CRZ Pricer Release 18.0.0

By | 5 February 2018

Pricing

  • [New] Added AED, SAR, MAD and TND currencies
  • [New] Added Gold commodity as a currency (XAU)
  • [New] Added Equity Variance Swaps
  • [New]  Added Equity Swaps (TRS) including the resettable IR leg

 

Category: Modelling Pricing

About Christine Mayer

Gratuated of Ecole Centrale de Paris (1988 promotion), Christine Mayer is a former investment banking professional specialized in interest rate derivative products trading and risk management for well-known financial institutions (Société Générale, HSBC), in Paris and London.

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