Fairmat Academic 1.3.1   -   August 13, 2012

Fairmat Academic 1.3.1 is a bug fixing and improvements release for Fairmat Academic 1.3.0.

Improvements

• Parameters definition intervals can be expressed in absolute terms, instead of depending on the base value B. In previous versions, ranges can be specified by defining a range value R and definition intervals (used in different analyses) were computed as [B-R, B+R]. The actual release allows to define the interval [A, B] by writing the two extremes separated by a semicolon (i.e. A ; B ).

• While editing parameters tab keys can be used to move between editing fields.

• Vector, Matrix and control points function editors have been improved and it is now possible to add/remove columns easily.

• It possible to control either programmatically or through the user interface the metrics that will be calculate on the risk profile.
• Enforced correctness checks on strip options.

Fixes

• In some cases, the cursor was positioned in the wrong place after auto-completing an expression.
• Fixed templates directory search.
• Horizon, xi and EffectiveDate were not present in the list of reserved symbols.

New open source plug-ins

With the Fairmat 1.3.1 the following new plug-ins are available:

• HistoricalSimulator, a plug-in which can be used to simulate underlying asset trajectories by transalting forward historical time series, or by bootsrapping historical returns.

• Point Function 2D, a plug-in which allows you to define bi-dimensional functions by interpolating and fitting external data.