CRZ Pricer Release 22.1.6

By | 12 September 2022


  • [New] Added Mifid 2 Post trade reporting viewer on Bonds and Equities
  • [Bug] Load portfolio could fail when it was trying to add on the fly a new bond appearing several times


  • [New] Flat file now supports the following exotic options : Asian/American options, Barriers, Touch option, lookbacks


  • [Bug] It was impossible to open a saved equity/commodity future when future and underlying names were different (although they priced correctly)
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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