Common [New] In pricing params, added a new option to include past flows in pricing (removing need to create cash account deals) [New] Scenarios on pricing params now support a deal or netting set filter CC [New] Added pricing of Inverse Crypto Futures EQ [Bug] ‘Add Equity’ and ‘Bulk add equities’ views could fail with… Read More »
Assets [New] Added crypto-currencies, starting with BTC and ETH. All payoffs, including exotic ones, are supported. [New] Added composite assets, i.e., assets denominated in a non-standard currency. All payoffs, including exotic ones, are supported. Geodesic effective strikes are used to calculate volatility smile [New] Flat file now supports asset cash representing past physically settled flows… Read More »