Version 5.8, part of Release 2016b, includes bug fixes.

See the Release Notes for details.

Version 5.7, part of Release 2016a, includes the following enhancements:

  • Date and Time: datetime support for calendar functions

See the Release Notes for details.

Version 5.6, part of Release 2015b, includes the following enhancements:

  • Portfolio Optimization: Calculate mean-variance portfolios with tracking error constraint
  • Credit Scorecards: Set predictor types to numeric or categorical and view summary information
  • Transition Probability Estimates: Enter data using table input
  • Simple Interest Convention: Calculate zero, forward, and discount curves using simple interest

See the Release Notes for details.

Version 5.5, part of Release 2015a, includes the following enhancements:

  • Credit scorecard enhancements for model validation, a binning algorithm, and probability of default computation
  • Life table calibration and simulation for insurance

See the Release Notes for details.

Version 5.4, part of Release 2014b, includes the following enhancements:

  • Credit scorecard functionality
  • Performance improvements to CVaR portfolio optimization when using the fmincon function
  • Performance improvements to SDE Monte Carlo simulation for models with constant parameter or deterministic function of time
  • Fan chart visualization function

See the Release Notes for details.