CRZ Pricer Release 23.0.9

By | 21 July 2023


  • [New] Improved calculation time when historical ranges of prices are involved
  • [Bug] VaR could fail to calculate (in rare cases where VaR = 0)
  • [New] In Market Data Bulk Operations, added tools to copy/remove secondary tables
  • [Bug] In contribution view, secondary table entries could get duplicated each time the file was saved
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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