CRZ Pricer Release 22.1.3

By | 1 June 2022


  • [New] Added ability to reconnect to Refinitiv Server
  • [Bug] Refinitiv RIC failed when used several times (in different market data)
  • [Bug] In contribution view, future rolls were disregarded when xml was saved with option Save Results = true
  • [Bug] In contribution view, after yield curve futures roll, new futures were not selected
Category: Exotics 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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