Common
- [New] SPAN initial margin method now supports weekly future/listed options
- [New] Improved deal conversion to payoff scripts by making it more generic (using formulas instead of constants when possible)
- [New] Portfolio views now accept sources with non-deal (coarser) granularity
- [Bug] Minor fixes in Code execution and Code recording to avoid pop-ups to open in task mode
IR
- [New] Added scenarios to convert strike volatility surfaces into SABR volatility surfaces. Applies to Interest Rates, CPI & YOY Inflation rates
- [New] Added support of Tradition market data (csv files) on IR Volatility