Monthly Archives: November 2024

Common [New] Added bulk deal transformations (Reverse, Asset swaps, delta hedges, future underlyings) in portfolio content view [New] In cap & floor and asset option blotters, added the ability to calculate spread or fly ratios [New] In Historical VaR, it is now possible to exclude manually some dates from VaR contribution [New] Repo haircut can… Read More »

Common [New] It is now possible to specify numerical precision in portfolio views [New] It is now possible to specify a result currency different from reporting currency in portfolio views IR [New] In swaption blotter, added the ability to calculate spread or fly ratios [New] In spot IR swap and Inflation swap market data analysis… Read More »