Common
- [New] Auto add required missing fixings from Bloomberg
- [New] Added support of Eurex OTC Clear yield curves (csv files)
Assets
- [New] In Autocall, added in fine payment and bonus coupon
- [New] Worst of/Best of options now support American barriers. Reverse Convertibles, Bonus & Airbag Certificates now accept a worst of version
- [New] Improved asset vol calibration: remove expiries causing variance to decrease with expiry
- [Bug] Fixed issues on Phoenix: fee, calibration, past capital protection knock-out in script
IR
- [New] Added forward swaption straddle aka FVA (Forward Volatility Agreement)