CRZ Pricer Release 20.2.7

By | 7 December 2020


  • [New] Client clearing is now distinguished from house clearing in IM CCP portfolio view
  • [New] Portfolio definition can now be a combination of deals from database and deals from flat files
  • [New] Flat file Repo trade now supports haircuts
  • [Bug] In ‘Add Deals from flat file’ view, cash product was corrupted
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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