CRZ Pricer Release 18.4.2

By | 27 November 2018

Contribution

  • [New] Added possibility to allow missing feeds in a contribution screen
  • [New] Minor adjustments to handle TP ICAP market data feed on FX

Portfolio

  • [New] Added view ‘Scenarios with re-hedge’
  • [New] Upgraded SIMM to SIMM v2.1 effective 01/12/2018

Miscellaneous

  •  [New] Added support of FIXML messages
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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