Pricing
- [New] Preparation for new currencies: HKD, SGD, MXN
- [Bug] Fixed synchronization issues on live markets
Portfolio
- [New] Added FRTB Reduced SBM view (see BCBS document d408)
- [New] Improved market loading performance on views requiring calculations on a range of dates: hVar, FRTB IMA, FRTB CVA IMA, Historical price & greeks
Market Data Analysis
- [Bug] Cap&Floor periodicity of instrument created through right-click could be wrong