Common
- [New] On Options pricing & booking screens, added a button to exercise the option
- [New] In portfolio view, added ‘Bulk Exercise’ view to exercise all today expiries in a portfolio
- [New] Added RSI and Williams %R Relative value measures
- [New] Added Risk transformation to convert sensitivities to FX points into IR Delta
- [Bug] SIMM and SBM were wrong on XCCY curves defined as FX curves because equivalent IR Delta was required
- [Bug] Fixed memory issue when using Excel. The underlying Excel process was not closing
IR
- [Bug] Fixed memory leak occurring when contributing yield curves