Common
- [New] Added ability to append deals from the main window in a portfolio view. This makes incremental calculation available on all portfolio views for any new or amended deal
- [New] Added computation of schedule-based initial margin, based on document BCBS d475
- [New] In Add Deals From File views, formats are now being guessed from input
IR
- [New] Added smile calibration from SDR swaptions
FX
- [New] Added World Trading Data feed for FX Spot
- [New] Improved performance when loading large FX portfolios through flat files
CR
- [New] Added support of CDS Index Options from SDR
- [Bug] On SIMM, Fixed some issues on residual bucket. SIMM is now fully validated on all asset classes