Monthly Archives: May 2024

CRZ Pricer Release 24.0.12

By | 24 May 2024

Common [New] Bond idiosyncratic adjustment is now available also for exotic bonds (determined thanks to Pricing Params > Adjust Securities) [New] Change of market structure (Save as market in Risk Representation) now also updates inherited markets [New] VaR optimization through risk-explained is now very reliable thanks to dynamic selection of worst scenariosĀ  (used to beā€¦ Read More »