CRZ Pricer Release 19.1.1

By | 1 June 2019

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
Category: Modelling Pricing

About Christine Mayer

Gratuated of Ecole Centrale de Paris (1988 promotion), Christine Mayer is a former investment banking professional specialized in interest rate derivative products trading and risk management for well-known financial institutions (Société Générale, HSBC), in Paris and London.

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