Common
- [New] One can now select all cells of a table by clicking on the top left corner cell
- [New] In Risks calculation inside a booking screen, added a source column to view fixing impacts
CO
- [New] HJM model now supports several factors on convenience yields
- [New] HJM model now supports accurate approximation for forward or future daily continuous averages
- [New] Added support of volatility credit in SPAN initial margin method (specific to ICE Energy products)
IR
- [Bug] XCCY Swap interest PV was wrong in the leg details view (display issue only, overall price was correct)
- [Bug] XCCY Swap notional exchange decomposition was wrong when no initial exchange (display issue only, overall price was correct)
- [Bug] Market data check could fail after a pricing. In practice, it happened only to AED swaptions
- [Bug] 1D OIS Swap instrument, being too short, was causing an issue when added to a curve