CRZ Pricer Version 24.1.5
Common [New] In PV/Greeks (and Historical PV/Greeks) portfolio views, it is now possible to compute a user defined measure IR [New] Schedules now support double stub (defined thanks to a first regular roll date) [New] Added a view to calibrate spread option smile [New] In CMS Spread Cap & Floor blotter, added Frequency field (always… Read More »