WHAT'S NEW: MONIS XL 11.0
We are pleased to announce our latest release of Monis XL, version 11.0. This coincided with the release of Monis Data Services 11.0, and just ahead of the release of Analyzer 11.0. The new release contains a number of enhancements, which include:
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Functionality & Infrastructure
Monis XL 11.0 now has a 64-bit version for users with 64-bit Microsoft Office 2010 or later, improved handling consistency for conversion data, multithreaded calculations for portfolios and selection of yield curves and other attributes directly from the edit interface.
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Analytics
A variety of enhancements have been made including allowing a risk free volatility as a new input, extensive re-write of the Warrants code to allow greater model flexibility, additional outputs for PEPS component values, improved handling of distressed debt to minimize discontinuities and the Tree model rewritten in C++ to ensure consistency with PDE.
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Convertible Bonds
We have made improvements to the CB analytics to allow pricing exchangeables with correlated default, choice of adaptive or regular gridding for PDE pus additional outputs and improved smoothing, extended combinations of features and enhancements to Put, Call and Reset functionality.
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Asset Classes
We have made additional new asset classes including: Equity and FX futures options, Caps, floors and swaptions, Inflation derivatives – bonds, swaps and options, and Australian bill and bond futures.