CRZ Pricer Release 20.1.2
Common [New] Minor change to support next SIMM version (from 1st Dec 20). Only BRL FX risk is impacted IR [New] Following switch to ESTER discounting in EUR, now allows discounting to have different defaults according to market date [Bug] In SDR, SOFR and ESTER underlyings were wrongly reported as Fed Funds and EONIA EQ/FX/CO… Read More »