CRZ Pricer Release 21.1.2

By | 18 August 2021


  • [New] Added a market set comparer view, allowing to copy market data from one set to the other
  • [New] In Market Data Bulk Operations, added ability to transform market data from a scenario
  • [New] In Market Data Bulk Operations, added clean up functionality to fix slightly wrong market data
  • [New] In Market Data Analysis, one can now export a view to a CSV file
  • [New] Improved documentation, especially market and scenarios
  • [New] End user can now delete Xml Files (e.g., scenarios) if he has write access
  • [Bug] Fixed bugs in Bond equivalent leverage portfolio view


  • [New] Inflation swap rate is now displayed as a measure in ZCIS booking screen
  • [New] Added flat scenarios for Sabr parameters
  • [Bug] IR Volatility historical contribution was wrong, not using the right market to convert price to vols
  • [Bug] Short Futures Bloomberg historical tickers could be wrong
Category: Modelling Pricing

About Franck Albert

X-Pont (1994 promotion), Franck Albert is a former exotic options trader for HSBC in Paris and BNP Paribas in London. From January 2009 to April 2016, he has been head of the quantitative fixed income risk team at BNP Paribas London, before joining CRZ Pricing as co-founder.

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