CRZ Pricer Release 19.3.12

By | 7 April 2020


  • [New] In market data analysis, charts now update in real-time (except historical charts). It’s also possible to freeze a curve (mix in the same chart frozen and unfrozen lines)
  • [New] Migrated some windows in the Menu > Tools window to the Tools folder located in the views
  • [New] Added Fixer live date feed for FX


  • [New] Added a scenario to rebase stickiness reference forwards
  • [New] Added a volatility calibration view (in Contribution view). Can be fed from Bloomberg OMON data


  • [New] Added a view to load bonds from BoE Asset Purchase Facility as a portfolio
  • [New] Added annuity amortization type where constant annuity is an input
Category: Modelling Pricing

About Franck Albert

X-Pont (1994 promotion), Franck Albert is a former exotic options trader for HSBC in Paris and BNP Paribas in London. From January 2009 to April 2016, he has been head of the quantitative fixed income risk team at BNP Paribas London, before joining CRZ Pricing as co-founder.

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