Pricing
- [New] Added support of American barriers on assets (FX/EQ/CO underlyings)
- [New] Added support of event weights for asset volatility
- [New] FX volatility now supports several BF and RR widths, typically 25% and 10% delta
Market Data Analysis
- [New] Added event weight view on FX
Contribution
- [New] Added connectivity to Reuters API
- [New] Added event weight contribution on FX