Common
- [New] Market data in local close sets are now persisted in a local database acting as a cache
- [New] In SIMM Risk Explained view, it’s now possible to optimise initial margin by rebalancing risk between two counterparties
- [New] Added support of Leverage portfolio measure with two methods: UCITS and Bond notional equivalent
- [Bug] Category1 and 2 were missing in deal filters
- [Bug] Tenor transformation params could be unavailable in some cases
IR
- [New] Added pricing of caps & floors on OIS underlyings
EQ
- [New] Added support of the following clauses on convertible bonds: exchangeable (convertible in another stock), contingent conversion, resettable conversion ratio, accrued forfeit, dividend forfeit, make-whole calls