Common
- [New] On Booking screens, added a details button to display data related to the product (static and pricing data)
- [New] In the market data viewer, added a ‘Conventions’ button to display market data conventions
- [New] On deal status, we now check market consistency and not only if market data are out of date
- [New] Added support of ICE future & options position flat files
- [New] In Add Deals From File > CRZ, it is now possible to generate sample deals as examples
- [New] Added bulk operations in the contribution dashboard: roll curves, load from exchange close (commodity curves)
- [New] One can now double-click on a folder to open all the views inside
- [Bug] In HJM model, fixed convexity issue on futures
- [Bug] Market Status on Live sets was always green after the first day on sessions during more than one day
IR
- [New] In IR Volatility market data checks, we now check if normal vol is consistent with the positivity of (forward + shift), when the SABR is not normal (beta > 0)
- [New] In flat files, cross-currency swaps with no initial exchange are supported
- [Bug] Fixed various small bugs on cross-currency price details
EQ/CO
- [New] EQ/CO Volatility calibration view can be fed from Exchange data (through SPAN Files)
- [New] Dividends contribution view can be implied from futures from Exchange data (through SPAN Files)
- [New] Commodity futures can be loaded from Exchange data (through SPAN Files)