- [New] Most views having a yield curve in input now default to the default curve, even if it is a RFR curve
- [New] Added checks in historical contribution and Market data bulk operations to prevent user from contributing corrupted market data
- [New] Added modelling of stochastic intensity with JCIR++ model (Extended Cox-Ingersoll-Ross with jumps).
- [New] Historical VaR now allows scenarios on log-discount factors for yield curves. This is taken into account in EurexClearOTC to better match Eurex methodology.
- [New] Added support of Equity swaps in flat files
- [New] Added option to include dividends on Equity swaps and variance/vol/gamma swaps
- [New] Added support of FX swaps in flat files
- [Bug] There were issues on FX Volatility contribution view when one tries to add rows