Common
- [New] Added ability to load/save market data with csv files
- [New] Improved performance when loading very large portfolios through flat files
- [New] In the portfolio views Price/greeks and Historical price & greeks, it is now more intuitive to choose the measures to calculate
- [New] Custom pricing measures can now be conditional on a deal property. Ex: if([Product]==’Swap’,.,.)
- [New] Market Status is now available in portfolio views (active when ‘Check Market’ is ticked, false by default)
- [Bug] In SIMM view, CRIF additional files were disregarded when risks from other sources were empty
IR
- [New] Added support of LCH flat files
- [New] Improve Close Market view. Allows selection of contributed items. Handles differences between source and target yield curve structures (ex: outright vs basis) allowing to stick to source or target structure.
EQ/CO
- [Bug] SIMM calculated on EQ & CO was wrong due to an error in concentration thresholds