Monthly Archives: November 2022

Common [New] Added support of S&P Data Lake market data (csv files) [New] Added support of ICE DataX market data (csv files) aka SuperDerivatives [Bug] Flat file automatic format detection failed when several files were selected CR [New] Added Payoff script support for CDS and Recovery swaps IR [New] It is now possible to save… Read More »

Common [New] There is now a way to check all missing market data in one click for portfolio views requiring historical market data [New] Flat file now supports one additional fee per trade [New] Added (Digit) Range option payoff. Combined with Fixing type = AVG, this allows to price range accruals [Bug] A few properties… Read More »