Common
- [New] Added a portfolio view to convert CRIF sensitivities into standard sensitivities
- [New] Added a scenario ladder generator allowing to create multiple scenarios in one operation
IR
- [New] Futures contribution views now allow automatic future rolls
- [New] Improved HJM Calibration by pricing exactly swaptions in the calibration stage (previous pricing, although not exact, was very good, so impact is minor)
CR
- [New] (J)CIR++ model with term structure is now much more efficient (calibration only on required dates)
FX
- [New] Added FX baskets. Pricing methodology ensures cross FX smile are fitted