Miscellaneous [Bug] The pricer could fail to start Portfolio [New] Added ability to save portfolio results to the database. Results are saved with Netting Set x Book x Product granularity (not deal by deal) to reduce storage size. In this preliminary version, only admin users can save to the database.
Pricing [New] Added TRY currency (IR flows and options) [New] Added Non-deliverable IRS on CNY [New] Added Non-deliverable CCS on RUB, PHP, IDR. Now supporting 27 currencies [New] Legs with notional exchange or non-deliverable future are supported in multi-leg and callable templates, thus allowing pricing of multi-callable cross-currency/ND/zero-coupon swaps [New] Added Non-deliverable CCS product template… Read More »