Assets
- [New] Added crypto-currencies, starting with BTC and ETH. All payoffs, including exotic ones, are supported.
- [New] Added composite assets, i.e., assets denominated in a non-standard currency. All payoffs, including exotic ones, are supported. Geodesic effective strikes are used to calculate volatility smile
- [New] Flat file now supports asset cash representing past physically settled flows (Taxonomy=<Asset>:Cash, e.g. Equity:Cash)
- [Bug] Asset return coupons (TRS) past fixings were disregarded in exotic pricing / XVA
EQ
- [New] Added a view to bulk add equities
- [Bug] GBP stocks quoting in pence had wrong scale
Common
- [New] It is now possible to amend live deals (version > 0) through flat files
- [New] One can add Fees in a flat file (Taxonomy=Fee)