Common
- [New] Added a view to contribute manually caplet volatility from c&f straddle prices, wedges or volatilities
- [New] In the solver, it is now possible to solve simultaneously a strike and an amortization rate
- [New] In Contribution, added ‘None’ Data Provider to ensure that no real-time feed is applied by mistake
- [Bug] In Auto-refresh mode, cell being edited by the end user could be updated by the system
IR
- [New] Added ‘Multi-Cancellable Swap’ & ‘ Bermudian swaption vs Max European’ simple input masks to follow such structures as they trade in the interdealer market
- [New] Added ‘Multi-Cancellable Swap’ & ‘ Bermudian swaption vs Max European’ blotters