SDev-Windows v1.10 (64bits)

SDev-Windows v1.10 (32bits)

SDev-Excel v1.00 (32bits)

Version 1.10

• Adding FX fixings for resetting notionals in LSMC
• Ability to mix analytical and regressed exposures
• More intuitive input of notionals for resetting swaps
• Bug fixes

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)