Monthly Archives: February 2023

CRZ Pricer Release 23.0.1

By | 2 February 2023

Common [New] Added the following asset classes in Opera exposure: Convertible Bond, Commodity, Currency, Digital Assets [New] Added Opera VaR, Sensitivity and Stress tests risk reports [New] SDR Views upgraded to support the new DTCC format. For each reported trade, added MIC [New] Many scenarios now have more filtering properties. For instance an equity market… Read More »