Releases: cetusfinance/qwack
Releases · cetusfinance/qwack
1.0.1529
Qwack.Excel.Next (initial cut)
1.0.1527
Date shifter logic fix for SOFR futures
1.0.1525
Adds Juneteenth to US calendars
1.0.1523
Bump
1.0.1521
Initial work on inflation curves (CPI) Adds US 10y Ultra bond futures
1.0.1519
Adds EUREX bond futures definitions
1.0.1517
VaR clean up
1.0.1515
Revert changes to FxVega
1.0.1513
Adds underlying meta to FxVega cubes
1.0.1511
Risk matrix FX delta fixes