FAIRMAT Academic 1.6.0  - September 13, 2013


What’s new

-Equity and FX contracts Valuation, with the new Data-Link.  Data-Link 2.0 data providing service has been improved in order to allow you perform end-of-day pricing on new asset classes.

-Data-Link will aggregate public available data and will merge with our provided data (i.e. interest rate volatility surfaces and discounting curves) in order to allow you to price any contract (Interest Rate Linked / Equity Linked / FX-Linked derivatives) on several markets.

-Tickers autocomplete: When pressing CTRL+SPACE  in the data-source tab tickers textbox, you will receive autocomplete  information about the available equity and currency tickers.

-Automatic calibration of Geometric Brownian Motion models.

-Integration with Yahoo! Finance.

-Access to the European Central Bank echange rates reference data.

-Access to  the MEFF market historical prices and option chains.

Improvements and Fixes

- Fixed ability to choose the russian calendar
- General stability and gui improvements