Common
- [New] Add flexibility on IBOR Migration view: several fallback scenarios with different params, overrides
- [New] Added full pricing details (all relevant/selected measures) on each flow
- [New] In auto-callables, added continuous Knock-In/Knock-Out
- [New] In auto-callables, added Knock-In/Knock-Out based on CMS Spreads
- [New] In market data viewer, its now possible to open the underlying deal by right-clicking a cell
- [New] In the booking screen, added a command to automatically create a relevant market data analysis
- [New] Added portfolio view Monte-Carlo VaR (Value-at-Risk) including marginal allocation
- [New] Added incremental deal impact for the few views on which it was missing: BA-CVA, CVA-SA, CCR-IMM
- [New] Added a search field at the top of each config view to filter on properties and commands
IR/FX
- [New] Currencies without yield curves (e.g. MAD, XAU) have now their XCCY curve represented as an NDF curve by default (quotes in pips rather than equivalent rates)
Miscellaneous
- [New] Migrated to C# 8 for improved robustness