Pricing
- [New] Added Equity and Commodity asset classes: pricing of cash/forward/vanilla options
Added booking screens, dedicated scenarios and risk transformations
Portfolio
- [New] All portfolio views now support Equities and Commodities, including Capital, Initial margin and XVA views
- [New] FRTB SA-CVA and BA-CVA upgraded to the finalised version (BCBS d424)
Market Data Analysis
- [New] Added Equity Options and Commodity options views
Contribution
- [Bug] Added contribution screens for Equities and Commodities