CRZ Pricer Release 18.2.1

By | 28 May 2018

Pricing

  • [New] Added ‘FWD’ yield curve instrument allowing support of meeting dates/turns of the year

Contribution

  • [New] Added contribution of rate fixings

Market Data Analysis

  • [New] Added ability to save results/export results to Excel

Portfolio

  • [New] Added grid computing. Requires admin rights in this preliminary version.

Miscellaneous

  • [New] Task Scheduler now supports several time triggers per day
Category: Modelling Pricing

About Franck Albert

X-Pont (1994 promotion), Franck Albert is a former exotic options trader for HSBC in Paris and BNP Paribas in London. From January 2009 to April 2016, he has been head of the quantitative fixed income risk team at BNP Paribas London, before joining CRZ Pricing as co-founder.

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