Pricing
- [New] Added support of AUD & NZD inflation bonds
- [New] Added support of inflation bond curve. Used for NZCPI
- [Bug] Fixed some bugs on the solver
- [Bug] Delta hedge deal was wrong on swaptions
- [Bug] Multi-callable deal could fail to price near a call date
- [Bug] Historical data sliding chart failed on end-of-month swap
Contribution
- [New] Added historical contribution to the dashboard, thus allowing bulk historical contribution
- [New] Drastically improved Bloomberg feeds initialization time