Pricing
- [New] Added Vol square root T scenario on asset volatilities
- [New] Added ‘Strike Volatility’ scenario allowing to convert an asset vol surface into an Expiry x Strike grid
- [New] Added Cubic Spline asset smile interpolation
Contribution
- [New] Added auto-contribution feature in Market Status view
- [New] Added ability to reset Bloomberg connection (Main Menu > Tools > Reset …). Previously, a connection issue could force to restart the application
Portfolio
- [New] Added Theta and Gamma Equivalent risk transformations (existed on IR, added on FX/EQ/CO)
Miscellaneous
- [New] Added ability to add deals from flat files with a format inspired from SDR feeds (View Tools > Add Deals From File)