[New] In contribution view, created a low latency mode to trigger contribution updates every 200ms (only available with local live sets). In API mode, an ultra-low latency is also available (10ms, use with care!)
[New] In the portfolio views ‘Price/greeks’ and ‘Historical price & greeks’, automatically determine and calculate all relevant greeks by default
[Bug] Bug fix in code recording. In some cases, a view could not be referenced correctly if one of its siblings had been deleted.
[New] Improved the yield curve update time through re-use of the previously contributed version to allow for ultra-low latency contribution. Dual curve (IBOR + OIS) stripping time is usually <= 3ms
[New] Added FX Conventional Delta to the greeks
[Bug] FX Delta was wrong in the portfolio view ‘Price/greeks’ (but correct in the risk view)
[Bug] Cubic spline interpolation failed with Flat volatility scenarios