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SDev-Windows v1.00 (64bits)

SDev-Windows v1.00 (32bits)

SDev-Excel v1.00 (32bits)

 
Version 1.00
  • CVA, FVA and MVA for IRSs, FX Options and Bermudan Swaptions
  • Regression viewer for XVAs
  • LOESS, Kernel and Neural Network regression methods
  • Bug fixes
Version 0.81
  • Visual calibration for FX options and swaptions
  • Compatibility with .NET 4.5.2
  • Bug fixes
Version 0.80
  • Exotics: PRDCs, Bermudan callable swaps
  • New vanilla products (fees)
  • GUI refresh (MVVM)
  • Bug fixes
Version 0.70
  • Negative Rate models: Free-Boundary SABR, Normal SABR, Mixture SABR
  • New vanilla products
  • Bug fixes
Version 0.61
  • Bug fixes
Version 0.60
  • Navigation improvements: dockable tabs, main navigation as menu
  • Bug fixes
Version 0.53
  • Overnight swaps
  • GUI improvements
 Version 0.52
  • Resetting notional swaps
  • GUI improvements
Version 0.51
  • Swaptions (calibration)
  • FX Forwards
  • Bug fixes and GUI improvements
Version 0.50
  • Swaptions (pricing)
  • Cap/Floors (pricing and calibration)
  • Bug fixes and GUI improvements
Version 0.42
  • Bug fixes
  • Configuration page and themes
  • Minor GUI improvements
Version 0.41
  • Bug fixes in zero-rate curves
  • Bug fixes in FX surfaces
  • Minor GUI improvements
Version 0.40
  • FX option pricing, volatility surface
  • CSA curves
  • Cheapest-to-deliver (CTD) curves
  • Data grid fixes
Version 0.31
  • Bug fixes in vanilla swap pricing and schedules
  • Introducing inventory
  • Introducing quote value upload
Version 0.30
  • Pricing of vanilla swaps
  • Editing of yield curves, schedulers, quotes
  • Editing of portfolios
  • Discontinuing Excel
Version 0.21
  • Fixed database reset (Windows, Excel)
  • Improved data validation (Windows)
  • Improved looks of Portfolios (Windows)
Version 0.2
  • Fixed configuration path (Windows)
  • Run directly from executable (Windows)
  • Introducing yield curves (Windows)
  • Fixed Refresh/Upload in curves (Excel)
Version 0.1 (first release)
  • Curve construction for OIS, Libor, Tenor and Cross-Currency basis (Excel)
  • Valuation of IRS, Tenor Basis and Cross-Currency Swaps (Excel)
  • Portfolio loop pricing (Windows)