CRZ Pricer Release 23.0.10

By | 23 August 2023


  • [New] Script-based templates are now saved in database as templates instead of scripts (making them easier to use)
  • [New] All views with input files now support archives (ZIP and GZ formats)
  • [Bug] In Task scheduler, changing time was failing
  • [Bug] Market closure task failed to be triggered by the task scheduler


  • [New] Added Rainbow exotic products as script-based templates
  • [New] Added Himalaya exotic products as script-based templates
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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