[New] Added optimisation of initial margin in the deal pricing screen.
[New] Incremental impact on XVA/IM/Capital as well as XVA/IM optimisation is now available on several deals in the Local Portfolio View.
[New] Added the linear regression scenario. One defines scenarios on some reference market data, all other market data are shifted by applying a linear regression on the reference market data using historical data.
[New] Added the PCA Projection scenario. One explains bumped market data through projection on PCA vectors. The other market data bumps are implied from the weights on PCA vectors
[New] It is now possible to apply risk transformations on Risk explained global measures (Capital & IM)
[Bug] Incremental XVA could fail in some cases
[Bug] Historical date ranges failed to update when defined in relative terms
[New] DealViewModel.EnableCalculations is now supported on all deal types