CRZ Pricer Release 17.3.1

By | 11 October 2017

Contribution

  • [Bug] Historical data contribution was failing with Bloomberg provider

Miscellaneous

  • [New] Deals can be created from a flat file. Format is similar to SDR flat files (Admin right is required).
Category: Modelling Pricing

About Franck Albert

X-Pont (1994 promotion), Franck Albert is a former exotic options trader for HSBC in Paris and BNP Paribas in London. From January 2009 to April 2016, he has been head of the quantitative fixed income risk team at BNP Paribas London, before joining CRZ Pricing as co-founder.

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