Common
- [New] Added a view ‘Required Tickers’ that let you see which data provider tickers are required in order to contribute a set of market data
CO
- [New] Added support of commodity swaps with payment in non-standard currency with various FX averaging methods
EQ
- [New] Added Equity Baskets. Supported payoffs are linear payoffs, European and Asian options, Variance/Vol/Gamma swap
- [New] Flat file now supports many equity identifiers: ISIN, LEI, Exchange and Bloomberg codes
CR
- [New] CIR++ and JCIR++ now support a term structure of volatility for a better calibration
- [New] Default swaptions now support SABR model
- [New] End users can now define their own Bespoke portfolios