Common
- [New] Bond idiosyncratic adjustment is now available also for exotic bonds (determined thanks to Pricing Params > Adjust Securities)
- [New] Change of market structure (Save as market in Risk Representation) now also updates inherited markets
- [New] VaR optimization through risk-explained is now very reliable thanks to dynamic selection of worst scenarios (used to be not reliable when scenarios with high gamma determined the VaR)
- [Bug] Risk transformations params were not saved if corresponding view had not been calculated
- [Bug] Pivot table filtered fields were incorrectly saved
CR
- [New] In ICE DataX market data files, added support of rating CDS curves and CDS proxy factors
IR
- [Bug] Yield Curve DiscreteUntil param could be applied incorrectly if there were invalid tenors in the curve
API
- [New] In the In-Memory service, entities are now updated rather than replaced to guarantee their uniqueness
- [Bug] A cryptographic method was not compatible with Linux