Monthly Archives: July 2022

CRZ Pricer Version 22.1.4

By | 8 July 2022

Common [New] Added FRTB IMA Risk Explained portfolio view [New] Spread curve feeds can now handle more fallback cases when direct feed doesn’t exist (express a spread as a difference of two spreads vs the main curve) [New] Minor improvements in Market data comparer tool Assets [New] Added pricing of American options Portfolio Replication [New]… Read More »