- [New] Pricing Params for Monte Carlo, HJM Model and XVA are now market data and can have different values depending on deal/netting set. Market Data also allow historization and scenarios.
- [New] In Historical Var view, added the ability to choose a granularity of the volatility measure different from the output granularity.
- [New] Improved the historical contribution process by letting user know which are the missing feeds and let him apply bulk validation
- [Bug] Subtract base scenario in portfolio views could give wrong results when alternate id was used
- [New] In Bond & Future idiosyncratic contribution views, added ability to add manual adjustment as well as contribute manually
- [New] Added a flat inflation curve scenario.
- [Bug] Added some measure in inflation bond details. A few other measures were wrong (but they were correct in the Inflation Bond view in market data analysis)
- [New] Added multiplicative shift scenario on credit curves
- [New] Credit scenarios now support filtering on rating
- [New] It is now possible to contribute FX spot with a non-market convention: pivot currency always in first or in second position. The change pivot currency scenario also allows that.