CRZ Pricer Version 21.0.9
Common [New] Added optimisation of initial margin in the deal pricing screen. [New] Incremental impact on XVA/IM/Capital as well as XVA/IM optimisation is now available on several deals in the Local Portfolio View. [New] Added the linear regression scenario. One defines scenarios on some reference market data, all other market data are shifted by applying… Read More »