Common
- [New] It is now possible to open automatically Outlook when sending log/debug session to support
- [Bug] In Historical Var view, marginal allocation of the volatility measure was wrong
FX/EQ/CO
- [New] HJM Model now supports Autodiff when used with local volatility models making sensitivities faster to compute and more stable
- [New] Vanilla Options now support Autodiff, making sensitivities faster to compute and exact
- [New] Convertible Bonds now support Autodiff making sensitivities faster to compute and more stable
- [Bug] USD/ZAR risks could be missing in rare cases
Exotic model
