RSS All releases tagged Minor

  •  22 Dec 2012 07:06

Release Notes: The new IAS 39 plug-in allows users to implement the accounting of financial products following the International Accounting Standard (IAS) 39 principles. The convenience yield calculator plug-in implements the capability of calculating instantaneous forward price for commodities like Natural Gas, Fuel Oil, and Gasoil. Many special functions and distribution-related functions are now available to the user interface.

  •  26 Sep 2012 21:27

Release Notes: This release contains several fixes and usability improvements: the stochastic processes are now categorized, and the scalar, function editing forms, and software and project Preferences windows have been simplified. The plug-in management system now comes with search functionality. Enforces Fairmat language syntax checks in recurrence functions. Error handling when opening files using drag and drop. Incorrect display of descriptive statistic of Monte Carlo simulation valuations has been fixed.

  •  01 Sep 2012 13:07

Release Notes: This release focuses on bugfixing and on improving reliability, the plugins system's robustness, and GUI usability. For example, sensitivity and impact analyses can be applied now also to functions. In this case, the functions will be translated by constant amounts. This feature is very handy when it is necessary to perform stress tests on discounting curves or other non-scalar objects. This release also fixes two regressions included in version 1.3.1 which affected Ubuntu and Mac OS X releases.

  •  13 Aug 2012 21:47

Release Notes: Aside from many bugfixes and GUI improvements, this release comes with a couple of new handy features, such as the possibility of express parameter intervals in absolute terms instead of depending on the base value of the parameters. Two new open source plug-ins are available. HistoricalSimulator can be used to simulate underlying asset trajectories by translating forward historical time series, or by bootstrapping historical returns. Point Function 2D allows you to define bi-dimensional functions by interpolating and fitting external data.

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