Monthly Archives: June 2024

Common [New] In Flat Files, Quote Type is also supported for Bond repos [Bug] Fixed issue on portfolio filter [Bug] Filter on field Book behaved incorrectly with multiple allocation in drilldown views CC [New] Added scenario to bump convenience yield (or equivalently dividend or repo)

Common [New] Flat File, added a QuoteType field for bonds, bond options and CDS indices [Bug] Add market data from files. One market data in error could cause other curves not to be contributed IR [Bug] Bond TRS price was wrong when first fixing date is in the past API [New] Bond price conversion methods… Read More »