New options classes for latest Fenics release
Fenics 11.1 is due for release in the second quarter, with support for range accruals, accumulators, faders, dual currency deposits, variance swaps, volatility swaps and forward start options. Other new features include new maths models for pricing exotics and a profit and loss attribution tool that details the effect of new trades or movements in time, spot, volatility or rates.
A position server has also been added, which updates positions with a default delay of three seconds. Version 11.1
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