Common
- [New] Added full precision mode in Pivot Table
- [New] FXs are now always displayed with a precision of 1/10 pip
- [New] Replaced ‘World Trading Data’ feed with ‘Market Stack’ feed
- [New] Added Monte-Carlo standard error as pricing measure
- [New] In Leg detailed results, it is now possible to specify a currency for flow results
CO
- [New] Added pricing of Swings. 4 pricing methods are available: Intrinsic, Rolling Intrinsic (minorants), Regression (fair), Perfect Foresight (majorant)
EQ/FX/CO
- [New] Added pricing of Phoenix memory products
- [New] Added support of American barriers with discrete daily observations (previously, only continuous case was supported)
- [New] Improved Asian option pricing using Curran method and geodesic effective strikes
- [New] Improved simulation precision of American Barriers/Touch/Lookbacks through 4 methods: control variate using closed formula for these products in the B&S model, Richardson extrapolation, Importance sampling, extremum simulation using reflection principle