[New] For non-linear portfolio measures such as hVaR or IM, extended the stand-alone measure by adding a measures granularity that defines at which level calculation or done. If output granularity is finer, a marginal allocation is performed.
[New] In portfolio view, added a generic viewer of scenario differences
[New] Change Expiry scenario is now available on all volatility types (added IR, INF, CR)
[New] Reduced Autodiff memory usage and as a consequence improved its performance. This is noticeable on XVA and exotic products sensitivities in HJM
[New] Improved significantly the contextual help
[New] HJM Model now supports Local volatility model (with deterministic rates)
[New] HJM Model now supports Richardson Extrapolation control variate
[Bug] American barriers were wrong in the LSV model
[New] Added a scenario to extrapolate long term volatilities with interest rate vols. Replaces automatic extrapolation.