Pricing
- [New] Improved smile interpolation on assets (FX/EQ/CO underlyings)
- [New] Improved Monte-Carlo precision thanks to the ‘Match Covariance’ method (applicable on XVA and multi-callable products)
Portfolio
- [New] Added monitoring of exposure limits
- [New] CEM now takes into account the ‘Settlement to Market’ CSA feature
- [New] Added Desk granularity
Miscellaneous
- [New] Allow deal allocation to multiple books