CRZ Pricer Version 21.1.11

By | 1 December 2021


  • [New] SIMM now supports multiple jurisdictions, addons product class multipliers. These parameters are entered through additional CRIF files
  • [New] SIMM CRIF additional files now supports all kinds of text files


  • [Bug] UCITS Leverage measure was failing on Inflation ZC swaps
Category: Modelling Pricing

About Christine Mayer

Gratuated of Ecole Centrale de Paris (1988 promotion), Christine Mayer is a former investment banking professional specialized in interest rate derivative products trading and risk management for well-known financial institutions (Société Générale, HSBC), in Paris and London.

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