CRZ Pricer Release 17.4.0

By | 6 November 2017

Pricing

  • [New] Added Non-deliverable IRS on 4 currencies (BRL, INR, KRW, MYR)

Contribution

  • [New] Added ability for end user to contribute his own market data in CRZ Server (with user access restrictions)

Miscellaneous

  • [New] Added support of floating licences
  • [New] Counterparty is now mapped to LEI (Legal Entity Identifier) instead of BIC for better interoperability
  • [New] End user can now add missing counterparties (Tools > Add a counterparty)
Category: 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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