Version 11 available in Beta! Contact us today to get a head start on our latest, including:
- Expanded asset class coverage, including Dividend Futures (DF) and Constant Maturity Swaps (CMS).
- The ability to define roll yield quote for a given roll curve supports total return futures.
- Forward and Convexity Adjusted models available for use with Deposit Futures (DEPF).
- Improvements to the Swap and Portfolio Swap (PSWP) securities.
- Support for snowball coupons for Triggered Equity-Linked Securities (TELS).
- Support for filtering of holdings in as-of mode by historic quantities.
- Extended precision - up to six digits after the decimal point - for pricing environment fields.