Common
- [New] Added support of S&P Data Lake market data (csv files)
- [New] Added support of ICE DataX market data (csv files) aka SuperDerivatives
- [Bug] Flat file automatic format detection failed when several files were selected
CR
- [New] Added Payoff script support for CDS and Recovery swaps
IR
- [New] It is now possible to save IR Volatility market data as Strike volatility surfaces (previously it was available only through a scenario)
- [New] IR Strike volatility surface now accepts relative strikes
- [New] Added ability to represent Inflation Volatility market data (CPI & YOY) as Strike volatility surfaces
- [New] Added scenarios to create Inflation strike volatility surfaces
API
- [New] InMemoryDataService now supports JSON serialization