07.03.2013
Major release: version 2.0 is available
Version 2 of our software is out. Major release with many upgrades, including:
- New improved volsurface model (EQFB2), extends the global fitting region to the short maturities (~1 month)
- Multi-yieldcurve framework introduced: application to OTC pricing and structured products
- VolManager: additional fitting tools, including dividend futures and synthetics
- Data Management: all market data now viewable and editable in pop-ups, timestamps and tags added, simple tools for saving and loading from DB