Common
- [New] Historical market data contribution now uses currency calendar by default
- [New] Historical contribution of market data: end user can now compare with existing market data when any and choose between existing or new data
- [New] Bond (idiosyncratic) market data: one can now choose to select only CTDs or bond future deliverables
- [New] It is now possible to define the market set inheritance behaviour in user options: Look in ancestors and past dates (default behaviour), Look in ancestors, None
- [New] SIMM can now be calculated also on non-bilateral CSAs
- [Bug] It was impossible to delete a market data (required admin rights)
- [Bug] Complex yield curve setups with several groups in the same currency could fail
EQ
- [New] In convertible bonds, Embedded m Out Of n Day Soft-Call Option is now priced accurately thanks to an auxiliary reversed binomial tree
IR
- [New] In Risk transformations, IMM tenors are now accepted as forward tenors also on basis curves
- [Bug] Contribution of bond curve with generic tenors was flawed