Common
- [New] Finalized Solvency Capital Requirement portfolio view adding Spread, Concentration and Equity components
- [New] In Market Set Comparer, added a threshold on differences
- [Bug] Fixed two bugs on SA-CCR (on caps & floors and non-deliverable swaps)
CR
- [New] Added credit contingent clause on most products (CR LEG available through generic, multi-leg or exotic deals)
IR
- [New] Added a view to calibrate model correlation params from Bermudian quotes
- [New] Added support of Bloomberg swaption csv file to contribute IR Vol & Smile