CRZ Pricer Release 21.0.12
Common [New] It is now possible to open automatically Outlook when sending log/debug session to support [Bug] In Historical Var view, marginal allocation of the volatility measure was wrong FX/EQ/CO [New] HJM Model now supports Autodiff when used with local volatility models making sensitivities faster to compute and more stable [New] Vanilla Options now support… Read More »