CRZ Pricer Version 24.0.14

By | 13 June 2024

Common

  • [New] In Flat Files, Quote Type is also supported for Bond repos
  • [Bug] Fixed issue on portfolio filter
  • [Bug] Filter on field Book behaved incorrectly with multiple allocation in drilldown views

CC

  • [New] Added scenario to bump convenience yield (or equivalently dividend or repo)
Category: Modelling Pricing

About Christine Mayer

Gratuated of Ecole Centrale de Paris (1988 promotion), Christine Mayer is a former investment banking professional specialized in interest rate derivative products trading and risk management for well-known financial institutions (Société Générale, HSBC), in Paris and London.

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