Monthly Archives: October 2024

Common [New] Correlation market data (used for quanto and multi-asset exotics) can now be defined per category as fallback [New] Added correlation contribution between single names from historical data, and between categories from SIMM market data (when relevant) IR [New] Improved bond option pricing using closed formula in HJM Model and OTM calibration at exercise… Read More »

Common [New] Added tracking error portfolio view [New] Added payoff charts (PV and intrinsic value) on option blotters [New] In ‘Market Data Bulk Operations’ view, it is now possible to save/load market data defined as flat files CC [New] Added support of Bitget, Bybit and Kraken feeds [New] Gamma P&L portfolio view now supports crypto… Read More »