CRZ Pricer Version 22.1.1

By | 11 May 2022


  • [New] In pricing params, added a new option to include past flows in pricing (removing need to create cash account deals)
  • [New] Scenarios on pricing params now support a deal or netting set filter


  • [New] Added pricing of Inverse Crypto Futures


  • [Bug] ‘Add Equity’ and ‘Bulk add equities’ views could fail with provider = Bloomberg


  • [New] In Market Data Bulk Operations, added ability to recalculate Bond and Future idiosyncratic adjustments
  • [New] Pricer now supports deliverable currencies without swap curves (e.g., BGN, HRK, ISK). These currencies are considered undeliverable in previous versions for compatibility reasons.
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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