CRZ Pricer Release 23.0.8

By | 27 June 2023


  • [New] Added pricing of Best-Of/Worst-Of options on FX and Equity baskets


  • [New] Users can now share blotters
  • [New] Added support for swaption feeds where ticker logic depends on expiry/underlying (New USD Swaptions in Bloomberg)
  • [Bug] Bulk historical contribution (in the contribution dashboard) was failing on Bloomberg fixing tickers


  • [New] In flat file, Cap/Floor now supports inflation or spread underlyings
  • [New] Added Single-look spread option deal template (previously available under generic deal)
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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