Monthly Archives: March 2023

CRZ Pricer Release 23.0.3

By | 23 March 2023

Common [New] It is now possible to compress deals from flat files in Portfolio Definition tab [New] Yield curve contributions from 3rd party provider files (ICE DataX, DataLake and CME DataMine) now support yield curve structure mismatch (allow to contribute basis curves even if inputs are outright curves) [New] Improved ‘Compare Markets’ view: performance and… Read More »

CRZ Pricer Version 23.0.2

By | 3 March 2023

Common [New] Added Monte-Carlo VaR – Risk factor simulation portfolio view. State-of-the-art implementation with fat tails (t-Student distribution) and major variance reduction [New] In Market Data Analysis, added new relative value measure : scenario impact [New] It is now possible to add a bond or equity from Bloomberg Data License [Bug] Bloomberg Data License is… Read More »