[PLAT-2973] Blotter summary columns for all security types from Excel except swaption
Fixes for handling null securities.
Adding all properties to the volatility surface requirement
Splitting defaults for commodity future option functions
All properties of the inputs for commodity future option pricing are now exposed to the user
[PLAT-2973] Client can specify whether to show blotter columns
[PLAT-2973] Client can specify whether to show blotter columns
Fixed typo in TODO for EquityOptionBlackMethod
Split EquityOptionBlackRhoCalculator into two - Black if hedging w Forward, BS if w Spot
Fixed bug - BaroneAdesiWhaley had been misreporting Gamma b/c of missing argument to getPriceDeltaGamma
More EquityOptionBlackRhoFunction clean up
Clean up of Rho and Theta functions for Equity and EquityIndex Optiona
BAWGreeks had been reporting Theta wrt (T-t). Now dV/dt, hence a long straddle typically has negative theta
Equity (Index) Options now have Theta with CalculationMethod=BlackMethod
HistoricalTimeSeriesFunctionUtils now permits null start and/or end dates in createHTSRequirement
New Function MarkToMarketPnLFunction and ValueRequirement MTM_PNL
Speed up: MarkToMarketPnLFunction now requires HISTORICAL_TIME_SERIES_LATEST, instead of a time series
Temporarily changed default extrapolator behaviour of SmileInterpolatorSpline to Flat
Draft of the WeightedVegaFunction and WEIGHTED_VEGA Val Req
[PLAT-2853] Moved blotter-specific converter tests