Common
- [New] Added a portfolio view to compute historical VaR/ES detailed risk explain
- [New] Added a portfolio view to change counterparty, agreement and CSA
- [New] Added a SIMM back testing portfolio view
- [New] In ‘Add Deals from file’ views, it is now possible to launch an existing portfolio view with the selected deals
- [New] In booking screens, main currency will now always default to the relevant value
- [New] In portfolio views, a summary measure is added to the caption
EQ/CO/FX
- [New] Added pricing & booking of conditional variance swaps
- [New] Added pricing & booking of variance swaps with Knock-out
- [New] Added skew and smile convexity scenarios
- [New] Added support of Equity/Commo outrights, options and variance swaps in CRZ flat files
IR
- [New] Added Flat IR Beta/Shift scenarios with constant smile
- [Bug] In Flat files, Roll convention was not taken into account
CR
- [New] Added CDS Index Basis view (Market Data Analysis)
- [New] Added ‘Value on Default’ portfolio view