Common
- [New] Added unit premium in all relevant booking screens (options and credit)
- [New] Added support of date patterns in file names. Ex: File_[dd-MMM-yy].xml as of 05 Mar 2020 is converted into File_05-Mar-20.xml
- [New] Added ability to aggregate deals in one global generic deal. Available in ‘Portfolio Content’ as well as ‘Local Portfolio’ views
EQ
- [Bug] Fixed corridor/conditional var swap pricing issue
- [Bug] Fixed contribution issue of indices in Bloomberg
- [Bug] Expiry futures on Asian indices have been fixed
IR
- [Bug] Contribution of bond curves from Reuters is now working
- [New] Added compounding including spread fixing type (CMPSPR) on IBOR flows
CO
- [New] Added support of non-monthly swap instruments in the commodity curve construction