CRZ Pricer Release 21.1.0

By | 20 July 2021


  • [New] In all Market Data Analysis views, added the ability to view the relevant market data
  • [Bug] UCITS leverage is now always positive if there is no delta adjustment for options
  • [Bug] Contribution Feed Sources GUI was corrupted


  • [New] Added support of onshore markets for IR & FX products


  • [New] Bloomberg tickers of STIR mid-curve options are now supported in flat files
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.

Leave a Reply

Your email address will not be published. Required fields are marked *