Common
- [New] Minor change to support next SIMM version (from 1st Dec 20). Only BRL FX risk is impacted
IR
- [New] Following switch to ESTER discounting in EUR, now allows discounting to have different defaults according to market date
- [Bug] In SDR, SOFR and ESTER underlyings were wrongly reported as Fed Funds and EONIA
EQ/FX/CO
- [New] Significantly improved accuracy of local volatility and LSV calibrations
- [New] Added KIKO payoffs in option screens. Previously, only available within autocall product