Common
- [New] In market data conventions window, added an instrument details tab
- [New] Add a deal grouping portfolio view allowing to aggregate deals with similar characteristics.
For instance IR swaps differing only in notional amount and fixed rate will be aggregated - [New] FpML parsing is now much faster: ~x20, >500 deals parsed /core/second
- [New] In portfolio views, one can now choose on which fields one drilldowns
IR
- [New] Added support of Flat compounding. All compounding methods are now supported (see isda-compounding-memo.pdf)
- [Bug] FpML swaps with stub could be incorrectly parsed
API
- [New] API is now available with: Install-Package CRZ.ViewModels -Version 20.2.10
- [New] CRZ.ViewModels modules source is now available and can be debugged
- [New] One can now use multiple MainViewModel objects instead of a shared instance
- [New] One can now create as many local market sets as required
- [Bug] There was a refresh issue on local market sets when used with InMemoryDataService