July 2021 – CRZ Pricing

CRZ Pricer Release 21.1.0

By Franck Albert | 20 July 2021

Common [New] In all Market Data Analysis views, added the ability to view the relevant market data [Bug] UCITS leverage is now always positive if there is no delta adjustment for options [Bug] Contribution Feed Sources GUI was corrupted IR/FX [New] Added support of onshore markets for IR & FX products IR [New] Bloomberg tickers… Read More »

CRZ Pricer Version 21.0.14

By Christine Mayer | 12 July 2021

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Common [New] Added a Relative Historical Shock scenario that applies the difference between two historical markets on the current market [New] Reduced significantly the size of the installer (from 83Mo to 50Mo) [Bug] Historical contribution from Bloomberg can now be much faster when few market data are contributed at the same time. It used to… Read More »