Monthly Archives: January 2022

Common [New] Added Refinitiv market data provider. Reuters, using old connectivity framework, is kept temporarily. Only real-time is supported so far, historical contribution to follow [Bug] Market data comparer showed many false positives (only in v21.1.12) CR [New] Switched ISDA Yield curves to RFR in accordance with ISDA CDS Standard Model – News (cdsmodel.com) EQ… Read More »

Common [New] Refinitiv/Reuters provider now supports historical contribution [New] Flat file now supports Eris and Deliverable swap futures [New] Improved feedback on Flat File parsing errors [New] Improved documentation. Added a tutorial and added help on Payoff Script keywords Exotics [New] In Payoff script, all relevant measures are now calculated by default [New] Payoff script… Read More »