Common
- [New] In contribution, added ‘Add Market Data from Files’ section. Currently supporting CRZ format as well as JPM Equity spot and vols
- [New] In Contribution > Tools, added a view to rebase reference forwards for stickiness
- [New] On portfolio replication, added granularity field to allow replication on defined sets (e.g. netting set)
- [New] Added historical market data contribution from Reuters provider
- [Bug] Fixed connectivity issue with Reuters
CO
- [New] Added support of monthly swap instruments (code=SW) in the commodity curve construction
- [New] Added support of commodity spread curves (instruments being future spreads or swap spreads)
- [New] Added synthetic commodity curves (in Market > Risk Representation tab) allowing to change the curve definition and tenors, for instance switch from an outright to a spread curve