rebalancing risk between two counterparties [New] Added support of Leverage portfolio measure with two methods: UCITS and Bond notional equivalent [Bug] Category1… Read More »

CRZ Pricer Release 20.2.11

By | 1 February 2021

Common [New] Server has been upgraded to gRPC for better performance and .NET 5 new features [New] Most deals can now be converted into a flat file row [New] In Contribution, added a view ‘Check Historical Data Contribution’ to spot past market data out of date and contribute them. [New] Added user-defined counterparty shortcuts (in… Read More »