Common
- [New] Added a portfolio view to compute net asset value from quotes
- [New] Deal input masks now support incremental Capital/IM/XVA calculation and can be used in the local portfolio view
- [Bug] In autocallables, Fee adjustment was not applied on Target coupons
EQ
- [New] Dividend contribution view now supports real-time/historical contribution of continuous dividends.
Continuous dividends are deduced from equity futures (discrete dividends from dividend futures)
FX
- [New] Added TARF (Target Redemption forward) as Deal input mask
IR
- [New] Improved spread option correlation interpolation by using Delaunay triangulation
- [New] Added a view to calibrate HJM Model Correlation from spread options
- [New] Simulation of CMS flows in HJM is now twice as fast
CC
- [New] Cryptocurrencies can now be denominated in another crypto (e.g. BTC/USDT, BTC/ETH)