Common
- [New] Added IM hVaR Risk Explained portfolio view
- [New] Added CVA – FRTB SA Risk Explained portfolio view
- [Bug] In noteworthy strikes views, max vanna strikes were biased
- [New] In ‘Add Deals from flat file’ views Improved error feedback. Also improved robustness when inputs are slightly incorrect
- [Bug] In ‘Add Deals from flat file’ views, status was never updated.
IR
- [New] Added (swaption) forward volatility smoothing as a new scenario
EQ/FX/CO
- [New] Improved exotics precision by adding stratification variance reduction scheme
- [New] Added local vol smoothing as a new scenario and also as a new relative value measure
- [New] In Smile Chart, one can now display the local volatility
API
- [New] There is now a cross-platform version of the API