Common [New] Add market data from files: there is now an option to stop on parsing error IR/CR [New] Create (European) Bond Option mask. It supports all bonds as underlyings except exotic ones (callable or convertible) [New] European Bond Options are now supported in flat file [Bug] IMM0 Tenor could fail for non-standard IMMs (AUD,… Read More »
Common [New] In Market Data Bulk Operations, added Data Points counter on market data CC [New] Added discount references corresponding to collateral being a non-remunerated cryptocurrency (e.g. BTC0). Futures and Future Options CSAs updated to use these discount references [New] Future adjustment can now be multiplicative [New] Added a scenario to convert future adjustment between… Read More »
Common [New] Added ‘Check Market Data’ functionality in the Realized P&L view [New] Flat File/API: most identifiers are now case insensitive [Bug] Deal grouping/compression was flawed [Bug] InMemoryDataService was not working as expected when AutoRefreshMarketData = true Assets [New] Market data analysis view now support baskets and composite assets (when relevant) [New] Improved implied volatility… Read More »