CRZ Pricer Release 24.0.16
Common [Bug] Deleting market data in ‘Market Data Bulk Operations’ could fail (only in v24.0.15) EQ [New] Equity indices can now be decomposed into their constituents CR [New] Improved credit curve stripping in the case where recovery is different from ISDA recovery IR [New] Bond option now takes Z-Spread bond adjustment into account [Bug] Callable… Read More »