Monthly Archives: July 2024

CRZ Pricer Version 24.0.15

By | 8 July 2024

Common [New] Added fields Category3 and Category4 in Deals CC [Bug] In option expiry report, future options appeared as physically settled IR [Bug] Bond TRS pricing could fail when calculating Theta [Bug] Callable bond required exotic model inputs in order to price at last exercise date with CallableBondMatureAtNextCall=true