Release of Add-in 23.4

Version 23.4.1

This version comes with a new function: ELCUSTOMSTRESSSCENARIO(). The propagated macro stress tests’ shocks can be customized as well as combined. You can use it instead of ELSTRESSDRIVERS() or ELSTRESSSCENARIO().

If you have installed our latest add-in version, ELCUSTOMSTRESSSCENARIO() is now part of the list of the Edgelab functions.

Functions

New

• ELCUSTOMSTRESSSCENARIO simulates the impact on an instrument or a portfolio, of stress drivers that can be combined and which shocks can be customized.

Deprecation

• ELSTRESSDRIVER is deprecated as it is replaced by ELCUSTOMSTRESSSCENARIO.

Roadmap

The next release will aim at deprecating the asset proxy configuration in the ribbon as it will be available in the universe portal directly.

Please note that the information here is subject to change right up to release go-live time. This roadmap is not a commitment to provide any features within a certain time frame and enhancements to the product may change before release.