CRZ Pricer Release 18.3.2
Pricing [New] Added LSV (Local Stochastic Volatility model) to price exotics on assets (FX/EQ/CO underlyings) [New] Added CLV (Collocating Volatility model) to price exotics on assets (FX/EQ/CO underlyings) [New] Added SVI smile parametrisation [New] Historical data chart. Now, one can choose between instruments with fixed dates or sliding dates [New] Add local portfolio view. This… Read More »