This release contains 62 fixed issues -
15 of which are bug fixes.
The key features are:
- Measure-level and Calc-level API support for all asset classes:
#1263,
#1344,
#1331 - Additional holiday calendars and indices for SEK, DKK and PLN:
#1373,
#1326 - Enhanced performance for swap pricing:
#1293,
#1329 - More flexible loaders:
#1267,
#1269,
#1245,
#1249,
#1282 - Support FpML parameterized notional schedule:
#1242 - Enhanced explain present value:
#1256,
#1270,
#1362 - Better error messages:
#1280,
#1275,
#1225,
#1254 - FRA payment dates are now calculated correctly:
#1301
Feel free to give us feedback or ask a question in the forums.