Paris, May 11, 2020 - ITO33 announces a new major version of Opscore
Paris, May 11, 2020 - ITO33 announces a new major version of Opscore.
Opscore 3.9 delivers several new capabilities to end-users:
Better support for bond series, all public/private equities and depositary receipts, basket of bond and warrant.
Improved Dividend Protection Passthrough clause.
A new representation of the yield curves to enable usage of the legs as reference for floating rate bonds.
New Database structure which includes in particular a new dividend extrapolation model, new object for Delta One inputs, new storage for model inputs.
API support fugit for American option, fugit and probability for soft call and hard call events, Mandatory with overlapping soft and hard call, conversion make whole support, new conversion settlement issuer options.