Monthly Archives: March 2020

CRZ Pricer Release 19.3.11

By | 24 March 2020

Common [New] On Options pricing & booking screens, added a button to exercise the option [New] In portfolio view, added ‘Bulk Exercise’ view to exercise all today expiries in a portfolio [New] Added RSI and Williams %R Relative value measures [New] Added Risk transformation to convert sensitivities to FX points into IR Delta [Bug] SIMM… Read More »

CRZ Pricer Release 19.3.10

By | 16 March 2020

Common [New] Added support of ORE xml deal files [New] Realized P&L can now account for deal events at Open or Close of business, defaulting to close [New] In contribution screens, one can now select several sources for the same provider. Ex: TTKL,ICAP takes the latest of TTKL and ICAP feeds, AVG(TTKL,ICAP) takes the average… Read More »

CRZ Pricer Release 19.3.9

By | 9 March 2020

Common [New] Added unit premium in all relevant booking screens (options and credit) [New] Added support of date patterns in file names. Ex: File_[dd-MMM-yy].xml as of 05 Mar 2020 is converted into File_05-Mar-20.xml [New] Added ability to aggregate deals in one global generic deal. Available in ‘Portfolio Content’ as well as ‘Local Portfolio’ views EQ… Read More »

CRZ Pricer Release 19.3.8

By | 4 March 2020

Common [Bug] Some portfolio views could not be loaded EQ [New] Added equity spot contribution (real-time and historical) from World Trading Data provider [New] ‘ JPM Equity spot and vols’ view now allows to specify stickiness [New] ‘ JPM Equity spot and vols’ view now allows to calibrate dividends

CRZ Pricer Release 19.3.6

By | 3 March 2020

Common [New] In contribution, added ‘Add Market Data from Files’ section. Currently supporting CRZ format as well as JPM Equity spot and vols [New] In Contribution > Tools, added a view to rebase reference forwards for stickiness [New] On portfolio replication, added granularity field to allow replication on defined sets (e.g. netting set) [New] Added… Read More »