Monthly Archives: December 2022

CRZ Pricer Version 22.1.11

By | 19 December 2022

Common [New] Add Market Data From Files > CRZ Flat view now also accepts Excel files [Bug] For SIMM, US jursidiction excluded cash settled equity forwards Assets [New] Added support of Forward Volatility Agreements FX [New] FX Variance and volatility swaps now support FpML format (in and out)

CRZ Pricer Release 22.1.10

By | 15 December 2022

Common [New] Added a view to compare two portfolios [New] Excel files having 1 million rows are now supported [Bug] Closed security positions (aggregate amount = 0) were displayed in Security Positions portfolio view Assets [New] Added support of forward start options on Vanilla and Lookback options IR [New] Added support of Interest rate basis… Read More »